Home > Northern National Bank > Securities
Northern National Bank, Securities
| 2009-09-30 | Rank | |
| Total securities | $8,579,000 | 6,083 |
| U.S. Government securities | $6,306,000 | 5,808 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $6,306,000 | 5,720 |
| Securities issued by states & political subdivisions | $743,000 | 5,116 |
| Other domestic debt securities | $1,530,000 | 2,106 |
| Privately issued residential mortgage-backed securities | $1,530,000 | 1,027 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,760,000 | 4,468 |
| Mortgage-backed securities | $7,836,000 | 3,668 |
| Certificates of participation in pools of residential mortgages | $5,695,000 | 3,439 |
| Issued or guaranteed by U.S. | $5,695,000 | 3,427 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,141,000 | 2,430 |
| CMOs issued by government agencies or sponsored agencies | $611,000 | 2,765 |
| Privately issued | $1,530,000 | 986 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $16,000 | 3,317 |
| Available-for-sale securities (fair market value) | $8,563,000 | 5,571 |
| Total debt securities | $8,579,000 | 6,038 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $9,153,000 | 5,973 |
| U.S. Government securities | $7,702,000 | 5,453 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $7,702,000 | 5,369 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $1,451,000 | 2,195 |
| Privately issued residential mortgage-backed securities | $1,451,000 | 1,079 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,295,000 | 4,616 |
| Mortgage-backed securities | $8,407,000 | 3,612 |
| Certificates of participation in pools of residential mortgages | $6,149,000 | 3,391 |
| Issued or guaranteed by U.S. | $6,149,000 | 3,378 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,258,000 | 2,398 |
| CMOs issued by government agencies or sponsored agencies | $807,000 | 2,653 |
| Privately issued | $1,451,000 | 1,035 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $16,000 | 3,365 |
| Available-for-sale securities (fair market value) | $9,137,000 | 5,475 |
| Total debt securities | $9,153,000 | 5,920 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $11,008,000 | 5,712 |
| U.S. Government securities | $8,285,000 | 5,448 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $8,285,000 | 5,368 |
| Securities issued by states & political subdivisions | $734,000 | 5,049 |
| Other domestic debt securities | $1,989,000 | 1,884 |
| Privately issued residential mortgage-backed securities | $1,989,000 | 1,004 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,902,000 | 4,507 |
| Mortgage-backed securities | $10,107,000 | 3,415 |
| Certificates of participation in pools of residential mortgages | $6,908,000 | 3,294 |
| Issued or guaranteed by U.S. | $6,908,000 | 3,281 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,199,000 | 2,167 |
| CMOs issued by government agencies or sponsored agencies | $1,210,000 | 2,430 |
| Privately issued | $1,989,000 | 965 |
| 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) | $16,000 | 3,405 |
| Available-for-sale securities (fair market value) | $10,992,000 | 5,209 |
| Total debt securities | $11,008,000 | 5,667 |
| 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 | $20,538,000 | 4,386 |
| U.S. Government securities | $14,954,000 | 4,249 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $14,954,000 | 4,174 |
| Securities issued by states & political subdivisions | $3,087,000 | 3,727 |
| Other domestic debt securities | $2,497,000 | 1,658 |
| Privately issued residential mortgage-backed securities | $2,497,000 | 895 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,191,000 | 3,260 |
| Mortgage-backed securities | $16,934,000 | 2,581 |
| Certificates of participation in pools of residential mortgages | $13,650,000 | 2,282 |
| Issued or guaranteed by U.S. | $13,650,000 | 2,272 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,284,000 | 2,106 |
| CMOs issued by government agencies or sponsored agencies | $787,000 | 2,668 |
| Privately issued | $2,497,000 | 860 |
| 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) | $31,000 | 3,383 |
| Available-for-sale securities (fair market value) | $20,507,000 | 3,929 |
| Total debt securities | $20,538,000 | 4,349 |
| 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 | $20,654,000 | 4,308 |
| U.S. Government securities | $15,079,000 | 4,191 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $15,079,000 | 4,112 |
| Securities issued by states & political subdivisions | $3,122,000 | 3,703 |
| Other domestic debt securities | $2,453,000 | 1,650 |
| Privately issued residential mortgage-backed securities | $2,453,000 | 899 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,701,000 | 2,899 |
| Mortgage-backed securities | $16,922,000 | 2,495 |
| Certificates of participation in pools of residential mortgages | $13,683,000 | 2,205 |
| Issued or guaranteed by U.S. | $13,683,000 | 2,193 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $3,239,000 | 2,038 |
| CMOs issued by government agencies or sponsored agencies | $786,000 | 2,577 |
| Privately issued | $2,453,000 | 860 |
| 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) | $31,000 | 3,408 |
| Available-for-sale securities (fair market value) | $20,623,000 | 3,841 |
| Total debt securities | $20,654,000 | 4,275 |
| Structured notes | ||
| Amortized cost | $98,000 | 1,723 |
| Fair value | $98,000 | 1,722 |
| 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 | $21,306,000 | 4,278 |
| U.S. Government securities | $15,731,000 | 4,118 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $15,731,000 | 4,053 |
| Securities issued by states & political subdivisions | $3,153,000 | 3,702 |
| Other domestic debt securities | $2,422,000 | 1,703 |
| Privately issued residential mortgage-backed securities | $1,924,000 | 963 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $498,000 | 1,905 |
| 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 | $14,263,000 | 2,781 |
| Mortgage-backed securities | $17,038,000 | 2,489 |
| Certificates of participation in pools of residential mortgages | $13,891,000 | 2,161 |
| Issued or guaranteed by U.S. | $13,891,000 | 2,151 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $3,147,000 | 2,059 |
| CMOs issued by government agencies or sponsored agencies | $1,223,000 | 2,323 |
| Privately issued | $1,924,000 | 916 |
| 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) | $31,000 | 3,437 |
| Available-for-sale securities (fair market value) | $21,275,000 | 3,821 |
| Total debt securities | $21,306,000 | 4,236 |
| Structured notes | ||
| Amortized cost | $598,000 | 1,316 |
| Fair value | $597,000 | 1,308 |
| 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 | $23,685,000 | 3,987 |
| U.S. Government securities | $17,532,000 | 3,842 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $17,532,000 | 3,778 |
| Securities issued by states & political subdivisions | $3,219,000 | 3,693 |
| Other domestic debt securities | $2,934,000 | 1,513 |
| Privately issued residential mortgage-backed securities | $2,440,000 | 858 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $494,000 | 1,913 |
| 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 | $15,078,000 | 2,635 |
| Mortgage-backed securities | $18,409,000 | 2,289 |
| Certificates of participation in pools of residential mortgages | $14,669,000 | 2,035 |
| Issued or guaranteed by U.S. | $14,669,000 | 2,025 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,740,000 | 1,914 |
| CMOs issued by government agencies or sponsored agencies | $1,300,000 | 2,285 |
| Privately issued | $2,440,000 | 820 |
| 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) | $31,000 | 3,478 |
| Available-for-sale securities (fair market value) | $23,654,000 | 3,558 |
| Total debt securities | $23,685,000 | 3,933 |
| Structured notes | ||
| Amortized cost | $847,000 | 1,288 |
| Fair value | $844,000 | 1,288 |
| 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 | $25,663,000 | 3,813 |
| U.S. Government securities | $19,353,000 | 3,675 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $19,353,000 | 3,596 |
| Securities issued by states & political subdivisions | $3,344,000 | 3,646 |
| Other domestic debt securities | $2,966,000 | 1,408 |
| Privately issued residential mortgage-backed securities | $2,468,000 | 788 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $498,000 | 1,768 |
| 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 | $11,289,000 | 3,191 |
| Mortgage-backed securities | $18,411,000 | 2,026 |
| Certificates of participation in pools of residential mortgages | $14,673,000 | 1,787 |
| Issued or guaranteed by U.S. | $14,673,000 | 1,776 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,738,000 | 1,818 |
| CMOs issued by government agencies or sponsored agencies | $1,270,000 | 2,198 |
| Privately issued | $2,468,000 | 750 |
| 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) | $46,000 | 3,509 |
| Available-for-sale securities (fair market value) | $25,617,000 | 3,390 |
| Total debt securities | $25,663,000 | 3,758 |
| Structured notes | ||
| Amortized cost | $1,588,000 | 1,243 |
| Fair value | $1,595,000 | 1,244 |
| 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 | $25,675,000 | 3,812 |
| U.S. Government securities | $20,096,000 | 3,618 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $20,096,000 | 3,542 |
| Securities issued by states & political subdivisions | $3,091,000 | 3,758 |
| Other domestic debt securities | $2,488,000 | 1,457 |
| Privately issued residential mortgage-backed securities | $1,988,000 | 814 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,687 |
| 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 | $8,984,000 | 3,594 |
| Mortgage-backed securities | $18,207,000 | 1,928 |
| Certificates of participation in pools of residential mortgages | $14,933,000 | 1,640 |
| Issued or guaranteed by U.S. | $14,933,000 | 1,630 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $3,274,000 | 1,847 |
| CMOs issued by government agencies or sponsored agencies | $1,286,000 | 2,137 |
| Privately issued | $1,988,000 | 777 |
| 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) | $46,000 | 3,557 |
| Available-for-sale securities (fair market value) | $25,629,000 | 3,373 |
| Total debt securities | $25,675,000 | 3,759 |
| Structured notes | ||
| Amortized cost | $1,837,000 | 1,346 |
| Fair value | $1,840,000 | 1,344 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $17,705,000 | 4,792 |
| U.S. Government securities | $14,685,000 | 4,461 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $14,685,000 | 4,348 |
| Securities issued by states & political subdivisions | $2,521,000 | 4,015 |
| Other domestic debt securities | $499,000 | 2,309 |
| 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 | $499,000 | 1,693 |
| 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 | $7,211,000 | 3,951 |
| Mortgage-backed securities | $11,703,000 | 2,440 |
| Certificates of participation in pools of residential mortgages | $10,925,000 | 1,958 |
| Issued or guaranteed by U.S. | $10,925,000 | 1,952 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $778,000 | 2,707 |
| CMOs issued by government agencies or sponsored agencies | $778,000 | 2,410 |
| 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) | $46,000 | 3,604 |
| Available-for-sale securities (fair market value) | $17,659,000 | 4,239 |
| Total debt securities | $17,705,000 | 4,747 |
| Structured notes | ||
| Amortized cost | $1,837,000 | 1,428 |
| Fair value | $1,812,000 | 1,427 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $17,693,000 | 4,828 |
| U.S. Government securities | $14,734,000 | 4,477 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $14,734,000 | 4,360 |
| Securities issued by states & political subdivisions | $2,460,000 | 4,047 |
| Other domestic debt securities | $499,000 | 2,322 |
| 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 | $499,000 | 1,732 |
| 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 | $4,108,000 | 4,866 |
| Mortgage-backed securities | $11,711,000 | 2,431 |
| Certificates of participation in pools of residential mortgages | $10,914,000 | 1,965 |
| Issued or guaranteed by U.S. | $10,914,000 | 1,958 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $797,000 | 2,669 |
| CMOs issued by government agencies or sponsored agencies | $797,000 | 2,390 |
| 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) | $46,000 | 3,669 |
| Available-for-sale securities (fair market value) | $17,647,000 | 4,259 |
| Total debt securities | $17,693,000 | 4,776 |
| Structured notes | ||
| Amortized cost | $1,837,000 | 1,492 |
| Fair value | $1,828,000 | 1,492 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $16,636,000 | 5,044 |
| U.S. Government securities | $13,665,000 | 4,728 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $13,665,000 | 4,603 |
| Securities issued by states & political subdivisions | $2,472,000 | 4,053 |
| Other domestic debt securities | $499,000 | 2,348 |
| 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 | $499,000 | 1,778 |
| 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 | $2,614,000 | 5,473 |
| Mortgage-backed securities | $10,648,000 | 2,565 |
| Certificates of participation in pools of residential mortgages | $9,853,000 | 2,098 |
| Issued or guaranteed by U.S. | $9,853,000 | 2,087 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $795,000 | 2,663 |
| CMOs issued by government agencies or sponsored agencies | $795,000 | 2,383 |
| 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) | $60,000 | 3,730 |
| Available-for-sale securities (fair market value) | $16,576,000 | 4,448 |
| Total debt securities | $16,636,000 | 4,999 |
| Structured notes | ||
| Amortized cost | $1,836,000 | 1,597 |
| Fair value | $1,824,000 | 1,594 |
| 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 | $14,675,000 | 5,368 |
| U.S. Government securities | $11,698,000 | 5,150 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $11,698,000 | 5,034 |
| Securities issued by states & political subdivisions | $2,478,000 | 4,034 |
| Other domestic debt securities | $499,000 | 2,378 |
| 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 | $499,000 | 1,814 |
| 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 | $2,611,000 | 5,526 |
| Mortgage-backed securities | $8,700,000 | 2,817 |
| Certificates of participation in pools of residential mortgages | $8,397,000 | 2,323 |
| Issued or guaranteed by U.S. | $8,397,000 | 2,308 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $303,000 | 3,041 |
| CMOs issued by government agencies or sponsored agencies | $303,000 | 2,757 |
| 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) | $60,000 | 3,813 |
| Available-for-sale securities (fair market value) | $14,615,000 | 4,745 |
| Total debt securities | $14,675,000 | 5,319 |
| Structured notes | ||
| Amortized cost | $1,836,000 | 1,676 |
| Fair value | $1,816,000 | 1,676 |
| 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 | $12,086,000 | 5,820 |
| U.S. Government securities | $9,057,000 | 5,757 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $9,057,000 | 5,628 |
| Securities issued by states & political subdivisions | $2,029,000 | 4,288 |
| Other domestic debt securities | $1,000,000 | 1,948 |
| 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 | $1,000,000 | 1,424 |
| 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 | $2,463,000 | 5,590 |
| Mortgage-backed securities | $6,126,000 | 3,335 |
| Certificates of participation in pools of residential mortgages | $5,796,000 | 2,828 |
| Issued or guaranteed by U.S. | $5,796,000 | 2,815 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $330,000 | 3,010 |
| CMOs issued by government agencies or sponsored agencies | $330,000 | 2,708 |
| 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) | $60,000 | 3,868 |
| Available-for-sale securities (fair market value) | $12,026,000 | 5,190 |
| Total debt securities | $12,085,000 | 5,772 |
| Structured notes | ||
| Amortized cost | $1,836,000 | 1,726 |
| Fair value | $1,788,000 | 1,727 |
| 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 | $11,137,000 | 6,054 |
| U.S. Government securities | $8,081,000 | 6,051 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $8,081,000 | 5,906 |
| Securities issued by states & political subdivisions | $2,056,000 | 4,298 |
| Other domestic debt securities | $1,000,000 | 2,001 |
| 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 | $1,000,000 | 1,488 |
| 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 | $2,527,000 | 5,563 |
| Mortgage-backed securities | $5,107,000 | 3,618 |
| Certificates of participation in pools of residential mortgages | $4,729,000 | 3,144 |
| Issued or guaranteed by U.S. | $4,729,000 | 3,131 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $378,000 | 2,961 |
| CMOs issued by government agencies or sponsored agencies | $378,000 | 2,655 |
| 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) | $60,000 | 3,936 |
| Available-for-sale securities (fair market value) | $11,077,000 | 5,374 |
| Total debt securities | $11,137,000 | 5,992 |
| Structured notes | ||
| Amortized cost | $1,835,000 | 1,736 |
| Fair value | $1,806,000 | 1,733 |
| 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 | $11,317,000 | 6,057 |
| U.S. Government securities | $8,241,000 | 6,007 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $8,241,000 | 5,852 |
| Securities issued by states & political subdivisions | $2,076,000 | 4,311 |
| Other domestic debt securities | $1,000,000 | 2,085 |
| 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 | $1,000,000 | 1,600 |
| 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 | $2,457,000 | 5,613 |
| Mortgage-backed securities | $5,261,000 | 3,622 |
| Certificates of participation in pools of residential mortgages | $4,856,000 | 3,150 |
| Issued or guaranteed by U.S. | $4,856,000 | 3,139 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $405,000 | 2,937 |
| CMOs issued by government agencies or sponsored agencies | $405,000 | 2,649 |
| 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) | $73,000 | 3,988 |
| Available-for-sale securities (fair market value) | $11,244,000 | 5,365 |
| Total debt securities | $11,316,000 | 6,002 |
| Structured notes | ||
| Amortized cost | $2,084,000 | 1,522 |
| Fair value | $2,054,000 | 1,517 |
| 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 | $11,205,000 | 6,091 |
| U.S. Government securities | $8,353,000 | 5,970 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $8,353,000 | 5,823 |
| Securities issued by states & political subdivisions | $1,850,000 | 4,456 |
| Other domestic debt securities | $1,002,000 | 2,123 |
| 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 | $1,002,000 | 1,660 |
| 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 | $1,891,000 | 5,934 |
| Mortgage-backed securities | $4,641,000 | 3,816 |
| Certificates of participation in pools of residential mortgages | $4,641,000 | 3,236 |
| Issued or guaranteed by U.S. | $4,641,000 | 3,224 |
| 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) | $73,000 | 4,050 |
| Available-for-sale securities (fair market value) | $11,132,000 | 5,388 |
| Total debt securities | $11,204,000 | 6,026 |
| Structured notes | ||
| Amortized cost | $1,834,000 | 1,697 |
| Fair value | $1,829,000 | 1,695 |
| 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 | $8,417,000 | 6,729 |
| U.S. Government securities | $6,294,000 | 6,602 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $6,294,000 | 6,459 |
| Securities issued by states & political subdivisions | $2,123,000 | 4,269 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,840,000 | 5,956 |
| Mortgage-backed securities | $3,065,000 | 4,440 |
| Certificates of participation in pools of residential mortgages | $3,065,000 | 3,852 |
| Issued or guaranteed by U.S. | $3,065,000 | 3,838 |
| 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) | $73,000 | 4,098 |
| Available-for-sale securities (fair market value) | $8,344,000 | 6,003 |
| Total debt securities | $8,417,000 | 6,668 |
| Structured notes | ||
| Amortized cost | $1,833,000 | 1,696 |
| Fair value | $1,833,000 | 1,695 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $7,429,000 | 7,004 |
| U.S. Government securities | $5,339,000 | 6,972 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,339,000 | 6,819 |
| Securities issued by states & political subdivisions | $2,090,000 | 4,296 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,897,000 | 5,974 |
| Mortgage-backed securities | $2,901,000 | 4,597 |
| Certificates of participation in pools of residential mortgages | $2,901,000 | 4,009 |
| Issued or guaranteed by U.S. | $2,901,000 | 3,999 |
| 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) | $73,000 | 4,177 |
| Available-for-sale securities (fair market value) | $7,356,000 | 6,247 |
| Total debt securities | $7,429,000 | 6,948 |
| Structured notes | ||
| Amortized cost | $1,334,000 | 1,898 |
| Fair value | $1,310,000 | 1,898 |
| 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 | $6,829,000 | 7,168 |
| U.S. Government securities | $4,698,000 | 7,202 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,698,000 | 7,042 |
| Securities issued by states & political subdivisions | $2,131,000 | 4,265 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,534,000 | 5,621 |
| Mortgage-backed securities | $2,823,000 | 4,678 |
| Certificates of participation in pools of residential mortgages | $2,823,000 | 4,082 |
| Issued or guaranteed by U.S. | $2,823,000 | 4,070 |
| 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) | $86,000 | 4,214 |
| Available-for-sale securities (fair market value) | $6,743,000 | 6,394 |
| Total debt securities | $6,829,000 | 7,103 |
| Structured notes | ||
| Amortized cost | $1,084,000 | 1,946 |
| Fair value | $1,076,000 | 1,946 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $7,055,000 | 7,162 |
| U.S. Government securities | $5,156,000 | 7,078 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $5,156,000 | 6,920 |
| Securities issued by states & political subdivisions | $1,899,000 | 4,427 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,791,000 | 6,042 |
| Mortgage-backed securities | $3,020,000 | 4,621 |
| Certificates of participation in pools of residential mortgages | $3,020,000 | 4,019 |
| Issued or guaranteed by U.S. | $3,020,000 | 4,010 |
| 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) | $86,000 | 4,263 |
| Available-for-sale securities (fair market value) | $6,969,000 | 6,389 |
| Total debt securities | $7,055,000 | 7,095 |
| Structured notes | ||
| Amortized cost | $1,334,000 | 1,845 |
| Fair value | $1,333,000 | 1,845 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $6,048,000 | 7,495 |
| U.S. Government securities | $4,642,000 | 7,324 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $4,642,000 | 7,170 |
| Securities issued by states & political subdivisions | $1,406,000 | 4,791 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,506,000 | 5,652 |
| Mortgage-backed securities | $2,037,000 | 5,120 |
| Certificates of participation in pools of residential mortgages | $2,037,000 | 4,543 |
| Issued or guaranteed by U.S. | $2,037,000 | 4,527 |
| 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) | $86,000 | 4,317 |
| Available-for-sale securities (fair market value) | $5,962,000 | 6,695 |
| Total debt securities | $6,048,000 | 7,418 |
| Structured notes | ||
| Amortized cost | $1,826,000 | 1,616 |
| Fair value | $1,751,000 | 1,628 |
| 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 | $5,376,000 | 7,651 |
| U.S. Government securities | $3,880,000 | 7,524 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $3,880,000 | 7,369 |
| Securities issued by states & political subdivisions | $1,496,000 | 4,722 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,375,000 | 6,284 |
| Mortgage-backed securities | $2,021,000 | 5,169 |
| Certificates of participation in pools of residential mortgages | $2,021,000 | 4,597 |
| Issued or guaranteed by U.S. | $2,021,000 | 4,579 |
| 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) | $86,000 | 4,369 |
| Available-for-sale securities (fair market value) | $5,290,000 | 6,871 |
| Total debt securities | $5,376,000 | 7,572 |
| Structured notes | ||
| Amortized cost | $835,000 | 2,033 |
| Fair value | $848,000 | 2,032 |
| 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 | $5,096,000 | 7,786 |
| U.S. Government securities | $4,247,000 | 7,469 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $4,247,000 | 7,299 |
| Securities issued by states & political subdivisions | $586,000 | 5,668 |
| Other domestic debt securities | $263,000 | 3,358 |
| 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 | $263,000 | 2,996 |
| 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 | $1,388,000 | 6,238 |
| Mortgage-backed securities | $2,247,000 | 5,038 |
| Certificates of participation in pools of residential mortgages | $2,247,000 | 4,459 |
| Issued or guaranteed by U.S. | $2,247,000 | 4,438 |
| 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) | $223,000 | 4,165 |
| Available-for-sale securities (fair market value) | $4,873,000 | 7,019 |
| Total debt securities | $5,096,000 | 7,703 |
| Structured notes | ||
| Amortized cost | $987,000 | 1,844 |
| Fair value | $980,000 | 1,826 |
| 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 | $5,096,000 | 7,763 |
| U.S. Government securities | $4,358,000 | 7,331 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $4,358,000 | 7,154 |
| Securities issued by states & political subdivisions | $223,000 | 6,303 |
| Other domestic debt securities | $515,000 | 3,145 |
| 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 | $515,000 | 2,808 |
| 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 | $2,028,000 | 5,817 |
| Mortgage-backed securities | $2,100,000 | 5,137 |
| Certificates of participation in pools of residential mortgages | $2,100,000 | 4,523 |
| Issued or guaranteed by U.S. | $2,100,000 | 4,501 |
| 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) | $223,000 | 4,184 |
| Available-for-sale securities (fair market value) | $4,873,000 | 6,999 |
| Total debt securities | $5,096,000 | 7,671 |
| Structured notes | ||
| Amortized cost | $986,000 | 1,591 |
| Fair value | $980,000 | 1,556 |
| 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 | $4,041,000 | 8,020 |
| U.S. Government securities | $3,298,000 | 7,718 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $3,298,000 | 7,526 |
| Securities issued by states & political subdivisions | $223,000 | 6,323 |
| Other domestic debt securities | $520,000 | 3,220 |
| 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 | $520,000 | 2,861 |
| 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 | $3,124,000 | 5,199 |
| Mortgage-backed securities | $2,009,000 | 5,312 |
| Certificates of participation in pools of residential mortgages | $2,009,000 | 4,675 |
| Issued or guaranteed by U.S. | $2,009,000 | 4,658 |
| 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) | $223,000 | 4,242 |
| Available-for-sale securities (fair market value) | $3,818,000 | 7,249 |
| Total debt securities | $4,041,000 | 7,930 |
| 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 | $3,141,000 | 8,327 |
| U.S. Government securities | $2,659,000 | 8,014 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,659,000 | 7,827 |
| Securities issued by states & political subdivisions | $223,000 | 6,317 |
| Other domestic debt securities | $259,000 | 3,578 |
| 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 | $259,000 | 3,172 |
| 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 | $3,011,000 | 5,310 |
| Mortgage-backed securities | $955,000 | 5,988 |
| Certificates of participation in pools of residential mortgages | $955,000 | 5,430 |
| Issued or guaranteed by U.S. | $955,000 | 5,411 |
| 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) | $223,000 | 4,296 |
| Available-for-sale securities (fair market value) | $2,918,000 | 7,542 |
| Total debt securities | $3,141,000 | 8,250 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,684 |
| Fair value | $200,000 | 1,698 |
| 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 | $3,067,000 | 8,405 |
| U.S. Government securities | $2,571,000 | 8,097 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $2,571,000 | 7,899 |
| Securities issued by states & political subdivisions | $234,000 | 6,308 |
| Other domestic debt securities | $262,000 | 3,623 |
| 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 | $262,000 | 3,198 |
| 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 | $2,693,000 | 5,499 |
| Mortgage-backed securities | $1,120,000 | 5,823 |
| Certificates of participation in pools of residential mortgages | $1,120,000 | 5,244 |
| Issued or guaranteed by U.S. | $1,120,000 | 5,225 |
| 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) | $234,000 | 4,362 |
| Available-for-sale securities (fair market value) | $2,833,000 | 7,589 |
| Total debt securities | $3,067,000 | 8,319 |
| 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 | $3,380,000 | 8,462 |
| U.S. Government securities | $2,879,000 | 8,127 |
| U.S. Treasury securities | $253,000 | 2,858 |
| U.S. Government agency obligations | $2,626,000 | 8,006 |
| Securities issued by states & political subdivisions | $245,000 | 6,424 |
| Other domestic debt securities | $256,000 | 3,689 |
| 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 | $256,000 | 3,199 |
| 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 | $3,132,000 | 5,262 |
| Mortgage-backed securities | $678,000 | 6,171 |
| Certificates of participation in pools of residential mortgages | $678,000 | 5,513 |
| Issued or guaranteed by U.S. | $678,000 | 5,491 |
| 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) | $245,000 | 4,601 |
| Available-for-sale securities (fair market value) | $3,135,000 | 7,561 |
| Total debt securities | $3,380,000 | 8,363 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $4,269,000 | 8,611 |
| U.S. Government securities | $3,159,000 | 8,541 |
| U.S. Treasury securities | $752,000 | 3,039 |
| U.S. Government agency obligations | $2,407,000 | 8,525 |
| Securities issued by states & political subdivisions | $365,000 | 6,329 |
| Other domestic debt securities | $250,000 | 3,327 |
| 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 | $250,000 | 2,907 |
| Foreign debt securities | NA | NA |
| Equity securities | $495,000 | 3,854 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,285,000 | 5,520 |
| Mortgage-backed securities | $256,000 | 6,505 |
| Certificates of participation in pools of residential mortgages | $256,000 | 5,924 |
| Issued or guaranteed by U.S. | $256,000 | 5,903 |
| 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) | $365,000 | 5,080 |
| Available-for-sale securities (fair market value) | $3,904,000 | 7,586 |
| Total debt securities | $3,774,000 | 8,668 |
| 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 | $3,578,000 | 9,158 |
| U.S. Government securities | $2,743,000 | 9,024 |
| U.S. Treasury securities | $747,000 | 4,091 |
| U.S. Government agency obligations | $1,996,000 | 8,918 |
| Securities issued by states & political subdivisions | $365,000 | 6,634 |
| Other domestic debt securities | $247,000 | 3,233 |
| 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 | $247,000 | 2,759 |
| Foreign debt securities | NA | NA |
| Equity securities | $223,000 | 5,496 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,213,000 | 5,567 |
| Mortgage-backed securities | $289,000 | 6,785 |
| Certificates of participation in pools of residential mortgages | $289,000 | 6,142 |
| Issued or guaranteed by U.S. | $289,000 | 6,125 |
| 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) | $365,000 | 5,493 |
| Available-for-sale securities (fair market value) | $3,213,000 | 8,012 |
| Total debt securities | $3,355,000 | 9,121 |
| 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 | $2,748,000 | 9,583 |
| U.S. Government securities | $2,160,000 | 9,362 |
| U.S. Treasury securities | $1,007,000 | 5,084 |
| U.S. Government agency obligations | $1,153,000 | 9,231 |
| Securities issued by states & political subdivisions | $130,000 | 7,467 |
| Other domestic debt securities | $257,000 | 3,066 |
| 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 | $257,000 | 2,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $201,000 | 5,423 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,915,000 | 6,235 |
| Mortgage-backed securities | $405,000 | 6,823 |
| Certificates of participation in pools of residential mortgages | $405,000 | 6,149 |
| Issued or guaranteed by U.S. | $405,000 | 6,131 |
| 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) | $130,000 | 6,348 |
| Available-for-sale securities (fair market value) | $2,618,000 | 8,252 |
| Total debt securities | $2,547,000 | 9,526 |
| 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 | $2,851,000 | 10,029 |
| U.S. Government securities | $2,207,000 | 9,931 |
| U.S. Treasury securities | $1,003,000 | 6,358 |
| U.S. Government agency obligations | $1,204,000 | 9,566 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $500,000 | 2,342 |
| 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 | $500,000 | 1,863 |
| Foreign debt securities | NA | NA |
| Equity securities | $144,000 | 5,932 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,559,000 | 6,873 |
| Mortgage-backed securities | $502,000 | 6,968 |
| Certificates of participation in pools of residential mortgages | $502,000 | 6,151 |
| Issued or guaranteed by U.S. | $502,000 | 6,131 |
| 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) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $2,851,000 | 8,380 |
| Total debt securities | $2,707,000 | 9,982 |
| 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 |