Home > Mountain Heritage Bank > Securities
Mountain Heritage Bank, Securities
| 2011-03-31 | Rank | |
| Total securities | $16,956,000 | 4,900 |
| U.S. Government securities | $14,573,000 | 4,294 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $14,573,000 | 4,173 |
| Securities issued by states & political subdivisions | $2,383,000 | 4,264 |
| 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 | $9,761,000 | 3,263 |
| Mortgage-backed securities | $10,517,000 | 3,180 |
| Certificates of participation in pools of residential mortgages | $5,807,000 | 3,278 |
| Issued or guaranteed by U.S. | $5,807,000 | 3,272 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $4,710,000 | 2,047 |
| CMOs issued by government agencies or sponsored agencies | $4,710,000 | 1,857 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $16,956,000 | 4,495 |
| Total debt securities | $16,954,000 | 4,867 |
| Structured notes | ||
| Amortized cost | $997,000 | 2,652 |
| Fair value | $979,000 | 2,632 |
| 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 | $18,275,000 | 4,605 |
| U.S. Government securities | $15,934,000 | 3,941 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $15,934,000 | 3,823 |
| Securities issued by states & political subdivisions | $2,341,000 | 4,270 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,488,000 | 2,816 |
| Mortgage-backed securities | $10,882,000 | 3,051 |
| Certificates of participation in pools of residential mortgages | $5,995,000 | 3,116 |
| Issued or guaranteed by U.S. | $5,995,000 | 3,109 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,887,000 | 1,995 |
| CMOs issued by government agencies or sponsored agencies | $4,887,000 | 1,788 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $18,275,000 | 4,218 |
| Total debt securities | $18,275,000 | 4,570 |
| Structured notes | ||
| Amortized cost | $1,997,000 | 1,975 |
| Fair value | $1,966,000 | 1,956 |
| 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 | $18,980,000 | 4,478 |
| U.S. Government securities | $16,452,000 | 3,852 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $16,452,000 | 3,744 |
| Securities issued by states & political subdivisions | $2,528,000 | 4,131 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,684,000 | 3,111 |
| Mortgage-backed securities | $10,290,000 | 3,115 |
| Certificates of participation in pools of residential mortgages | $6,165,000 | 3,037 |
| Issued or guaranteed by U.S. | $6,165,000 | 3,029 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,125,000 | 2,114 |
| CMOs issued by government agencies or sponsored agencies | $4,125,000 | 1,879 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $18,980,000 | 4,085 |
| Total debt securities | $18,980,000 | 4,439 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,383 |
| Fair value | $1,009,000 | 2,425 |
| 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 | $19,224,000 | 4,495 |
| U.S. Government securities | $16,789,000 | 3,850 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $16,789,000 | 3,753 |
| Securities issued by states & political subdivisions | $2,435,000 | 4,120 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,450,000 | 3,161 |
| Mortgage-backed securities | $14,594,000 | 2,606 |
| Certificates of participation in pools of residential mortgages | $10,319,000 | 2,381 |
| Issued or guaranteed by U.S. | $10,319,000 | 2,375 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $4,275,000 | 2,018 |
| CMOs issued by government agencies or sponsored agencies | $4,275,000 | 1,768 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $19,224,000 | 4,077 |
| Total debt securities | $19,224,000 | 4,453 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,460 |
| Fair value | $1,017,000 | 2,465 |
| 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 | $19,678,000 | 4,494 |
| U.S. Government securities | $17,633,000 | 3,822 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $17,633,000 | 3,734 |
| Securities issued by states & political subdivisions | $2,045,000 | 4,271 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,334,000 | 2,966 |
| Mortgage-backed securities | $13,849,000 | 2,776 |
| Certificates of participation in pools of residential mortgages | $10,555,000 | 2,445 |
| Issued or guaranteed by U.S. | $10,555,000 | 2,440 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,294,000 | 2,153 |
| CMOs issued by government agencies or sponsored agencies | $3,294,000 | 1,882 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $19,678,000 | 4,089 |
| Total debt securities | $19,679,000 | 4,456 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,024 |
| Fair value | $1,512,000 | 2,024 |
| 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 | $18,770,000 | 4,528 |
| U.S. Government securities | $16,712,000 | 3,891 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $16,712,000 | 3,809 |
| Securities issued by states & political subdivisions | $2,058,000 | 4,308 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,156,000 | 3,875 |
| Mortgage-backed securities | $15,073,000 | 2,702 |
| Certificates of participation in pools of residential mortgages | $11,091,000 | 2,447 |
| Issued or guaranteed by U.S. | $11,091,000 | 2,440 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $3,982,000 | 2,004 |
| CMOs issued by government agencies or sponsored agencies | $3,982,000 | 1,726 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $18,770,000 | 4,119 |
| Total debt securities | $18,770,000 | 4,487 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,404 |
| Fair value | $500,000 | 2,454 |
| 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 | $19,767,000 | 4,466 |
| U.S. Government securities | $17,618,000 | 3,770 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $17,618,000 | 3,697 |
| Securities issued by states & political subdivisions | $2,149,000 | 4,293 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,391,000 | 4,941 |
| Mortgage-backed securities | $16,503,000 | 2,612 |
| Certificates of participation in pools of residential mortgages | $15,543,000 | 2,073 |
| Issued or guaranteed by U.S. | $15,543,000 | 2,063 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $960,000 | 2,906 |
| CMOs issued by government agencies or sponsored agencies | $960,000 | 2,552 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $19,767,000 | 4,042 |
| Total debt securities | $19,767,000 | 4,427 |
| 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 | $20,014,000 | 4,429 |
| U.S. Government securities | $16,897,000 | 3,852 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $16,897,000 | 3,768 |
| Securities issued by states & political subdivisions | $3,117,000 | 3,841 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,336,000 | 4,306 |
| Mortgage-backed securities | $15,792,000 | 2,692 |
| Certificates of participation in pools of residential mortgages | $14,750,000 | 2,190 |
| Issued or guaranteed by U.S. | $14,750,000 | 2,180 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,042,000 | 2,846 |
| CMOs issued by government agencies or sponsored agencies | $1,042,000 | 2,478 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $20,014,000 | 3,994 |
| Total debt securities | $20,013,000 | 4,391 |
| 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 | $20,352,000 | 4,397 |
| U.S. Government securities | $17,288,000 | 3,855 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $17,288,000 | 3,780 |
| Securities issued by states & political subdivisions | $3,064,000 | 3,785 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,722,000 | 4,908 |
| Mortgage-backed securities | $15,168,000 | 2,805 |
| Certificates of participation in pools of residential mortgages | $14,020,000 | 2,278 |
| Issued or guaranteed by U.S. | $14,020,000 | 2,265 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,148,000 | 2,833 |
| CMOs issued by government agencies or sponsored agencies | $1,148,000 | 2,457 |
| 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) | $20,352,000 | 3,953 |
| Total debt securities | $20,353,000 | 4,361 |
| 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 | $15,300,000 | 5,074 |
| U.S. Government securities | $12,303,000 | 4,710 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $12,303,000 | 4,627 |
| Securities issued by states & political subdivisions | $2,997,000 | 3,769 |
| 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 | $4,075,000 | 4,834 |
| Mortgage-backed securities | $8,678,000 | 3,560 |
| Certificates of participation in pools of residential mortgages | $7,467,000 | 3,150 |
| Issued or guaranteed by U.S. | $7,467,000 | 3,139 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,211,000 | 2,735 |
| CMOs issued by government agencies or sponsored agencies | $1,211,000 | 2,408 |
| 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) | $15,300,000 | 4,574 |
| Total debt securities | $15,299,000 | 5,036 |
| 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 | $12,701,000 | 5,408 |
| U.S. Government securities | $9,744,000 | 5,147 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $9,744,000 | 5,063 |
| Securities issued by states & political subdivisions | $2,957,000 | 3,768 |
| 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 | $6,424,000 | 4,146 |
| Mortgage-backed securities | $6,731,000 | 3,817 |
| Certificates of participation in pools of residential mortgages | $5,485,000 | 3,510 |
| Issued or guaranteed by U.S. | $5,485,000 | 3,497 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,246,000 | 2,647 |
| CMOs issued by government agencies or sponsored agencies | $1,246,000 | 2,309 |
| 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) | $12,701,000 | 4,887 |
| Total debt securities | $12,701,000 | 5,371 |
| 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 | $12,445,000 | 5,510 |
| U.S. Government securities | $9,345,000 | 5,264 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $9,345,000 | 5,178 |
| Securities issued by states & political subdivisions | $3,100,000 | 3,722 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,443,000 | 4,129 |
| Mortgage-backed securities | $6,329,000 | 3,882 |
| Certificates of participation in pools of residential mortgages | $5,053,000 | 3,625 |
| Issued or guaranteed by U.S. | $5,053,000 | 3,610 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,276,000 | 2,627 |
| CMOs issued by government agencies or sponsored agencies | $1,276,000 | 2,294 |
| 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) | $12,445,000 | 5,020 |
| Total debt securities | $12,445,000 | 5,454 |
| 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 | $12,998,000 | 5,424 |
| U.S. Government securities | $9,876,000 | 5,141 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $9,876,000 | 5,048 |
| Securities issued by states & political subdivisions | $3,122,000 | 3,743 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,752,000 | 4,258 |
| Mortgage-backed securities | $5,839,000 | 3,917 |
| Certificates of participation in pools of residential mortgages | $4,474,000 | 3,682 |
| Issued or guaranteed by U.S. | $4,474,000 | 3,667 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,365,000 | 2,588 |
| CMOs issued by government agencies or sponsored agencies | $1,365,000 | 2,254 |
| 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) | $12,998,000 | 4,929 |
| Total debt securities | $12,998,000 | 5,350 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $12,871,000 | 5,535 |
| U.S. Government securities | $9,912,000 | 5,273 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $9,912,000 | 5,167 |
| Securities issued by states & political subdivisions | $2,959,000 | 3,814 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,785,000 | 4,571 |
| Mortgage-backed securities | $5,940,000 | 3,631 |
| Certificates of participation in pools of residential mortgages | $4,548,000 | 3,360 |
| Issued or guaranteed by U.S. | $4,548,000 | 3,345 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,392,000 | 2,452 |
| CMOs issued by government agencies or sponsored agencies | $1,392,000 | 2,151 |
| 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) | $12,871,000 | 4,972 |
| Total debt securities | $12,871,000 | 5,476 |
| 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 | $13,789,000 | 5,406 |
| U.S. Government securities | $12,071,000 | 4,938 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $12,071,000 | 4,839 |
| Securities issued by states & political subdivisions | $1,718,000 | 4,425 |
| 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 | $10,632,000 | 3,316 |
| Mortgage-backed securities | $6,058,000 | 3,437 |
| Certificates of participation in pools of residential mortgages | $4,620,000 | 3,176 |
| Issued or guaranteed by U.S. | $4,620,000 | 3,161 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,438,000 | 2,377 |
| CMOs issued by government agencies or sponsored agencies | $1,438,000 | 2,078 |
| 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) | $13,789,000 | 4,832 |
| Total debt securities | $13,789,000 | 5,356 |
| 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 | $14,286,000 | 5,325 |
| U.S. Government securities | $12,598,000 | 4,868 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $12,598,000 | 4,758 |
| Securities issued by states & political subdivisions | $1,688,000 | 4,448 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,197,000 | 3,555 |
| Mortgage-backed securities | $4,212,000 | 3,880 |
| Certificates of participation in pools of residential mortgages | $2,736,000 | 3,818 |
| Issued or guaranteed by U.S. | $2,736,000 | 3,806 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,476,000 | 2,332 |
| CMOs issued by government agencies or sponsored agencies | $1,476,000 | 2,054 |
| 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) | $14,286,000 | 4,722 |
| Total debt securities | $14,285,000 | 5,282 |
| 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 | $11,565,000 | 5,811 |
| U.S. Government securities | $10,826,000 | 5,241 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $10,826,000 | 5,121 |
| Securities issued by states & political subdivisions | $739,000 | 5,191 |
| 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 | $7,438,000 | 3,926 |
| Mortgage-backed securities | $1,884,000 | 4,775 |
| Certificates of participation in pools of residential mortgages | $1,884,000 | 4,247 |
| Issued or guaranteed by U.S. | $1,884,000 | 4,230 |
| 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) | $11,565,000 | 5,201 |
| Total debt securities | $11,565,000 | 5,760 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,315 |
| Fair value | $499,000 | 2,344 |
| 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 | $10,802,000 | 6,012 |
| U.S. Government securities | $10,802,000 | 5,305 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $10,802,000 | 5,178 |
| 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 | $7,592,000 | 3,899 |
| Mortgage-backed securities | $819,000 | 5,425 |
| Certificates of participation in pools of residential mortgages | $819,000 | 4,967 |
| Issued or guaranteed by U.S. | $819,000 | 4,950 |
| 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) | $10,802,000 | 5,382 |
| Total debt securities | $10,802,000 | 5,958 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,419 |
| Fair value | $495,000 | 2,523 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $10,261,000 | 6,145 |
| U.S. Government securities | $10,261,000 | 5,461 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $10,261,000 | 5,332 |
| 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 | $5,492,000 | 4,464 |
| Mortgage-backed securities | $303,000 | 5,905 |
| Certificates of participation in pools of residential mortgages | $303,000 | 5,530 |
| Issued or guaranteed by U.S. | $303,000 | 5,503 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $10,261,000 | 5,479 |
| Total debt securities | $10,260,000 | 6,087 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,538 |
| Fair value | $492,000 | 2,690 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $9,643,000 | 6,305 |
| U.S. Government securities | $9,643,000 | 5,606 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $9,643,000 | 5,479 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,281,000 | 4,866 |
| Mortgage-backed securities | $315,000 | 5,919 |
| Certificates of participation in pools of residential mortgages | $315,000 | 5,549 |
| Issued or guaranteed by U.S. | $315,000 | 5,524 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $9,643,000 | 5,618 |
| Total debt securities | $9,643,000 | 6,243 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,594 |
| Fair value | $483,000 | 2,783 |
| 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 | $9,709,000 | 6,351 |
| U.S. Government securities | $9,709,000 | 5,643 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $9,709,000 | 5,511 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,009,000 | 4,942 |
| Mortgage-backed securities | $333,000 | 5,939 |
| Certificates of participation in pools of residential mortgages | $333,000 | 5,544 |
| Issued or guaranteed by U.S. | $333,000 | 5,521 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $9,709,000 | 5,649 |
| Total debt securities | $9,709,000 | 6,292 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,585 |
| Fair value | $485,000 | 2,785 |
| 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 | $8,761,000 | 6,594 |
| U.S. Government securities | $8,761,000 | 5,891 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $8,761,000 | 5,739 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,027,000 | 4,930 |
| Mortgage-backed securities | $349,000 | 5,989 |
| Certificates of participation in pools of residential mortgages | $349,000 | 5,574 |
| Issued or guaranteed by U.S. | $349,000 | 5,548 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $8,761,000 | 5,874 |
| Total debt securities | $8,762,000 | 6,538 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,581 |
| Fair value | $487,000 | 2,785 |
| 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 | $7,299,000 | 6,937 |
| U.S. Government securities | $7,299,000 | 6,258 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $7,299,000 | 6,126 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,058,000 | 4,922 |
| Mortgage-backed securities | $372,000 | 6,010 |
| Certificates of participation in pools of residential mortgages | $372,000 | 5,593 |
| Issued or guaranteed by U.S. | $372,000 | 5,572 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $7,299,000 | 6,187 |
| Total debt securities | $7,300,000 | 6,878 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,532 |
| Fair value | $489,000 | 2,753 |
| 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 | $7,366,000 | 6,979 |
| U.S. Government securities | $7,366,000 | 6,296 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $7,366,000 | 6,167 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,409,000 | 4,789 |
| Mortgage-backed securities | $400,000 | 6,029 |
| Certificates of participation in pools of residential mortgages | $400,000 | 5,603 |
| Issued or guaranteed by U.S. | $400,000 | 5,577 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $7,366,000 | 6,204 |
| Total debt securities | $7,367,000 | 6,919 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,519 |
| Fair value | $492,000 | 2,727 |
| 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 | $7,311,000 | 7,030 |
| U.S. Government securities | $7,311,000 | 6,373 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,311,000 | 6,229 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,856,000 | 4,350 |
| Mortgage-backed securities | $418,000 | 6,084 |
| Certificates of participation in pools of residential mortgages | $418,000 | 5,654 |
| Issued or guaranteed by U.S. | $418,000 | 5,635 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $7,311,000 | 6,256 |
| Total debt securities | $7,311,000 | 6,977 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,494 |
| Fair value | $485,000 | 2,698 |
| 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 | $7,426,000 | 7,023 |
| U.S. Government securities | $7,426,000 | 6,350 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,426,000 | 6,203 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,442,000 | 4,166 |
| Mortgage-backed securities | $438,000 | 6,112 |
| Certificates of participation in pools of residential mortgages | $438,000 | 5,672 |
| Issued or guaranteed by U.S. | $438,000 | 5,655 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $7,426,000 | 6,251 |
| Total debt securities | $7,426,000 | 6,964 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,430 |
| Fair value | $494,000 | 2,611 |
| 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 | $7,004,000 | 7,177 |
| U.S. Government securities | $7,004,000 | 6,496 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $7,004,000 | 6,335 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,004,000 | 4,266 |
| Mortgage-backed securities | $459,000 | 6,133 |
| Certificates of participation in pools of residential mortgages | $459,000 | 5,678 |
| Issued or guaranteed by U.S. | $459,000 | 5,662 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $7,004,000 | 6,376 |
| Total debt securities | $7,004,000 | 7,106 |
| Structured notes | ||
| Amortized cost | $498,000 | 2,608 |
| Fair value | $497,000 | 2,575 |
| 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 | $6,927,000 | 7,289 |
| U.S. Government securities | $6,927,000 | 6,604 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $6,927,000 | 6,433 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,927,000 | 4,000 |
| Mortgage-backed securities | $468,000 | 6,196 |
| Certificates of participation in pools of residential mortgages | $468,000 | 5,737 |
| Issued or guaranteed by U.S. | $468,000 | 5,723 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $6,927,000 | 6,478 |
| Total debt securities | $6,927,000 | 7,215 |
| Structured notes | ||
| Amortized cost | $497,000 | 2,573 |
| Fair value | $485,000 | 2,543 |
| 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 | $6,134,000 | 7,473 |
| U.S. Government securities | $6,134,000 | 6,799 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $6,134,000 | 6,638 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $504,000 | 6,184 |
| Certificates of participation in pools of residential mortgages | $504,000 | 5,716 |
| Issued or guaranteed by U.S. | $504,000 | 5,699 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $6,134,000 | 6,658 |
| Total debt securities | $6,134,000 | 7,398 |
| 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 | $3,014,000 | 8,293 |
| U.S. Government securities | $3,014,000 | 7,893 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $3,014,000 | 7,709 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| 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) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $3,014,000 | 7,471 |
| Total debt securities | $3,014,000 | 8,220 |
| 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 |