Home > Ohio Heritage Bank > Securities
Ohio Heritage Bank, Securities
| 2014-06-30 | Rank | |
| Total securities | $26,403,000 | 3,913 |
| U.S. Government securities | $24,973,000 | 3,078 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $24,973,000 | 2,985 |
| Securities issued by states & political subdivisions | $1,430,000 | 4,694 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,754,000 | 2,202 |
| Mortgage-backed securities | $15,502,000 | 2,635 |
| Certificates of participation in pools of residential mortgages | $15,264,000 | 2,107 |
| Issued or guaranteed by U.S. | $15,264,000 | 2,105 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $238,000 | 3,279 |
| CMOs issued by government agencies or sponsored agencies | $238,000 | 3,168 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $26,403,000 | 3,572 |
| Total debt securities | $26,403,000 | 3,885 |
| Structured notes | ||
| Amortized cost | $7,922,000 | 516 |
| Fair value | $7,593,000 | 526 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $30,464,000 | 3,679 |
| U.S. Government securities | $28,959,000 | 2,826 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $28,959,000 | 2,749 |
| Securities issued by states & political subdivisions | $1,505,000 | 4,694 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,267,000 | 2,320 |
| Mortgage-backed securities | $16,607,000 | 2,567 |
| Certificates of participation in pools of residential mortgages | $16,348,000 | 2,021 |
| Issued or guaranteed by U.S. | $16,348,000 | 2,021 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $259,000 | 3,289 |
| CMOs issued by government agencies or sponsored agencies | $259,000 | 3,176 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $30,464,000 | 3,365 |
| Total debt securities | $30,464,000 | 3,650 |
| Structured notes | ||
| Amortized cost | $10,993,000 | 391 |
| Fair value | $10,403,000 | 396 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $34,698,000 | 3,403 |
| U.S. Government securities | $33,222,000 | 2,581 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $33,222,000 | 2,512 |
| Securities issued by states & political subdivisions | $1,476,000 | 4,742 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,451,000 | 2,280 |
| Mortgage-backed securities | $17,524,000 | 2,509 |
| Certificates of participation in pools of residential mortgages | $17,235,000 | 1,973 |
| Issued or guaranteed by U.S. | $17,235,000 | 1,973 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $289,000 | 3,276 |
| CMOs issued by government agencies or sponsored agencies | $289,000 | 3,159 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $34,698,000 | 3,111 |
| Total debt securities | $34,698,000 | 3,377 |
| Structured notes | ||
| Amortized cost | $13,493,000 | 315 |
| Fair value | $12,721,000 | 316 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $34,843,000 | 3,402 |
| U.S. Government securities | $33,324,000 | 2,582 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $33,324,000 | 2,516 |
| Securities issued by states & political subdivisions | $1,519,000 | 4,748 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,946,000 | 2,387 |
| Mortgage-backed securities | $18,636,000 | 2,448 |
| Certificates of participation in pools of residential mortgages | $18,314,000 | 1,891 |
| Issued or guaranteed by U.S. | $18,314,000 | 1,888 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $322,000 | 3,294 |
| CMOs issued by government agencies or sponsored agencies | $322,000 | 3,171 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $34,843,000 | 3,125 |
| Total debt securities | $34,843,000 | 3,372 |
| Structured notes | ||
| Amortized cost | $13,493,000 | 307 |
| Fair value | $12,673,000 | 310 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $30,140,000 | 3,691 |
| U.S. Government securities | $29,024,000 | 2,830 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $29,024,000 | 2,764 |
| Securities issued by states & political subdivisions | $1,116,000 | 4,887 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,952,000 | 2,286 |
| Mortgage-backed securities | $16,778,000 | 2,591 |
| Certificates of participation in pools of residential mortgages | $16,399,000 | 2,031 |
| Issued or guaranteed by U.S. | $16,399,000 | 2,030 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $379,000 | 3,281 |
| CMOs issued by government agencies or sponsored agencies | $379,000 | 3,154 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $30,140,000 | 3,394 |
| Total debt securities | $30,140,000 | 3,657 |
| Structured notes | ||
| Amortized cost | $10,493,000 | 374 |
| Fair value | $10,192,000 | 374 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $31,161,000 | 3,653 |
| U.S. Government securities | $30,017,000 | 2,816 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $30,017,000 | 2,749 |
| Securities issued by states & political subdivisions | $1,144,000 | 4,871 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,790,000 | 2,318 |
| Mortgage-backed securities | $18,442,000 | 2,503 |
| Certificates of participation in pools of residential mortgages | $18,004,000 | 1,945 |
| Issued or guaranteed by U.S. | $18,004,000 | 1,945 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $438,000 | 3,289 |
| CMOs issued by government agencies or sponsored agencies | $438,000 | 3,147 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $31,161,000 | 3,387 |
| Total debt securities | $31,161,000 | 3,617 |
| Structured notes | ||
| Amortized cost | $9,496,000 | 422 |
| Fair value | $9,490,000 | 421 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $33,090,000 | 3,488 |
| U.S. Government securities | $30,712,000 | 2,693 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $30,712,000 | 2,630 |
| Securities issued by states & political subdivisions | $2,378,000 | 4,422 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,040,000 | 2,438 |
| Mortgage-backed securities | $21,094,000 | 2,330 |
| Certificates of participation in pools of residential mortgages | $19,544,000 | 1,798 |
| Issued or guaranteed by U.S. | $19,544,000 | 1,796 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,550,000 | 2,810 |
| CMOs issued by government agencies or sponsored agencies | $1,550,000 | 2,699 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $33,090,000 | 3,228 |
| Total debt securities | $33,090,000 | 3,457 |
| Structured notes | ||
| Amortized cost | $7,494,000 | 543 |
| Fair value | $7,501,000 | 538 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $31,607,000 | 3,614 |
| U.S. Government securities | $29,187,000 | 2,855 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $29,187,000 | 2,795 |
| Securities issued by states & political subdivisions | $2,420,000 | 4,422 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,540,000 | 2,433 |
| Mortgage-backed securities | $20,016,000 | 2,513 |
| Certificates of participation in pools of residential mortgages | $18,338,000 | 1,968 |
| Issued or guaranteed by U.S. | $18,338,000 | 1,968 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,678,000 | 2,864 |
| CMOs issued by government agencies or sponsored agencies | $1,678,000 | 2,742 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $31,607,000 | 3,336 |
| Total debt securities | $31,607,000 | 3,584 |
| Structured notes | ||
| Amortized cost | $6,994,000 | 610 |
| Fair value | $7,005,000 | 597 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $33,526,000 | 3,518 |
| U.S. Government securities | $31,014,000 | 2,774 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $31,014,000 | 2,715 |
| Securities issued by states & political subdivisions | $2,512,000 | 4,379 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,765,000 | 2,531 |
| Mortgage-backed securities | $21,155,000 | 2,446 |
| Certificates of participation in pools of residential mortgages | $19,347,000 | 1,940 |
| Issued or guaranteed by U.S. | $19,347,000 | 1,940 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,808,000 | 2,831 |
| CMOs issued by government agencies or sponsored agencies | $1,808,000 | 2,708 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $33,526,000 | 3,254 |
| Total debt securities | $33,526,000 | 3,490 |
| Structured notes | ||
| Amortized cost | $7,618,000 | 641 |
| Fair value | $7,650,000 | 640 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $33,688,000 | 3,533 |
| U.S. Government securities | $30,991,000 | 2,831 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $30,991,000 | 2,771 |
| Securities issued by states & political subdivisions | $2,697,000 | 4,237 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,765,000 | 2,615 |
| Mortgage-backed securities | $19,794,000 | 2,563 |
| Certificates of participation in pools of residential mortgages | $17,859,000 | 2,034 |
| Issued or guaranteed by U.S. | $17,859,000 | 2,031 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,935,000 | 2,819 |
| CMOs issued by government agencies or sponsored agencies | $1,935,000 | 2,697 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $33,688,000 | 3,270 |
| Total debt securities | $33,688,000 | 3,504 |
| Structured notes | ||
| Amortized cost | $7,994,000 | 739 |
| Fair value | $7,969,000 | 738 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $28,381,000 | 3,808 |
| U.S. Government securities | $25,673,000 | 3,120 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $25,673,000 | 3,047 |
| Securities issued by states & political subdivisions | $2,708,000 | 4,219 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,465,000 | 2,538 |
| Mortgage-backed securities | $14,887,000 | 2,885 |
| Certificates of participation in pools of residential mortgages | $12,841,000 | 2,387 |
| Issued or guaranteed by U.S. | $12,841,000 | 2,381 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,046,000 | 2,745 |
| CMOs issued by government agencies or sponsored agencies | $2,046,000 | 2,541 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $28,381,000 | 3,510 |
| Total debt securities | $28,381,000 | 3,785 |
| Structured notes | ||
| Amortized cost | $7,997,000 | 683 |
| Fair value | $8,023,000 | 667 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $25,287,000 | 3,995 |
| U.S. Government securities | $22,403,000 | 3,328 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $22,403,000 | 3,247 |
| Securities issued by states & political subdivisions | $2,884,000 | 4,126 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,565,000 | 2,601 |
| Mortgage-backed securities | $13,078,000 | 2,993 |
| Certificates of participation in pools of residential mortgages | $10,922,000 | 2,542 |
| Issued or guaranteed by U.S. | $10,922,000 | 2,537 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,156,000 | 2,711 |
| CMOs issued by government agencies or sponsored agencies | $2,156,000 | 2,486 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $25,287,000 | 3,668 |
| Total debt securities | $25,287,000 | 3,956 |
| Structured notes | ||
| Amortized cost | $6,504,000 | 841 |
| Fair value | $6,520,000 | 851 |
| 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 | $24,012,000 | 4,150 |
| U.S. Government securities | $21,201,000 | 3,526 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $21,201,000 | 3,436 |
| Securities issued by states & political subdivisions | $2,811,000 | 4,125 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,840,000 | 2,524 |
| Mortgage-backed securities | $13,854,000 | 2,882 |
| Certificates of participation in pools of residential mortgages | $11,587,000 | 2,418 |
| Issued or guaranteed by U.S. | $11,587,000 | 2,412 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,267,000 | 2,646 |
| CMOs issued by government agencies or sponsored agencies | $2,267,000 | 2,419 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $24,012,000 | 3,812 |
| Total debt securities | $24,012,000 | 4,117 |
| Structured notes | ||
| Amortized cost | $4,999,000 | 1,180 |
| Fair value | $4,994,000 | 1,191 |
| 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 | $26,016,000 | 3,942 |
| U.S. Government securities | $23,268,000 | 3,331 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $23,268,000 | 3,238 |
| Securities issued by states & political subdivisions | $2,748,000 | 4,119 |
| 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 | $15,690,000 | 2,511 |
| Mortgage-backed securities | $15,059,000 | 2,687 |
| Certificates of participation in pools of residential mortgages | $12,666,000 | 2,238 |
| Issued or guaranteed by U.S. | $12,666,000 | 2,232 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,393,000 | 2,539 |
| CMOs issued by government agencies or sponsored agencies | $2,393,000 | 2,319 |
| 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) | $26,016,000 | 3,629 |
| Total debt securities | $26,016,000 | 3,909 |
| Structured notes | ||
| Amortized cost | $6,990,000 | 985 |
| Fair value | $6,856,000 | 990 |
| 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 | $27,992,000 | 3,654 |
| U.S. Government securities | $25,309,000 | 2,975 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $25,309,000 | 2,883 |
| Securities issued by states & political subdivisions | $2,683,000 | 4,146 |
| 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 | $19,105,000 | 2,195 |
| Mortgage-backed securities | $16,080,000 | 2,517 |
| Certificates of participation in pools of residential mortgages | $13,524,000 | 2,044 |
| Issued or guaranteed by U.S. | $13,524,000 | 2,038 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,556,000 | 2,463 |
| CMOs issued by government agencies or sponsored agencies | $2,556,000 | 2,225 |
| 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) | $27,992,000 | 3,359 |
| Total debt securities | $27,992,000 | 3,626 |
| Structured notes | ||
| Amortized cost | $7,990,000 | 804 |
| Fair value | $7,827,000 | 810 |
| 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 | $24,245,000 | 3,933 |
| U.S. Government securities | $21,996,000 | 3,230 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $21,996,000 | 3,123 |
| Securities issued by states & political subdivisions | $2,249,000 | 4,243 |
| 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 | $19,255,000 | 2,177 |
| Mortgage-backed securities | $13,987,000 | 2,674 |
| Certificates of participation in pools of residential mortgages | $11,256,000 | 2,270 |
| Issued or guaranteed by U.S. | $11,256,000 | 2,267 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,731,000 | 2,382 |
| CMOs issued by government agencies or sponsored agencies | $2,731,000 | 2,140 |
| 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) | $24,245,000 | 3,615 |
| Total debt securities | $24,245,000 | 3,895 |
| Structured notes | ||
| Amortized cost | $6,488,000 | 916 |
| Fair value | $6,560,000 | 903 |
| 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 | $27,410,000 | 3,672 |
| U.S. Government securities | $24,908,000 | 3,028 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $24,908,000 | 2,943 |
| Securities issued by states & political subdivisions | $2,502,000 | 4,097 |
| 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 | $20,296,000 | 2,140 |
| Mortgage-backed securities | $5,855,000 | 3,842 |
| Certificates of participation in pools of residential mortgages | $2,984,000 | 3,927 |
| Issued or guaranteed by U.S. | $2,984,000 | 3,919 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,871,000 | 2,290 |
| CMOs issued by government agencies or sponsored agencies | $2,871,000 | 2,029 |
| 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) | $27,410,000 | 3,356 |
| Total debt securities | $27,410,000 | 3,643 |
| Structured notes | ||
| Amortized cost | $15,484,000 | 429 |
| Fair value | $15,536,000 | 427 |
| 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 | $27,635,000 | 3,677 |
| U.S. Government securities | $25,631,000 | 3,031 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $25,631,000 | 2,951 |
| Securities issued by states & political subdivisions | $2,004,000 | 4,298 |
| 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 | $20,940,000 | 2,159 |
| Mortgage-backed securities | $6,234,000 | 3,848 |
| Certificates of participation in pools of residential mortgages | $3,110,000 | 4,012 |
| Issued or guaranteed by U.S. | $3,110,000 | 4,004 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,124,000 | 2,190 |
| CMOs issued by government agencies or sponsored agencies | $3,124,000 | 1,915 |
| 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) | $27,635,000 | 3,341 |
| Total debt securities | $27,635,000 | 3,649 |
| Structured notes | ||
| Amortized cost | $10,995,000 | 502 |
| Fair value | $11,035,000 | 490 |
| 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 | $22,140,000 | 4,180 |
| U.S. Government securities | $20,141,000 | 3,502 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $20,141,000 | 3,427 |
| Securities issued by states & political subdivisions | $1,999,000 | 4,335 |
| 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 | $14,715,000 | 2,712 |
| Mortgage-backed securities | $7,780,000 | 3,591 |
| Certificates of participation in pools of residential mortgages | $5,244,000 | 3,464 |
| Issued or guaranteed by U.S. | $5,244,000 | 3,455 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,536,000 | 2,301 |
| CMOs issued by government agencies or sponsored agencies | $2,536,000 | 2,016 |
| 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) | $22,140,000 | 3,789 |
| Total debt securities | $22,140,000 | 4,152 |
| Structured notes | ||
| Amortized cost | $5,995,000 | 697 |
| Fair value | $5,892,000 | 705 |
| 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 | $18,984,000 | 4,552 |
| U.S. Government securities | $16,477,000 | 3,924 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $16,477,000 | 3,848 |
| Securities issued by states & political subdivisions | $2,507,000 | 4,123 |
| 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 | $14,265,000 | 2,747 |
| Mortgage-backed securities | $5,419,000 | 4,129 |
| Certificates of participation in pools of residential mortgages | $4,430,000 | 3,779 |
| Issued or guaranteed by U.S. | $4,430,000 | 3,768 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $989,000 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $989,000 | 2,532 |
| 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) | $18,984,000 | 4,129 |
| Total debt securities | $18,984,000 | 4,511 |
| Structured notes | ||
| Amortized cost | $5,495,000 | 511 |
| Fair value | $5,491,000 | 510 |
| 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 | $15,275,000 | 5,009 |
| U.S. Government securities | $12,829,000 | 4,468 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $12,829,000 | 4,375 |
| Securities issued by states & political subdivisions | $2,446,000 | 4,128 |
| 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 | $10,605,000 | 3,245 |
| Mortgage-backed securities | $6,247,000 | 4,004 |
| Certificates of participation in pools of residential mortgages | $6,240,000 | 3,367 |
| Issued or guaranteed by U.S. | $6,240,000 | 3,355 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $7,000 | 3,733 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,354 |
| 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) | $15,275,000 | 4,563 |
| Total debt securities | $15,275,000 | 4,959 |
| 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 | $16,206,000 | 4,904 |
| U.S. Government securities | $14,510,000 | 4,269 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $14,510,000 | 4,187 |
| Securities issued by states & political subdivisions | $1,696,000 | 4,425 |
| 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 | $10,605,000 | 3,310 |
| Mortgage-backed securities | $6,747,000 | 3,969 |
| Certificates of participation in pools of residential mortgages | $6,739,000 | 3,337 |
| Issued or guaranteed by U.S. | $6,739,000 | 3,323 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $8,000 | 3,738 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 3,350 |
| 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) | $16,206,000 | 4,430 |
| Total debt securities | $16,206,000 | 4,859 |
| 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 | $13,810,000 | 5,289 |
| U.S. Government securities | $12,786,000 | 4,616 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $12,786,000 | 4,529 |
| Securities issued by states & political subdivisions | $1,024,000 | 4,799 |
| 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 | $9,090,000 | 3,595 |
| Mortgage-backed securities | $6,510,000 | 3,967 |
| Certificates of participation in pools of residential mortgages | $6,500,000 | 3,370 |
| Issued or guaranteed by U.S. | $6,500,000 | 3,357 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $10,000 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 3,345 |
| 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) | $13,810,000 | 4,774 |
| Total debt securities | $13,810,000 | 5,249 |
| 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 | $11,517,000 | 5,619 |
| U.S. Government securities | $10,500,000 | 4,991 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $10,500,000 | 4,908 |
| Securities issued by states & political subdivisions | $1,017,000 | 4,801 |
| 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 | $4,840,000 | 4,577 |
| Mortgage-backed securities | $4,523,000 | 4,346 |
| Certificates of participation in pools of residential mortgages | $4,510,000 | 3,781 |
| Issued or guaranteed by U.S. | $4,510,000 | 3,769 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $13,000 | 3,624 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 3,261 |
| 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) | $11,517,000 | 5,088 |
| Total debt securities | $11,517,000 | 5,578 |
| 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 | $11,172,000 | 5,722 |
| U.S. Government securities | $10,159,000 | 5,090 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $10,159,000 | 5,002 |
| Securities issued by states & political subdivisions | $1,013,000 | 4,838 |
| 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 | $4,715,000 | 4,609 |
| Mortgage-backed securities | $4,141,000 | 4,446 |
| Certificates of participation in pools of residential mortgages | $4,123,000 | 3,918 |
| Issued or guaranteed by U.S. | $4,123,000 | 3,903 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $18,000 | 3,625 |
| CMOs issued by government agencies or sponsored agencies | $18,000 | 3,279 |
| 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) | $11,172,000 | 5,204 |
| Total debt securities | $11,172,000 | 5,666 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $10,761,000 | 5,791 |
| U.S. Government securities | $9,730,000 | 5,174 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $9,730,000 | 5,083 |
| Securities issued by states & political subdivisions | $1,031,000 | 4,855 |
| 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 | $4,715,000 | 4,561 |
| Mortgage-backed securities | $4,433,000 | 4,272 |
| Certificates of participation in pools of residential mortgages | $4,410,000 | 3,706 |
| Issued or guaranteed by U.S. | $4,410,000 | 3,691 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $23,000 | 3,603 |
| CMOs issued by government agencies or sponsored agencies | $23,000 | 3,249 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $10,761,000 | 5,269 |
| Total debt securities | $10,761,000 | 5,719 |
| 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 | $10,406,000 | 5,947 |
| U.S. Government securities | $9,383,000 | 5,382 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $9,383,000 | 5,279 |
| Securities issued by states & political subdivisions | $1,023,000 | 4,870 |
| 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 | $4,815,000 | 4,562 |
| Mortgage-backed securities | $4,573,000 | 3,957 |
| Certificates of participation in pools of residential mortgages | $4,544,000 | 3,362 |
| Issued or guaranteed by U.S. | $4,544,000 | 3,347 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $29,000 | 3,517 |
| CMOs issued by government agencies or sponsored agencies | $29,000 | 3,187 |
| 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) | $10,406,000 | 5,377 |
| Total debt securities | $10,406,000 | 5,882 |
| 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 | $12,444,000 | 5,653 |
| U.S. Government securities | $11,424,000 | 5,072 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $11,424,000 | 4,975 |
| Securities issued by states & political subdivisions | $1,020,000 | 4,876 |
| 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 | $4,225,000 | 4,778 |
| Mortgage-backed securities | $4,673,000 | 3,773 |
| Certificates of participation in pools of residential mortgages | $4,637,000 | 3,172 |
| Issued or guaranteed by U.S. | $4,637,000 | 3,157 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $36,000 | 3,474 |
| CMOs issued by government agencies or sponsored agencies | $36,000 | 3,138 |
| 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) | $12,444,000 | 5,076 |
| Total debt securities | $12,444,000 | 5,599 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $10,794,000 | 5,956 |
| U.S. Government securities | $9,793,000 | 5,444 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $9,793,000 | 5,337 |
| Securities issued by states & political subdivisions | $1,001,000 | 4,899 |
| 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 | $4,225,000 | 4,811 |
| Mortgage-backed securities | $3,018,000 | 4,311 |
| Certificates of participation in pools of residential mortgages | $2,975,000 | 3,731 |
| Issued or guaranteed by U.S. | $2,975,000 | 3,718 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $43,000 | 3,441 |
| CMOs issued by government agencies or sponsored agencies | $43,000 | 3,115 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $10,794,000 | 5,347 |
| Total debt securities | $10,794,000 | 5,901 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,275 |
| Fair value | $1,990,000 | 1,296 |
| 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 | $9,103,000 | 6,318 |
| U.S. Government securities | $8,081,000 | 5,867 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $8,081,000 | 5,748 |
| Securities issued by states & political subdivisions | $1,022,000 | 4,933 |
| 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 | $4,225,000 | 4,817 |
| Mortgage-backed securities | $3,251,000 | 4,209 |
| Certificates of participation in pools of residential mortgages | $3,199,000 | 3,627 |
| Issued or guaranteed by U.S. | $3,199,000 | 3,610 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $52,000 | 3,411 |
| CMOs issued by government agencies or sponsored agencies | $52,000 | 3,107 |
| 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) | $9,103,000 | 5,684 |
| Total debt securities | $9,103,000 | 6,255 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,395 |
| Fair value | $1,979,000 | 1,417 |
| 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 | $9,241,000 | 6,325 |
| U.S. Government securities | $8,215,000 | 5,883 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $8,215,000 | 5,762 |
| Securities issued by states & political subdivisions | $1,026,000 | 4,958 |
| 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 | $4,225,000 | 4,831 |
| Mortgage-backed securities | $3,340,000 | 4,176 |
| Certificates of participation in pools of residential mortgages | $3,279,000 | 3,599 |
| Issued or guaranteed by U.S. | $3,279,000 | 3,587 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $61,000 | 3,406 |
| CMOs issued by government agencies or sponsored agencies | $61,000 | 3,107 |
| 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) | $9,241,000 | 5,678 |
| Total debt securities | $9,241,000 | 6,269 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,480 |
| Fair value | $1,969,000 | 1,521 |
| 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 | $9,277,000 | 6,368 |
| U.S. Government securities | $8,251,000 | 5,943 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $8,251,000 | 5,827 |
| Securities issued by states & political subdivisions | $1,026,000 | 4,989 |
| 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 | $3,875,000 | 4,992 |
| Mortgage-backed securities | $3,385,000 | 4,149 |
| Certificates of participation in pools of residential mortgages | $3,315,000 | 3,574 |
| Issued or guaranteed by U.S. | $3,315,000 | 3,555 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $70,000 | 3,360 |
| CMOs issued by government agencies or sponsored agencies | $70,000 | 3,060 |
| 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) | $9,277,000 | 5,684 |
| Total debt securities | $9,277,000 | 6,305 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,574 |
| Fair value | $1,960,000 | 1,606 |
| 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 | $7,240,000 | 6,843 |
| U.S. Government securities | $6,230,000 | 6,513 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $6,230,000 | 6,382 |
| Securities issued by states & political subdivisions | $1,010,000 | 5,030 |
| 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 | $3,740,000 | 5,062 |
| Mortgage-backed securities | $2,359,000 | 4,541 |
| Certificates of participation in pools of residential mortgages | $2,279,000 | 4,017 |
| Issued or guaranteed by U.S. | $2,279,000 | 4,002 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $80,000 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $80,000 | 3,058 |
| 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) | $7,240,000 | 6,122 |
| Total debt securities | $7,240,000 | 6,785 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,625 |
| Fair value | $1,942,000 | 1,642 |
| 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 | $4,355,000 | 7,559 |
| U.S. Government securities | $4,331,000 | 7,135 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $4,331,000 | 6,996 |
| Securities issued by states & political subdivisions | $24,000 | 6,326 |
| 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 | $3,490,000 | 5,161 |
| Mortgage-backed securities | $424,000 | 5,832 |
| Certificates of participation in pools of residential mortgages | $332,000 | 5,548 |
| Issued or guaranteed by U.S. | $332,000 | 5,525 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $92,000 | 3,349 |
| CMOs issued by government agencies or sponsored agencies | $92,000 | 3,030 |
| 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) | $4,355,000 | 6,821 |
| Total debt securities | $4,355,000 | 7,508 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,636 |
| Fair value | $1,943,000 | 1,667 |
| 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 | $4,430,000 | 7,582 |
| U.S. Government securities | $4,401,000 | 7,139 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $4,401,000 | 6,990 |
| Securities issued by states & political subdivisions | $29,000 | 6,360 |
| 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 | $3,460,000 | 5,186 |
| Mortgage-backed securities | $470,000 | 5,848 |
| Certificates of participation in pools of residential mortgages | $365,000 | 5,549 |
| Issued or guaranteed by U.S. | $365,000 | 5,524 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $105,000 | 3,325 |
| CMOs issued by government agencies or sponsored agencies | $105,000 | 3,014 |
| 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) | $4,430,000 | 6,823 |
| Total debt securities | $4,429,000 | 7,530 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,633 |
| Fair value | $1,941,000 | 1,673 |
| 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 | $4,562,000 | 7,585 |
| U.S. Government securities | $4,533,000 | 7,102 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $4,533,000 | 6,961 |
| Securities issued by states & political subdivisions | $29,000 | 6,402 |
| 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 | $3,400,000 | 5,206 |
| Mortgage-backed securities | $531,000 | 5,818 |
| Certificates of participation in pools of residential mortgages | $410,000 | 5,525 |
| Issued or guaranteed by U.S. | $410,000 | 5,505 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $121,000 | 3,320 |
| CMOs issued by government agencies or sponsored agencies | $121,000 | 3,010 |
| 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) | $4,562,000 | 6,814 |
| Total debt securities | $4,562,000 | 7,530 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,618 |
| Fair value | $1,948,000 | 1,663 |
| 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 | $4,672,000 | 7,596 |
| U.S. Government securities | $4,672,000 | 7,108 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,672,000 | 6,958 |
| 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 | $3,250,000 | 5,240 |
| Mortgage-backed securities | $614,000 | 5,792 |
| Certificates of participation in pools of residential mortgages | $471,000 | 5,520 |
| Issued or guaranteed by U.S. | $471,000 | 5,493 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $143,000 | 3,312 |
| CMOs issued by government agencies or sponsored agencies | $143,000 | 3,011 |
| 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) | $4,672,000 | 6,828 |
| Total debt securities | $4,672,000 | 7,537 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,622 |
| Fair value | $1,948,000 | 1,668 |
| 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 | $15,340,000 | 5,405 |
| U.S. Government securities | $15,340,000 | 4,573 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $15,340,000 | 4,430 |
| 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 | $13,945,000 | 2,728 |
| Mortgage-backed securities | $1,085,000 | 5,522 |
| Certificates of participation in pools of residential mortgages | $490,000 | 5,564 |
| Issued or guaranteed by U.S. | $490,000 | 5,544 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $595,000 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $595,000 | 2,612 |
| 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) | $15,340,000 | 4,744 |
| Total debt securities | $15,340,000 | 5,348 |
| Structured notes | ||
| Amortized cost | $7,992,000 | 539 |
| Fair value | $7,766,000 | 549 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $15,641,000 | 5,384 |
| U.S. Government securities | $15,641,000 | 4,532 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $15,641,000 | 4,394 |
| 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 | $13,945,000 | 2,706 |
| Mortgage-backed securities | $1,186,000 | 5,511 |
| Certificates of participation in pools of residential mortgages | $541,000 | 5,545 |
| Issued or guaranteed by U.S. | $541,000 | 5,526 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $645,000 | 2,882 |
| CMOs issued by government agencies or sponsored agencies | $645,000 | 2,628 |
| 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) | $15,641,000 | 4,708 |
| Total debt securities | $15,641,000 | 5,315 |
| Structured notes | ||
| Amortized cost | $7,992,000 | 524 |
| Fair value | $7,865,000 | 533 |
| 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 | $17,011,000 | 5,178 |
| U.S. Government securities | $16,912,000 | 4,260 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $16,912,000 | 4,132 |
| Securities issued by states & political subdivisions | $99,000 | 6,446 |
| 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 | $13,645,000 | 2,709 |
| Mortgage-backed securities | $1,300,000 | 5,445 |
| Certificates of participation in pools of residential mortgages | $576,000 | 5,528 |
| Issued or guaranteed by U.S. | $576,000 | 5,511 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $724,000 | 2,859 |
| CMOs issued by government agencies or sponsored agencies | $724,000 | 2,609 |
| 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) | $17,011,000 | 4,503 |
| Total debt securities | $17,011,000 | 5,101 |
| Structured notes | ||
| Amortized cost | $7,991,000 | 533 |
| Fair value | $7,920,000 | 540 |
| 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 | $21,921,000 | 4,539 |
| U.S. Government securities | $19,696,000 | 3,934 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $19,696,000 | 3,788 |
| Securities issued by states & political subdivisions | $2,003,000 | 4,359 |
| Other domestic debt securities | $222,000 | 3,288 |
| Privately issued residential mortgage-backed securities | $222,000 | 926 |
| 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 | $13,245,000 | 2,744 |
| Mortgage-backed securities | $2,576,000 | 4,891 |
| Certificates of participation in pools of residential mortgages | $999,000 | 5,210 |
| Issued or guaranteed by U.S. | $999,000 | 5,196 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,577,000 | 2,428 |
| CMOs issued by government agencies or sponsored agencies | $1,355,000 | 2,300 |
| Privately issued | $222,000 | 858 |
| 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) | $21,921,000 | 3,937 |
| Total debt securities | $21,921,000 | 4,470 |
| Structured notes | ||
| Amortized cost | $9,971,000 | 422 |
| Fair value | $9,727,000 | 421 |
| 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 | $22,556,000 | 4,438 |
| U.S. Government securities | $20,181,000 | 3,827 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $20,181,000 | 3,696 |
| Securities issued by states & political subdivisions | $2,070,000 | 4,307 |
| Other domestic debt securities | $305,000 | 3,231 |
| Privately issued residential mortgage-backed securities | $305,000 | 932 |
| 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 | $13,245,000 | 2,720 |
| Mortgage-backed securities | $3,356,000 | 4,623 |
| Certificates of participation in pools of residential mortgages | $1,139,000 | 5,141 |
| Issued or guaranteed by U.S. | $1,139,000 | 5,126 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,217,000 | 2,203 |
| CMOs issued by government agencies or sponsored agencies | $1,912,000 | 2,110 |
| Privately issued | $305,000 | 858 |
| 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) | $22,556,000 | 3,861 |
| Total debt securities | $22,556,000 | 4,363 |
| Structured notes | ||
| Amortized cost | $10,277,000 | 339 |
| Fair value | $10,292,000 | 340 |
| 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 | $25,384,000 | 4,169 |
| U.S. Government securities | $21,222,000 | 3,756 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $21,222,000 | 3,631 |
| Securities issued by states & political subdivisions | $2,154,000 | 4,296 |
| Other domestic debt securities | $939,000 | 2,674 |
| Privately issued residential mortgage-backed securities | $437,000 | 756 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $502,000 | 2,742 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $1,069,000 | 1,263 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,045,000 | 2,985 |
| Mortgage-backed securities | $5,545,000 | 3,905 |
| Certificates of participation in pools of residential mortgages | $2,829,000 | 4,176 |
| Issued or guaranteed by U.S. | $2,829,000 | 4,162 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,716,000 | 2,066 |
| CMOs issued by government agencies or sponsored agencies | $2,279,000 | 2,056 |
| Privately issued | $437,000 | 656 |
| 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) | $25,384,000 | 3,602 |
| Total debt securities | $24,315,000 | 4,217 |
| Structured notes | ||
| Amortized cost | $8,783,000 | 368 |
| Fair value | $8,755,000 | 367 |
| 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 | $26,376,000 | 3,993 |
| U.S. Government securities | $21,992,000 | 3,561 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $21,992,000 | 3,433 |
| Securities issued by states & political subdivisions | $2,266,000 | 4,255 |
| Other domestic debt securities | $1,089,000 | 2,582 |
| Privately issued residential mortgage-backed securities | $581,000 | 742 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $508,000 | 2,825 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $1,029,000 | 1,335 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,045,000 | 2,902 |
| Mortgage-backed securities | $6,983,000 | 3,546 |
| Certificates of participation in pools of residential mortgages | $3,197,000 | 4,013 |
| Issued or guaranteed by U.S. | $3,197,000 | 3,999 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $3,786,000 | 1,834 |
| CMOs issued by government agencies or sponsored agencies | $3,205,000 | 1,845 |
| Privately issued | $581,000 | 653 |
| 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 | 4,716 |
| Available-for-sale securities (fair market value) | $26,376,000 | 3,456 |
| Total debt securities | $25,347,000 | 4,021 |
| Structured notes | ||
| Amortized cost | $10,287,000 | 233 |
| Fair value | $10,184,000 | 234 |
| 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 | $32,703,000 | 3,331 |
| U.S. Government securities | $27,485,000 | 2,925 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $27,485,000 | 2,808 |
| Securities issued by states & political subdivisions | $2,414,000 | 4,132 |
| Other domestic debt securities | $1,762,000 | 2,290 |
| Privately issued residential mortgage-backed securities | $845,000 | 713 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $917,000 | 2,534 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,042,000 | 1,353 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,045,000 | 3,028 |
| Mortgage-backed securities | $9,630,000 | 3,120 |
| Certificates of participation in pools of residential mortgages | $3,831,000 | 3,824 |
| Issued or guaranteed by U.S. | $3,831,000 | 3,813 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $5,799,000 | 1,627 |
| CMOs issued by government agencies or sponsored agencies | $4,954,000 | 1,634 |
| Privately issued | $845,000 | 636 |
| 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 | 4,735 |
| Available-for-sale securities (fair market value) | $32,703,000 | 2,885 |
| Total debt securities | $31,661,000 | 3,337 |
| Structured notes | ||
| Amortized cost | $9,203,000 | 203 |
| Fair value | $9,246,000 | 202 |
| 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 | $27,703,000 | 3,750 |
| U.S. Government securities | $22,066,000 | 3,441 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $22,066,000 | 3,286 |
| Securities issued by states & political subdivisions | $2,501,000 | 4,010 |
| Other domestic debt securities | $2,139,000 | 2,127 |
| Privately issued residential mortgage-backed securities | $913,000 | 731 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,226,000 | 2,282 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $997,000 | 1,422 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,945,000 | 3,099 |
| Mortgage-backed securities | $8,886,000 | 3,252 |
| Certificates of participation in pools of residential mortgages | $3,138,000 | 4,110 |
| Issued or guaranteed by U.S. | $3,138,000 | 4,095 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $5,748,000 | 1,690 |
| CMOs issued by government agencies or sponsored agencies | $4,835,000 | 1,719 |
| Privately issued | $913,000 | 646 |
| 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 | 4,788 |
| Available-for-sale securities (fair market value) | $27,703,000 | 3,233 |
| Total debt securities | $26,706,000 | 3,756 |
| Structured notes | ||
| Amortized cost | $4,717,000 | 301 |
| Fair value | $4,730,000 | 302 |
| 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 | $26,080,000 | 3,893 |
| U.S. Government securities | $20,076,000 | 3,692 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $20,076,000 | 3,522 |
| Securities issued by states & political subdivisions | $2,679,000 | 3,918 |
| Other domestic debt securities | $2,341,000 | 2,055 |
| Privately issued residential mortgage-backed securities | $1,104,000 | 682 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,237,000 | 2,306 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $984,000 | 1,423 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,745,000 | 3,114 |
| Mortgage-backed securities | $9,368,000 | 3,124 |
| Certificates of participation in pools of residential mortgages | $3,680,000 | 3,854 |
| Issued or guaranteed by U.S. | $3,680,000 | 3,840 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $5,688,000 | 1,721 |
| CMOs issued by government agencies or sponsored agencies | $4,584,000 | 1,802 |
| Privately issued | $1,104,000 | 606 |
| 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 | 4,875 |
| Available-for-sale securities (fair market value) | $26,080,000 | 3,332 |
| Total debt securities | $25,096,000 | 3,904 |
| Structured notes | ||
| Amortized cost | $3,823,000 | 286 |
| Fair value | $3,857,000 | 287 |
| 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 | $24,704,000 | 3,900 |
| U.S. Government securities | $19,930,000 | 3,530 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $19,930,000 | 3,368 |
| Securities issued by states & political subdivisions | $1,965,000 | 4,352 |
| Other domestic debt securities | $2,809,000 | 1,960 |
| Privately issued residential mortgage-backed securities | $603,000 | 922 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,206,000 | 1,804 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,875,000 | 3,728 |
| Mortgage-backed securities | $11,013,000 | 2,711 |
| Certificates of participation in pools of residential mortgages | $6,132,000 | 2,845 |
| Issued or guaranteed by U.S. | $6,132,000 | 2,828 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $4,881,000 | 1,894 |
| CMOs issued by government agencies or sponsored agencies | $4,278,000 | 1,899 |
| Privately issued | $603,000 | 835 |
| 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 | 5,093 |
| Available-for-sale securities (fair market value) | $24,704,000 | 3,291 |
| Total debt securities | $24,704,000 | 3,814 |
| Structured notes | ||
| Amortized cost | $1,743,000 | 231 |
| Fair value | $1,771,000 | 228 |
| 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 | $20,131,000 | 4,600 |
| U.S. Government securities | $16,291,000 | 4,257 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $16,291,000 | 3,968 |
| Securities issued by states & political subdivisions | $1,587,000 | 4,742 |
| Other domestic debt securities | $1,413,000 | 2,227 |
| Privately issued residential mortgage-backed securities | $791,000 | 795 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $622,000 | 2,446 |
| Foreign debt securities | NA | NA |
| Equity securities | $840,000 | 2,822 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,575,000 | 4,040 |
| Mortgage-backed securities | $9,402,000 | 2,415 |
| Certificates of participation in pools of residential mortgages | $7,053,000 | 2,179 |
| Issued or guaranteed by U.S. | $7,053,000 | 2,165 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,349,000 | 2,153 |
| CMOs issued by government agencies or sponsored agencies | $1,558,000 | 2,365 |
| Privately issued | $791,000 | 703 |
| 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 | 5,708 |
| Available-for-sale securities (fair market value) | $20,131,000 | 3,759 |
| Total debt securities | $19,291,000 | 4,620 |
| 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 | $15,426,000 | 5,703 |
| U.S. Government securities | $12,566,000 | 5,369 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $12,566,000 | 4,861 |
| Securities issued by states & political subdivisions | $1,531,000 | 5,044 |
| Other domestic debt securities | $537,000 | 2,754 |
| 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 | $537,000 | 2,331 |
| Foreign debt securities | NA | NA |
| Equity securities | $792,000 | 2,833 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,215,000 | 4,175 |
| Mortgage-backed securities | $6,115,000 | 3,270 |
| Certificates of participation in pools of residential mortgages | $4,469,000 | 2,971 |
| Issued or guaranteed by U.S. | $4,469,000 | 2,960 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,646,000 | 2,612 |
| CMOs issued by government agencies or sponsored agencies | $1,646,000 | 2,469 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $15,426,000 | 4,667 |
| Total debt securities | $14,634,000 | 5,777 |
| Structured notes | ||
| Amortized cost | $188,000 | 1,237 |
| Fair value | $185,000 | 1,233 |
| 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 | $15,120,000 | 5,790 |
| U.S. Government securities | $11,674,000 | 5,599 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $11,674,000 | 4,828 |
| Securities issued by states & political subdivisions | $1,609,000 | 5,086 |
| Other domestic debt securities | $1,278,000 | 2,003 |
| 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 | $1,278,000 | 1,643 |
| Foreign debt securities | NA | NA |
| Equity securities | $559,000 | 3,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,971,000 | 6,212 |
| Mortgage-backed securities | $5,575,000 | 3,648 |
| Certificates of participation in pools of residential mortgages | $4,342,000 | 3,206 |
| Issued or guaranteed by U.S. | $4,342,000 | 3,190 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,233,000 | 3,078 |
| CMOs issued by government agencies or sponsored agencies | $1,233,000 | 2,938 |
| 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) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $15,120,000 | 4,626 |
| Total debt securities | $14,561,000 | 5,769 |
| 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 | $4,742,000 | 9,342 |
| U.S. Government securities | $4,483,000 | 8,857 |
| U.S. Treasury securities | $1,410,000 | 5,855 |
| U.S. Government agency obligations | $3,073,000 | 8,393 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $259,000 | 4,926 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $300,000 | 8,433 |
| Mortgage-backed securities | $986,000 | 6,350 |
| Certificates of participation in pools of residential mortgages | $986,000 | 5,402 |
| Issued or guaranteed by U.S. | $986,000 | 5,380 |
| 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) | $1,917,000 | 5,684 |
| Available-for-sale securities (fair market value) | $2,825,000 | 8,388 |
| Total debt securities | $4,483,000 | 9,323 |
| 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 | $397,000 | 11,267 |
| U.S. Government securities | $307,000 | 11,152 |
| U.S. Treasury securities | $307,000 | 8,355 |
| U.S. Government agency obligations | $0 | 10,810 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $90,000 | 6,481 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| 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) | $307,000 | 7,606 |
| Available-for-sale securities (fair market value) | $90,000 | 10,245 |
| Total debt securities | $307,000 | 11,187 |
| 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 | $187,000 | 11,829 |
| U.S. Government securities | $97,000 | 11,734 |
| U.S. Treasury securities | $97,000 | 10,148 |
| U.S. Government agency obligations | $0 | 11,259 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $90,000 | 6,331 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $97,000 | 8,280 |
| Available-for-sale securities (fair market value) | $90,000 | 10,702 |
| Total debt securities | $97,000 | 11,760 |
| 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 |