Home > Magna Bank > Securities
Magna Bank, Securities
| 2015-06-30 | Rank | |
| Total securities | $61,444,000 | 2,180 |
| U.S. Government securities | $50,249,000 | 1,753 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $50,249,000 | 1,679 |
| Securities issued by states & political subdivisions | $8,140,000 | 3,101 |
| Other domestic debt securities | $2,996,000 | 1,116 |
| Privately issued residential mortgage-backed securities | $1,028,000 | 364 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $434,000 | 206 |
| Other domestic debt securities - All other | $1,534,000 | 1,142 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $59,000 | 913 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,079,000 | 1,183 |
| Mortgage-backed securities | $48,963,000 | 1,191 |
| Certificates of participation in pools of residential mortgages | $31,147,000 | 1,180 |
| Issued or guaranteed by U.S. | $31,147,000 | 1,179 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $12,419,000 | 1,106 |
| CMOs issued by government agencies or sponsored agencies | $11,391,000 | 1,104 |
| Privately issued | $1,028,000 | 345 |
| Commercial mortgage-backed securities | $5,397,000 | 483 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $5,397,000 | 298 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $61,444,000 | 1,974 |
| Total debt securities | $61,386,000 | 2,159 |
| Structured notes | ||
| Amortized cost | $260,000 | 1,790 |
| Fair value | $269,000 | 1,788 |
| 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 | $65,011,000 | 2,115 |
| U.S. Government securities | $53,337,000 | 1,712 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $53,337,000 | 1,638 |
| Securities issued by states & political subdivisions | $8,358,000 | 3,061 |
| Other domestic debt securities | $3,257,000 | 1,080 |
| Privately issued residential mortgage-backed securities | $1,074,000 | 384 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $392,000 | 201 |
| Other domestic debt securities - All other | $1,791,000 | 1,100 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $59,000 | 910 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,736,000 | 1,208 |
| Mortgage-backed securities | $52,059,000 | 1,149 |
| Certificates of participation in pools of residential mortgages | $33,235,000 | 1,129 |
| Issued or guaranteed by U.S. | $33,235,000 | 1,128 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $13,337,000 | 1,096 |
| CMOs issued by government agencies or sponsored agencies | $12,263,000 | 1,094 |
| Privately issued | $1,074,000 | 363 |
| Commercial mortgage-backed securities | $5,487,000 | 460 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $5,487,000 | 281 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $65,011,000 | 1,910 |
| Total debt securities | $64,953,000 | 2,089 |
| Structured notes | ||
| Amortized cost | $272,000 | 1,900 |
| Fair value | $283,000 | 1,898 |
| 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 | $63,172,000 | 2,201 |
| U.S. Government securities | $53,371,000 | 1,705 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $53,371,000 | 1,629 |
| Securities issued by states & political subdivisions | $6,058,000 | 3,455 |
| Other domestic debt securities | $3,677,000 | 1,026 |
| Privately issued residential mortgage-backed securities | $1,142,000 | 380 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $400,000 | 202 |
| Other domestic debt securities - All other | $2,135,000 | 1,009 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $66,000 | 913 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,340,000 | 1,237 |
| Mortgage-backed securities | $52,163,000 | 1,161 |
| Certificates of participation in pools of residential mortgages | $32,885,000 | 1,153 |
| Issued or guaranteed by U.S. | $32,885,000 | 1,151 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $13,830,000 | 1,102 |
| CMOs issued by government agencies or sponsored agencies | $12,688,000 | 1,101 |
| Privately issued | $1,142,000 | 358 |
| Commercial mortgage-backed securities | $5,448,000 | 451 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $5,448,000 | 262 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $63,172,000 | 1,982 |
| Total debt securities | $63,106,000 | 2,177 |
| Structured notes | ||
| Amortized cost | $288,000 | 1,991 |
| Fair value | $306,000 | 1,977 |
| 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 | $55,350,000 | 2,452 |
| U.S. Government securities | $50,220,000 | 1,849 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $50,220,000 | 1,782 |
| Securities issued by states & political subdivisions | $828,000 | 4,878 |
| Other domestic debt securities | $4,231,000 | 981 |
| Privately issued residential mortgage-backed securities | $1,162,000 | 396 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $408,000 | 215 |
| Other domestic debt securities - All other | $2,661,000 | 931 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $71,000 | 940 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,886,000 | 1,272 |
| Mortgage-backed securities | $49,023,000 | 1,254 |
| Certificates of participation in pools of residential mortgages | $29,376,000 | 1,302 |
| Issued or guaranteed by U.S. | $29,376,000 | 1,301 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $14,245,000 | 1,101 |
| CMOs issued by government agencies or sponsored agencies | $13,083,000 | 1,105 |
| Privately issued | $1,162,000 | 377 |
| Commercial mortgage-backed securities | $5,402,000 | 447 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $5,402,000 | 249 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $55,350,000 | 2,219 |
| Total debt securities | $55,279,000 | 2,436 |
| Structured notes | ||
| Amortized cost | $803,000 | 1,743 |
| Fair value | $825,000 | 1,740 |
| 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 | $54,649,000 | 2,499 |
| U.S. Government securities | $49,085,000 | 1,895 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $49,085,000 | 1,830 |
| Securities issued by states & political subdivisions | $825,000 | 4,928 |
| Other domestic debt securities | $4,662,000 | 965 |
| Privately issued residential mortgage-backed securities | $1,223,000 | 397 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $772,000 | 176 |
| Other domestic debt securities - All other | $2,667,000 | 960 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $77,000 | 958 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,441,000 | 1,300 |
| Mortgage-backed securities | $47,566,000 | 1,309 |
| Certificates of participation in pools of residential mortgages | $27,349,000 | 1,393 |
| Issued or guaranteed by U.S. | $27,349,000 | 1,393 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $14,819,000 | 1,086 |
| CMOs issued by government agencies or sponsored agencies | $13,596,000 | 1,091 |
| Privately issued | $1,223,000 | 381 |
| Commercial mortgage-backed securities | $5,398,000 | 438 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $5,398,000 | 244 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $54,649,000 | 2,268 |
| Total debt securities | $54,572,000 | 2,479 |
| Structured notes | ||
| Amortized cost | $1,187,000 | 1,527 |
| Fair value | $1,206,000 | 1,520 |
| 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 | $58,889,000 | 2,364 |
| U.S. Government securities | $51,928,000 | 1,818 |
| U.S. Treasury securities | $6,499,000 | 416 |
| U.S. Government agency obligations | $45,429,000 | 1,996 |
| Securities issued by states & political subdivisions | $815,000 | 4,973 |
| Other domestic debt securities | $6,073,000 | 848 |
| Privately issued residential mortgage-backed securities | $1,225,000 | 413 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $2,174,000 | 123 |
| Other domestic debt securities - All other | $2,674,000 | 984 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $73,000 | 979 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,614,000 | 1,418 |
| Mortgage-backed securities | $43,893,000 | 1,393 |
| Certificates of participation in pools of residential mortgages | $23,182,000 | 1,590 |
| Issued or guaranteed by U.S. | $23,182,000 | 1,590 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $15,364,000 | 1,074 |
| CMOs issued by government agencies or sponsored agencies | $14,139,000 | 1,070 |
| Privately issued | $1,225,000 | 396 |
| Commercial mortgage-backed securities | $5,347,000 | 407 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $5,347,000 | 231 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $58,889,000 | 2,141 |
| Total debt securities | $58,816,000 | 2,349 |
| Structured notes | ||
| Amortized cost | $1,214,000 | 1,520 |
| Fair value | $1,240,000 | 1,509 |
| 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 | $58,870,000 | 2,347 |
| U.S. Government securities | $51,920,000 | 1,808 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $51,920,000 | 1,750 |
| Securities issued by states & political subdivisions | $809,000 | 5,022 |
| Other domestic debt securities | $6,099,000 | 887 |
| Privately issued residential mortgage-backed securities | $1,258,000 | 439 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $2,174,000 | 131 |
| Other domestic debt securities - All other | $2,667,000 | 996 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $42,000 | 1,035 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,136,000 | 1,149 |
| Mortgage-backed securities | $50,414,000 | 1,236 |
| Certificates of participation in pools of residential mortgages | $25,711,000 | 1,491 |
| Issued or guaranteed by U.S. | $25,711,000 | 1,490 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $19,320,000 | 933 |
| CMOs issued by government agencies or sponsored agencies | $18,062,000 | 927 |
| Privately issued | $1,258,000 | 418 |
| Commercial mortgage-backed securities | $5,383,000 | 390 |
| Commercial mortgage pass-through securities | $84,000 | 619 |
| Other commercial mortgage-backed securities | $5,299,000 | 217 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $58,870,000 | 2,128 |
| Total debt securities | $58,828,000 | 2,330 |
| Structured notes | ||
| Amortized cost | $1,245,000 | 1,507 |
| Fair value | $1,256,000 | 1,489 |
| 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 | $60,828,000 | 2,292 |
| U.S. Government securities | $53,922,000 | 1,761 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $53,922,000 | 1,711 |
| Securities issued by states & political subdivisions | $819,000 | 5,028 |
| Other domestic debt securities | $6,045,000 | 916 |
| Privately issued residential mortgage-backed securities | $1,256,000 | 473 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $2,134,000 | 144 |
| Other domestic debt securities - All other | $2,655,000 | 1,034 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $42,000 | 1,040 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,080,000 | 1,083 |
| Mortgage-backed securities | $52,340,000 | 1,212 |
| Certificates of participation in pools of residential mortgages | $26,971,000 | 1,452 |
| Issued or guaranteed by U.S. | $26,971,000 | 1,449 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $19,956,000 | 942 |
| CMOs issued by government agencies or sponsored agencies | $18,700,000 | 927 |
| Privately issued | $1,256,000 | 451 |
| Commercial mortgage-backed securities | $5,413,000 | 377 |
| Commercial mortgage pass-through securities | $92,000 | 595 |
| Other commercial mortgage-backed securities | $5,321,000 | 216 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $60,828,000 | 2,076 |
| Total debt securities | $60,786,000 | 2,277 |
| Structured notes | ||
| Amortized cost | $1,299,000 | 1,476 |
| Fair value | $1,317,000 | 1,472 |
| 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 | $61,984,000 | 2,265 |
| U.S. Government securities | $54,988,000 | 1,725 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $54,988,000 | 1,672 |
| Securities issued by states & political subdivisions | $820,000 | 5,032 |
| Other domestic debt securities | $6,077,000 | 931 |
| Privately issued residential mortgage-backed securities | $1,301,000 | 483 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $2,114,000 | 136 |
| Other domestic debt securities - All other | $2,662,000 | 1,051 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $99,000 | 959 |
| 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 | 1,054 |
| Mortgage-backed securities | $55,389,000 | 1,156 |
| Certificates of participation in pools of residential mortgages | $28,679,000 | 1,371 |
| Issued or guaranteed by U.S. | $28,679,000 | 1,370 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $21,190,000 | 919 |
| CMOs issued by government agencies or sponsored agencies | $19,889,000 | 899 |
| Privately issued | $1,301,000 | 462 |
| Commercial mortgage-backed securities | $5,520,000 | 354 |
| Commercial mortgage pass-through securities | $99,000 | 596 |
| Other commercial mortgage-backed securities | $5,421,000 | 192 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $61,984,000 | 2,065 |
| Total debt securities | $61,885,000 | 2,245 |
| Structured notes | ||
| Amortized cost | $1,357,000 | 1,451 |
| Fair value | $1,384,000 | 1,445 |
| 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 | $65,871,000 | 2,173 |
| U.S. Government securities | $53,296,000 | 1,798 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $53,296,000 | 1,749 |
| Securities issued by states & political subdivisions | $855,000 | 5,036 |
| Other domestic debt securities | $11,678,000 | 647 |
| Privately issued residential mortgage-backed securities | $6,526,000 | 243 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $2,032,000 | 136 |
| Other domestic debt securities - All other | $3,120,000 | 949 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $42,000 | 1,060 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,289,000 | 1,093 |
| Mortgage-backed securities | $58,880,000 | 1,141 |
| Certificates of participation in pools of residential mortgages | $28,646,000 | 1,401 |
| Issued or guaranteed by U.S. | $28,646,000 | 1,398 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $27,592,000 | 809 |
| CMOs issued by government agencies or sponsored agencies | $21,066,000 | 904 |
| Privately issued | $6,526,000 | 237 |
| Commercial mortgage-backed securities | $2,642,000 | 436 |
| Commercial mortgage pass-through securities | $106,000 | 549 |
| Other commercial mortgage-backed securities | $2,536,000 | 234 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $65,871,000 | 1,991 |
| Total debt securities | $65,829,000 | 2,159 |
| Structured notes | ||
| Amortized cost | $1,401,000 | 1,466 |
| Fair value | $1,426,000 | 1,464 |
| 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 | $64,291,000 | 2,171 |
| U.S. Government securities | $51,486,000 | 1,816 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $51,486,000 | 1,770 |
| Securities issued by states & political subdivisions | $867,000 | 5,048 |
| Other domestic debt securities | $11,896,000 | 623 |
| Privately issued residential mortgage-backed securities | $6,783,000 | 243 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $2,016,000 | 130 |
| Other domestic debt securities - All other | $3,097,000 | 925 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $42,000 | 1,043 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,486,000 | 1,092 |
| Mortgage-backed securities | $57,274,000 | 1,154 |
| Certificates of participation in pools of residential mortgages | $30,822,000 | 1,305 |
| Issued or guaranteed by U.S. | $30,822,000 | 1,302 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $26,336,000 | 840 |
| CMOs issued by government agencies or sponsored agencies | $19,553,000 | 952 |
| Privately issued | $6,783,000 | 237 |
| Commercial mortgage-backed securities | $116,000 | 641 |
| Commercial mortgage pass-through securities | $116,000 | 479 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $64,291,000 | 1,991 |
| Total debt securities | $64,249,000 | 2,149 |
| Structured notes | ||
| Amortized cost | $1,452,000 | 1,496 |
| Fair value | $1,478,000 | 1,491 |
| 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 | $67,635,000 | 2,101 |
| U.S. Government securities | $54,639,000 | 1,767 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $54,639,000 | 1,727 |
| Securities issued by states & political subdivisions | $859,000 | 5,056 |
| Other domestic debt securities | $12,137,000 | 645 |
| Privately issued residential mortgage-backed securities | $7,190,000 | 261 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $1,855,000 | 139 |
| Other domestic debt securities - All other | $3,092,000 | 966 |
| 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 | $54,638,000 | 1,030 |
| Mortgage-backed securities | $60,761,000 | 1,156 |
| Certificates of participation in pools of residential mortgages | $32,978,000 | 1,300 |
| Issued or guaranteed by U.S. | $32,978,000 | 1,299 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $27,640,000 | 864 |
| CMOs issued by government agencies or sponsored agencies | $20,450,000 | 979 |
| Privately issued | $7,190,000 | 255 |
| Commercial mortgage-backed securities | $143,000 | 609 |
| Commercial mortgage pass-through securities | $143,000 | 443 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $67,635,000 | 1,912 |
| Total debt securities | $67,635,000 | 2,079 |
| Structured notes | ||
| Amortized cost | $1,519,000 | 1,536 |
| Fair value | $1,551,000 | 1,530 |
| 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 | $61,429,000 | 2,268 |
| U.S. Government securities | $48,277,000 | 1,969 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $48,277,000 | 1,919 |
| Securities issued by states & political subdivisions | $856,000 | 5,046 |
| Other domestic debt securities | $12,296,000 | 636 |
| Privately issued residential mortgage-backed securities | $7,627,000 | 271 |
| Commercial mortgage-backed securities - Total | $1,000 | 123 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $1,658,000 | 141 |
| Other domestic debt securities - All other | $3,010,000 | 997 |
| 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 | $48,277,000 | 1,162 |
| Mortgage-backed securities | $54,771,000 | 1,307 |
| Certificates of participation in pools of residential mortgages | $29,989,000 | 1,414 |
| Issued or guaranteed by U.S. | $29,989,000 | 1,413 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $24,629,000 | 931 |
| CMOs issued by government agencies or sponsored agencies | $17,002,000 | 1,102 |
| Privately issued | $7,627,000 | 265 |
| Commercial mortgage-backed securities | $153,000 | 571 |
| Commercial mortgage pass-through securities | $152,000 | 404 |
| Other commercial mortgage-backed securities | $1,000 | 288 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $61,429,000 | 2,073 |
| Total debt securities | $61,429,000 | 2,248 |
| Structured notes | ||
| Amortized cost | $1,582,000 | 1,706 |
| Fair value | $1,616,000 | 1,697 |
| 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 | $47,443,000 | 2,776 |
| U.S. Government securities | $33,273,000 | 2,685 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $33,273,000 | 2,627 |
| Securities issued by states & political subdivisions | $837,000 | 5,045 |
| Other domestic debt securities | $13,333,000 | 602 |
| Privately issued residential mortgage-backed securities | $8,145,000 | 281 |
| Commercial mortgage-backed securities - Total | $2,000 | 127 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $1,655,000 | 139 |
| Other domestic debt securities - All other | $3,531,000 | 893 |
| 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 | $32,212,000 | 1,610 |
| Mortgage-backed securities | $38,412,000 | 1,695 |
| Certificates of participation in pools of residential mortgages | $25,208,000 | 1,593 |
| Issued or guaranteed by U.S. | $25,208,000 | 1,590 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $13,031,000 | 1,434 |
| CMOs issued by government agencies or sponsored agencies | $4,886,000 | 2,052 |
| Privately issued | $8,145,000 | 274 |
| Commercial mortgage-backed securities | $173,000 | 530 |
| Commercial mortgage pass-through securities | $171,000 | 373 |
| Other commercial mortgage-backed securities | $2,000 | 261 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $47,443,000 | 2,540 |
| Total debt securities | $47,443,000 | 2,757 |
| Structured notes | ||
| Amortized cost | $3,453,000 | 1,317 |
| Fair value | $3,489,000 | 1,304 |
| 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 | $42,181,000 | 2,967 |
| U.S. Government securities | $27,364,000 | 2,985 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,364,000 | 2,921 |
| Securities issued by states & political subdivisions | $585,000 | 5,219 |
| Other domestic debt securities | $14,232,000 | 599 |
| Privately issued residential mortgage-backed securities | $11,681,000 | 280 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,551,000 | 984 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $34,917,000 | 1,730 |
| Certificates of participation in pools of residential mortgages | $23,236,000 | 1,587 |
| Issued or guaranteed by U.S. | $23,236,000 | 1,582 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $11,681,000 | 1,467 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $11,681,000 | 272 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $42,181,000 | 2,721 |
| Total debt securities | $42,181,000 | 2,943 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $40,474,000 | 2,965 |
| U.S. Government securities | $25,328,000 | 3,077 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,328,000 | 3,002 |
| Securities issued by states & political subdivisions | $1,006,000 | 4,924 |
| Other domestic debt securities | $14,140,000 | 590 |
| Privately issued residential mortgage-backed securities | $12,566,000 | 284 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,574,000 | 1,202 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $34,620,000 | 1,695 |
| Certificates of participation in pools of residential mortgages | $22,054,000 | 1,602 |
| Issued or guaranteed by U.S. | $22,054,000 | 1,598 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $12,566,000 | 1,417 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $12,566,000 | 273 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $40,474,000 | 2,720 |
| Total debt securities | $40,474,000 | 2,938 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $40,938,000 | 2,958 |
| U.S. Government securities | $27,717,000 | 2,967 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,717,000 | 2,879 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $13,221,000 | 601 |
| Privately issued residential mortgage-backed securities | $11,671,000 | 309 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,550,000 | 1,130 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $33,925,000 | 1,658 |
| Certificates of participation in pools of residential mortgages | $22,254,000 | 1,544 |
| Issued or guaranteed by U.S. | $22,254,000 | 1,541 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $11,671,000 | 1,438 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $11,671,000 | 299 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $40,938,000 | 2,688 |
| Total debt securities | $40,938,000 | 2,935 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $42,793,000 | 2,836 |
| U.S. Government securities | $27,008,000 | 2,999 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,008,000 | 2,904 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $15,785,000 | 547 |
| Privately issued residential mortgage-backed securities | $13,189,000 | 309 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,596,000 | 918 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $35,649,000 | 1,564 |
| Certificates of participation in pools of residential mortgages | $22,460,000 | 1,491 |
| Issued or guaranteed by U.S. | $22,460,000 | 1,487 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $13,189,000 | 1,303 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $13,189,000 | 298 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 3,015 |
| Available-for-sale securities (fair market value) | $42,792,000 | 2,578 |
| Total debt securities | $42,793,000 | 2,813 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $39,920,000 | 2,906 |
| U.S. Government securities | $21,581,000 | 3,320 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,581,000 | 3,216 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $18,339,000 | 532 |
| Privately issued residential mortgage-backed securities | $16,340,000 | 292 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,999,000 | 1,058 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $35,131,000 | 1,536 |
| Certificates of participation in pools of residential mortgages | $18,791,000 | 1,624 |
| Issued or guaranteed by U.S. | $18,791,000 | 1,619 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $16,340,000 | 1,144 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $16,340,000 | 281 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $39,920,000 | 2,638 |
| Total debt securities | $39,920,000 | 2,881 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $39,037,000 | 2,907 |
| U.S. Government securities | $17,554,000 | 3,714 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,554,000 | 3,605 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $21,483,000 | 467 |
| Privately issued residential mortgage-backed securities | $19,505,000 | 273 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,978,000 | 1,066 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $32,997,000 | 1,597 |
| Certificates of participation in pools of residential mortgages | $13,492,000 | 2,003 |
| Issued or guaranteed by U.S. | $13,492,000 | 1,996 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $19,505,000 | 1,023 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $19,505,000 | 263 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,376,000 | 1,151 |
| Available-for-sale securities (fair market value) | $30,661,000 | 3,128 |
| Total debt securities | $39,037,000 | 2,882 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $44,646,000 | 2,620 |
| U.S. Government securities | $21,767,000 | 3,314 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,767,000 | 3,229 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $22,879,000 | 447 |
| Privately issued residential mortgage-backed securities | $20,983,000 | 272 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,896,000 | 1,046 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $35,525,000 | 1,481 |
| Certificates of participation in pools of residential mortgages | $14,542,000 | 1,929 |
| Issued or guaranteed by U.S. | $14,542,000 | 1,922 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $20,983,000 | 929 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $20,983,000 | 262 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,533,000 | 1,172 |
| Available-for-sale securities (fair market value) | $36,113,000 | 2,771 |
| Total debt securities | $44,646,000 | 2,589 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $51,930,000 | 2,323 |
| U.S. Government securities | $27,063,000 | 2,905 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,063,000 | 2,827 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $24,867,000 | 445 |
| Privately issued residential mortgage-backed securities | $22,971,000 | 276 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,896,000 | 1,062 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $41,357,000 | 1,356 |
| Certificates of participation in pools of residential mortgages | $18,386,000 | 1,732 |
| Issued or guaranteed by U.S. | $18,386,000 | 1,730 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $22,971,000 | 862 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $22,971,000 | 267 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,720,000 | 1,171 |
| Available-for-sale securities (fair market value) | $43,210,000 | 2,413 |
| Total debt securities | $51,930,000 | 2,297 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $54,377,000 | 2,213 |
| U.S. Government securities | $28,338,000 | 2,789 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,338,000 | 2,717 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $26,039,000 | 446 |
| Privately issued residential mortgage-backed securities | $24,143,000 | 277 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,896,000 | 1,091 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $43,556,000 | 1,339 |
| Certificates of participation in pools of residential mortgages | $19,413,000 | 1,721 |
| Issued or guaranteed by U.S. | $19,413,000 | 1,716 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $24,143,000 | 828 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $24,143,000 | 269 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,977,000 | 1,146 |
| Available-for-sale securities (fair market value) | $45,400,000 | 2,293 |
| Total debt securities | $54,377,000 | 2,189 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $59,292,000 | 2,088 |
| U.S. Government securities | $29,284,000 | 2,725 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,284,000 | 2,659 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $29,919,000 | 439 |
| Privately issued residential mortgage-backed securities | $27,048,000 | 284 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,871,000 | 927 |
| Foreign debt securities | NA | NA |
| Equity securities | $89,000 | 1,275 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $47,060,000 | 1,275 |
| Certificates of participation in pools of residential mortgages | $20,012,000 | 1,728 |
| Issued or guaranteed by U.S. | $20,012,000 | 1,723 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $27,048,000 | 765 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $27,048,000 | 276 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,213,000 | 1,121 |
| Available-for-sale securities (fair market value) | $49,079,000 | 2,141 |
| Total debt securities | $59,203,000 | 2,065 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $55,730,000 | 2,130 |
| U.S. Government securities | $26,265,000 | 2,896 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,265,000 | 2,831 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $29,439,000 | 465 |
| Privately issued residential mortgage-backed securities | $26,614,000 | 297 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,825,000 | 937 |
| Foreign debt securities | NA | NA |
| Equity securities | $26,000 | 1,458 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $48,293,000 | 1,256 |
| Certificates of participation in pools of residential mortgages | $21,679,000 | 1,672 |
| Issued or guaranteed by U.S. | $21,679,000 | 1,665 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $26,614,000 | 744 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $26,614,000 | 288 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,755,000 | 1,113 |
| Available-for-sale securities (fair market value) | $44,975,000 | 2,247 |
| Total debt securities | $55,704,000 | 2,108 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $58,301,000 | 2,049 |
| U.S. Government securities | $27,781,000 | 2,833 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,781,000 | 2,764 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $30,501,000 | 425 |
| Privately issued residential mortgage-backed securities | $27,676,000 | 302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,825,000 | 945 |
| Foreign debt securities | NA | NA |
| Equity securities | $19,000 | 1,517 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $50,677,000 | 1,213 |
| Certificates of participation in pools of residential mortgages | $23,001,000 | 1,627 |
| Issued or guaranteed by U.S. | $23,001,000 | 1,615 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $27,676,000 | 731 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $27,676,000 | 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) | $11,212,000 | 1,078 |
| Available-for-sale securities (fair market value) | $47,089,000 | 2,172 |
| Total debt securities | $58,282,000 | 2,028 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $62,483,000 | 1,905 |
| U.S. Government securities | $28,460,000 | 2,779 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,460,000 | 2,720 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $34,010,000 | 383 |
| Privately issued residential mortgage-backed securities | $31,185,000 | 275 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,825,000 | 920 |
| Foreign debt securities | NA | NA |
| Equity securities | $13,000 | 1,553 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $54,885,000 | 1,102 |
| Certificates of participation in pools of residential mortgages | $23,700,000 | 1,564 |
| Issued or guaranteed by U.S. | $23,700,000 | 1,555 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $31,185,000 | 655 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $31,185,000 | 265 |
| 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) | $11,538,000 | 1,064 |
| Available-for-sale securities (fair market value) | $50,945,000 | 1,996 |
| Total debt securities | $62,470,000 | 1,888 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $69,419,000 | 1,700 |
| U.S. Government securities | $28,723,000 | 2,680 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,723,000 | 2,627 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $40,577,000 | 351 |
| Privately issued residential mortgage-backed securities | $34,373,000 | 271 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,204,000 | 541 |
| Foreign debt securities | NA | NA |
| Equity securities | $119,000 | 1,318 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $59,025,000 | 1,001 |
| Certificates of participation in pools of residential mortgages | $24,652,000 | 1,436 |
| Issued or guaranteed by U.S. | $24,652,000 | 1,425 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $34,373,000 | 580 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $34,373,000 | 257 |
| 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) | $16,380,000 | 858 |
| Available-for-sale securities (fair market value) | $53,039,000 | 1,872 |
| Total debt securities | $69,300,000 | 1,680 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $60,742,000 | 1,953 |
| U.S. Government securities | $17,432,000 | 3,880 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,432,000 | 3,815 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $41,493,000 | 356 |
| Privately issued residential mortgage-backed securities | $35,300,000 | 266 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,193,000 | 612 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,817,000 | 814 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $52,629,000 | 1,077 |
| Certificates of participation in pools of residential mortgages | $17,329,000 | 1,863 |
| Issued or guaranteed by U.S. | $17,329,000 | 1,853 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $35,300,000 | 560 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $35,300,000 | 253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,862,000 | 829 |
| Available-for-sale securities (fair market value) | $43,880,000 | 2,276 |
| Total debt securities | $58,925,000 | 1,976 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $52,752,000 | 2,203 |
| U.S. Government securities | $18,476,000 | 3,712 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,476,000 | 3,645 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $32,525,000 | 408 |
| Privately issued residential mortgage-backed securities | $26,342,000 | 299 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,183,000 | 608 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,751,000 | 858 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $44,712,000 | 1,184 |
| Certificates of participation in pools of residential mortgages | $18,370,000 | 1,720 |
| Issued or guaranteed by U.S. | $18,370,000 | 1,710 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $26,342,000 | 668 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $26,342,000 | 282 |
| 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) | $17,399,000 | 802 |
| Available-for-sale securities (fair market value) | $35,353,000 | 2,726 |
| Total debt securities | $51,001,000 | 2,215 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $37,054,000 | 2,943 |
| U.S. Government securities | $21,114,000 | 3,444 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,114,000 | 3,375 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $13,967,000 | 646 |
| Privately issued residential mortgage-backed securities | $7,796,000 | 512 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,171,000 | 588 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,973,000 | 780 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $28,301,000 | 1,512 |
| Certificates of participation in pools of residential mortgages | $19,493,000 | 1,425 |
| Issued or guaranteed by U.S. | $19,493,000 | 1,417 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $8,808,000 | 1,244 |
| CMOs issued by government agencies or sponsored agencies | $1,012,000 | 2,321 |
| Privately issued | $7,796,000 | 485 |
| 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) | $18,054,000 | 825 |
| Available-for-sale securities (fair market value) | $19,000,000 | 4,068 |
| Total debt securities | $35,081,000 | 3,020 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $30,258,000 | 3,434 |
| U.S. Government securities | $20,886,000 | 3,521 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,886,000 | 3,451 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $7,539,000 | 883 |
| Privately issued residential mortgage-backed securities | $5,207,000 | 580 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,332,000 | 969 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,833,000 | 788 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $25,482,000 | 1,498 |
| Certificates of participation in pools of residential mortgages | $20,274,000 | 1,321 |
| Issued or guaranteed by U.S. | $20,274,000 | 1,311 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $5,208,000 | 1,546 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,301 |
| Privately issued | $5,207,000 | 549 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,243,000 | 1,718 |
| Available-for-sale securities (fair market value) | $25,015,000 | 3,440 |
| Total debt securities | $28,425,000 | 3,527 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $19,637,000 | 4,538 |
| U.S. Government securities | $18,817,000 | 3,805 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,817,000 | 3,718 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $820,000 | 1,068 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,189,000 | 1,868 |
| Certificates of participation in pools of residential mortgages | $18,183,000 | 1,386 |
| Issued or guaranteed by U.S. | $18,183,000 | 1,377 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $6,000 | 3,589 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,240 |
| 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) | $4,655,000 | 1,814 |
| Available-for-sale securities (fair market value) | $14,982,000 | 4,615 |
| Total debt securities | $18,817,000 | 4,592 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $21,768,000 | 4,270 |
| U.S. Government securities | $20,948,000 | 3,548 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,948,000 | 3,458 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $820,000 | 1,084 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,316,000 | 1,724 |
| Certificates of participation in pools of residential mortgages | $20,305,000 | 1,271 |
| Issued or guaranteed by U.S. | $20,305,000 | 1,263 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $11,000 | 3,548 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 3,226 |
| 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) | $5,256,000 | 1,755 |
| Available-for-sale securities (fair market value) | $16,512,000 | 4,411 |
| Total debt securities | $20,948,000 | 4,324 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $25,894,000 | 3,845 |
| U.S. Government securities | $23,371,000 | 3,312 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,371,000 | 3,219 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,523,000 | 695 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,738,000 | 1,597 |
| Certificates of participation in pools of residential mortgages | $22,721,000 | 1,190 |
| Issued or guaranteed by U.S. | $22,721,000 | 1,181 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $17,000 | 3,531 |
| CMOs issued by government agencies or sponsored agencies | $17,000 | 3,213 |
| 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) | $6,186,000 | 1,680 |
| Available-for-sale securities (fair market value) | $19,708,000 | 4,026 |
| Total debt securities | $23,371,000 | 4,057 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $28,169,000 | 3,656 |
| U.S. Government securities | $25,693,000 | 3,123 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,693,000 | 3,040 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,476,000 | 707 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $25,047,000 | 1,503 |
| Certificates of participation in pools of residential mortgages | $25,024,000 | 1,115 |
| Issued or guaranteed by U.S. | $25,024,000 | 1,106 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $23,000 | 3,503 |
| CMOs issued by government agencies or sponsored agencies | $23,000 | 3,185 |
| 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) | $6,978,000 | 1,635 |
| Available-for-sale securities (fair market value) | $21,191,000 | 3,864 |
| Total debt securities | $25,693,000 | 3,837 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $30,193,000 | 3,485 |
| U.S. Government securities | $27,705,000 | 2,942 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,705,000 | 2,845 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,488,000 | 706 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $27,038,000 | 1,453 |
| Certificates of participation in pools of residential mortgages | $27,008,000 | 1,063 |
| Issued or guaranteed by U.S. | $27,008,000 | 1,055 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $30,000 | 3,490 |
| CMOs issued by government agencies or sponsored agencies | $30,000 | 3,156 |
| 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) | $7,575,000 | 1,591 |
| Available-for-sale securities (fair market value) | $22,618,000 | 3,675 |
| Total debt securities | $27,705,000 | 3,636 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $30,352,000 | 3,524 |
| U.S. Government securities | $27,916,000 | 2,963 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,916,000 | 2,870 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,436,000 | 733 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $27,239,000 | 1,448 |
| Certificates of participation in pools of residential mortgages | $27,201,000 | 1,066 |
| Issued or guaranteed by U.S. | $27,201,000 | 1,058 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $38,000 | 3,463 |
| CMOs issued by government agencies or sponsored agencies | $38,000 | 3,132 |
| 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) | $8,319,000 | 1,540 |
| Available-for-sale securities (fair market value) | $22,033,000 | 3,765 |
| Total debt securities | $27,916,000 | 3,677 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $27,765,000 | 3,767 |
| U.S. Government securities | $25,428,000 | 3,197 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,428,000 | 3,100 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,337,000 | 762 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,751,000 | 1,565 |
| Certificates of participation in pools of residential mortgages | $24,704,000 | 1,186 |
| Issued or guaranteed by U.S. | $24,704,000 | 1,179 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $47,000 | 3,455 |
| CMOs issued by government agencies or sponsored agencies | $47,000 | 3,129 |
| 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) | $8,516,000 | 1,552 |
| Available-for-sale securities (fair market value) | $19,249,000 | 4,083 |
| Total debt securities | $25,428,000 | 3,950 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $20,945,000 | 4,491 |
| U.S. Government securities | $18,658,000 | 3,940 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,658,000 | 3,816 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,287,000 | 788 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,940,000 | 1,939 |
| Certificates of participation in pools of residential mortgages | $17,884,000 | 1,499 |
| Issued or guaranteed by U.S. | $17,884,000 | 1,489 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $56,000 | 3,454 |
| CMOs issued by government agencies or sponsored agencies | $56,000 | 3,130 |
| 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) | $1,393,000 | 2,921 |
| Available-for-sale securities (fair market value) | $19,552,000 | 4,047 |
| Total debt securities | $18,658,000 | 4,750 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $22,311,000 | 4,337 |
| U.S. Government securities | $19,943,000 | 3,807 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,943,000 | 3,685 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,368,000 | 786 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,170,000 | 1,903 |
| Certificates of participation in pools of residential mortgages | $19,099,000 | 1,477 |
| Issued or guaranteed by U.S. | $19,099,000 | 1,463 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $71,000 | 3,456 |
| CMOs issued by government agencies or sponsored agencies | $71,000 | 3,143 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,754,000 | 2,810 |
| Available-for-sale securities (fair market value) | $20,557,000 | 3,966 |
| Total debt securities | $19,943,000 | 4,580 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $21,575,000 | 4,500 |
| U.S. Government securities | $19,126,000 | 4,005 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,126,000 | 3,861 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,449,000 | 794 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,358,000 | 2,016 |
| Certificates of participation in pools of residential mortgages | $18,249,000 | 1,573 |
| Issued or guaranteed by U.S. | $18,249,000 | 1,561 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $109,000 | 3,423 |
| CMOs issued by government agencies or sponsored agencies | $109,000 | 3,120 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,952,000 | 2,768 |
| Available-for-sale securities (fair market value) | $19,623,000 | 4,138 |
| Total debt securities | $19,126,000 | 4,783 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $17,141,000 | 5,146 |
| U.S. Government securities | $14,813,000 | 4,679 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,813,000 | 4,533 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,328,000 | 849 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,004,000 | 2,431 |
| Certificates of participation in pools of residential mortgages | $13,858,000 | 1,917 |
| Issued or guaranteed by U.S. | $13,858,000 | 1,909 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $146,000 | 3,406 |
| CMOs issued by government agencies or sponsored agencies | $146,000 | 3,100 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,974,000 | 2,792 |
| Available-for-sale securities (fair market value) | $15,167,000 | 4,788 |
| Total debt securities | $14,813,000 | 5,473 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $17,729,000 | 5,058 |
| U.S. Government securities | $15,187,000 | 4,587 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,187,000 | 4,444 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,542,000 | 833 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,369,000 | 2,402 |
| Certificates of participation in pools of residential mortgages | $14,193,000 | 1,906 |
| Issued or guaranteed by U.S. | $14,193,000 | 1,898 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $176,000 | 3,375 |
| CMOs issued by government agencies or sponsored agencies | $176,000 | 3,080 |
| 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) | $2,050,000 | 2,798 |
| Available-for-sale securities (fair market value) | $15,679,000 | 4,712 |
| Total debt securities | $15,187,000 | 5,409 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $18,748,000 | 4,971 |
| U.S. Government securities | $16,286,000 | 4,448 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,286,000 | 4,300 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,462,000 | 877 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,462,000 | 2,337 |
| Certificates of participation in pools of residential mortgages | $15,246,000 | 1,839 |
| Issued or guaranteed by U.S. | $15,246,000 | 1,830 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $216,000 | 3,380 |
| CMOs issued by government agencies or sponsored agencies | $216,000 | 3,093 |
| 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) | $2,125,000 | 2,780 |
| Available-for-sale securities (fair market value) | $16,623,000 | 4,652 |
| Total debt securities | $16,286,000 | 5,274 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $21,322,000 | 4,590 |
| U.S. Government securities | $18,715,000 | 4,021 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,715,000 | 3,875 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,607,000 | 902 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,819,000 | 2,256 |
| Certificates of participation in pools of residential mortgages | $16,544,000 | 1,757 |
| Issued or guaranteed by U.S. | $16,544,000 | 1,748 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $275,000 | 3,379 |
| CMOs issued by government agencies or sponsored agencies | $275,000 | 3,090 |
| 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) | $2,151,000 | 2,758 |
| Available-for-sale securities (fair market value) | $19,171,000 | 4,281 |
| Total debt securities | $18,715,000 | 4,885 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $21,179,000 | 4,659 |
| U.S. Government securities | $18,585,000 | 4,116 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,585,000 | 3,974 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,594,000 | 909 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,661,000 | 2,249 |
| Certificates of participation in pools of residential mortgages | $16,336,000 | 1,781 |
| Issued or guaranteed by U.S. | $16,336,000 | 1,768 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $325,000 | 3,361 |
| CMOs issued by government agencies or sponsored agencies | $325,000 | 3,197 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,283,000 | 2,751 |
| Available-for-sale securities (fair market value) | $18,896,000 | 4,344 |
| Total debt securities | $18,585,000 | 4,938 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $10,504,000 | 6,438 |
| U.S. Government securities | $7,644,000 | 6,271 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,644,000 | 6,092 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,860,000 | 923 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,199,000 | 3,500 |
| Certificates of participation in pools of residential mortgages | $6,847,000 | 2,957 |
| Issued or guaranteed by U.S. | $6,847,000 | 2,943 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $352,000 | 3,408 |
| CMOs issued by government agencies or sponsored agencies | $352,000 | 3,236 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,536,000 | 2,696 |
| Available-for-sale securities (fair market value) | $7,968,000 | 6,218 |
| Total debt securities | $7,644,000 | 6,992 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $11,530,000 | 6,141 |
| U.S. Government securities | $8,696,000 | 5,914 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,696,000 | 5,729 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| 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 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,834,000 | 949 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,227,000 | 3,559 |
| Certificates of participation in pools of residential mortgages | $6,857,000 | 2,963 |
| Issued or guaranteed by U.S. | $6,857,000 | 2,951 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $370,000 | 3,582 |
| CMOs issued by government agencies or sponsored agencies | $370,000 | 3,412 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,904,000 | 2,597 |
| Available-for-sale securities (fair market value) | $8,626,000 | 6,037 |
| Total debt securities | $8,696,000 | 6,704 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $12,712,000 | 5,933 |
| U.S. Government securities | $9,749,000 | 5,635 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,749,000 | 5,452 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,963,000 | 927 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,261,000 | 3,179 |
| Certificates of participation in pools of residential mortgages | $8,709,000 | 2,575 |
| Issued or guaranteed by U.S. | $8,709,000 | 2,559 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $552,000 | 3,459 |
| CMOs issued by government agencies or sponsored agencies | $552,000 | 3,294 |
| Privately issued | NA | NA |
| 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) | $4,103,000 | 2,306 |
| Available-for-sale securities (fair market value) | $8,609,000 | 6,024 |
| Total debt securities | $9,749,000 | 6,462 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $16,058,000 | 5,280 |
| U.S. Government securities | $13,089,000 | 4,851 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,089,000 | 4,675 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,969,000 | 933 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,450,000 | 2,685 |
| Certificates of participation in pools of residential mortgages | $11,713,000 | 2,126 |
| Issued or guaranteed by U.S. | $11,713,000 | 2,115 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $737,000 | 3,366 |
| CMOs issued by government agencies or sponsored agencies | $737,000 | 3,224 |
| Privately issued | NA | NA |
| 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) | $4,650,000 | 2,247 |
| Available-for-sale securities (fair market value) | $11,408,000 | 5,404 |
| Total debt securities | $13,089,000 | 5,740 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $27,146,000 | 3,630 |
| U.S. Government securities | $25,140,000 | 2,937 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,140,000 | 2,781 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,006,000 | 1,039 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,013,000 | 1,613 |
| Certificates of participation in pools of residential mortgages | $23,206,000 | 1,156 |
| Issued or guaranteed by U.S. | $23,206,000 | 1,147 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $807,000 | 3,467 |
| CMOs issued by government agencies or sponsored agencies | $807,000 | 3,299 |
| Privately issued | NA | NA |
| 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) | $8,120,000 | 1,761 |
| Available-for-sale securities (fair market value) | $19,026,000 | 3,968 |
| Total debt securities | $25,140,000 | 3,755 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $35,484,000 | 2,998 |
| U.S. Government securities | $35,484,000 | 2,271 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $35,484,000 | 2,089 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $33,825,000 | 1,039 |
| Certificates of participation in pools of residential mortgages | $33,291,000 | 736 |
| Issued or guaranteed by U.S. | $33,291,000 | 729 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $534,000 | 3,271 |
| CMOs issued by government agencies or sponsored agencies | $534,000 | 3,109 |
| Privately issued | NA | NA |
| 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) | $12,159,000 | 1,680 |
| Available-for-sale securities (fair market value) | $23,325,000 | 3,368 |
| Total debt securities | $35,484,000 | 2,884 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $15,144,000 | 5,771 |
| U.S. Government securities | $15,144,000 | 4,735 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,144,000 | 4,261 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,261,000 | 2,120 |
| Certificates of participation in pools of residential mortgages | $12,393,000 | 1,615 |
| Issued or guaranteed by U.S. | $12,393,000 | 1,602 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $868,000 | 3,171 |
| CMOs issued by government agencies or sponsored agencies | $868,000 | 3,022 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $15,144,000 | 4,734 |
| Total debt securities | $15,144,000 | 5,660 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |