Home > The Peninsula Bank of Ishpeming > Securities
The Peninsula Bank of Ishpeming, Securities
| 2014-09-30 | Rank | |
| Total securities | $22,923,000 | 4,153 |
| U.S. Government securities | $18,094,000 | 3,603 |
| U.S. Treasury securities | $5,253,000 | 523 |
| U.S. Government agency obligations | $12,841,000 | 4,065 |
| Securities issued by states & political subdivisions | $4,829,000 | 3,734 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,006,000 | 4,920 |
| Mortgage-backed securities | $7,891,000 | 3,393 |
| Certificates of participation in pools of residential mortgages | $7,824,000 | 2,902 |
| Issued or guaranteed by U.S. | $7,824,000 | 2,900 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $67,000 | 3,382 |
| CMOs issued by government agencies or sponsored agencies | $67,000 | 3,257 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $22,923,000 | 3,789 |
| Total debt securities | $22,925,000 | 4,126 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,862 |
| Fair value | $499,000 | 1,894 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $23,485,000 | 4,147 |
| U.S. Government securities | $18,490,000 | 3,606 |
| U.S. Treasury securities | $5,268,000 | 480 |
| U.S. Government agency obligations | $13,222,000 | 4,097 |
| Securities issued by states & political subdivisions | $4,995,000 | 3,727 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,264,000 | 4,883 |
| Mortgage-backed securities | $8,237,000 | 3,408 |
| Certificates of participation in pools of residential mortgages | $8,161,000 | 2,905 |
| Issued or guaranteed by U.S. | $8,161,000 | 2,905 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $76,000 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $76,000 | 3,289 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $23,485,000 | 3,786 |
| Total debt securities | $23,485,000 | 4,123 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,912 |
| Fair value | $498,000 | 1,955 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $21,186,000 | 4,361 |
| U.S. Government securities | $15,750,000 | 3,932 |
| U.S. Treasury securities | $1,314,000 | 807 |
| U.S. Government agency obligations | $14,436,000 | 3,989 |
| Securities issued by states & political subdivisions | $5,436,000 | 3,677 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,495,000 | 4,877 |
| Mortgage-backed securities | $8,485,000 | 3,403 |
| Certificates of participation in pools of residential mortgages | $8,399,000 | 2,886 |
| Issued or guaranteed by U.S. | $8,399,000 | 2,886 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $86,000 | 3,440 |
| CMOs issued by government agencies or sponsored agencies | $86,000 | 3,309 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $21,186,000 | 3,987 |
| Total debt securities | $21,186,000 | 4,337 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,588 |
| Fair value | $981,000 | 1,668 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $21,445,000 | 4,346 |
| U.S. Government securities | $16,065,000 | 3,893 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $16,065,000 | 3,792 |
| Securities issued by states & political subdivisions | $5,380,000 | 3,709 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,493,000 | 4,899 |
| Mortgage-backed securities | $10,115,000 | 3,188 |
| Certificates of participation in pools of residential mortgages | $10,018,000 | 2,660 |
| Issued or guaranteed by U.S. | $10,018,000 | 2,659 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $97,000 | 3,436 |
| CMOs issued by government agencies or sponsored agencies | $97,000 | 3,299 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $21,445,000 | 3,981 |
| Total debt securities | $21,444,000 | 4,321 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,580 |
| Fair value | $965,000 | 1,672 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $21,979,000 | 4,320 |
| U.S. Government securities | $16,473,000 | 3,886 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $16,473,000 | 3,782 |
| Securities issued by states & political subdivisions | $5,506,000 | 3,688 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,503,000 | 4,943 |
| Mortgage-backed securities | $10,511,000 | 3,155 |
| Certificates of participation in pools of residential mortgages | $10,401,000 | 2,609 |
| Issued or guaranteed by U.S. | $10,401,000 | 2,606 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $110,000 | 3,456 |
| CMOs issued by government agencies or sponsored agencies | $110,000 | 3,320 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $21,979,000 | 3,966 |
| Total debt securities | $21,980,000 | 4,291 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,570 |
| Fair value | $971,000 | 1,668 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $21,866,000 | 4,338 |
| U.S. Government securities | $16,248,000 | 3,887 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $16,248,000 | 3,795 |
| Securities issued by states & political subdivisions | $5,618,000 | 3,669 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,538,000 | 4,941 |
| Mortgage-backed securities | $10,209,000 | 3,201 |
| Certificates of participation in pools of residential mortgages | $10,085,000 | 2,628 |
| Issued or guaranteed by U.S. | $10,085,000 | 2,626 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $124,000 | 3,473 |
| CMOs issued by government agencies or sponsored agencies | $124,000 | 3,331 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $21,866,000 | 3,993 |
| Total debt securities | $21,866,000 | 4,308 |
| Structured notes | ||
| Amortized cost | $988,000 | 1,729 |
| Fair value | $1,000,000 | 1,572 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $16,220,000 | 4,879 |
| U.S. Government securities | $10,161,000 | 4,701 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $10,161,000 | 4,595 |
| Securities issued by states & political subdivisions | $6,059,000 | 3,571 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,285,000 | 4,762 |
| Mortgage-backed securities | $7,513,000 | 3,636 |
| Certificates of participation in pools of residential mortgages | $7,285,000 | 3,073 |
| Issued or guaranteed by U.S. | $7,285,000 | 3,072 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $228,000 | 3,428 |
| CMOs issued by government agencies or sponsored agencies | $228,000 | 3,280 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $16,220,000 | 4,505 |
| Total debt securities | $16,220,000 | 4,845 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,398 |
| Fair value | $1,500,000 | 1,416 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $15,072,000 | 4,955 |
| U.S. Government securities | $8,841,000 | 4,876 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $8,841,000 | 4,782 |
| Securities issued by states & political subdivisions | $6,231,000 | 3,481 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,376,000 | 4,742 |
| Mortgage-backed securities | $4,841,000 | 4,110 |
| Certificates of participation in pools of residential mortgages | $4,574,000 | 3,629 |
| Issued or guaranteed by U.S. | $4,574,000 | 3,627 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $267,000 | 3,436 |
| CMOs issued by government agencies or sponsored agencies | $267,000 | 3,291 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $15,072,000 | 4,572 |
| Total debt securities | $15,070,000 | 4,917 |
| Structured notes | ||
| Amortized cost | $2,550,000 | 1,108 |
| Fair value | $2,552,000 | 1,111 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $17,092,000 | 4,828 |
| U.S. Government securities | $10,828,000 | 4,672 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $10,828,000 | 4,568 |
| Securities issued by states & political subdivisions | $6,264,000 | 3,463 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,481,000 | 4,753 |
| Mortgage-backed securities | $5,274,000 | 4,164 |
| Certificates of participation in pools of residential mortgages | $4,960,000 | 3,685 |
| Issued or guaranteed by U.S. | $4,960,000 | 3,683 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $314,000 | 3,491 |
| CMOs issued by government agencies or sponsored agencies | $314,000 | 3,338 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $17,092,000 | 4,449 |
| Total debt securities | $17,094,000 | 4,796 |
| Structured notes | ||
| Amortized cost | $3,650,000 | 977 |
| Fair value | $3,649,000 | 977 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $16,796,000 | 4,882 |
| U.S. Government securities | $10,616,000 | 4,792 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $10,616,000 | 4,694 |
| Securities issued by states & political subdivisions | $6,180,000 | 3,422 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,624,000 | 4,758 |
| Mortgage-backed securities | $4,863,000 | 4,281 |
| Certificates of participation in pools of residential mortgages | $4,454,000 | 3,823 |
| Issued or guaranteed by U.S. | $4,454,000 | 3,821 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $409,000 | 3,449 |
| CMOs issued by government agencies or sponsored agencies | $409,000 | 3,293 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $16,796,000 | 4,510 |
| Total debt securities | $16,795,000 | 4,852 |
| Structured notes | ||
| Amortized cost | $3,800,000 | 1,096 |
| Fair value | $3,811,000 | 1,097 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $15,165,000 | 5,106 |
| U.S. Government securities | $9,135,000 | 5,140 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $9,135,000 | 5,038 |
| Securities issued by states & political subdivisions | $6,030,000 | 3,382 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,801,000 | 4,733 |
| Mortgage-backed securities | $3,802,000 | 4,526 |
| Certificates of participation in pools of residential mortgages | $3,256,000 | 4,140 |
| Issued or guaranteed by U.S. | $3,256,000 | 4,136 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $546,000 | 3,385 |
| CMOs issued by government agencies or sponsored agencies | $546,000 | 3,218 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $15,165,000 | 4,701 |
| Total debt securities | $15,165,000 | 5,080 |
| Structured notes | ||
| Amortized cost | $3,789,000 | 1,257 |
| Fair value | $3,762,000 | 1,257 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $14,114,000 | 5,207 |
| U.S. Government securities | $8,076,000 | 5,285 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $8,076,000 | 5,189 |
| Securities issued by states & political subdivisions | $6,038,000 | 3,336 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,021,000 | 4,462 |
| Mortgage-backed securities | $3,760,000 | 4,482 |
| Certificates of participation in pools of residential mortgages | $3,064,000 | 4,116 |
| Issued or guaranteed by U.S. | $3,064,000 | 4,110 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $696,000 | 3,269 |
| CMOs issued by government agencies or sponsored agencies | $696,000 | 3,016 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $14,114,000 | 4,786 |
| Total debt securities | $14,114,000 | 5,181 |
| Structured notes | ||
| Amortized cost | $2,899,000 | 1,434 |
| Fair value | $2,905,000 | 1,430 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $11,488,000 | 5,515 |
| U.S. Government securities | $6,047,000 | 5,665 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $6,047,000 | 5,551 |
| Securities issued by states & political subdivisions | $5,441,000 | 3,425 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,517,000 | 4,335 |
| Mortgage-backed securities | $4,375,000 | 4,304 |
| Certificates of participation in pools of residential mortgages | $3,386,000 | 3,966 |
| Issued or guaranteed by U.S. | $3,386,000 | 3,952 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $989,000 | 3,126 |
| CMOs issued by government agencies or sponsored agencies | $989,000 | 2,885 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $11,488,000 | 5,086 |
| Total debt securities | $11,489,000 | 5,480 |
| Structured notes | ||
| Amortized cost | $1,401,000 | 2,082 |
| Fair value | $1,408,000 | 2,082 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $12,000,000 | 5,527 |
| U.S. Government securities | $6,597,000 | 5,691 |
| U.S. Treasury securities | $501,000 | 1,052 |
| U.S. Government agency obligations | $6,096,000 | 5,676 |
| Securities issued by states & political subdivisions | $5,403,000 | 3,395 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,962,000 | 4,265 |
| Mortgage-backed securities | $4,120,000 | 4,346 |
| Certificates of participation in pools of residential mortgages | $2,889,000 | 4,083 |
| Issued or guaranteed by U.S. | $2,889,000 | 4,070 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,231,000 | 2,975 |
| CMOs issued by government agencies or sponsored agencies | $1,231,000 | 2,729 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $12,000,000 | 5,096 |
| Total debt securities | $12,000,000 | 5,496 |
| Structured notes | ||
| Amortized cost | $1,701,000 | 2,131 |
| Fair value | $1,710,000 | 2,135 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $12,917,000 | 5,400 |
| U.S. Government securities | $7,460,000 | 5,501 |
| U.S. Treasury securities | $1,002,000 | 944 |
| U.S. Government agency obligations | $6,458,000 | 5,597 |
| Securities issued by states & political subdivisions | $5,457,000 | 3,359 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,404,000 | 4,118 |
| Mortgage-backed securities | $4,287,000 | 4,232 |
| Certificates of participation in pools of residential mortgages | $2,795,000 | 4,059 |
| Issued or guaranteed by U.S. | $2,795,000 | 4,049 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,492,000 | 2,842 |
| CMOs issued by government agencies or sponsored agencies | $1,492,000 | 2,588 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $12,917,000 | 4,962 |
| Total debt securities | $12,916,000 | 5,370 |
| Structured notes | ||
| Amortized cost | $1,901,000 | 2,134 |
| Fair value | $1,905,000 | 2,130 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $10,981,000 | 5,573 |
| U.S. Government securities | $5,572,000 | 5,783 |
| U.S. Treasury securities | $1,004,000 | 941 |
| U.S. Government agency obligations | $4,568,000 | 5,877 |
| Securities issued by states & political subdivisions | $5,409,000 | 3,347 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,712,000 | 4,007 |
| Mortgage-backed securities | $3,798,000 | 4,283 |
| Certificates of participation in pools of residential mortgages | $2,059,000 | 4,213 |
| Issued or guaranteed by U.S. | $2,059,000 | 4,207 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,739,000 | 2,723 |
| CMOs issued by government agencies or sponsored agencies | $1,739,000 | 2,466 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $10,981,000 | 5,128 |
| Total debt securities | $10,980,000 | 5,535 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,857 |
| Fair value | $503,000 | 2,777 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $10,735,000 | 5,569 |
| U.S. Government securities | $4,737,000 | 5,975 |
| U.S. Treasury securities | $502,000 | 1,001 |
| U.S. Government agency obligations | $4,235,000 | 5,975 |
| Securities issued by states & political subdivisions | $5,998,000 | 3,107 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,563,000 | 3,860 |
| Mortgage-backed securities | $3,461,000 | 4,401 |
| Certificates of participation in pools of residential mortgages | $1,861,000 | 4,288 |
| Issued or guaranteed by U.S. | $1,861,000 | 4,281 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,600,000 | 2,737 |
| CMOs issued by government agencies or sponsored agencies | $1,600,000 | 2,467 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $10,735,000 | 5,115 |
| Total debt securities | $10,735,000 | 5,534 |
| Structured notes | ||
| Amortized cost | $498,000 | 2,914 |
| Fair value | $504,000 | 2,836 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $11,293,000 | 5,514 |
| U.S. Government securities | $5,215,000 | 5,970 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $5,215,000 | 5,852 |
| Securities issued by states & political subdivisions | $6,078,000 | 2,993 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,689,000 | 3,874 |
| Mortgage-backed securities | $3,808,000 | 4,313 |
| Certificates of participation in pools of residential mortgages | $1,985,000 | 4,301 |
| Issued or guaranteed by U.S. | $1,985,000 | 4,293 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,823,000 | 2,573 |
| CMOs issued by government agencies or sponsored agencies | $1,823,000 | 2,293 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $11,293,000 | 5,061 |
| Total debt securities | $11,294,000 | 5,482 |
| Structured notes | ||
| Amortized cost | $1,131,000 | 2,418 |
| Fair value | $1,139,000 | 2,417 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $12,244,000 | 5,425 |
| U.S. Government securities | $5,678,000 | 5,951 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $5,678,000 | 5,835 |
| Securities issued by states & political subdivisions | $6,566,000 | 2,846 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,960,000 | 3,885 |
| Mortgage-backed securities | $4,024,000 | 4,334 |
| Certificates of participation in pools of residential mortgages | $2,089,000 | 4,373 |
| Issued or guaranteed by U.S. | $2,089,000 | 4,366 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,935,000 | 2,507 |
| CMOs issued by government agencies or sponsored agencies | $1,935,000 | 2,206 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $12,244,000 | 4,968 |
| Total debt securities | $12,245,000 | 5,383 |
| Structured notes | ||
| Amortized cost | $882,000 | 2,496 |
| Fair value | $884,000 | 2,496 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $12,813,000 | 5,316 |
| U.S. Government securities | $5,926,000 | 5,874 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $5,926,000 | 5,765 |
| Securities issued by states & political subdivisions | $6,887,000 | 2,797 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,122,000 | 3,879 |
| Mortgage-backed securities | $4,218,000 | 4,343 |
| Certificates of participation in pools of residential mortgages | $2,221,000 | 4,404 |
| Issued or guaranteed by U.S. | $2,221,000 | 4,398 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,997,000 | 2,484 |
| CMOs issued by government agencies or sponsored agencies | $1,997,000 | 2,168 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $12,813,000 | 4,869 |
| Total debt securities | $12,813,000 | 5,272 |
| Structured notes | ||
| Amortized cost | $934,000 | 2,216 |
| Fair value | $930,000 | 2,219 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $13,576,000 | 5,256 |
| U.S. Government securities | $6,476,000 | 5,764 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $6,476,000 | 5,673 |
| Securities issued by states & political subdivisions | $7,100,000 | 2,752 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $4,355,000 | 4,407 |
| Certificates of participation in pools of residential mortgages | $2,315,000 | 4,472 |
| Issued or guaranteed by U.S. | $2,315,000 | 4,465 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,040,000 | 2,473 |
| CMOs issued by government agencies or sponsored agencies | $2,040,000 | 2,126 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $13,576,000 | 4,817 |
| Total debt securities | $13,575,000 | 5,207 |
| Structured notes | ||
| Amortized cost | $1,088,000 | 1,491 |
| Fair value | $1,090,000 | 1,494 |
| 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 | $13,082,000 | 5,323 |
| U.S. Government securities | $6,581,000 | 5,755 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,581,000 | 5,672 |
| Securities issued by states & political subdivisions | $6,501,000 | 2,842 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $4,508,000 | 4,413 |
| Certificates of participation in pools of residential mortgages | $2,414,000 | 4,496 |
| Issued or guaranteed by U.S. | $2,414,000 | 4,484 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,094,000 | 2,456 |
| CMOs issued by government agencies or sponsored agencies | $2,094,000 | 2,096 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $13,082,000 | 4,862 |
| Total debt securities | $13,083,000 | 5,279 |
| Structured notes | ||
| Amortized cost | $837,000 | 1,361 |
| Fair value | $836,000 | 1,358 |
| 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 | $13,592,000 | 5,292 |
| U.S. Government securities | $7,134,000 | 5,731 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $7,134,000 | 5,646 |
| Securities issued by states & political subdivisions | $6,458,000 | 2,789 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $4,816,000 | 4,405 |
| Certificates of participation in pools of residential mortgages | $2,658,000 | 4,504 |
| Issued or guaranteed by U.S. | $2,658,000 | 4,493 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,158,000 | 2,462 |
| CMOs issued by government agencies or sponsored agencies | $2,158,000 | 2,093 |
| 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) | $13,592,000 | 4,808 |
| Total debt securities | $13,591,000 | 5,251 |
| Structured notes | ||
| Amortized cost | $153,000 | 1,664 |
| Fair value | $160,000 | 1,657 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $13,829,000 | 5,288 |
| U.S. Government securities | $7,359,000 | 5,759 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $7,359,000 | 5,678 |
| Securities issued by states & political subdivisions | $6,470,000 | 2,758 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $4,467,000 | 4,449 |
| Certificates of participation in pools of residential mortgages | $2,787,000 | 4,425 |
| Issued or guaranteed by U.S. | $2,787,000 | 4,412 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,680,000 | 2,535 |
| CMOs issued by government agencies or sponsored agencies | $1,680,000 | 2,211 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $13,829,000 | 4,773 |
| Total debt securities | $13,829,000 | 5,248 |
| Structured notes | ||
| Amortized cost | $402,000 | 1,485 |
| Fair value | $421,000 | 1,478 |
| 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 | $15,241,000 | 5,045 |
| U.S. Government securities | $8,709,000 | 5,390 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $8,709,000 | 5,304 |
| Securities issued by states & political subdivisions | $6,532,000 | 2,714 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $4,563,000 | 4,333 |
| Certificates of participation in pools of residential mortgages | $2,890,000 | 4,321 |
| Issued or guaranteed by U.S. | $2,890,000 | 4,309 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,673,000 | 2,463 |
| CMOs issued by government agencies or sponsored agencies | $1,673,000 | 2,124 |
| 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) | $15,241,000 | 4,537 |
| Total debt securities | $15,241,000 | 5,001 |
| Structured notes | ||
| Amortized cost | $1,458,000 | 801 |
| Fair value | $1,456,000 | 796 |
| 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 | $14,692,000 | 5,166 |
| U.S. Government securities | $8,186,000 | 5,548 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $8,186,000 | 5,470 |
| Securities issued by states & political subdivisions | $6,506,000 | 2,726 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $4,294,000 | 4,405 |
| Certificates of participation in pools of residential mortgages | $2,613,000 | 4,453 |
| Issued or guaranteed by U.S. | $2,613,000 | 4,437 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,681,000 | 2,470 |
| CMOs issued by government agencies or sponsored agencies | $1,681,000 | 2,138 |
| 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) | $14,692,000 | 4,663 |
| Total debt securities | $14,691,000 | 5,109 |
| Structured notes | ||
| Amortized cost | $1,426,000 | 852 |
| Fair value | $1,454,000 | 836 |
| 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 | $14,654,000 | 5,168 |
| U.S. Government securities | $7,846,000 | 5,640 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $7,846,000 | 5,547 |
| Securities issued by states & political subdivisions | $6,808,000 | 2,686 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $3,641,000 | 4,514 |
| Certificates of participation in pools of residential mortgages | $1,888,000 | 4,672 |
| Issued or guaranteed by U.S. | $1,888,000 | 4,650 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,753,000 | 2,433 |
| CMOs issued by government agencies or sponsored agencies | $1,753,000 | 2,104 |
| 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) | $14,654,000 | 4,673 |
| Total debt securities | $14,655,000 | 5,112 |
| Structured notes | ||
| Amortized cost | $1,675,000 | 835 |
| Fair value | $1,716,000 | 824 |
| 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 | $15,917,000 | 5,024 |
| U.S. Government securities | $9,152,000 | 5,427 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $9,152,000 | 5,319 |
| Securities issued by states & political subdivisions | $6,765,000 | 2,675 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $3,386,000 | 4,346 |
| Certificates of participation in pools of residential mortgages | $1,666,000 | 4,543 |
| Issued or guaranteed by U.S. | $1,666,000 | 4,525 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,720,000 | 2,327 |
| CMOs issued by government agencies or sponsored agencies | $1,720,000 | 2,028 |
| 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) | $15,917,000 | 4,483 |
| Total debt securities | $15,917,000 | 4,975 |
| Structured notes | ||
| Amortized cost | $3,031,000 | 760 |
| Fair value | $3,070,000 | 753 |
| 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 | $16,272,000 | 4,979 |
| U.S. Government securities | $9,636,000 | 5,420 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $9,636,000 | 5,308 |
| Securities issued by states & political subdivisions | $6,636,000 | 2,660 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $3,471,000 | 4,164 |
| Certificates of participation in pools of residential mortgages | $1,734,000 | 4,355 |
| Issued or guaranteed by U.S. | $1,734,000 | 4,342 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,737,000 | 2,271 |
| CMOs issued by government agencies or sponsored agencies | $1,737,000 | 1,979 |
| 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) | $16,272,000 | 4,424 |
| Total debt securities | $16,272,000 | 4,932 |
| Structured notes | ||
| Amortized cost | $3,029,000 | 920 |
| Fair value | $3,048,000 | 916 |
| 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 | $16,102,000 | 5,022 |
| U.S. Government securities | $9,761,000 | 5,450 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $9,761,000 | 5,344 |
| Securities issued by states & political subdivisions | $6,333,000 | 2,725 |
| Other domestic debt securities | $8,000 | 2,889 |
| Privately issued residential mortgage-backed securities | $8,000 | 1,354 |
| 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 | $0 | 6,778 |
| Mortgage-backed securities | $3,515,000 | 4,121 |
| Certificates of participation in pools of residential mortgages | $1,793,000 | 4,299 |
| Issued or guaranteed by U.S. | $1,793,000 | 4,285 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,722,000 | 2,246 |
| CMOs issued by government agencies or sponsored agencies | $1,714,000 | 1,969 |
| Privately issued | $8,000 | 1,262 |
| 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) | $16,102,000 | 4,451 |
| Total debt securities | $16,101,000 | 4,984 |
| Structured notes | ||
| Amortized cost | $3,326,000 | 926 |
| Fair value | $3,290,000 | 924 |
| 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 | $15,703,000 | 5,142 |
| U.S. Government securities | $9,528,000 | 5,528 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $9,528,000 | 5,409 |
| Securities issued by states & political subdivisions | $6,153,000 | 2,778 |
| Other domestic debt securities | $22,000 | 2,888 |
| Privately issued residential mortgage-backed securities | $22,000 | 1,286 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $3,225,000 | 4,218 |
| Certificates of participation in pools of residential mortgages | $1,685,000 | 4,360 |
| Issued or guaranteed by U.S. | $1,685,000 | 4,343 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,540,000 | 2,271 |
| CMOs issued by government agencies or sponsored agencies | $1,518,000 | 2,000 |
| Privately issued | $22,000 | 1,192 |
| 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) | $15,703,000 | 4,547 |
| Total debt securities | $15,702,000 | 5,104 |
| Structured notes | ||
| Amortized cost | $3,573,000 | 918 |
| Fair value | $3,571,000 | 916 |
| 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 | $14,920,000 | 5,303 |
| U.S. Government securities | $8,739,000 | 5,764 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $8,739,000 | 5,642 |
| Securities issued by states & political subdivisions | $5,995,000 | 2,836 |
| Other domestic debt securities | $36,000 | 2,911 |
| Privately issued residential mortgage-backed securities | $36,000 | 1,254 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $150,000 | 1,573 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $2,329,000 | 4,552 |
| Certificates of participation in pools of residential mortgages | $767,000 | 5,011 |
| Issued or guaranteed by U.S. | $767,000 | 4,994 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,562,000 | 2,256 |
| CMOs issued by government agencies or sponsored agencies | $1,526,000 | 1,997 |
| Privately issued | $36,000 | 1,171 |
| 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) | $14,920,000 | 4,696 |
| Total debt securities | $14,770,000 | 5,280 |
| Structured notes | ||
| Amortized cost | $3,820,000 | 947 |
| Fair value | $3,801,000 | 946 |
| 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 | $14,401,000 | 5,405 |
| U.S. Government securities | $8,209,000 | 5,953 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $8,209,000 | 5,836 |
| Securities issued by states & political subdivisions | $5,992,000 | 2,825 |
| Other domestic debt securities | $50,000 | 2,939 |
| Privately issued residential mortgage-backed securities | $50,000 | 1,222 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $150,000 | 1,623 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $2,116,000 | 4,649 |
| Certificates of participation in pools of residential mortgages | $827,000 | 4,960 |
| Issued or guaranteed by U.S. | $827,000 | 4,937 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,289,000 | 2,350 |
| CMOs issued by government agencies or sponsored agencies | $1,239,000 | 2,093 |
| Privately issued | $50,000 | 1,126 |
| 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) | $14,401,000 | 4,771 |
| Total debt securities | $14,252,000 | 5,379 |
| Structured notes | ||
| Amortized cost | $3,540,000 | 1,075 |
| Fair value | $3,511,000 | 1,073 |
| 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 | $12,494,000 | 5,765 |
| U.S. Government securities | $6,818,000 | 6,332 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $6,818,000 | 6,199 |
| Securities issued by states & political subdivisions | $5,463,000 | 2,939 |
| Other domestic debt securities | $63,000 | 3,000 |
| Privately issued residential mortgage-backed securities | $63,000 | 1,198 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $150,000 | 1,650 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $1,415,000 | 5,046 |
| Certificates of participation in pools of residential mortgages | $894,000 | 4,947 |
| Issued or guaranteed by U.S. | $894,000 | 4,926 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $521,000 | 2,812 |
| CMOs issued by government agencies or sponsored agencies | $458,000 | 2,585 |
| Privately issued | $63,000 | 1,108 |
| 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) | $12,494,000 | 5,116 |
| Total debt securities | $12,344,000 | 5,736 |
| Structured notes | ||
| Amortized cost | $3,138,000 | 1,219 |
| Fair value | $3,067,000 | 1,213 |
| 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 | $11,389,000 | 5,994 |
| U.S. Government securities | $5,910,000 | 6,648 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $5,910,000 | 6,502 |
| Securities issued by states & political subdivisions | $5,253,000 | 2,992 |
| Other domestic debt securities | $76,000 | 3,057 |
| Privately issued residential mortgage-backed securities | $76,000 | 1,171 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $150,000 | 1,678 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $1,268,000 | 5,179 |
| Certificates of participation in pools of residential mortgages | $1,014,000 | 4,876 |
| Issued or guaranteed by U.S. | $1,014,000 | 4,856 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $254,000 | 3,085 |
| CMOs issued by government agencies or sponsored agencies | $178,000 | 2,891 |
| Privately issued | $76,000 | 1,086 |
| 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) | $11,389,000 | 5,322 |
| Total debt securities | $11,239,000 | 5,970 |
| Structured notes | ||
| Amortized cost | $3,386,000 | 1,202 |
| Fair value | $3,345,000 | 1,196 |
| 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 | $10,344,000 | 6,247 |
| U.S. Government securities | $5,361,000 | 6,847 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $5,361,000 | 6,700 |
| Securities issued by states & political subdivisions | $4,743,000 | 3,170 |
| Other domestic debt securities | $90,000 | 3,144 |
| Privately issued residential mortgage-backed securities | $90,000 | 1,135 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $150,000 | 1,698 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $1,367,000 | 5,162 |
| Certificates of participation in pools of residential mortgages | $1,092,000 | 4,855 |
| Issued or guaranteed by U.S. | $1,092,000 | 4,836 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $275,000 | 3,068 |
| CMOs issued by government agencies or sponsored agencies | $185,000 | 2,901 |
| Privately issued | $90,000 | 1,046 |
| 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) | $10,344,000 | 5,534 |
| Total debt securities | $10,195,000 | 6,228 |
| Structured notes | ||
| Amortized cost | $3,180,000 | 1,223 |
| Fair value | $3,154,000 | 1,216 |
| 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 | $9,526,000 | 6,434 |
| U.S. Government securities | $4,732,000 | 7,047 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $4,732,000 | 6,899 |
| Securities issued by states & political subdivisions | $4,541,000 | 3,216 |
| Other domestic debt securities | $103,000 | 3,142 |
| Privately issued residential mortgage-backed securities | $103,000 | 1,114 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $150,000 | 1,700 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $1,416,000 | 5,179 |
| Certificates of participation in pools of residential mortgages | $1,219,000 | 4,803 |
| Issued or guaranteed by U.S. | $1,219,000 | 4,784 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $197,000 | 3,204 |
| CMOs issued by government agencies or sponsored agencies | $94,000 | 3,061 |
| Privately issued | $103,000 | 1,025 |
| 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) | $9,526,000 | 5,707 |
| Total debt securities | $9,375,000 | 6,414 |
| Structured notes | ||
| Amortized cost | $2,687,000 | 1,362 |
| Fair value | $2,679,000 | 1,351 |
| 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 | $9,247,000 | 6,520 |
| U.S. Government securities | $4,655,000 | 7,114 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,655,000 | 6,964 |
| Securities issued by states & political subdivisions | $4,326,000 | 3,272 |
| Other domestic debt securities | $117,000 | 3,175 |
| Privately issued residential mortgage-backed securities | $117,000 | 1,072 |
| 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 | $149,000 | 1,723 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $1,589,000 | 5,158 |
| Certificates of participation in pools of residential mortgages | $1,372,000 | 4,760 |
| Issued or guaranteed by U.S. | $1,372,000 | 4,739 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $217,000 | 3,213 |
| CMOs issued by government agencies or sponsored agencies | $100,000 | 3,085 |
| Privately issued | $117,000 | 980 |
| 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) | $9,247,000 | 5,782 |
| Total debt securities | $9,097,000 | 6,501 |
| Structured notes | ||
| Amortized cost | $2,686,000 | 1,354 |
| Fair value | $2,687,000 | 1,347 |
| 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 | $7,712,000 | 6,950 |
| U.S. Government securities | $3,883,000 | 7,446 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,883,000 | 7,277 |
| Securities issued by states & political subdivisions | $3,548,000 | 3,573 |
| Other domestic debt securities | $131,000 | 3,212 |
| Privately issued residential mortgage-backed securities | $131,000 | 1,048 |
| 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 | $150,000 | 1,761 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $1,744,000 | 5,156 |
| Certificates of participation in pools of residential mortgages | $1,507,000 | 4,748 |
| Issued or guaranteed by U.S. | $1,507,000 | 4,733 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $237,000 | 3,236 |
| CMOs issued by government agencies or sponsored agencies | $106,000 | 3,124 |
| Privately issued | $131,000 | 962 |
| 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) | $7,712,000 | 6,176 |
| Total debt securities | $7,562,000 | 6,922 |
| Structured notes | ||
| Amortized cost | $1,779,000 | 1,683 |
| Fair value | $1,779,000 | 1,674 |
| 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 | $6,990,000 | 7,129 |
| U.S. Government securities | $3,009,000 | 7,732 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,009,000 | 7,570 |
| Securities issued by states & political subdivisions | $3,687,000 | 3,537 |
| Other domestic debt securities | $143,000 | 3,265 |
| Privately issued residential mortgage-backed securities | $143,000 | 1,026 |
| 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 | $151,000 | 1,800 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $1,909,000 | 5,099 |
| Certificates of participation in pools of residential mortgages | $1,652,000 | 4,682 |
| Issued or guaranteed by U.S. | $1,652,000 | 4,666 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $257,000 | 3,246 |
| CMOs issued by government agencies or sponsored agencies | $114,000 | 3,147 |
| Privately issued | $143,000 | 946 |
| 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) | $6,990,000 | 6,348 |
| Total debt securities | $6,838,000 | 7,101 |
| Structured notes | ||
| Amortized cost | $998,000 | 2,189 |
| Fair value | $998,000 | 2,047 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $6,689,000 | 7,264 |
| U.S. Government securities | $2,920,000 | 7,816 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $2,920,000 | 7,658 |
| Securities issued by states & political subdivisions | $3,463,000 | 3,625 |
| Other domestic debt securities | $156,000 | 3,298 |
| Privately issued residential mortgage-backed securities | $156,000 | 973 |
| 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 | $150,000 | 1,820 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $2,072,000 | 5,043 |
| Certificates of participation in pools of residential mortgages | $1,795,000 | 4,634 |
| Issued or guaranteed by U.S. | $1,795,000 | 4,620 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $277,000 | 3,237 |
| CMOs issued by government agencies or sponsored agencies | $121,000 | 3,160 |
| Privately issued | $156,000 | 894 |
| 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) | $6,689,000 | 6,460 |
| Total debt securities | $6,539,000 | 7,233 |
| Structured notes | ||
| Amortized cost | $749,000 | 2,332 |
| Fair value | $754,000 | 2,312 |
| 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 | $5,389,000 | 7,654 |
| U.S. Government securities | $1,688,000 | 8,281 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $1,688,000 | 8,136 |
| Securities issued by states & political subdivisions | $3,382,000 | 3,660 |
| Other domestic debt securities | $168,000 | 3,385 |
| Privately issued residential mortgage-backed securities | $168,000 | 961 |
| 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 | $151,000 | 1,861 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $1,358,000 | 5,484 |
| Certificates of participation in pools of residential mortgages | $1,056,000 | 5,161 |
| Issued or guaranteed by U.S. | $1,056,000 | 5,147 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $302,000 | 3,266 |
| CMOs issued by government agencies or sponsored agencies | $134,000 | 3,201 |
| Privately issued | $168,000 | 892 |
| 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) | $5,389,000 | 6,842 |
| Total debt securities | $5,238,000 | 7,627 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,656 |
| Fair value | $250,000 | 2,666 |
| 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 | $5,293,000 | 7,672 |
| U.S. Government securities | $1,118,000 | 8,438 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $1,118,000 | 8,308 |
| Securities issued by states & political subdivisions | $3,837,000 | 3,475 |
| Other domestic debt securities | $187,000 | 3,458 |
| Privately issued residential mortgage-backed securities | $187,000 | 1,011 |
| 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 | $151,000 | 1,889 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $1,305,000 | 5,563 |
| Certificates of participation in pools of residential mortgages | $863,000 | 5,377 |
| Issued or guaranteed by U.S. | $863,000 | 5,359 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $442,000 | 3,221 |
| CMOs issued by government agencies or sponsored agencies | $255,000 | 3,122 |
| Privately issued | $187,000 | 928 |
| 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) | $5,293,000 | 6,870 |
| Total debt securities | $5,142,000 | 7,631 |
| 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 | $5,566,000 | 7,679 |
| U.S. Government securities | $1,350,000 | 8,453 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $1,350,000 | 8,310 |
| Securities issued by states & political subdivisions | $3,792,000 | 3,504 |
| Other domestic debt securities | $198,000 | 3,496 |
| Privately issued residential mortgage-backed securities | $198,000 | 866 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $226,000 | 1,828 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $1,548,000 | 5,444 |
| Certificates of participation in pools of residential mortgages | $939,000 | 5,336 |
| Issued or guaranteed by U.S. | $939,000 | 5,314 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $609,000 | 3,059 |
| CMOs issued by government agencies or sponsored agencies | $411,000 | 3,121 |
| Privately issued | $198,000 | 753 |
| 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) | $5,566,000 | 6,853 |
| Total debt securities | $5,340,000 | 7,640 |
| 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 | $5,746,000 | 7,599 |
| U.S. Government securities | $1,492,000 | 8,388 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $1,492,000 | 8,234 |
| Securities issued by states & political subdivisions | $3,813,000 | 3,500 |
| Other domestic debt securities | $212,000 | 3,571 |
| Privately issued residential mortgage-backed securities | $212,000 | 925 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $229,000 | 1,896 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $1,704,000 | 5,370 |
| Certificates of participation in pools of residential mortgages | $723,000 | 5,556 |
| Issued or guaranteed by U.S. | $723,000 | 5,533 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $981,000 | 2,852 |
| CMOs issued by government agencies or sponsored agencies | $769,000 | 2,840 |
| Privately issued | $212,000 | 810 |
| 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) | $5,746,000 | 6,782 |
| Total debt securities | $5,516,000 | 7,568 |
| 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 | $6,487,000 | 7,362 |
| U.S. Government securities | $2,115,000 | 8,161 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $2,115,000 | 7,980 |
| Securities issued by states & political subdivisions | $3,916,000 | 3,442 |
| Other domestic debt securities | $227,000 | 3,608 |
| Privately issued residential mortgage-backed securities | $227,000 | 962 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $229,000 | 1,900 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $2,342,000 | 5,135 |
| Certificates of participation in pools of residential mortgages | $874,000 | 5,477 |
| Issued or guaranteed by U.S. | $874,000 | 5,456 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,468,000 | 2,760 |
| CMOs issued by government agencies or sponsored agencies | $1,241,000 | 2,706 |
| Privately issued | $227,000 | 851 |
| 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) | $6,487,000 | 6,540 |
| Total debt securities | $6,257,000 | 7,329 |
| 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 | $7,194,000 | 7,219 |
| U.S. Government securities | $2,794,000 | 7,974 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,794,000 | 7,791 |
| Securities issued by states & political subdivisions | $3,882,000 | 3,380 |
| Other domestic debt securities | $287,000 | 3,548 |
| Privately issued residential mortgage-backed securities | $287,000 | 957 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $231,000 | 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 | $251,000 | 7,187 |
| Mortgage-backed securities | $2,830,000 | 4,952 |
| Certificates of participation in pools of residential mortgages | $1,053,000 | 5,315 |
| Issued or guaranteed by U.S. | $1,053,000 | 5,295 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,777,000 | 2,714 |
| CMOs issued by government agencies or sponsored agencies | $1,490,000 | 2,706 |
| Privately issued | $287,000 | 849 |
| 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) | $7,194,000 | 6,407 |
| Total debt securities | $6,962,000 | 7,193 |
| 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 | $7,762,000 | 7,085 |
| U.S. Government securities | $3,556,000 | 7,701 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $3,556,000 | 7,489 |
| Securities issued by states & political subdivisions | $3,751,000 | 3,415 |
| Other domestic debt securities | $305,000 | 3,570 |
| Privately issued residential mortgage-backed securities | $305,000 | 987 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $150,000 | 2,006 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $254,000 | 7,212 |
| Mortgage-backed securities | $3,001,000 | 4,871 |
| Certificates of participation in pools of residential mortgages | $1,240,000 | 5,154 |
| Issued or guaranteed by U.S. | $1,240,000 | 5,135 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,761,000 | 2,741 |
| CMOs issued by government agencies or sponsored agencies | $1,456,000 | 2,755 |
| Privately issued | $305,000 | 883 |
| 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) | $7,762,000 | 6,253 |
| Total debt securities | $7,612,000 | 7,040 |
| 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 | $11,003,000 | 6,262 |
| U.S. Government securities | $7,274,000 | 6,340 |
| U.S. Treasury securities | $1,017,000 | 1,974 |
| U.S. Government agency obligations | $6,257,000 | 6,496 |
| Securities issued by states & political subdivisions | $3,310,000 | 3,577 |
| Other domestic debt securities | $369,000 | 3,563 |
| Privately issued residential mortgage-backed securities | $369,000 | 1,039 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $50,000 | 2,115 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $959,000 | 6,825 |
| Mortgage-backed securities | $4,148,000 | 4,250 |
| Certificates of participation in pools of residential mortgages | $2,056,000 | 4,442 |
| Issued or guaranteed by U.S. | $2,056,000 | 4,424 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,092,000 | 2,675 |
| CMOs issued by government agencies or sponsored agencies | $1,723,000 | 2,697 |
| Privately issued | $369,000 | 937 |
| 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) | $11,003,000 | 5,377 |
| Total debt securities | $10,956,000 | 6,184 |
| 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 | $13,698,000 | 5,837 |
| U.S. Government securities | $10,104,000 | 5,813 |
| U.S. Treasury securities | $1,009,000 | 2,600 |
| U.S. Government agency obligations | $9,095,000 | 5,805 |
| Securities issued by states & political subdivisions | $3,091,000 | 3,653 |
| Other domestic debt securities | $121,000 | 3,546 |
| Privately issued residential mortgage-backed securities | $121,000 | 1,153 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $382,000 | 4,428 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,109,000 | 5,617 |
| Mortgage-backed securities | $1,162,000 | 5,394 |
| Certificates of participation in pools of residential mortgages | $789,000 | 5,030 |
| Issued or guaranteed by U.S. | $789,000 | 5,016 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $373,000 | 3,507 |
| CMOs issued by government agencies or sponsored agencies | $252,000 | 3,493 |
| Privately issued | $121,000 | 1,002 |
| 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) | $13,698,000 | 4,849 |
| Total debt securities | $13,316,000 | 5,792 |
| 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 | $14,668,000 | 5,872 |
| U.S. Government securities | $10,827,000 | 5,848 |
| U.S. Treasury securities | $998,000 | 3,724 |
| U.S. Government agency obligations | $9,829,000 | 5,653 |
| Securities issued by states & political subdivisions | $3,178,000 | 3,800 |
| Other domestic debt securities | $261,000 | 3,186 |
| Privately issued residential mortgage-backed securities | $11,000 | 1,516 |
| 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 | 2,725 |
| Foreign debt securities | NA | NA |
| Equity securities | $402,000 | 4,190 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,042,000 | 5,083 |
| Mortgage-backed securities | $1,257,000 | 5,623 |
| Certificates of participation in pools of residential mortgages | $969,000 | 5,069 |
| Issued or guaranteed by U.S. | $969,000 | 5,057 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $288,000 | 3,841 |
| CMOs issued by government agencies or sponsored agencies | $277,000 | 3,684 |
| Privately issued | $11,000 | 1,325 |
| 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) | $14,668,000 | 4,817 |
| Total debt securities | $14,266,000 | 5,854 |
| 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 | $14,854,000 | 5,839 |
| U.S. Government securities | $11,101,000 | 5,751 |
| U.S. Treasury securities | $1,785,000 | 4,150 |
| U.S. Government agency obligations | $9,316,000 | 5,494 |
| Securities issued by states & political subdivisions | $3,176,000 | 3,871 |
| Other domestic debt securities | $277,000 | 3,035 |
| Privately issued residential mortgage-backed securities | $22,000 | 1,509 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $255,000 | 2,553 |
| Foreign debt securities | NA | NA |
| Equity securities | $300,000 | 4,609 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $508,000 | 7,686 |
| Mortgage-backed securities | $1,329,000 | 5,798 |
| Certificates of participation in pools of residential mortgages | $1,062,000 | 5,187 |
| Issued or guaranteed by U.S. | $1,062,000 | 5,168 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $267,000 | 4,131 |
| CMOs issued by government agencies or sponsored agencies | $245,000 | 4,014 |
| Privately issued | $22,000 | 1,299 |
| 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) | $14,854,000 | 4,671 |
| Total debt securities | $14,554,000 | 5,772 |
| 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 | $11,579,000 | 6,932 |
| U.S. Government securities | $8,402,000 | 7,089 |
| U.S. Treasury securities | $2,014,000 | 5,083 |
| U.S. Government agency obligations | $6,388,000 | 6,647 |
| Securities issued by states & political subdivisions | $2,615,000 | 4,106 |
| Other domestic debt securities | $285,000 | 2,711 |
| Privately issued residential mortgage-backed securities | $34,000 | 1,480 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $251,000 | 2,221 |
| Foreign debt securities | NA | NA |
| Equity securities | $277,000 | 4,818 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $751,000 | 7,833 |
| Mortgage-backed securities | $1,822,000 | 5,542 |
| Certificates of participation in pools of residential mortgages | $1,663,000 | 4,661 |
| Issued or guaranteed by U.S. | $1,663,000 | 4,645 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $159,000 | 4,617 |
| CMOs issued by government agencies or sponsored agencies | $125,000 | 4,512 |
| Privately issued | $34,000 | 1,241 |
| 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) | $11,579,000 | 5,286 |
| Total debt securities | $11,302,000 | 6,894 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $10,802,000 | 7,655 |
| U.S. Government securities | $8,552,000 | 7,591 |
| U.S. Treasury securities | $1,654,000 | 6,372 |
| U.S. Government agency obligations | $6,898,000 | 6,751 |
| Securities issued by states & political subdivisions | $1,925,000 | 4,879 |
| Other domestic debt securities | $62,000 | 4,016 |
| Privately issued residential mortgage-backed securities | $62,000 | 1,698 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $263,000 | 4,772 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $750,000 | 8,207 |
| Mortgage-backed securities | $2,078,000 | 5,828 |
| Certificates of participation in pools of residential mortgages | $1,551,000 | 5,148 |
| Issued or guaranteed by U.S. | $1,551,000 | 5,130 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $527,000 | 4,385 |
| CMOs issued by government agencies or sponsored agencies | $465,000 | 4,391 |
| Privately issued | $62,000 | 1,418 |
| 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 | 8,064 |
| Available-for-sale securities (fair market value) | $10,802,000 | 5,746 |
| Total debt securities | $10,539,000 | 7,612 |
| Structured notes | ||
| Amortized cost | $674,000 | 2,297 |
| Fair value | $673,000 | 2,293 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $9,894,000 | 8,328 |
| U.S. Government securities | $7,931,000 | 8,202 |
| U.S. Treasury securities | $2,361,000 | 6,672 |
| U.S. Government agency obligations | $5,570,000 | 7,385 |
| Securities issued by states & political subdivisions | $1,494,000 | 5,576 |
| Other domestic debt securities | $229,000 | 3,905 |
| Privately issued residential mortgage-backed securities | $229,000 | 1,533 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $240,000 | 4,700 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $757,000 | 8,472 |
| Mortgage-backed securities | $1,977,000 | 6,284 |
| Certificates of participation in pools of residential mortgages | $1,063,000 | 5,991 |
| Issued or guaranteed by U.S. | $1,063,000 | 5,956 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $914,000 | 4,377 |
| CMOs issued by government agencies or sponsored agencies | $685,000 | 4,465 |
| Privately issued | $229,000 | 1,250 |
| 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 | 8,463 |
| Available-for-sale securities (fair market value) | $9,894,000 | 6,187 |
| Total debt securities | $9,654,000 | 8,273 |
| Structured notes | ||
| Amortized cost | $701,000 | 3,189 |
| Fair value | $700,000 | 3,186 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $10,546,000 | 8,560 |
| U.S. Government securities | $8,504,000 | 8,428 |
| U.S. Treasury securities | $3,971,000 | 6,308 |
| U.S. Government agency obligations | $4,533,000 | 7,991 |
| Securities issued by states & political subdivisions | $1,512,000 | 5,824 |
| Other domestic debt securities | $308,000 | 4,113 |
| Privately issued residential mortgage-backed securities | $308,000 | 1,569 |
| 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 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $222,000 | 4,604 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $737,000 | 8,874 |
| Mortgage-backed securities | $2,132,000 | 6,520 |
| Certificates of participation in pools of residential mortgages | $913,000 | 6,572 |
| Issued or guaranteed by U.S. | $913,000 | 6,551 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,219,000 | 4,286 |
| CMOs issued by government agencies or sponsored agencies | $911,000 | 4,503 |
| Privately issued | $308,000 | 1,294 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,512,000 | 10,377 |
| Available-for-sale securities (fair market value) | $9,034,000 | 5,071 |
| Total debt securities | $10,324,000 | 8,520 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $13,273,000 | 7,932 |
| U.S. Government securities | $9,965,000 | 8,039 |
| U.S. Treasury securities | $5,452,000 | 5,415 |
| U.S. Government agency obligations | $4,513,000 | 8,243 |
| Securities issued by states & political subdivisions | $2,119,000 | 5,156 |
| Other domestic debt securities | $979,000 | 3,415 |
| Privately issued residential mortgage-backed securities | $650,000 | 1,513 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $329,000 | 3,680 |
| Foreign debt securities | NA | NA |
| Equity securities | $210,000 | 4,463 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $753,000 | 9,027 |
| Mortgage-backed securities | $2,839,000 | 6,549 |
| Certificates of participation in pools of residential mortgages | $1,344,000 | 6,548 |
| Issued or guaranteed by U.S. | $1,344,000 | 6,500 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,495,000 | 4,471 |
| CMOs issued by government agencies or sponsored agencies | $845,000 | 4,979 |
| Privately issued | $650,000 | 1,195 |
| 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) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $13,063,000 | 7,848 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $11,523,000 | 8,568 |
| U.S. Government securities | $7,966,000 | 9,025 |
| U.S. Treasury securities | $6,040,000 | 5,136 |
| U.S. Government agency obligations | $1,926,000 | 10,625 |
| Securities issued by states & political subdivisions | $1,818,000 | 5,258 |
| Other domestic debt securities | $1,543,000 | 3,364 |
| Privately issued residential mortgage-backed securities | $452,000 | 2,451 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,091,000 | 2,807 |
| Foreign debt securities | NA | NA |
| Equity securities | $196,000 | 3,989 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $510,000 | 9,656 |
| Mortgage-backed securities | $1,409,000 | 8,363 |
| Certificates of participation in pools of residential mortgages | $957,000 | 7,604 |
| Issued or guaranteed by U.S. | $957,000 | 7,547 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $452,000 | 6,009 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $452,000 | 2,066 |
| 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) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $11,327,000 | 8,508 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |