Home > Michigan Heritage Bank > Securities
Michigan Heritage Bank, Securities
| 2009-03-31 | Rank | |
| Total securities | $21,410,000 | 4,271 |
| U.S. Government securities | $12,717,000 | 4,580 |
| U.S. Treasury securities | $997,000 | 689 |
| U.S. Government agency obligations | $11,720,000 | 4,663 |
| Securities issued by states & political subdivisions | $6,038,000 | 2,897 |
| Other domestic debt securities | $2,655,000 | 1,669 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,655,000 | 980 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,375,000 | 2,600 |
| Mortgage-backed securities | $3,668,000 | 4,687 |
| Certificates of participation in pools of residential mortgages | $2,566,000 | 4,540 |
| Issued or guaranteed by U.S. | $2,566,000 | 4,529 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,102,000 | 2,859 |
| CMOs issued by government agencies or sponsored agencies | $1,102,000 | 2,481 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $21,410,000 | 3,839 |
| Total debt securities | $21,408,000 | 4,236 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $26,435,000 | 3,757 |
| U.S. Government securities | $16,154,000 | 4,075 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $16,154,000 | 4,003 |
| Securities issued by states & political subdivisions | $7,394,000 | 2,547 |
| Other domestic debt securities | $2,887,000 | 1,577 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,887,000 | 910 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,565,000 | 2,104 |
| Mortgage-backed securities | $3,897,000 | 4,598 |
| Certificates of participation in pools of residential mortgages | $2,702,000 | 4,464 |
| Issued or guaranteed by U.S. | $2,702,000 | 4,451 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,195,000 | 2,748 |
| CMOs issued by government agencies or sponsored agencies | $1,195,000 | 2,419 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $26,435,000 | 3,361 |
| Total debt securities | $26,434,000 | 3,716 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $27,555,000 | 3,585 |
| U.S. Government securities | $17,544,000 | 3,824 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $17,544,000 | 3,744 |
| Securities issued by states & political subdivisions | $6,851,000 | 2,643 |
| Other domestic debt securities | $3,160,000 | 1,492 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,160,000 | 842 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,228,000 | 2,706 |
| Mortgage-backed securities | $4,014,000 | 4,482 |
| Certificates of participation in pools of residential mortgages | $2,797,000 | 4,354 |
| Issued or guaranteed by U.S. | $2,797,000 | 4,342 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,217,000 | 2,662 |
| CMOs issued by government agencies or sponsored agencies | $1,217,000 | 2,321 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $27,555,000 | 3,178 |
| Total debt securities | $27,556,000 | 3,557 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $31,720,000 | 3,299 |
| U.S. Government securities | $19,650,000 | 3,587 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $19,650,000 | 3,519 |
| Securities issued by states & political subdivisions | $8,264,000 | 2,377 |
| Other domestic debt securities | $3,806,000 | 1,414 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,806,000 | 833 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,953,000 | 4,001 |
| Mortgage-backed securities | $4,163,000 | 4,442 |
| Certificates of participation in pools of residential mortgages | $2,928,000 | 4,305 |
| Issued or guaranteed by U.S. | $2,928,000 | 4,289 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,235,000 | 2,649 |
| CMOs issued by government agencies or sponsored agencies | $1,235,000 | 2,319 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $31,720,000 | 2,952 |
| Total debt securities | $31,721,000 | 3,262 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $31,949,000 | 3,299 |
| U.S. Government securities | $20,323,000 | 3,484 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $20,323,000 | 3,420 |
| Securities issued by states & political subdivisions | $7,712,000 | 2,495 |
| Other domestic debt securities | $3,914,000 | 1,341 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,914,000 | 808 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,644,000 | 3,609 |
| Mortgage-backed securities | $4,605,000 | 4,219 |
| Certificates of participation in pools of residential mortgages | $3,268,000 | 4,082 |
| Issued or guaranteed by U.S. | $3,268,000 | 4,068 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,337,000 | 2,597 |
| CMOs issued by government agencies or sponsored agencies | $1,337,000 | 2,262 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $31,949,000 | 2,929 |
| Total debt securities | $31,951,000 | 3,252 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $26,975,000 | 3,693 |
| U.S. Government securities | $16,320,000 | 4,096 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $16,320,000 | 4,011 |
| Securities issued by states & political subdivisions | $7,681,000 | 2,472 |
| Other domestic debt securities | $2,974,000 | 1,404 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,974,000 | 892 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,971,000 | 3,580 |
| Mortgage-backed securities | $4,218,000 | 4,061 |
| Certificates of participation in pools of residential mortgages | $2,858,000 | 3,974 |
| Issued or guaranteed by U.S. | $2,858,000 | 3,957 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,360,000 | 2,466 |
| CMOs issued by government agencies or sponsored agencies | $1,360,000 | 2,168 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $26,975,000 | 3,274 |
| Total debt securities | $26,974,000 | 3,645 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $27,626,000 | 3,627 |
| U.S. Government securities | $15,597,000 | 4,268 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $15,597,000 | 4,177 |
| Securities issued by states & political subdivisions | $9,066,000 | 2,190 |
| Other domestic debt securities | $2,963,000 | 1,370 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,963,000 | 870 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,943,000 | 5,754 |
| Mortgage-backed securities | $3,527,000 | 4,136 |
| Certificates of participation in pools of residential mortgages | $2,138,000 | 4,129 |
| Issued or guaranteed by U.S. | $2,138,000 | 4,116 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,389,000 | 2,402 |
| CMOs issued by government agencies or sponsored agencies | $1,389,000 | 2,102 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $27,626,000 | 3,209 |
| Total debt securities | $27,632,000 | 3,584 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $932,000 | 208 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $27,908,000 | 3,595 |
| U.S. Government securities | $15,681,000 | 4,293 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $15,681,000 | 4,184 |
| Securities issued by states & political subdivisions | $12,227,000 | 1,688 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,289,000 | 3,717 |
| Mortgage-backed securities | $3,718,000 | 4,036 |
| Certificates of participation in pools of residential mortgages | $2,298,000 | 4,016 |
| Issued or guaranteed by U.S. | $2,298,000 | 4,004 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,420,000 | 2,348 |
| CMOs issued by government agencies or sponsored agencies | $1,420,000 | 2,069 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $27,908,000 | 3,149 |
| Total debt securities | $27,913,000 | 3,555 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $1,917,000 | 191 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $20,988,000 | 4,372 |
| U.S. Government securities | $9,506,000 | 5,531 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $9,506,000 | 5,412 |
| Securities issued by states & political subdivisions | $10,981,000 | 1,850 |
| Other domestic debt securities | $501,000 | 2,272 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $501,000 | 1,677 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,523,000 | 4,728 |
| Mortgage-backed securities | $2,490,000 | 4,504 |
| Certificates of participation in pools of residential mortgages | $2,490,000 | 3,934 |
| Issued or guaranteed by U.S. | $2,490,000 | 3,916 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $20,988,000 | 3,847 |
| Total debt securities | $20,988,000 | 4,318 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $7,026,000 | 181 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $26,681,000 | 3,760 |
| U.S. Government securities | $11,682,000 | 5,108 |
| U.S. Treasury securities | $491,000 | 1,251 |
| U.S. Government agency obligations | $11,191,000 | 5,100 |
| Securities issued by states & political subdivisions | $11,984,000 | 1,720 |
| Other domestic debt securities | $3,015,000 | 1,288 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,015,000 | 850 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,631,000 | 4,700 |
| Mortgage-backed securities | $3,707,000 | 4,031 |
| Certificates of participation in pools of residential mortgages | $3,707,000 | 3,423 |
| Issued or guaranteed by U.S. | $3,707,000 | 3,410 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $26,681,000 | 3,289 |
| Total debt securities | $26,687,000 | 3,708 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $28,390,000 | 3,637 |
| U.S. Government securities | $12,309,000 | 5,035 |
| U.S. Treasury securities | $489,000 | 1,326 |
| U.S. Government agency obligations | $11,820,000 | 5,020 |
| Securities issued by states & political subdivisions | $12,077,000 | 1,687 |
| Other domestic debt securities | $4,004,000 | 1,137 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,004,000 | 730 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,033,000 | 3,077 |
| Mortgage-backed securities | $3,876,000 | 3,991 |
| Certificates of participation in pools of residential mortgages | $3,876,000 | 3,380 |
| Issued or guaranteed by U.S. | $3,876,000 | 3,363 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $28,390,000 | 3,167 |
| Total debt securities | $28,390,000 | 3,588 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $25,334,000 | 3,925 |
| U.S. Government securities | $11,409,000 | 5,259 |
| U.S. Treasury securities | $485,000 | 1,367 |
| U.S. Government agency obligations | $10,924,000 | 5,212 |
| Securities issued by states & political subdivisions | $10,936,000 | 1,794 |
| Other domestic debt securities | $2,989,000 | 1,289 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,989,000 | 862 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,802,000 | 4,367 |
| Mortgage-backed securities | $4,055,000 | 3,896 |
| Certificates of participation in pools of residential mortgages | $4,055,000 | 3,314 |
| Issued or guaranteed by U.S. | $4,055,000 | 3,302 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $25,334,000 | 3,424 |
| Total debt securities | $25,334,000 | 3,870 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $24,488,000 | 4,088 |
| U.S. Government securities | $8,745,000 | 5,906 |
| U.S. Treasury securities | $486,000 | 1,447 |
| U.S. Government agency obligations | $8,259,000 | 5,862 |
| Securities issued by states & political subdivisions | $11,228,000 | 1,765 |
| Other domestic debt securities | $4,515,000 | 1,120 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,515,000 | 742 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,000,000 | 4,029 |
| Mortgage-backed securities | $3,341,000 | 4,177 |
| Certificates of participation in pools of residential mortgages | $3,341,000 | 3,596 |
| Issued or guaranteed by U.S. | $3,341,000 | 3,581 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $24,488,000 | 3,547 |
| Total debt securities | $24,489,000 | 4,027 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $24,763,000 | 4,065 |
| U.S. Government securities | $8,940,000 | 5,844 |
| U.S. Treasury securities | $487,000 | 1,465 |
| U.S. Government agency obligations | $8,453,000 | 5,794 |
| Securities issued by states & political subdivisions | $11,280,000 | 1,755 |
| Other domestic debt securities | $4,543,000 | 1,121 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,543,000 | 766 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,648,000 | 3,859 |
| Mortgage-backed securities | $3,518,000 | 4,130 |
| Certificates of participation in pools of residential mortgages | $3,518,000 | 3,542 |
| Issued or guaranteed by U.S. | $3,518,000 | 3,526 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $24,763,000 | 3,523 |
| Total debt securities | $24,764,000 | 4,007 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $25,249,000 | 3,985 |
| U.S. Government securities | $8,297,000 | 5,987 |
| U.S. Treasury securities | $491,000 | 1,493 |
| U.S. Government agency obligations | $7,806,000 | 5,989 |
| Securities issued by states & political subdivisions | $11,595,000 | 1,689 |
| Other domestic debt securities | $5,357,000 | 1,048 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,357,000 | 706 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,937,000 | 4,037 |
| Mortgage-backed securities | $3,825,000 | 4,082 |
| Certificates of participation in pools of residential mortgages | $3,825,000 | 3,486 |
| Issued or guaranteed by U.S. | $3,825,000 | 3,471 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $25,249,000 | 3,442 |
| Total debt securities | $25,248,000 | 3,921 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $25,780,000 | 3,972 |
| U.S. Government securities | $8,703,000 | 5,928 |
| U.S. Treasury securities | $493,000 | 1,547 |
| U.S. Government agency obligations | $8,210,000 | 5,918 |
| Securities issued by states & political subdivisions | $11,686,000 | 1,680 |
| Other domestic debt securities | $5,391,000 | 1,059 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,391,000 | 723 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,284,000 | 3,933 |
| Mortgage-backed securities | $4,207,000 | 4,035 |
| Certificates of participation in pools of residential mortgages | $4,207,000 | 3,431 |
| Issued or guaranteed by U.S. | $4,207,000 | 3,415 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $25,780,000 | 3,440 |
| Total debt securities | $25,780,000 | 3,902 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $26,160,000 | 3,977 |
| U.S. Government securities | $8,912,000 | 5,961 |
| U.S. Treasury securities | $488,000 | 1,660 |
| U.S. Government agency obligations | $8,424,000 | 5,931 |
| Securities issued by states & political subdivisions | $11,860,000 | 1,655 |
| Other domestic debt securities | $5,388,000 | 1,087 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,388,000 | 770 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,466,000 | 3,920 |
| Mortgage-backed securities | $4,451,000 | 4,041 |
| Certificates of participation in pools of residential mortgages | $4,451,000 | 3,427 |
| Issued or guaranteed by U.S. | $4,451,000 | 3,418 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $26,160,000 | 3,441 |
| Total debt securities | $26,160,000 | 3,923 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $22,758,000 | 4,392 |
| U.S. Government securities | $7,824,000 | 6,227 |
| U.S. Treasury securities | $497,000 | 1,625 |
| U.S. Government agency obligations | $7,327,000 | 6,238 |
| Securities issued by states & political subdivisions | $10,501,000 | 1,857 |
| Other domestic debt securities | $4,433,000 | 1,231 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,433,000 | 894 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,822,000 | 4,064 |
| Mortgage-backed securities | $3,793,000 | 4,327 |
| Certificates of participation in pools of residential mortgages | $3,793,000 | 3,716 |
| Issued or guaranteed by U.S. | $3,793,000 | 3,708 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $22,758,000 | 3,802 |
| Total debt securities | $22,758,000 | 4,320 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $22,336,000 | 4,416 |
| U.S. Government securities | $7,154,000 | 6,456 |
| U.S. Treasury securities | $503,000 | 1,577 |
| U.S. Government agency obligations | $6,651,000 | 6,435 |
| Securities issued by states & political subdivisions | $9,677,000 | 1,997 |
| Other domestic debt securities | $5,505,000 | 1,103 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,505,000 | 810 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,154,000 | 3,959 |
| Mortgage-backed securities | $4,099,000 | 4,240 |
| Certificates of participation in pools of residential mortgages | $4,099,000 | 3,625 |
| Issued or guaranteed by U.S. | $4,099,000 | 3,617 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $22,336,000 | 3,822 |
| Total debt securities | $22,335,000 | 4,355 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $23,861,000 | 4,311 |
| U.S. Government securities | $7,912,000 | 6,314 |
| U.S. Treasury securities | $508,000 | 1,651 |
| U.S. Government agency obligations | $7,404,000 | 6,296 |
| Securities issued by states & political subdivisions | $9,958,000 | 1,925 |
| Other domestic debt securities | $5,991,000 | 1,086 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,991,000 | 803 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,419,000 | 3,629 |
| Mortgage-backed securities | $4,360,000 | 4,236 |
| Certificates of participation in pools of residential mortgages | $4,360,000 | 3,606 |
| Issued or guaranteed by U.S. | $4,360,000 | 3,597 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $23,861,000 | 3,737 |
| Total debt securities | $23,862,000 | 4,238 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $25,972,000 | 4,055 |
| U.S. Government securities | $10,085,000 | 5,715 |
| U.S. Treasury securities | $515,000 | 1,634 |
| U.S. Government agency obligations | $9,570,000 | 5,688 |
| Securities issued by states & political subdivisions | $10,224,000 | 1,910 |
| Other domestic debt securities | $5,663,000 | 1,188 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,663,000 | 888 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,599,000 | 3,152 |
| Mortgage-backed securities | $5,184,000 | 4,023 |
| Certificates of participation in pools of residential mortgages | $5,184,000 | 3,388 |
| Issued or guaranteed by U.S. | $5,184,000 | 3,379 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $25,972,000 | 3,527 |
| Total debt securities | $25,973,000 | 3,978 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $23,072,000 | 4,428 |
| U.S. Government securities | $10,351,000 | 5,686 |
| U.S. Treasury securities | $521,000 | 1,721 |
| U.S. Government agency obligations | $9,830,000 | 5,661 |
| Securities issued by states & political subdivisions | $8,183,000 | 2,291 |
| Other domestic debt securities | $4,538,000 | 1,348 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,538,000 | 1,094 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,870,000 | 3,022 |
| Mortgage-backed securities | $5,440,000 | 3,933 |
| Certificates of participation in pools of residential mortgages | $5,440,000 | 3,309 |
| Issued or guaranteed by U.S. | $5,440,000 | 3,297 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $23,072,000 | 3,839 |
| Total debt securities | $23,071,000 | 4,354 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $25,518,000 | 4,088 |
| U.S. Government securities | $12,822,000 | 4,969 |
| U.S. Treasury securities | $1,533,000 | 1,259 |
| U.S. Government agency obligations | $11,289,000 | 5,151 |
| Securities issued by states & political subdivisions | $7,613,000 | 2,396 |
| Other domestic debt securities | $5,083,000 | 1,329 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,083,000 | 1,093 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,876,000 | 5,363 |
| Mortgage-backed securities | $5,852,000 | 3,793 |
| Certificates of participation in pools of residential mortgages | $5,852,000 | 3,189 |
| Issued or guaranteed by U.S. | $5,852,000 | 3,173 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $25,518,000 | 3,530 |
| Total debt securities | $25,518,000 | 4,000 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $22,603,000 | 4,327 |
| U.S. Government securities | $11,114,000 | 5,287 |
| U.S. Treasury securities | $1,547,000 | 1,268 |
| U.S. Government agency obligations | $9,567,000 | 5,489 |
| Securities issued by states & political subdivisions | $6,848,000 | 2,532 |
| Other domestic debt securities | $4,641,000 | 1,449 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,641,000 | 1,187 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,277,000 | 5,124 |
| Mortgage-backed securities | $5,663,000 | 3,953 |
| Certificates of participation in pools of residential mortgages | $5,663,000 | 3,251 |
| Issued or guaranteed by U.S. | $5,663,000 | 3,239 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $22,603,000 | 3,751 |
| Total debt securities | $22,604,000 | 4,245 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $18,655,000 | 4,864 |
| U.S. Government securities | $8,495,000 | 5,985 |
| U.S. Treasury securities | $1,549,000 | 1,302 |
| U.S. Government agency obligations | $6,946,000 | 6,283 |
| Securities issued by states & political subdivisions | $5,392,000 | 2,813 |
| Other domestic debt securities | $4,768,000 | 1,445 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,768,000 | 1,177 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,612,000 | 4,996 |
| Mortgage-backed securities | $3,042,000 | 4,865 |
| Certificates of participation in pools of residential mortgages | $3,042,000 | 4,164 |
| Issued or guaranteed by U.S. | $3,042,000 | 4,147 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $18,655,000 | 4,215 |
| Total debt securities | $18,653,000 | 4,770 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $17,913,000 | 4,971 |
| U.S. Government securities | $8,294,000 | 6,081 |
| U.S. Treasury securities | $1,556,000 | 1,367 |
| U.S. Government agency obligations | $6,738,000 | 6,380 |
| Securities issued by states & political subdivisions | $5,409,000 | 2,795 |
| Other domestic debt securities | $4,210,000 | 1,539 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,210,000 | 1,290 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,880,000 | 4,894 |
| Mortgage-backed securities | $3,335,000 | 4,727 |
| Certificates of participation in pools of residential mortgages | $3,335,000 | 4,015 |
| Issued or guaranteed by U.S. | $3,335,000 | 4,002 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $17,913,000 | 4,284 |
| Total debt securities | $17,914,000 | 4,886 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $13,727,000 | 5,633 |
| U.S. Government securities | $10,344,000 | 5,430 |
| U.S. Treasury securities | $1,031,000 | 1,881 |
| U.S. Government agency obligations | $9,313,000 | 5,471 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $3,383,000 | 1,770 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,383,000 | 1,454 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,116,000 | 5,272 |
| Mortgage-backed securities | $2,076,000 | 5,209 |
| Certificates of participation in pools of residential mortgages | $2,076,000 | 4,425 |
| Issued or guaranteed by U.S. | $2,076,000 | 4,407 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $13,727,000 | 4,810 |
| Total debt securities | $13,727,000 | 5,543 |
| Structured notes | ||
| Amortized cost | $500,000 | 530 |
| Fair value | $505,000 | 549 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $12,497,000 | 6,112 |
| U.S. Government securities | $6,760,000 | 7,015 |
| U.S. Treasury securities | $1,008,000 | 2,611 |
| U.S. Government agency obligations | $5,752,000 | 7,069 |
| Securities issued by states & political subdivisions | $2,453,000 | 4,053 |
| Other domestic debt securities | $2,865,000 | 1,628 |
| 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 | $2,865,000 | 1,378 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $419,000 | 4,223 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $990,000 | 7,129 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $12,497,000 | 5,118 |
| Total debt securities | $12,078,000 | 6,090 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $9,000,000 | 7,372 |
| U.S. Government securities | $6,177,000 | 7,532 |
| U.S. Treasury securities | $998,000 | 3,724 |
| U.S. Government agency obligations | $5,179,000 | 7,444 |
| Securities issued by states & political subdivisions | $1,028,000 | 5,584 |
| Other domestic debt securities | $1,501,000 | 2,048 |
| 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 | $1,501,000 | 1,710 |
| Foreign debt securities | NA | NA |
| Equity securities | $294,000 | 4,891 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,937,000 | 5,749 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $9,000,000 | 6,152 |
| Total debt securities | $8,706,000 | 7,338 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $8,233,000 | 7,621 |
| U.S. Government securities | $7,997,000 | 6,772 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $7,997,000 | 5,919 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $236,000 | 5,124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,014,000 | 6,138 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $8,233,000 | 6,282 |
| Total debt securities | $7,997,000 | 7,569 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $11,222,000 | 7,052 |
| U.S. Government securities | $5,986,000 | 8,102 |
| U.S. Treasury securities | $3,008,000 | 4,285 |
| U.S. Government agency obligations | $2,978,000 | 8,462 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $5,000,000 | 843 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,000,000 | 648 |
| Foreign debt securities | NA | NA |
| Equity securities | $236,000 | 5,115 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,015,000 | 6,437 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,986,000 | 3,801 |
| Available-for-sale securities (fair market value) | $5,236,000 | 7,371 |
| Total debt securities | $10,986,000 | 6,991 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |