Home > The Bank of Northern Michigan > Securities
The Bank of Northern Michigan, Securities
| 2015-09-30 | Rank | |
| Total securities | $27,735,000 | 3,558 |
| U.S. Government securities | $23,589,000 | 2,865 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $23,589,000 | 2,770 |
| Securities issued by states & political subdivisions | $1,768,000 | 4,380 |
| Other domestic debt securities | $2,378,000 | 1,219 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $2,378,000 | 958 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,304,000 | 2,560 |
| Mortgage-backed securities | $23,589,000 | 1,890 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $16,696,000 | 885 |
| CMOs issued by government agencies or sponsored agencies | $16,696,000 | 837 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $6,893,000 | 452 |
| Commercial mortgage pass-through securities | $3,943,000 | 343 |
| Other commercial mortgage-backed securities | $2,950,000 | 413 |
| Held to maturity securities (book value) | $1,768,000 | 1,732 |
| Available-for-sale securities (fair market value) | $25,967,000 | 3,351 |
| Total debt securities | $27,735,000 | 3,530 |
| Structured notes | ||
| Amortized cost | $1,890,000 | 939 |
| Fair value | $1,878,000 | 941 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $29,782,000 | 3,496 |
| U.S. Government securities | $25,636,000 | 2,811 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $25,636,000 | 2,722 |
| Securities issued by states & political subdivisions | $1,773,000 | 4,398 |
| Other domestic debt securities | $2,373,000 | 1,225 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $2,373,000 | 961 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,334,000 | 2,484 |
| Mortgage-backed securities | $25,636,000 | 1,854 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $18,826,000 | 857 |
| CMOs issued by government agencies or sponsored agencies | $18,826,000 | 815 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $6,810,000 | 427 |
| Commercial mortgage pass-through securities | $3,911,000 | 327 |
| Other commercial mortgage-backed securities | $2,899,000 | 401 |
| Held to maturity securities (book value) | $1,773,000 | 1,758 |
| Available-for-sale securities (fair market value) | $28,009,000 | 3,296 |
| Total debt securities | $29,782,000 | 3,470 |
| Structured notes | ||
| Amortized cost | $1,887,000 | 1,050 |
| Fair value | $1,873,000 | 1,050 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $52,480,000 | 2,469 |
| U.S. Government securities | $48,002,000 | 1,874 |
| U.S. Treasury securities | $4,033,000 | 601 |
| U.S. Government agency obligations | $43,969,000 | 1,920 |
| Securities issued by states & political subdivisions | $2,022,000 | 4,356 |
| Other domestic debt securities | $2,456,000 | 1,231 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $2,456,000 | 951 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,991,000 | 1,230 |
| Mortgage-backed securities | $43,969,000 | 1,309 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $25,147,000 | 740 |
| CMOs issued by government agencies or sponsored agencies | $25,147,000 | 703 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $18,822,000 | 234 |
| Commercial mortgage pass-through securities | $13,330,000 | 151 |
| Other commercial mortgage-backed securities | $5,492,000 | 279 |
| Held to maturity securities (book value) | $18,851,000 | 813 |
| Available-for-sale securities (fair market value) | $33,629,000 | 3,029 |
| Total debt securities | $52,480,000 | 2,447 |
| Structured notes | ||
| Amortized cost | $2,456,000 | 938 |
| Fair value | $2,378,000 | 947 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $59,663,000 | 2,288 |
| U.S. Government securities | $53,625,000 | 1,700 |
| U.S. Treasury securities | $7,835,000 | 466 |
| U.S. Government agency obligations | $45,790,000 | 1,877 |
| Securities issued by states & political subdivisions | $2,027,000 | 4,424 |
| Other domestic debt securities | $4,011,000 | 986 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $4,011,000 | 740 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,817,000 | 1,212 |
| Mortgage-backed securities | $45,790,000 | 1,301 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $26,929,000 | 731 |
| CMOs issued by government agencies or sponsored agencies | $26,929,000 | 697 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $18,861,000 | 229 |
| Commercial mortgage pass-through securities | $13,320,000 | 158 |
| Other commercial mortgage-backed securities | $5,541,000 | 258 |
| Held to maturity securities (book value) | $20,504,000 | 770 |
| Available-for-sale securities (fair market value) | $39,159,000 | 2,786 |
| Total debt securities | $59,663,000 | 2,266 |
| Structured notes | ||
| Amortized cost | $2,456,000 | 994 |
| Fair value | $2,341,000 | 1,011 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $61,585,000 | 2,256 |
| U.S. Government securities | $55,378,000 | 1,700 |
| U.S. Treasury securities | $7,615,000 | 448 |
| U.S. Government agency obligations | $47,763,000 | 1,858 |
| Securities issued by states & political subdivisions | $2,196,000 | 4,404 |
| Other domestic debt securities | $4,011,000 | 1,014 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $4,011,000 | 745 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,959,000 | 1,176 |
| Mortgage-backed securities | $47,763,000 | 1,283 |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $28,893,000 | 696 |
| CMOs issued by government agencies or sponsored agencies | $28,893,000 | 657 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $18,870,000 | 225 |
| Commercial mortgage pass-through securities | $13,312,000 | 160 |
| Other commercial mortgage-backed securities | $5,558,000 | 244 |
| Held to maturity securities (book value) | $20,734,000 | 771 |
| Available-for-sale securities (fair market value) | $40,851,000 | 2,747 |
| Total debt securities | $60,030,000 | 2,284 |
| Structured notes | ||
| Amortized cost | $456,000 | 2,023 |
| Fair value | $456,000 | 2,021 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $63,726,000 | 2,201 |
| U.S. Government securities | $57,515,000 | 1,663 |
| U.S. Treasury securities | $7,556,000 | 417 |
| U.S. Government agency obligations | $49,959,000 | 1,807 |
| Securities issued by states & political subdivisions | $2,200,000 | 4,448 |
| Other domestic debt securities | $4,011,000 | 1,040 |
| 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 | $4,011,000 | 765 |
| 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 | $52,159,000 | 1,139 |
| Mortgage-backed securities | $49,959,000 | 1,248 |
| Certificates of participation in pools of residential mortgages | $0 | 5,353 |
| Issued or guaranteed by U.S. | $0 | 5,347 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $31,029,000 | 680 |
| CMOs issued by government agencies or sponsored agencies | $31,029,000 | 641 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $18,930,000 | 215 |
| Commercial mortgage pass-through securities | $13,356,000 | 152 |
| Other commercial mortgage-backed securities | $5,574,000 | 239 |
| Held to maturity securities (book value) | $20,797,000 | 769 |
| Available-for-sale securities (fair market value) | $42,929,000 | 2,693 |
| Total debt securities | $62,171,000 | 2,231 |
| Structured notes | ||
| Amortized cost | $456,000 | 2,057 |
| Fair value | $456,000 | 2,057 |
| 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 | $63,543,000 | 2,225 |
| U.S. Government securities | $59,328,000 | 1,623 |
| U.S. Treasury securities | $7,454,000 | 391 |
| U.S. Government agency obligations | $51,874,000 | 1,761 |
| Securities issued by states & political subdivisions | $2,205,000 | 4,464 |
| Other domestic debt securities | $2,010,000 | 1,466 |
| 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 | $2,010,000 | 1,122 |
| 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 | $54,079,000 | 1,098 |
| Mortgage-backed securities | $51,874,000 | 1,206 |
| Certificates of participation in pools of residential mortgages | $0 | 5,421 |
| Issued or guaranteed by U.S. | $0 | 5,413 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $35,603,000 | 620 |
| CMOs issued by government agencies or sponsored agencies | $35,603,000 | 583 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $16,271,000 | 220 |
| Commercial mortgage pass-through securities | $13,367,000 | 136 |
| Other commercial mortgage-backed securities | $2,904,000 | 309 |
| Held to maturity securities (book value) | $18,857,000 | 803 |
| Available-for-sale securities (fair market value) | $44,686,000 | 2,649 |
| Total debt securities | $61,988,000 | 2,259 |
| Structured notes | ||
| Amortized cost | $455,000 | 2,100 |
| Fair value | $455,000 | 2,096 |
| 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 | $62,236,000 | 2,253 |
| U.S. Government securities | $58,016,000 | 1,650 |
| U.S. Treasury securities | $7,263,000 | 370 |
| U.S. Government agency obligations | $50,753,000 | 1,786 |
| Securities issued by states & political subdivisions | $2,210,000 | 4,492 |
| Other domestic debt securities | $2,010,000 | 1,497 |
| 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 | $2,010,000 | 1,152 |
| 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 | $52,963,000 | 1,113 |
| Mortgage-backed securities | $50,753,000 | 1,223 |
| Certificates of participation in pools of residential mortgages | $0 | 5,462 |
| Issued or guaranteed by U.S. | $0 | 5,453 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $34,508,000 | 628 |
| CMOs issued by government agencies or sponsored agencies | $34,508,000 | 589 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $16,245,000 | 213 |
| Commercial mortgage pass-through securities | $13,332,000 | 129 |
| Other commercial mortgage-backed securities | $2,913,000 | 295 |
| Held to maturity securities (book value) | $18,920,000 | 790 |
| Available-for-sale securities (fair market value) | $43,316,000 | 2,704 |
| Total debt securities | $60,681,000 | 2,277 |
| Structured notes | ||
| Amortized cost | $455,000 | 2,105 |
| Fair value | $455,000 | 2,083 |
| 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 | $66,708,000 | 2,154 |
| U.S. Government securities | $62,485,000 | 1,547 |
| U.S. Treasury securities | $7,401,000 | 360 |
| U.S. Government agency obligations | $55,084,000 | 1,684 |
| Securities issued by states & political subdivisions | $2,214,000 | 4,487 |
| Other domestic debt securities | $2,009,000 | 1,544 |
| 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 | $2,009,000 | 1,189 |
| 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 | $57,297,000 | 1,019 |
| Mortgage-backed securities | $55,084,000 | 1,160 |
| Certificates of participation in pools of residential mortgages | $0 | 5,517 |
| Issued or guaranteed by U.S. | $0 | 5,508 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $38,776,000 | 587 |
| CMOs issued by government agencies or sponsored agencies | $38,776,000 | 547 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $16,308,000 | 208 |
| Commercial mortgage pass-through securities | $13,386,000 | 123 |
| Other commercial mortgage-backed securities | $2,922,000 | 296 |
| Held to maturity securities (book value) | $18,975,000 | 778 |
| Available-for-sale securities (fair market value) | $47,733,000 | 2,553 |
| Total debt securities | $65,153,000 | 2,165 |
| Structured notes | ||
| Amortized cost | $454,000 | 2,092 |
| Fair value | $454,000 | 2,085 |
| 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 | $69,848,000 | 2,065 |
| U.S. Government securities | $65,620,000 | 1,484 |
| U.S. Treasury securities | $7,519,000 | 352 |
| U.S. Government agency obligations | $58,101,000 | 1,597 |
| Securities issued by states & political subdivisions | $2,219,000 | 4,496 |
| Other domestic debt securities | $2,009,000 | 1,587 |
| 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 | $2,009,000 | 1,218 |
| 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 | $60,320,000 | 952 |
| Mortgage-backed securities | $58,101,000 | 1,102 |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | $0 | 5,530 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $41,690,000 | 553 |
| CMOs issued by government agencies or sponsored agencies | $41,690,000 | 518 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $16,411,000 | 197 |
| Commercial mortgage pass-through securities | $13,480,000 | 121 |
| Other commercial mortgage-backed securities | $2,931,000 | 270 |
| Held to maturity securities (book value) | $19,021,000 | 725 |
| Available-for-sale securities (fair market value) | $50,827,000 | 2,407 |
| Total debt securities | $68,293,000 | 2,078 |
| Structured notes | ||
| Amortized cost | $454,000 | 2,080 |
| Fair value | $454,000 | 2,078 |
| 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 | $66,056,000 | 2,164 |
| U.S. Government securities | $61,807,000 | 1,597 |
| U.S. Treasury securities | $6,893,000 | 390 |
| U.S. Government agency obligations | $54,914,000 | 1,703 |
| Securities issued by states & political subdivisions | $2,240,000 | 4,470 |
| Other domestic debt securities | $2,009,000 | 1,597 |
| 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 | $2,009,000 | 1,203 |
| 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 | $57,132,000 | 1,016 |
| Mortgage-backed securities | $53,344,000 | 1,224 |
| Certificates of participation in pools of residential mortgages | $93,000 | 5,240 |
| Issued or guaranteed by U.S. | $93,000 | 5,234 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $48,653,000 | 519 |
| CMOs issued by government agencies or sponsored agencies | $48,653,000 | 485 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $4,598,000 | 345 |
| Commercial mortgage pass-through securities | $4,598,000 | 217 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $2,009,000 | 1,651 |
| Available-for-sale securities (fair market value) | $64,047,000 | 2,041 |
| Total debt securities | $66,056,000 | 2,149 |
| Structured notes | ||
| Amortized cost | $454,000 | 2,131 |
| Fair value | $454,000 | 2,130 |
| 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 | $62,302,000 | 2,225 |
| U.S. Government securities | $58,684,000 | 1,649 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $58,684,000 | 1,593 |
| Securities issued by states & political subdivisions | $2,247,000 | 4,464 |
| Other domestic debt securities | $1,371,000 | 1,793 |
| 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 | $1,371,000 | 1,346 |
| 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 | $56,204,000 | 1,016 |
| Mortgage-backed securities | $57,015,000 | 1,161 |
| Certificates of participation in pools of residential mortgages | $128,000 | 5,240 |
| Issued or guaranteed by U.S. | $128,000 | 5,236 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $52,206,000 | 500 |
| CMOs issued by government agencies or sponsored agencies | $52,206,000 | 469 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $4,681,000 | 291 |
| Commercial mortgage pass-through securities | $4,681,000 | 189 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $1,371,000 | 1,808 |
| Available-for-sale securities (fair market value) | $60,931,000 | 2,082 |
| Total debt securities | $62,302,000 | 2,198 |
| Structured notes | ||
| Amortized cost | $453,000 | 2,176 |
| Fair value | $453,000 | 2,178 |
| 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 | $73,236,000 | 1,974 |
| U.S. Government securities | $69,465,000 | 1,449 |
| U.S. Treasury securities | $11,999,000 | 228 |
| U.S. Government agency obligations | $57,466,000 | 1,663 |
| Securities issued by states & political subdivisions | $2,400,000 | 4,427 |
| Other domestic debt securities | $1,371,000 | 1,848 |
| 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 | $1,371,000 | 1,395 |
| 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 | $59,843,000 | 956 |
| Mortgage-backed securities | $55,723,000 | 1,253 |
| Certificates of participation in pools of residential mortgages | $1,044,000 | 4,804 |
| Issued or guaranteed by U.S. | $1,044,000 | 4,801 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $54,679,000 | 510 |
| CMOs issued by government agencies or sponsored agencies | $54,679,000 | 478 |
| 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) | $1,371,000 | 1,836 |
| Available-for-sale securities (fair market value) | $71,865,000 | 1,815 |
| Total debt securities | $73,236,000 | 1,953 |
| Structured notes | ||
| Amortized cost | $453,000 | 2,372 |
| Fair value | $453,000 | 2,371 |
| 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 | $57,053,000 | 2,401 |
| U.S. Government securities | $55,330,000 | 1,765 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $55,330,000 | 1,721 |
| Securities issued by states & political subdivisions | $352,000 | 5,420 |
| Other domestic debt securities | $1,371,000 | 1,858 |
| 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 | $1,371,000 | 1,404 |
| 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 | $55,660,000 | 1,035 |
| Mortgage-backed securities | $53,522,000 | 1,325 |
| Certificates of participation in pools of residential mortgages | $1,357,000 | 4,709 |
| Issued or guaranteed by U.S. | $1,357,000 | 4,707 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $52,165,000 | 536 |
| CMOs issued by government agencies or sponsored agencies | $52,165,000 | 500 |
| 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) | $1,371,000 | 1,849 |
| Available-for-sale securities (fair market value) | $55,682,000 | 2,245 |
| Total debt securities | $57,053,000 | 2,380 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $73,200,000 | 1,961 |
| U.S. Government securities | $71,143,000 | 1,480 |
| U.S. Treasury securities | $8,793,000 | 308 |
| U.S. Government agency obligations | $62,350,000 | 1,612 |
| Securities issued by states & political subdivisions | $686,000 | 5,142 |
| Other domestic debt securities | $1,371,000 | 1,839 |
| 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 | $1,371,000 | 1,386 |
| 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 | $62,980,000 | 945 |
| Mortgage-backed securities | $60,403,000 | 1,200 |
| Certificates of participation in pools of residential mortgages | $4,603,000 | 3,797 |
| Issued or guaranteed by U.S. | $4,603,000 | 3,793 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $55,800,000 | 538 |
| CMOs issued by government agencies or sponsored agencies | $55,800,000 | 499 |
| 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) | $1,371,000 | 1,899 |
| Available-for-sale securities (fair market value) | $71,829,000 | 1,822 |
| Total debt securities | $73,200,000 | 1,944 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $73,827,000 | 1,895 |
| U.S. Government securities | $71,764,000 | 1,398 |
| U.S. Treasury securities | $7,070,000 | 326 |
| U.S. Government agency obligations | $64,694,000 | 1,484 |
| Securities issued by states & political subdivisions | $692,000 | 5,133 |
| Other domestic debt securities | $1,371,000 | 1,797 |
| 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 | $1,371,000 | 1,291 |
| 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 | $65,363,000 | 846 |
| Mortgage-backed securities | $62,674,000 | 1,109 |
| Certificates of participation in pools of residential mortgages | $4,895,000 | 3,630 |
| Issued or guaranteed by U.S. | $4,895,000 | 3,626 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $57,779,000 | 522 |
| CMOs issued by government agencies or sponsored agencies | $57,779,000 | 461 |
| 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) | $1,371,000 | 1,976 |
| Available-for-sale securities (fair market value) | $72,456,000 | 1,746 |
| Total debt securities | $73,827,000 | 1,877 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $71,035,000 | 1,907 |
| U.S. Government securities | $68,842,000 | 1,402 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $68,842,000 | 1,360 |
| Securities issued by states & political subdivisions | $822,000 | 5,042 |
| Other domestic debt securities | $1,371,000 | 1,807 |
| 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 | $1,371,000 | 1,282 |
| 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 | $69,603,000 | 777 |
| Mortgage-backed securities | $66,700,000 | 1,016 |
| Certificates of participation in pools of residential mortgages | $5,164,000 | 3,532 |
| Issued or guaranteed by U.S. | $5,164,000 | 3,525 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $61,536,000 | 507 |
| CMOs issued by government agencies or sponsored agencies | $61,536,000 | 445 |
| 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) | $1,371,000 | 1,987 |
| Available-for-sale securities (fair market value) | $69,664,000 | 1,753 |
| Total debt securities | $71,035,000 | 1,884 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $69,940,000 | 1,927 |
| U.S. Government securities | $67,742,000 | 1,444 |
| U.S. Treasury securities | $2,180,000 | 670 |
| U.S. Government agency obligations | $65,562,000 | 1,452 |
| Securities issued by states & political subdivisions | $828,000 | 5,023 |
| Other domestic debt securities | $1,370,000 | 1,752 |
| 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 | $1,370,000 | 1,193 |
| 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 | $66,367,000 | 822 |
| Mortgage-backed securities | $63,289,000 | 1,046 |
| Certificates of participation in pools of residential mortgages | $5,244,000 | 3,473 |
| Issued or guaranteed by U.S. | $5,244,000 | 3,461 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $58,045,000 | 521 |
| CMOs issued by government agencies or sponsored agencies | $58,045,000 | 449 |
| 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) | $1,370,000 | 2,016 |
| Available-for-sale securities (fair market value) | $68,570,000 | 1,774 |
| Total debt securities | $69,940,000 | 1,907 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $70,571,000 | 1,896 |
| U.S. Government securities | $68,056,000 | 1,435 |
| U.S. Treasury securities | $2,106,000 | 710 |
| U.S. Government agency obligations | $65,950,000 | 1,426 |
| Securities issued by states & political subdivisions | $1,145,000 | 4,833 |
| Other domestic debt securities | $1,370,000 | 1,805 |
| 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 | $1,370,000 | 1,224 |
| 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 | $66,272,000 | 819 |
| Mortgage-backed securities | $63,610,000 | 1,003 |
| Certificates of participation in pools of residential mortgages | $5,275,000 | 3,390 |
| Issued or guaranteed by U.S. | $5,275,000 | 3,382 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $58,335,000 | 507 |
| CMOs issued by government agencies or sponsored agencies | $58,335,000 | 438 |
| 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) | $1,370,000 | 2,037 |
| Available-for-sale securities (fair market value) | $69,201,000 | 1,743 |
| Total debt securities | $70,571,000 | 1,878 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $51,071,000 | 2,375 |
| U.S. Government securities | $48,551,000 | 1,807 |
| U.S. Treasury securities | $2,051,000 | 729 |
| U.S. Government agency obligations | $46,500,000 | 1,815 |
| Securities issued by states & political subdivisions | $1,151,000 | 4,838 |
| Other domestic debt securities | $1,369,000 | 1,920 |
| 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 | $1,369,000 | 1,227 |
| 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 | $42,642,000 | 1,188 |
| Mortgage-backed securities | $43,966,000 | 1,301 |
| Certificates of participation in pools of residential mortgages | $5,510,000 | 3,233 |
| Issued or guaranteed by U.S. | $5,510,000 | 3,226 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $38,456,000 | 664 |
| CMOs issued by government agencies or sponsored agencies | $38,456,000 | 562 |
| 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) | $1,369,000 | 2,045 |
| Available-for-sale securities (fair market value) | $49,702,000 | 2,191 |
| Total debt securities | $51,071,000 | 2,351 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $44,326,000 | 2,646 |
| U.S. Government securities | $43,163,000 | 1,948 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $43,163,000 | 1,881 |
| Securities issued by states & political subdivisions | $1,163,000 | 4,753 |
| 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 | $43,163,000 | 1,185 |
| Mortgage-backed securities | $43,163,000 | 1,281 |
| Certificates of participation in pools of residential mortgages | $12,585,000 | 2,114 |
| Issued or guaranteed by U.S. | $12,585,000 | 2,108 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $30,578,000 | 764 |
| CMOs issued by government agencies or sponsored agencies | $30,578,000 | 643 |
| 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) | $44,326,000 | 2,372 |
| Total debt securities | $44,326,000 | 2,618 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $45,117,000 | 2,598 |
| U.S. Government securities | $43,953,000 | 1,969 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $43,953,000 | 1,900 |
| Securities issued by states & political subdivisions | $1,164,000 | 4,740 |
| 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 | $43,996,000 | 1,179 |
| Mortgage-backed securities | $43,953,000 | 1,246 |
| Certificates of participation in pools of residential mortgages | $14,696,000 | 1,914 |
| Issued or guaranteed by U.S. | $14,696,000 | 1,907 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $29,257,000 | 764 |
| CMOs issued by government agencies or sponsored agencies | $29,257,000 | 633 |
| 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) | $45,117,000 | 2,316 |
| Total debt securities | $45,117,000 | 2,564 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $51,939,000 | 2,322 |
| U.S. Government securities | $50,766,000 | 1,764 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $50,766,000 | 1,709 |
| Securities issued by states & political subdivisions | $1,173,000 | 4,741 |
| 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 | $50,767,000 | 1,062 |
| Mortgage-backed securities | $50,766,000 | 1,145 |
| Certificates of participation in pools of residential mortgages | $20,733,000 | 1,582 |
| Issued or guaranteed by U.S. | $20,733,000 | 1,578 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $30,033,000 | 749 |
| CMOs issued by government agencies or sponsored agencies | $30,033,000 | 619 |
| 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) | $51,939,000 | 2,076 |
| Total debt securities | $51,939,000 | 2,296 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $48,852,000 | 2,416 |
| U.S. Government securities | $47,320,000 | 1,832 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $47,320,000 | 1,773 |
| Securities issued by states & political subdivisions | $1,169,000 | 4,778 |
| Other domestic debt securities | $363,000 | 2,816 |
| 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 | $363,000 | 1,845 |
| 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 | $43,249,000 | 1,246 |
| Mortgage-backed securities | $47,320,000 | 1,245 |
| Certificates of participation in pools of residential mortgages | $22,447,000 | 1,540 |
| Issued or guaranteed by U.S. | $22,447,000 | 1,533 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $24,873,000 | 813 |
| CMOs issued by government agencies or sponsored agencies | $24,873,000 | 657 |
| 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) | $48,852,000 | 2,149 |
| Total debt securities | $48,852,000 | 2,387 |
| Structured notes | ||
| Amortized cost | $389,000 | 2,600 |
| Fair value | $363,000 | 2,617 |
| 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 | $48,463,000 | 2,440 |
| U.S. Government securities | $46,943,000 | 1,813 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $46,943,000 | 1,757 |
| Securities issued by states & political subdivisions | $1,175,000 | 4,808 |
| Other domestic debt securities | $345,000 | 2,922 |
| 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 | $345,000 | 1,948 |
| 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 | $46,943,000 | 1,129 |
| Mortgage-backed securities | $46,943,000 | 1,279 |
| Certificates of participation in pools of residential mortgages | $24,777,000 | 1,478 |
| Issued or guaranteed by U.S. | $24,777,000 | 1,471 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $22,166,000 | 865 |
| CMOs issued by government agencies or sponsored agencies | $22,166,000 | 679 |
| 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) | $48,463,000 | 2,161 |
| Total debt securities | $48,463,000 | 2,406 |
| Structured notes | ||
| Amortized cost | $389,000 | 2,230 |
| Fair value | $345,000 | 2,248 |
| 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 | $50,650,000 | 2,306 |
| U.S. Government securities | $49,192,000 | 1,691 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $49,192,000 | 1,649 |
| Securities issued by states & political subdivisions | $1,157,000 | 4,816 |
| Other domestic debt securities | $301,000 | 3,019 |
| 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 | $301,000 | 2,050 |
| 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 | $49,192,000 | 1,086 |
| Mortgage-backed securities | $49,192,000 | 1,223 |
| Certificates of participation in pools of residential mortgages | $26,393,000 | 1,426 |
| Issued or guaranteed by U.S. | $26,393,000 | 1,418 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $22,799,000 | 834 |
| CMOs issued by government agencies or sponsored agencies | $22,799,000 | 637 |
| 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) | $50,650,000 | 2,026 |
| Total debt securities | $50,650,000 | 2,272 |
| Structured notes | ||
| Amortized cost | $389,000 | 1,756 |
| Fair value | $301,000 | 1,778 |
| 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 | $42,854,000 | 2,632 |
| U.S. Government securities | $41,521,000 | 2,020 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $41,521,000 | 1,974 |
| Securities issued by states & political subdivisions | $1,171,000 | 4,731 |
| Other domestic debt securities | $162,000 | 3,143 |
| 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 | $162,000 | 2,359 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,159,000 | 1,288 |
| Mortgage-backed securities | $41,521,000 | 1,421 |
| Certificates of participation in pools of residential mortgages | $19,563,000 | 1,844 |
| Issued or guaranteed by U.S. | $19,563,000 | 1,833 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $21,958,000 | 853 |
| CMOs issued by government agencies or sponsored agencies | $21,958,000 | 652 |
| 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) | $42,854,000 | 2,348 |
| Total debt securities | $42,854,000 | 2,602 |
| Structured notes | ||
| Amortized cost | $388,000 | 1,477 |
| Fair value | $162,000 | 1,655 |
| 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 | $60,812,000 | 1,939 |
| U.S. Government securities | $59,422,000 | 1,447 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $59,422,000 | 1,420 |
| Securities issued by states & political subdivisions | $1,138,000 | 4,716 |
| Other domestic debt securities | $252,000 | 2,933 |
| 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 | $252,000 | 2,147 |
| 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 | $59,376,000 | 962 |
| Mortgage-backed securities | $59,422,000 | 1,019 |
| Certificates of participation in pools of residential mortgages | $6,032,000 | 3,474 |
| Issued or guaranteed by U.S. | $6,032,000 | 3,462 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $53,390,000 | 460 |
| CMOs issued by government agencies or sponsored agencies | $53,390,000 | 326 |
| 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) | $60,812,000 | 1,698 |
| Total debt securities | $60,812,000 | 1,922 |
| Structured notes | ||
| Amortized cost | $388,000 | 1,510 |
| Fair value | $252,000 | 1,599 |
| 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 | $43,972,000 | 2,523 |
| U.S. Government securities | $42,647,000 | 1,916 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $42,647,000 | 1,876 |
| Securities issued by states & political subdivisions | $1,120,000 | 4,718 |
| Other domestic debt securities | $205,000 | 2,957 |
| 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 | $205,000 | 2,184 |
| 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 | $38,530,000 | 1,340 |
| Mortgage-backed securities | $42,647,000 | 1,263 |
| Certificates of participation in pools of residential mortgages | $3,960,000 | 3,957 |
| Issued or guaranteed by U.S. | $3,960,000 | 3,946 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $38,687,000 | 539 |
| CMOs issued by government agencies or sponsored agencies | $38,687,000 | 385 |
| 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) | $43,972,000 | 2,228 |
| Total debt securities | $43,972,000 | 2,491 |
| Structured notes | ||
| Amortized cost | $388,000 | 1,509 |
| Fair value | $205,000 | 1,650 |
| 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 | $45,535,000 | 2,503 |
| U.S. Government securities | $44,113,000 | 1,876 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $44,113,000 | 1,839 |
| Securities issued by states & political subdivisions | $1,128,000 | 4,739 |
| Other domestic debt securities | $294,000 | 2,827 |
| 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 | $294,000 | 2,094 |
| 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 | $44,044,000 | 1,156 |
| Mortgage-backed securities | $44,113,000 | 1,235 |
| Certificates of participation in pools of residential mortgages | $9,020,000 | 2,798 |
| Issued or guaranteed by U.S. | $9,020,000 | 2,784 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $35,093,000 | 564 |
| CMOs issued by government agencies or sponsored agencies | $35,093,000 | 403 |
| 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) | $45,535,000 | 2,217 |
| Total debt securities | $45,535,000 | 2,453 |
| Structured notes | ||
| Amortized cost | $388,000 | 1,553 |
| Fair value | $294,000 | 1,614 |
| 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 | $37,103,000 | 2,936 |
| U.S. Government securities | $35,566,000 | 2,276 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $35,566,000 | 2,231 |
| Securities issued by states & political subdivisions | $1,148,000 | 4,753 |
| Other domestic debt securities | $389,000 | 2,700 |
| 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 | $389,000 | 1,991 |
| 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 | $35,512,000 | 1,392 |
| Mortgage-backed securities | $35,566,000 | 1,413 |
| Certificates of participation in pools of residential mortgages | $6,306,000 | 3,197 |
| Issued or guaranteed by U.S. | $6,306,000 | 3,183 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $29,260,000 | 624 |
| CMOs issued by government agencies or sponsored agencies | $29,260,000 | 451 |
| 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) | $37,103,000 | 2,611 |
| Total debt securities | $37,103,000 | 2,896 |
| Structured notes | ||
| Amortized cost | $388,000 | 1,700 |
| Fair value | $389,000 | 1,699 |
| 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 | $32,993,000 | 3,231 |
| U.S. Government securities | $31,853,000 | 2,538 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $31,853,000 | 2,481 |
| Securities issued by states & political subdivisions | $1,140,000 | 4,777 |
| 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 | $31,803,000 | 1,526 |
| Mortgage-backed securities | $28,833,000 | 1,494 |
| Certificates of participation in pools of residential mortgages | $10,381,000 | 2,231 |
| Issued or guaranteed by U.S. | $10,381,000 | 2,218 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $18,452,000 | 768 |
| CMOs issued by government agencies or sponsored agencies | $18,452,000 | 582 |
| 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) | $32,993,000 | 2,844 |
| Total debt securities | $32,993,000 | 3,189 |
| 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 | $32,565,000 | 3,249 |
| U.S. Government securities | $31,442,000 | 2,587 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $31,442,000 | 2,534 |
| Securities issued by states & political subdivisions | $1,123,000 | 4,783 |
| 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 | $19,449,000 | 2,234 |
| Mortgage-backed securities | $27,457,000 | 1,441 |
| Certificates of participation in pools of residential mortgages | $9,536,000 | 2,180 |
| Issued or guaranteed by U.S. | $9,536,000 | 2,171 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $17,921,000 | 760 |
| CMOs issued by government agencies or sponsored agencies | $17,921,000 | 579 |
| 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) | $32,565,000 | 2,854 |
| Total debt securities | $32,565,000 | 3,203 |
| 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 | $19,273,000 | 4,582 |
| U.S. Government securities | $18,163,000 | 3,900 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $18,163,000 | 3,804 |
| Securities issued by states & political subdivisions | $1,110,000 | 4,823 |
| 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 | $11,043,000 | 3,253 |
| Mortgage-backed securities | $14,221,000 | 2,185 |
| Certificates of participation in pools of residential mortgages | $3,225,000 | 3,624 |
| Issued or guaranteed by U.S. | $3,225,000 | 3,610 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $10,996,000 | 1,004 |
| CMOs issued by government agencies or sponsored agencies | $10,996,000 | 798 |
| 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) | $19,273,000 | 4,033 |
| Total debt securities | $19,273,000 | 4,535 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $17,615,000 | 4,837 |
| U.S. Government securities | $16,490,000 | 4,174 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $16,490,000 | 4,076 |
| Securities issued by states & political subdivisions | $1,125,000 | 4,853 |
| 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 | $12,605,000 | 3,004 |
| Mortgage-backed securities | $11,535,000 | 2,453 |
| Certificates of participation in pools of residential mortgages | $3,434,000 | 3,517 |
| Issued or guaranteed by U.S. | $3,434,000 | 3,498 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $8,101,000 | 1,191 |
| CMOs issued by government agencies or sponsored agencies | $8,101,000 | 976 |
| 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) | $17,615,000 | 4,265 |
| Total debt securities | $17,615,000 | 4,789 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $18,533,000 | 4,748 |
| U.S. Government securities | $17,404,000 | 4,091 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $17,404,000 | 3,989 |
| Securities issued by states & political subdivisions | $1,129,000 | 4,871 |
| 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 | $13,513,000 | 2,873 |
| Mortgage-backed securities | $12,467,000 | 2,350 |
| Certificates of participation in pools of residential mortgages | $3,622,000 | 3,460 |
| Issued or guaranteed by U.S. | $3,622,000 | 3,447 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $8,845,000 | 1,128 |
| CMOs issued by government agencies or sponsored agencies | $8,845,000 | 922 |
| 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) | $18,533,000 | 4,178 |
| Total debt securities | $18,533,000 | 4,700 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $17,160,000 | 4,991 |
| U.S. Government securities | $16,034,000 | 4,366 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $16,034,000 | 4,242 |
| Securities issued by states & political subdivisions | $1,126,000 | 4,901 |
| 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 | $13,946,000 | 2,814 |
| Mortgage-backed securities | $11,118,000 | 2,495 |
| Certificates of participation in pools of residential mortgages | $3,840,000 | 3,391 |
| Issued or guaranteed by U.S. | $3,840,000 | 3,374 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $7,278,000 | 1,218 |
| CMOs issued by government agencies or sponsored agencies | $7,278,000 | 1,016 |
| 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) | $17,160,000 | 4,380 |
| Total debt securities | $17,160,000 | 4,950 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $14,387,000 | 5,417 |
| U.S. Government securities | $13,277,000 | 4,842 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $13,277,000 | 4,705 |
| Securities issued by states & political subdivisions | $1,110,000 | 4,939 |
| 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 | $12,105,000 | 3,067 |
| Mortgage-backed securities | $8,421,000 | 2,857 |
| Certificates of participation in pools of residential mortgages | $3,582,000 | 3,463 |
| Issued or guaranteed by U.S. | $3,582,000 | 3,450 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,839,000 | 1,495 |
| CMOs issued by government agencies or sponsored agencies | $4,839,000 | 1,277 |
| 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) | $14,387,000 | 4,766 |
| Total debt securities | $14,387,000 | 5,365 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $13,444,000 | 5,650 |
| U.S. Government securities | $12,321,000 | 5,063 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $12,321,000 | 4,928 |
| Securities issued by states & political subdivisions | $1,123,000 | 4,954 |
| 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 | $12,197,000 | 3,043 |
| Mortgage-backed securities | $7,430,000 | 3,078 |
| Certificates of participation in pools of residential mortgages | $3,940,000 | 3,380 |
| Issued or guaranteed by U.S. | $3,940,000 | 3,366 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,490,000 | 1,714 |
| CMOs issued by government agencies or sponsored agencies | $3,490,000 | 1,480 |
| 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) | $13,444,000 | 4,974 |
| Total debt securities | $13,444,000 | 5,595 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $12,357,000 | 5,842 |
| U.S. Government securities | $11,233,000 | 5,300 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $11,233,000 | 5,161 |
| Securities issued by states & political subdivisions | $1,124,000 | 4,972 |
| 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 | $11,113,000 | 3,191 |
| Mortgage-backed securities | $6,327,000 | 3,373 |
| Certificates of participation in pools of residential mortgages | $4,194,000 | 3,323 |
| Issued or guaranteed by U.S. | $4,194,000 | 3,311 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,133,000 | 2,036 |
| CMOs issued by government agencies or sponsored agencies | $2,133,000 | 1,791 |
| 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) | $12,357,000 | 5,160 |
| Total debt securities | $12,357,000 | 5,787 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,098 |
| Fair value | $989,000 | 2,180 |
| 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 | $12,065,000 | 5,889 |
| U.S. Government securities | $10,924,000 | 5,338 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $10,924,000 | 5,193 |
| Securities issued by states & political subdivisions | $1,141,000 | 4,974 |
| 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 | $10,786,000 | 3,241 |
| Mortgage-backed securities | $5,973,000 | 3,468 |
| Certificates of participation in pools of residential mortgages | $4,592,000 | 3,249 |
| Issued or guaranteed by U.S. | $4,592,000 | 3,237 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,381,000 | 2,309 |
| CMOs issued by government agencies or sponsored agencies | $1,381,000 | 2,057 |
| 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) | $12,065,000 | 5,188 |
| Total debt securities | $12,065,000 | 5,824 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,039 |
| Fair value | $999,000 | 2,046 |
| 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 | $12,587,000 | 5,840 |
| U.S. Government securities | $11,442,000 | 5,276 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $11,442,000 | 5,121 |
| Securities issued by states & political subdivisions | $1,145,000 | 4,949 |
| 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 | $11,284,000 | 3,138 |
| Mortgage-backed securities | $6,471,000 | 3,442 |
| Certificates of participation in pools of residential mortgages | $4,997,000 | 3,206 |
| Issued or guaranteed by U.S. | $4,997,000 | 3,196 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,474,000 | 2,319 |
| CMOs issued by government agencies or sponsored agencies | $1,474,000 | 2,066 |
| 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) | $12,587,000 | 5,132 |
| Total debt securities | $12,587,000 | 5,774 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,035 |
| Fair value | $999,000 | 2,064 |
| 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 | $12,939,000 | 5,844 |
| U.S. Government securities | $11,804,000 | 5,262 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,804,000 | 5,110 |
| Securities issued by states & political subdivisions | $1,135,000 | 4,974 |
| 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 | $8,707,000 | 3,635 |
| Mortgage-backed securities | $6,869,000 | 3,446 |
| Certificates of participation in pools of residential mortgages | $5,294,000 | 3,194 |
| Issued or guaranteed by U.S. | $5,294,000 | 3,188 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,575,000 | 2,308 |
| CMOs issued by government agencies or sponsored agencies | $1,575,000 | 2,072 |
| 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) | $12,939,000 | 5,134 |
| Total debt securities | $12,939,000 | 5,784 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,033 |
| Fair value | $992,000 | 2,092 |
| 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 | $14,059,000 | 5,674 |
| U.S. Government securities | $12,833,000 | 5,060 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $12,833,000 | 4,900 |
| Securities issued by states & political subdivisions | $1,146,000 | 4,991 |
| 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 | $80,000 | 1,907 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,701,000 | 3,414 |
| Mortgage-backed securities | $7,345,000 | 3,393 |
| Certificates of participation in pools of residential mortgages | $5,650,000 | 3,126 |
| Issued or guaranteed by U.S. | $5,650,000 | 3,117 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,695,000 | 2,308 |
| CMOs issued by government agencies or sponsored agencies | $1,695,000 | 2,070 |
| 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) | $14,059,000 | 4,979 |
| Total debt securities | $13,979,000 | 5,619 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,982 |
| Fair value | $998,000 | 2,047 |
| 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 | $12,652,000 | 5,947 |
| U.S. Government securities | $11,415,000 | 5,381 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $11,415,000 | 5,230 |
| Securities issued by states & political subdivisions | $1,157,000 | 5,005 |
| 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 | $80,000 | 1,935 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,233,000 | 3,706 |
| Mortgage-backed securities | $5,899,000 | 3,736 |
| Certificates of participation in pools of residential mortgages | $3,997,000 | 3,659 |
| Issued or guaranteed by U.S. | $3,997,000 | 3,652 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,902,000 | 2,230 |
| CMOs issued by government agencies or sponsored agencies | $1,902,000 | 2,004 |
| 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) | $12,652,000 | 5,215 |
| Total debt securities | $12,572,000 | 5,895 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,975 |
| Fair value | $1,001,000 | 2,039 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $10,972,000 | 6,372 |
| U.S. Government securities | $10,410,000 | 5,685 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $10,410,000 | 5,526 |
| Securities issued by states & political subdivisions | $480,000 | 5,779 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $82,000 | 1,979 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,217,000 | 3,470 |
| Mortgage-backed securities | $6,435,000 | 3,644 |
| Certificates of participation in pools of residential mortgages | $4,370,000 | 3,603 |
| Issued or guaranteed by U.S. | $4,370,000 | 3,594 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,065,000 | 2,191 |
| CMOs issued by government agencies or sponsored agencies | $2,065,000 | 1,966 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $10,972,000 | 5,623 |
| Total debt securities | $10,890,000 | 6,314 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,961 |
| Fair value | $989,000 | 2,052 |
| 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 | $12,491,000 | 6,025 |
| U.S. Government securities | $11,897,000 | 5,274 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $11,897,000 | 5,126 |
| Securities issued by states & political subdivisions | $511,000 | 5,728 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $83,000 | 2,004 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,697,000 | 3,126 |
| Mortgage-backed securities | $7,341,000 | 3,489 |
| Certificates of participation in pools of residential mortgages | $4,896,000 | 3,466 |
| Issued or guaranteed by U.S. | $4,896,000 | 3,457 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,445,000 | 2,135 |
| CMOs issued by government agencies or sponsored agencies | $2,445,000 | 1,908 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $12,491,000 | 5,307 |
| Total debt securities | $12,408,000 | 5,969 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,759 |
| Fair value | $1,002,000 | 1,892 |
| 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 | $12,810,000 | 6,035 |
| U.S. Government securities | $12,228,000 | 5,268 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $12,228,000 | 5,104 |
| Securities issued by states & political subdivisions | $499,000 | 5,813 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $83,000 | 2,037 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,005,000 | 2,992 |
| Mortgage-backed securities | $7,667,000 | 3,416 |
| Certificates of participation in pools of residential mortgages | $5,205,000 | 3,357 |
| Issued or guaranteed by U.S. | $5,205,000 | 3,346 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,462,000 | 2,133 |
| CMOs issued by government agencies or sponsored agencies | $2,462,000 | 2,002 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $12,810,000 | 5,289 |
| Total debt securities | $12,727,000 | 5,963 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,606 |
| Fair value | $998,000 | 1,761 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $10,805,000 | 6,374 |
| U.S. Government securities | $10,228,000 | 5,568 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $10,228,000 | 5,409 |
| Securities issued by states & political subdivisions | $493,000 | 5,863 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $84,000 | 2,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,903,000 | 3,108 |
| Mortgage-backed securities | $7,155,000 | 3,512 |
| Certificates of participation in pools of residential mortgages | $5,661,000 | 3,243 |
| Issued or guaranteed by U.S. | $5,661,000 | 3,229 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,494,000 | 2,544 |
| CMOs issued by government agencies or sponsored agencies | $1,494,000 | 2,411 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $10,805,000 | 5,641 |
| Total debt securities | $10,721,000 | 6,295 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,378 |
| Fair value | $995,000 | 1,509 |
| 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 | $9,075,000 | 6,712 |
| U.S. Government securities | $8,316,000 | 6,016 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $8,316,000 | 5,837 |
| Securities issued by states & political subdivisions | $233,000 | 6,301 |
| Other domestic debt securities | $448,000 | 3,343 |
| Privately issued residential mortgage-backed securities | $448,000 | 847 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $78,000 | 2,114 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,186,000 | 3,441 |
| Mortgage-backed securities | $6,663,000 | 3,701 |
| Certificates of participation in pools of residential mortgages | $4,432,000 | 3,621 |
| Issued or guaranteed by U.S. | $4,432,000 | 3,611 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,231,000 | 2,411 |
| CMOs issued by government agencies or sponsored agencies | $1,783,000 | 2,480 |
| Privately issued | $448,000 | 746 |
| 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) | $9,075,000 | 5,946 |
| Total debt securities | $8,997,000 | 6,625 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $9,116,000 | 6,703 |
| U.S. Government securities | $8,331,000 | 6,024 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $8,331,000 | 5,842 |
| Securities issued by states & political subdivisions | $224,000 | 6,315 |
| Other domestic debt securities | $471,000 | 3,373 |
| Privately issued residential mortgage-backed securities | $471,000 | 870 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $90,000 | 2,079 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,012,000 | 4,066 |
| Mortgage-backed securities | $6,684,000 | 3,707 |
| Certificates of participation in pools of residential mortgages | $3,874,000 | 3,817 |
| Issued or guaranteed by U.S. | $3,874,000 | 3,805 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,810,000 | 2,297 |
| CMOs issued by government agencies or sponsored agencies | $2,339,000 | 2,309 |
| Privately issued | $471,000 | 766 |
| 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) | $9,116,000 | 5,921 |
| Total debt securities | $9,026,000 | 6,618 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $10,507,000 | 6,405 |
| U.S. Government securities | $9,700,000 | 5,661 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $9,700,000 | 5,471 |
| Securities issued by states & political subdivisions | $222,000 | 6,331 |
| Other domestic debt securities | $498,000 | 3,371 |
| Privately issued residential mortgage-backed securities | $498,000 | 883 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $87,000 | 2,104 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,669,000 | 3,570 |
| Mortgage-backed securities | $7,260,000 | 3,545 |
| Certificates of participation in pools of residential mortgages | $3,196,000 | 4,064 |
| Issued or guaranteed by U.S. | $3,196,000 | 4,051 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $4,064,000 | 1,998 |
| CMOs issued by government agencies or sponsored agencies | $3,566,000 | 2,009 |
| Privately issued | $498,000 | 790 |
| 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) | $10,507,000 | 5,608 |
| Total debt securities | $10,420,000 | 6,323 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $8,644,000 | 6,851 |
| U.S. Government securities | $8,046,000 | 6,099 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $8,046,000 | 5,868 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $499,000 | 3,412 |
| Privately issued residential mortgage-backed securities | $499,000 | 974 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $99,000 | 2,019 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,241,000 | 4,711 |
| Mortgage-backed securities | $5,097,000 | 3,950 |
| Certificates of participation in pools of residential mortgages | $1,656,000 | 4,729 |
| Issued or guaranteed by U.S. | $1,656,000 | 4,704 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,441,000 | 2,248 |
| CMOs issued by government agencies or sponsored agencies | $2,942,000 | 2,235 |
| Privately issued | $499,000 | 881 |
| 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) | $8,644,000 | 5,968 |
| Total debt securities | $8,545,000 | 6,771 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $5,385,000 | 8,225 |
| U.S. Government securities | $4,875,000 | 7,815 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $4,875,000 | 7,476 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $505,000 | 2,917 |
| Privately issued residential mortgage-backed securities | $505,000 | 887 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,021 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,511,000 | 6,606 |
| Mortgage-backed securities | $2,054,000 | 4,742 |
| Certificates of participation in pools of residential mortgages | $503,000 | 5,420 |
| Issued or guaranteed by U.S. | $503,000 | 5,401 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,551,000 | 2,512 |
| CMOs issued by government agencies or sponsored agencies | $1,046,000 | 2,633 |
| Privately issued | $505,000 | 778 |
| 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) | $5,385,000 | 7,111 |
| Total debt securities | $5,381,000 | 8,106 |
| 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 |