Home > Hampden Bank > Securities
Hampden Bank, Securities
| 2015-03-31 | Rank | |
| Total securities | $132,533,000 | 1,109 |
| U.S. Government securities | $90,492,000 | 1,079 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $90,492,000 | 1,029 |
| Securities issued by states & political subdivisions | $7,098,000 | 3,248 |
| Other domestic debt securities | $34,863,000 | 268 |
| Privately issued residential mortgage-backed securities | $31,805,000 | 76 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $3,058,000 | 851 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $80,000 | 880 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,851,000 | 580 |
| Mortgage-backed securities | $122,297,000 | 556 |
| Certificates of participation in pools of residential mortgages | $65,762,000 | 655 |
| Issued or guaranteed by U.S. | $64,330,000 | 662 |
| Privately issued | $1,432,000 | 29 |
| Collaterized mortgage obligations | $56,535,000 | 417 |
| CMOs issued by government agencies or sponsored agencies | $26,162,000 | 680 |
| Privately issued | $30,373,000 | 72 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $7,098,000 | 1,227 |
| Available-for-sale securities (fair market value) | $125,435,000 | 1,029 |
| Total debt securities | $132,453,000 | 1,097 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $138,215,000 | 1,063 |
| U.S. Government securities | $94,226,000 | 1,046 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $94,226,000 | 993 |
| Securities issued by states & political subdivisions | $7,371,000 | 3,233 |
| Other domestic debt securities | $36,539,000 | 259 |
| Privately issued residential mortgage-backed securities | $33,480,000 | 76 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $3,059,000 | 850 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $79,000 | 896 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,148,000 | 628 |
| Mortgage-backed securities | $127,706,000 | 542 |
| Certificates of participation in pools of residential mortgages | $68,355,000 | 653 |
| Issued or guaranteed by U.S. | $66,843,000 | 661 |
| Privately issued | $1,512,000 | 31 |
| Collaterized mortgage obligations | $59,351,000 | 407 |
| CMOs issued by government agencies or sponsored agencies | $27,383,000 | 679 |
| Privately issued | $31,968,000 | 70 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $7,371,000 | 1,231 |
| Available-for-sale securities (fair market value) | $130,844,000 | 987 |
| Total debt securities | $138,136,000 | 1,052 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $141,851,000 | 1,056 |
| U.S. Government securities | $101,716,000 | 987 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $101,716,000 | 942 |
| Securities issued by states & political subdivisions | $10,615,000 | 2,785 |
| Other domestic debt securities | $29,442,000 | 302 |
| Privately issued residential mortgage-backed securities | $26,366,000 | 82 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $3,076,000 | 864 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $78,000 | 925 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $106,028,000 | 600 |
| Mortgage-backed securities | $128,082,000 | 550 |
| Certificates of participation in pools of residential mortgages | $68,764,000 | 646 |
| Issued or guaranteed by U.S. | $67,145,000 | 653 |
| Privately issued | $1,619,000 | 27 |
| Collaterized mortgage obligations | $59,318,000 | 417 |
| CMOs issued by government agencies or sponsored agencies | $34,571,000 | 575 |
| Privately issued | $24,747,000 | 80 |
| 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) | $10,615,000 | 1,072 |
| Available-for-sale securities (fair market value) | $131,236,000 | 1,006 |
| Total debt securities | $141,773,000 | 1,045 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| 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 | $143,239,000 | 1,064 |
| U.S. Government securities | $100,322,000 | 1,016 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $100,322,000 | 978 |
| Securities issued by states & political subdivisions | $9,302,000 | 2,997 |
| Other domestic debt securities | $33,536,000 | 289 |
| Privately issued residential mortgage-backed securities | $30,450,000 | 77 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $3,086,000 | 881 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $79,000 | 955 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $119,960,000 | 546 |
| Mortgage-backed securities | $130,772,000 | 539 |
| Certificates of participation in pools of residential mortgages | $71,350,000 | 630 |
| Issued or guaranteed by U.S. | $69,652,000 | 642 |
| Privately issued | $1,698,000 | 27 |
| Collaterized mortgage obligations | $59,422,000 | 418 |
| CMOs issued by government agencies or sponsored agencies | $30,670,000 | 644 |
| Privately issued | $28,752,000 | 75 |
| 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) | $9,302,000 | 1,137 |
| Available-for-sale securities (fair market value) | $133,937,000 | 993 |
| Total debt securities | $143,160,000 | 1,050 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| 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 | $145,815,000 | 1,057 |
| U.S. Government securities | $98,958,000 | 1,041 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $98,958,000 | 998 |
| Securities issued by states & political subdivisions | $11,754,000 | 2,661 |
| Other domestic debt securities | $35,027,000 | 295 |
| Privately issued residential mortgage-backed securities | $31,934,000 | 76 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $3,093,000 | 913 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $76,000 | 971 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $119,288,000 | 551 |
| Mortgage-backed securities | $130,892,000 | 545 |
| Certificates of participation in pools of residential mortgages | $73,199,000 | 627 |
| Issued or guaranteed by U.S. | $71,396,000 | 642 |
| Privately issued | $1,803,000 | 28 |
| Collaterized mortgage obligations | $57,693,000 | 432 |
| CMOs issued by government agencies or sponsored agencies | $27,562,000 | 706 |
| Privately issued | $30,131,000 | 75 |
| 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) | $145,815,000 | 927 |
| Total debt securities | $145,739,000 | 1,045 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| 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 | $142,506,000 | 1,070 |
| U.S. Government securities | $99,997,000 | 1,014 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $99,997,000 | 974 |
| Securities issued by states & political subdivisions | $8,375,000 | 3,151 |
| Other domestic debt securities | $34,062,000 | 316 |
| Privately issued residential mortgage-backed securities | $30,960,000 | 77 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $3,102,000 | 938 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $72,000 | 981 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $118,720,000 | 557 |
| Mortgage-backed securities | $130,957,000 | 536 |
| Certificates of participation in pools of residential mortgages | $73,108,000 | 618 |
| Issued or guaranteed by U.S. | $71,211,000 | 634 |
| Privately issued | $1,897,000 | 29 |
| Collaterized mortgage obligations | $57,849,000 | 432 |
| CMOs issued by government agencies or sponsored agencies | $28,786,000 | 683 |
| Privately issued | $29,063,000 | 77 |
| 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) | $142,506,000 | 938 |
| Total debt securities | $142,434,000 | 1,062 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| 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 | $139,125,000 | 1,096 |
| U.S. Government securities | $99,994,000 | 1,020 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $99,994,000 | 982 |
| Securities issued by states & political subdivisions | $4,479,000 | 3,889 |
| Other domestic debt securities | $34,570,000 | 313 |
| Privately issued residential mortgage-backed securities | $31,483,000 | 79 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $3,087,000 | 965 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $82,000 | 975 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $116,084,000 | 552 |
| Mortgage-backed securities | $131,477,000 | 541 |
| Certificates of participation in pools of residential mortgages | $73,007,000 | 617 |
| Issued or guaranteed by U.S. | $70,959,000 | 633 |
| Privately issued | $2,048,000 | 31 |
| Collaterized mortgage obligations | $58,470,000 | 434 |
| CMOs issued by government agencies or sponsored agencies | $29,035,000 | 683 |
| Privately issued | $29,435,000 | 77 |
| 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) | $139,125,000 | 965 |
| Total debt securities | $139,043,000 | 1,083 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| 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 | $138,746,000 | 1,099 |
| U.S. Government securities | $102,365,000 | 1,001 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $102,365,000 | 968 |
| Securities issued by states & political subdivisions | $395,000 | 5,290 |
| Other domestic debt securities | $35,904,000 | 310 |
| Privately issued residential mortgage-backed securities | $32,828,000 | 82 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $3,076,000 | 980 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $82,000 | 978 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $116,698,000 | 544 |
| Mortgage-backed securities | $135,193,000 | 528 |
| Certificates of participation in pools of residential mortgages | $73,173,000 | 620 |
| Issued or guaranteed by U.S. | $70,970,000 | 632 |
| Privately issued | $2,203,000 | 30 |
| Collaterized mortgage obligations | $62,020,000 | 416 |
| CMOs issued by government agencies or sponsored agencies | $31,395,000 | 659 |
| Privately issued | $30,625,000 | 80 |
| 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) | $138,746,000 | 982 |
| Total debt securities | $138,664,000 | 1,089 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| 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 | $144,042,000 | 1,071 |
| U.S. Government securities | $104,665,000 | 991 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $104,665,000 | 960 |
| Securities issued by states & political subdivisions | $195,000 | 5,460 |
| Other domestic debt securities | $39,101,000 | 298 |
| Privately issued residential mortgage-backed securities | $35,993,000 | 84 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $3,108,000 | 952 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $81,000 | 1,004 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $122,362,000 | 538 |
| Mortgage-backed securities | $140,658,000 | 521 |
| Certificates of participation in pools of residential mortgages | $81,300,000 | 569 |
| Issued or guaranteed by U.S. | $78,081,000 | 596 |
| Privately issued | $3,219,000 | 20 |
| Collaterized mortgage obligations | $59,358,000 | 453 |
| CMOs issued by government agencies or sponsored agencies | $26,584,000 | 774 |
| Privately issued | $32,774,000 | 85 |
| 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) | $144,042,000 | 961 |
| Total debt securities | $143,961,000 | 1,061 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| 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 | $150,003,000 | 1,012 |
| U.S. Government securities | $107,009,000 | 944 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $107,009,000 | 906 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $42,924,000 | 269 |
| Privately issued residential mortgage-backed securities | $36,634,000 | 92 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $6,290,000 | 613 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $70,000 | 997 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $120,004,000 | 537 |
| Mortgage-backed securities | $143,643,000 | 519 |
| Certificates of participation in pools of residential mortgages | $88,944,000 | 505 |
| Issued or guaranteed by U.S. | $85,240,000 | 530 |
| Privately issued | $3,704,000 | 17 |
| Collaterized mortgage obligations | $54,699,000 | 482 |
| CMOs issued by government agencies or sponsored agencies | $21,769,000 | 891 |
| Privately issued | $32,930,000 | 91 |
| 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) | $150,003,000 | 903 |
| Total debt securities | $149,933,000 | 1,002 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| 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 | $141,730,000 | 1,076 |
| U.S. Government securities | $95,144,000 | 1,083 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $95,144,000 | 1,042 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $46,517,000 | 255 |
| Privately issued residential mortgage-backed securities | $40,226,000 | 86 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $6,291,000 | 644 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $69,000 | 995 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $115,233,000 | 555 |
| Mortgage-backed securities | $135,370,000 | 574 |
| Certificates of participation in pools of residential mortgages | $86,085,000 | 547 |
| Issued or guaranteed by U.S. | $82,122,000 | 566 |
| Privately issued | $3,963,000 | 19 |
| Collaterized mortgage obligations | $49,285,000 | 549 |
| CMOs issued by government agencies or sponsored agencies | $13,022,000 | 1,274 |
| Privately issued | $36,263,000 | 86 |
| 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) | $141,730,000 | 971 |
| Total debt securities | $141,661,000 | 1,068 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| 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 | $143,849,000 | 1,079 |
| U.S. Government securities | $101,627,000 | 1,025 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $101,627,000 | 991 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $42,154,000 | 278 |
| Privately issued residential mortgage-backed securities | $36,018,000 | 100 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $6,136,000 | 659 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $68,000 | 1,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,179,000 | 2,255 |
| Mortgage-backed securities | $137,645,000 | 572 |
| Certificates of participation in pools of residential mortgages | $91,514,000 | 533 |
| Issued or guaranteed by U.S. | $87,396,000 | 557 |
| Privately issued | $4,118,000 | 19 |
| Collaterized mortgage obligations | $46,131,000 | 581 |
| CMOs issued by government agencies or sponsored agencies | $14,231,000 | 1,233 |
| Privately issued | $31,900,000 | 100 |
| 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) | $143,849,000 | 969 |
| Total debt securities | $143,781,000 | 1,068 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $130,036,000 | 1,187 |
| U.S. Government securities | $94,123,000 | 1,133 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $94,123,000 | 1,098 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $35,845,000 | 312 |
| Privately issued residential mortgage-backed securities | $29,708,000 | 122 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $6,137,000 | 653 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $68,000 | 993 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,431,000 | 2,172 |
| Mortgage-backed securities | $123,831,000 | 648 |
| Certificates of participation in pools of residential mortgages | $84,650,000 | 569 |
| Issued or guaranteed by U.S. | $80,208,000 | 605 |
| Privately issued | $4,442,000 | 21 |
| Collaterized mortgage obligations | $39,181,000 | 700 |
| CMOs issued by government agencies or sponsored agencies | $13,915,000 | 1,276 |
| Privately issued | $25,266,000 | 126 |
| 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) | $130,036,000 | 1,070 |
| Total debt securities | $129,968,000 | 1,173 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $104,396,000 | 1,406 |
| U.S. Government securities | $70,980,000 | 1,407 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $70,980,000 | 1,364 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $33,358,000 | 334 |
| Privately issued residential mortgage-backed securities | $32,405,000 | 149 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $953,000 | 1,514 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $58,000 | 1,013 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,273,000 | 2,367 |
| Mortgage-backed securities | $103,385,000 | 722 |
| Certificates of participation in pools of residential mortgages | $60,426,000 | 737 |
| Issued or guaranteed by U.S. | $55,797,000 | 797 |
| Privately issued | $4,629,000 | 31 |
| Collaterized mortgage obligations | $42,959,000 | 640 |
| CMOs issued by government agencies or sponsored agencies | $15,183,000 | 1,137 |
| Privately issued | $27,776,000 | 159 |
| 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) | $104,396,000 | 1,274 |
| Total debt securities | $104,338,000 | 1,390 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $107,079,000 | 1,341 |
| U.S. Government securities | $70,011,000 | 1,386 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $70,011,000 | 1,345 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $37,012,000 | 307 |
| Privately issued residential mortgage-backed securities | $36,049,000 | 145 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $963,000 | 1,478 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $56,000 | 1,065 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,785,000 | 2,208 |
| Mortgage-backed securities | $106,060,000 | 695 |
| Certificates of participation in pools of residential mortgages | $58,688,000 | 744 |
| Issued or guaranteed by U.S. | $53,384,000 | 791 |
| Privately issued | $5,304,000 | 35 |
| Collaterized mortgage obligations | $47,372,000 | 607 |
| CMOs issued by government agencies or sponsored agencies | $16,627,000 | 1,066 |
| Privately issued | $30,745,000 | 160 |
| 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) | $107,079,000 | 1,200 |
| Total debt securities | $107,023,000 | 1,322 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $108,628,000 | 1,322 |
| U.S. Government securities | $70,886,000 | 1,387 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $70,886,000 | 1,346 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $37,686,000 | 299 |
| Privately issued residential mortgage-backed securities | $36,687,000 | 152 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $999,000 | 1,374 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $56,000 | 1,087 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,685,000 | 2,184 |
| Mortgage-backed securities | $107,573,000 | 687 |
| Certificates of participation in pools of residential mortgages | $62,445,000 | 677 |
| Issued or guaranteed by U.S. | $56,118,000 | 749 |
| Privately issued | $6,327,000 | 35 |
| Collaterized mortgage obligations | $45,128,000 | 626 |
| CMOs issued by government agencies or sponsored agencies | $14,768,000 | 1,106 |
| Privately issued | $30,360,000 | 165 |
| 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) | $108,628,000 | 1,189 |
| Total debt securities | $108,572,000 | 1,299 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $110,082,000 | 1,298 |
| U.S. Government securities | $75,815,000 | 1,307 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $75,815,000 | 1,256 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $31,903,000 | 333 |
| Privately issued residential mortgage-backed securities | $30,904,000 | 180 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $999,000 | 1,403 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $2,364,000 | 389 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,328,000 | 2,651 |
| Mortgage-backed securities | $104,226,000 | 679 |
| Certificates of participation in pools of residential mortgages | $65,901,000 | 611 |
| Issued or guaranteed by U.S. | $59,134,000 | 679 |
| Privately issued | $6,767,000 | 37 |
| Collaterized mortgage obligations | $38,325,000 | 689 |
| CMOs issued by government agencies or sponsored agencies | $14,188,000 | 1,081 |
| Privately issued | $24,137,000 | 205 |
| 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) | $110,082,000 | 1,161 |
| Total debt securities | $107,718,000 | 1,302 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $107,942,000 | 1,269 |
| U.S. Government securities | $77,188,000 | 1,208 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $77,188,000 | 1,147 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $28,296,000 | 402 |
| Privately issued residential mortgage-backed securities | $27,307,000 | 215 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $989,000 | 1,422 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,458,000 | 386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,812,000 | 2,474 |
| Mortgage-backed securities | $102,000,000 | 654 |
| Certificates of participation in pools of residential mortgages | $69,202,000 | 568 |
| Issued or guaranteed by U.S. | $61,785,000 | 614 |
| Privately issued | $7,417,000 | 39 |
| Collaterized mortgage obligations | $32,798,000 | 727 |
| CMOs issued by government agencies or sponsored agencies | $12,908,000 | 1,116 |
| Privately issued | $19,890,000 | 251 |
| 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) | $107,942,000 | 1,132 |
| Total debt securities | $105,484,000 | 1,272 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $99,132,000 | 1,340 |
| U.S. Government securities | $78,427,000 | 1,166 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $78,427,000 | 1,110 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $20,193,000 | 495 |
| Privately issued residential mortgage-backed securities | $20,193,000 | 267 |
| 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 | $512,000 | 813 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,254,000 | 2,535 |
| Mortgage-backed securities | $95,614,000 | 670 |
| Certificates of participation in pools of residential mortgages | $74,916,000 | 501 |
| Issued or guaranteed by U.S. | $66,559,000 | 560 |
| Privately issued | $8,357,000 | 39 |
| Collaterized mortgage obligations | $20,698,000 | 976 |
| CMOs issued by government agencies or sponsored agencies | $8,862,000 | 1,366 |
| Privately issued | $11,836,000 | 353 |
| 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) | $99,132,000 | 1,193 |
| Total debt securities | $98,620,000 | 1,331 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $100,325,000 | 1,304 |
| U.S. Government securities | $82,600,000 | 1,135 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $82,600,000 | 1,091 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $17,222,000 | 539 |
| Privately issued residential mortgage-backed securities | $17,222,000 | 313 |
| 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 | $503,000 | 840 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,197,000 | 2,575 |
| Mortgage-backed securities | $96,809,000 | 657 |
| Certificates of participation in pools of residential mortgages | $80,491,000 | 472 |
| Issued or guaranteed by U.S. | $72,149,000 | 511 |
| Privately issued | $8,342,000 | 38 |
| Collaterized mortgage obligations | $16,318,000 | 1,093 |
| CMOs issued by government agencies or sponsored agencies | $7,438,000 | 1,414 |
| Privately issued | $8,880,000 | 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) | $100,325,000 | 1,158 |
| Total debt securities | $99,822,000 | 1,290 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $103,526,000 | 1,273 |
| U.S. Government securities | $86,370,000 | 1,086 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $86,370,000 | 1,046 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $16,463,000 | 574 |
| Privately issued residential mortgage-backed securities | $16,463,000 | 334 |
| 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 | $693,000 | 753 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,577,000 | 2,504 |
| Mortgage-backed securities | $99,846,000 | 665 |
| Certificates of participation in pools of residential mortgages | $85,173,000 | 469 |
| Issued or guaranteed by U.S. | $75,438,000 | 520 |
| Privately issued | $9,735,000 | 38 |
| Collaterized mortgage obligations | $14,673,000 | 1,144 |
| CMOs issued by government agencies or sponsored agencies | $7,945,000 | 1,292 |
| Privately issued | $6,728,000 | 526 |
| 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) | $103,526,000 | 1,128 |
| Total debt securities | $102,833,000 | 1,255 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $102,520,000 | 1,263 |
| U.S. Government securities | $79,785,000 | 1,140 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $79,785,000 | 1,099 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $16,568,000 | 598 |
| Privately issued residential mortgage-backed securities | $16,568,000 | 348 |
| 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 | $6,167,000 | 243 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,034,000 | 2,158 |
| Mortgage-backed securities | $96,353,000 | 682 |
| Certificates of participation in pools of residential mortgages | $86,881,000 | 478 |
| Issued or guaranteed by U.S. | $77,004,000 | 525 |
| Privately issued | $9,877,000 | 37 |
| Collaterized mortgage obligations | $9,472,000 | 1,402 |
| CMOs issued by government agencies or sponsored agencies | $2,781,000 | 1,968 |
| Privately issued | $6,691,000 | 553 |
| 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) | $102,520,000 | 1,109 |
| Total debt securities | $96,353,000 | 1,321 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| 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 | $103,481,000 | 1,238 |
| U.S. Government securities | $82,816,000 | 1,059 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $82,816,000 | 1,024 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $18,154,000 | 608 |
| Privately issued residential mortgage-backed securities | $18,154,000 | 366 |
| 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 | $2,511,000 | 481 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,413,000 | 2,273 |
| Mortgage-backed securities | $98,960,000 | 661 |
| Certificates of participation in pools of residential mortgages | $90,719,000 | 474 |
| Issued or guaranteed by U.S. | $79,971,000 | 523 |
| Privately issued | $10,748,000 | 42 |
| Collaterized mortgage obligations | $8,241,000 | 1,511 |
| CMOs issued by government agencies or sponsored agencies | $835,000 | 2,630 |
| Privately issued | $7,406,000 | 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) | $103,481,000 | 1,081 |
| Total debt securities | $100,970,000 | 1,242 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $111,308,000 | 1,128 |
| U.S. Government securities | $86,921,000 | 996 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $86,921,000 | 956 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $18,010,000 | 642 |
| Privately issued residential mortgage-backed securities | $18,010,000 | 375 |
| 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 | $6,377,000 | 294 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,593,000 | 2,177 |
| Mortgage-backed securities | $101,896,000 | 638 |
| Certificates of participation in pools of residential mortgages | $94,167,000 | 472 |
| Issued or guaranteed by U.S. | $82,987,000 | 515 |
| Privately issued | $11,180,000 | 46 |
| Collaterized mortgage obligations | $7,729,000 | 1,545 |
| CMOs issued by government agencies or sponsored agencies | $899,000 | 2,582 |
| Privately issued | $6,830,000 | 598 |
| 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) | $111,308,000 | 970 |
| Total debt securities | $104,931,000 | 1,181 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $116,473,000 | 1,075 |
| U.S. Government securities | $21,922,000 | 3,320 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $21,922,000 | 3,254 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $82,917,000 | 224 |
| Privately issued residential mortgage-backed securities | $82,917,000 | 151 |
| 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 | $11,634,000 | 188 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,207,000 | 2,093 |
| Mortgage-backed securities | $100,773,000 | 651 |
| Certificates of participation in pools of residential mortgages | $95,326,000 | 482 |
| Issued or guaranteed by U.S. | $16,886,000 | 2,033 |
| Privately issued | $78,440,000 | 24 |
| Collaterized mortgage obligations | $5,447,000 | 1,775 |
| CMOs issued by government agencies or sponsored agencies | $970,000 | 2,579 |
| Privately issued | $4,477,000 | 717 |
| 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) | $116,473,000 | 931 |
| Total debt securities | $104,839,000 | 1,163 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $100,922,000 | 1,212 |
| U.S. Government securities | $78,000,000 | 1,098 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $78,000,000 | 1,072 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $17,241,000 | 594 |
| Privately issued residential mortgage-backed securities | $17,241,000 | 376 |
| 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 | $5,681,000 | 302 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,216,000 | 2,727 |
| Mortgage-backed securities | $87,101,000 | 739 |
| Certificates of participation in pools of residential mortgages | $81,043,000 | 533 |
| Issued or guaranteed by U.S. | $68,855,000 | 608 |
| Privately issued | $12,188,000 | 47 |
| Collaterized mortgage obligations | $6,058,000 | 1,647 |
| CMOs issued by government agencies or sponsored agencies | $1,005,000 | 2,525 |
| Privately issued | $5,053,000 | 647 |
| 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) | $100,922,000 | 1,049 |
| Total debt securities | $95,241,000 | 1,266 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $106,849,000 | 1,115 |
| U.S. Government securities | $82,564,000 | 1,000 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $82,564,000 | 980 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $18,907,000 | 558 |
| Privately issued residential mortgage-backed securities | $18,907,000 | 364 |
| 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 | $5,378,000 | 310 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,685,000 | 2,670 |
| Mortgage-backed securities | $87,453,000 | 701 |
| Certificates of participation in pools of residential mortgages | $81,100,000 | 505 |
| Issued or guaranteed by U.S. | $67,523,000 | 584 |
| Privately issued | $13,577,000 | 47 |
| Collaterized mortgage obligations | $6,353,000 | 1,552 |
| CMOs issued by government agencies or sponsored agencies | $1,023,000 | 2,405 |
| Privately issued | $5,330,000 | 652 |
| 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) | $106,849,000 | 963 |
| Total debt securities | $101,471,000 | 1,151 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $114,731,000 | 1,061 |
| U.S. Government securities | $83,955,000 | 996 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $83,955,000 | 976 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $20,567,000 | 538 |
| Privately issued residential mortgage-backed securities | $20,567,000 | 346 |
| 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 | $10,209,000 | 267 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,210,000 | 2,789 |
| Mortgage-backed securities | $85,432,000 | 699 |
| Certificates of participation in pools of residential mortgages | $78,696,000 | 517 |
| Issued or guaranteed by U.S. | $63,793,000 | 622 |
| Privately issued | $14,903,000 | 50 |
| Collaterized mortgage obligations | $6,736,000 | 1,518 |
| CMOs issued by government agencies or sponsored agencies | $1,072,000 | 2,377 |
| Privately issued | $5,664,000 | 630 |
| 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) | $114,731,000 | 924 |
| Total debt securities | $104,522,000 | 1,136 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $109,500,000 | 1,119 |
| U.S. Government securities | $80,521,000 | 1,037 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $80,521,000 | 1,009 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $20,058,000 | 542 |
| Privately issued residential mortgage-backed securities | $20,058,000 | 352 |
| 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 | $8,921,000 | 343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,758,000 | 2,146 |
| Mortgage-backed securities | $83,303,000 | 700 |
| Certificates of participation in pools of residential mortgages | $79,226,000 | 497 |
| Issued or guaranteed by U.S. | $63,245,000 | 600 |
| Privately issued | $15,981,000 | 56 |
| Collaterized mortgage obligations | $4,077,000 | 1,859 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $4,077,000 | 688 |
| 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) | $109,500,000 | 978 |
| Total debt securities | $100,579,000 | 1,184 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $110,126,000 | 1,097 |
| U.S. Government securities | $82,389,000 | 1,008 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $82,389,000 | 977 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $21,609,000 | 491 |
| Privately issued residential mortgage-backed securities | $21,609,000 | 310 |
| 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 | $6,128,000 | 412 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,082,000 | 2,672 |
| Mortgage-backed securities | $84,876,000 | 633 |
| Certificates of participation in pools of residential mortgages | $80,496,000 | 455 |
| Issued or guaranteed by U.S. | $63,267,000 | 538 |
| Privately issued | $17,229,000 | 49 |
| Collaterized mortgage obligations | $4,380,000 | 1,703 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $4,380,000 | 620 |
| 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) | $110,126,000 | 952 |
| Total debt securities | $103,998,000 | 1,135 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $112,329,000 | 1,075 |
| U.S. Government securities | $83,875,000 | 1,015 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $83,875,000 | 984 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $20,186,000 | 484 |
| Privately issued residential mortgage-backed securities | $20,186,000 | 302 |
| 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 | $8,268,000 | 322 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,033,000 | 2,920 |
| Mortgage-backed securities | $77,741,000 | 645 |
| Certificates of participation in pools of residential mortgages | $75,715,000 | 453 |
| Issued or guaranteed by U.S. | $57,555,000 | 570 |
| Privately issued | $18,160,000 | 52 |
| Collaterized mortgage obligations | $2,026,000 | 2,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $2,026,000 | 774 |
| 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) | $112,329,000 | 924 |
| Total debt securities | $104,061,000 | 1,138 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $129,188,000 | 922 |
| U.S. Government securities | $89,281,000 | 964 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $89,281,000 | 933 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $20,746,000 | 465 |
| Privately issued residential mortgage-backed securities | $19,062,000 | 303 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,684,000 | 1,091 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $19,161,000 | 161 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,296,000 | 2,534 |
| Mortgage-backed securities | $68,328,000 | 715 |
| Certificates of participation in pools of residential mortgages | $68,115,000 | 493 |
| Issued or guaranteed by U.S. | $49,266,000 | 657 |
| Privately issued | $18,849,000 | 56 |
| Collaterized mortgage obligations | $213,000 | 3,207 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $213,000 | 1,134 |
| 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) | $129,188,000 | 788 |
| Total debt securities | $110,027,000 | 1,080 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $132,215,000 | 900 |
| U.S. Government securities | $92,631,000 | 939 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $92,631,000 | 905 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $20,659,000 | 475 |
| Privately issued residential mortgage-backed securities | $18,983,000 | 293 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,676,000 | 1,117 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $18,925,000 | 165 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,695,000 | 2,389 |
| Mortgage-backed securities | $71,544,000 | 690 |
| Certificates of participation in pools of residential mortgages | $71,284,000 | 473 |
| Issued or guaranteed by U.S. | $52,561,000 | 619 |
| Privately issued | $18,723,000 | 56 |
| Collaterized mortgage obligations | $260,000 | 3,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $260,000 | 1,062 |
| 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) | $132,215,000 | 762 |
| Total debt securities | $113,290,000 | 1,052 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $169,713,000 | 734 |
| U.S. Government securities | $93,686,000 | 950 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $93,686,000 | 919 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $22,516,000 | 448 |
| Privately issued residential mortgage-backed securities | $20,847,000 | 272 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,669,000 | 1,146 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $53,511,000 | 60 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,784,000 | 2,384 |
| Mortgage-backed securities | $74,600,000 | 683 |
| Certificates of participation in pools of residential mortgages | $74,295,000 | 465 |
| Issued or guaranteed by U.S. | $53,753,000 | 615 |
| Privately issued | $20,542,000 | 47 |
| Collaterized mortgage obligations | $305,000 | 3,063 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $305,000 | 1,034 |
| 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) | $169,713,000 | 608 |
| Total debt securities | $116,202,000 | 1,044 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $128,528,000 | 964 |
| U.S. Government securities | $88,815,000 | 1,015 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $88,815,000 | 986 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $23,333,000 | 446 |
| Privately issued residential mortgage-backed securities | $21,671,000 | 271 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,662,000 | 1,157 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $16,380,000 | 190 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,566,000 | 2,856 |
| Mortgage-backed securities | $78,460,000 | 665 |
| Certificates of participation in pools of residential mortgages | $78,104,000 | 466 |
| Issued or guaranteed by U.S. | $56,789,000 | 599 |
| Privately issued | $21,315,000 | 53 |
| Collaterized mortgage obligations | $356,000 | 2,974 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $356,000 | 985 |
| 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) | $128,528,000 | 816 |
| Total debt securities | $112,148,000 | 1,089 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $112,853,000 | 1,103 |
| U.S. Government securities | $82,271,000 | 1,109 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $82,271,000 | 1,070 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $24,020,000 | 441 |
| Privately issued residential mortgage-backed securities | $22,370,000 | 266 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,650,000 | 1,178 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $6,562,000 | 378 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,101,000 | 2,667 |
| Mortgage-backed securities | $80,848,000 | 654 |
| Certificates of participation in pools of residential mortgages | $80,442,000 | 461 |
| Issued or guaranteed by U.S. | $58,478,000 | 589 |
| Privately issued | $21,964,000 | 51 |
| Collaterized mortgage obligations | $406,000 | 2,929 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $406,000 | 950 |
| 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) | $112,853,000 | 930 |
| Total debt securities | $106,292,000 | 1,141 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $121,669,000 | 1,030 |
| U.S. Government securities | $87,092,000 | 1,056 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $87,092,000 | 1,016 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $25,431,000 | 429 |
| Privately issued residential mortgage-backed securities | $23,785,000 | 258 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,646,000 | 1,239 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $9,146,000 | 311 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,280,000 | 2,651 |
| Mortgage-backed securities | $87,031,000 | 616 |
| Certificates of participation in pools of residential mortgages | $86,568,000 | 444 |
| Issued or guaranteed by U.S. | $63,246,000 | 558 |
| Privately issued | $23,322,000 | 49 |
| Collaterized mortgage obligations | $463,000 | 2,881 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $463,000 | 919 |
| 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) | $121,669,000 | 861 |
| Total debt securities | $112,522,000 | 1,084 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $129,294,000 | 954 |
| U.S. Government securities | $90,695,000 | 1,017 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $90,695,000 | 986 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $29,491,000 | 402 |
| Privately issued residential mortgage-backed securities | $25,787,000 | 248 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,704,000 | 842 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $9,108,000 | 319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,215,000 | 2,722 |
| Mortgage-backed securities | $92,555,000 | 591 |
| Certificates of participation in pools of residential mortgages | $91,427,000 | 442 |
| Issued or guaranteed by U.S. | $66,768,000 | 550 |
| Privately issued | $24,659,000 | 43 |
| Collaterized mortgage obligations | $1,128,000 | 2,408 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $1,128,000 | 736 |
| 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) | $129,294,000 | 809 |
| Total debt securities | $120,185,000 | 1,022 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $129,214,000 | 950 |
| U.S. Government securities | $87,851,000 | 1,032 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $87,851,000 | 995 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $33,016,000 | 374 |
| Privately issued residential mortgage-backed securities | $28,281,000 | 230 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,735,000 | 769 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $8,347,000 | 347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,501,000 | 3,277 |
| Mortgage-backed securities | $95,113,000 | 589 |
| Certificates of participation in pools of residential mortgages | $93,713,000 | 436 |
| Issued or guaranteed by U.S. | $66,832,000 | 553 |
| Privately issued | $26,881,000 | 44 |
| Collaterized mortgage obligations | $1,400,000 | 2,298 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $1,400,000 | 693 |
| 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) | $129,214,000 | 801 |
| Total debt securities | $120,868,000 | 1,003 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $120,529,000 | 1,023 |
| U.S. Government securities | $80,877,000 | 1,114 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $80,877,000 | 1,073 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $36,266,000 | 355 |
| Privately issued residential mortgage-backed securities | $30,477,000 | 229 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,789,000 | 693 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $3,386,000 | 654 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,633,000 | 3,244 |
| Mortgage-backed securities | $98,186,000 | 587 |
| Certificates of participation in pools of residential mortgages | $96,602,000 | 434 |
| Issued or guaranteed by U.S. | $67,709,000 | 561 |
| Privately issued | $28,893,000 | 44 |
| Collaterized mortgage obligations | $1,584,000 | 2,265 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $1,584,000 | 657 |
| 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) | $120,529,000 | 855 |
| Total debt securities | $117,143,000 | 1,033 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $122,649,000 | 1,023 |
| U.S. Government securities | $77,434,000 | 1,183 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $77,434,000 | 1,143 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $37,609,000 | 351 |
| Privately issued residential mortgage-backed securities | $32,475,000 | 214 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,134,000 | 795 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $7,606,000 | 387 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,788,000 | 3,225 |
| Mortgage-backed securities | $98,833,000 | 601 |
| Certificates of participation in pools of residential mortgages | $97,075,000 | 442 |
| Issued or guaranteed by U.S. | $65,577,000 | 590 |
| Privately issued | $31,498,000 | 38 |
| Collaterized mortgage obligations | $1,758,000 | 2,237 |
| CMOs issued by government agencies or sponsored agencies | $781,000 | 2,504 |
| Privately issued | $977,000 | 718 |
| 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) | $122,649,000 | 870 |
| Total debt securities | $115,043,000 | 1,070 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $125,120,000 | 1,024 |
| U.S. Government securities | $77,740,000 | 1,192 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $77,740,000 | 1,156 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $39,185,000 | 346 |
| Privately issued residential mortgage-backed securities | $33,979,000 | 211 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,206,000 | 811 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $8,195,000 | 381 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,000,000 | 4,012 |
| Mortgage-backed securities | $103,478,000 | 591 |
| Certificates of participation in pools of residential mortgages | $101,396,000 | 439 |
| Issued or guaranteed by U.S. | $68,494,000 | 596 |
| Privately issued | $32,902,000 | 37 |
| Collaterized mortgage obligations | $2,082,000 | 2,151 |
| CMOs issued by government agencies or sponsored agencies | $1,005,000 | 2,410 |
| Privately issued | $1,077,000 | 694 |
| 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) | $125,120,000 | 869 |
| Total debt securities | $116,925,000 | 1,073 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $129,921,000 | 984 |
| U.S. Government securities | $83,869,000 | 1,121 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $83,869,000 | 1,075 |
| Securities issued by states & political subdivisions | $1,722,000 | 4,554 |
| Other domestic debt securities | $38,982,000 | 346 |
| Privately issued residential mortgage-backed securities | $30,696,000 | 209 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,286,000 | 617 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $5,348,000 | 539 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,000,000 | 3,753 |
| Mortgage-backed securities | $106,294,000 | 589 |
| Certificates of participation in pools of residential mortgages | $103,713,000 | 437 |
| Issued or guaranteed by U.S. | $74,307,000 | 566 |
| Privately issued | $29,406,000 | 37 |
| Collaterized mortgage obligations | $2,581,000 | 2,005 |
| CMOs issued by government agencies or sponsored agencies | $1,291,000 | 2,283 |
| Privately issued | $1,290,000 | 624 |
| 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) | $1,722,000 | 2,936 |
| Available-for-sale securities (fair market value) | $128,199,000 | 852 |
| Total debt securities | $124,573,000 | 987 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $134,766,000 | 947 |
| U.S. Government securities | $82,692,000 | 1,148 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $82,692,000 | 1,100 |
| Securities issued by states & political subdivisions | $1,722,000 | 4,566 |
| Other domestic debt securities | $33,117,000 | 389 |
| Privately issued residential mortgage-backed securities | $22,762,000 | 224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,355,000 | 550 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $17,235,000 | 223 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,000,000 | 3,968 |
| Mortgage-backed securities | $95,275,000 | 644 |
| Certificates of participation in pools of residential mortgages | $92,187,000 | 488 |
| Issued or guaranteed by U.S. | $70,963,000 | 586 |
| Privately issued | $21,224,000 | 38 |
| Collaterized mortgage obligations | $3,088,000 | 1,904 |
| CMOs issued by government agencies or sponsored agencies | $1,550,000 | 2,206 |
| Privately issued | $1,538,000 | 593 |
| 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) | $1,722,000 | 2,940 |
| Available-for-sale securities (fair market value) | $133,044,000 | 822 |
| Total debt securities | $117,531,000 | 1,068 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $148,120,000 | 887 |
| U.S. Government securities | $83,145,000 | 1,131 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $83,145,000 | 1,089 |
| Securities issued by states & political subdivisions | $1,996,000 | 4,357 |
| Other domestic debt securities | $41,846,000 | 342 |
| Privately issued residential mortgage-backed securities | $28,231,000 | 216 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,615,000 | 493 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $21,133,000 | 207 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,000,000 | 4,547 |
| Mortgage-backed securities | $101,978,000 | 636 |
| Certificates of participation in pools of residential mortgages | $97,881,000 | 487 |
| Issued or guaranteed by U.S. | $71,495,000 | 590 |
| Privately issued | $26,386,000 | 32 |
| Collaterized mortgage obligations | $4,097,000 | 1,763 |
| CMOs issued by government agencies or sponsored agencies | $2,252,000 | 1,961 |
| Privately issued | $1,845,000 | 585 |
| 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) | $1,996,000 | 2,832 |
| Available-for-sale securities (fair market value) | $146,124,000 | 768 |
| Total debt securities | $126,987,000 | 986 |
| 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 | $148,069,000 | 911 |
| U.S. Government securities | $83,260,000 | 1,195 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $83,260,000 | 1,141 |
| Securities issued by states & political subdivisions | $1,996,000 | 4,395 |
| Other domestic debt securities | $52,364,000 | 280 |
| Privately issued residential mortgage-backed securities | $33,527,000 | 161 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,837,000 | 407 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $10,449,000 | 363 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,000,000 | 4,121 |
| Mortgage-backed securities | $105,681,000 | 627 |
| Certificates of participation in pools of residential mortgages | $100,861,000 | 485 |
| Issued or guaranteed by U.S. | $72,154,000 | 596 |
| Privately issued | $28,707,000 | 36 |
| Collaterized mortgage obligations | $4,820,000 | 1,637 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $4,820,000 | 335 |
| 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) | $1,996,000 | 2,874 |
| Available-for-sale securities (fair market value) | $146,073,000 | 790 |
| Total debt securities | $137,620,000 | 946 |
| 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 | $164,620,000 | 810 |
| U.S. Government securities | $81,899,000 | 1,208 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $81,899,000 | 1,160 |
| Securities issued by states & political subdivisions | $1,996,000 | 4,405 |
| Other domestic debt securities | $58,810,000 | 268 |
| Privately issued residential mortgage-backed securities | $38,866,000 | 139 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,944,000 | 414 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $21,915,000 | 214 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,000,000 | 3,778 |
| Mortgage-backed securities | $107,557,000 | 619 |
| Certificates of participation in pools of residential mortgages | $99,527,000 | 481 |
| Issued or guaranteed by U.S. | $68,691,000 | 605 |
| Privately issued | $30,836,000 | 32 |
| Collaterized mortgage obligations | $8,030,000 | 1,272 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $8,030,000 | 266 |
| 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) | $1,996,000 | 2,897 |
| Available-for-sale securities (fair market value) | $162,624,000 | 710 |
| Total debt securities | $142,705,000 | 908 |
| 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 | $162,146,000 | 816 |
| U.S. Government securities | $86,021,000 | 1,093 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $86,021,000 | 1,049 |
| Securities issued by states & political subdivisions | $495,000 | 5,856 |
| Other domestic debt securities | $67,920,000 | 244 |
| Privately issued residential mortgage-backed securities | $40,609,000 | 140 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,311,000 | 327 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $7,710,000 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,000,000 | 3,501 |
| Mortgage-backed securities | $112,320,000 | 604 |
| Certificates of participation in pools of residential mortgages | $100,725,000 | 457 |
| Issued or guaranteed by U.S. | $71,711,000 | 577 |
| Privately issued | $29,014,000 | 35 |
| Collaterized mortgage obligations | $11,595,000 | 1,117 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $11,595,000 | 242 |
| 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) | $495,000 | 3,904 |
| Available-for-sale securities (fair market value) | $161,651,000 | 701 |
| Total debt securities | $154,436,000 | 825 |
| 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 | $170,953,000 | 761 |
| U.S. Government securities | $90,688,000 | 1,046 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $90,688,000 | 997 |
| Securities issued by states & political subdivisions | $520,000 | 5,771 |
| Other domestic debt securities | $68,515,000 | 247 |
| Privately issued residential mortgage-backed securities | $39,050,000 | 151 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,465,000 | 312 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $11,230,000 | 379 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,000,000 | 3,504 |
| Mortgage-backed securities | $112,375,000 | 594 |
| Certificates of participation in pools of residential mortgages | $97,918,000 | 466 |
| Issued or guaranteed by U.S. | $73,325,000 | 563 |
| Privately issued | $24,593,000 | 38 |
| Collaterized mortgage obligations | $14,457,000 | 1,021 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $14,457,000 | 229 |
| 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) | $520,000 | 3,908 |
| Available-for-sale securities (fair market value) | $170,433,000 | 655 |
| Total debt securities | $159,723,000 | 780 |
| 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 | $180,889,000 | 703 |
| U.S. Government securities | $92,841,000 | 998 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $92,841,000 | 955 |
| Securities issued by states & political subdivisions | $520,000 | 5,776 |
| Other domestic debt securities | $70,306,000 | 242 |
| Privately issued residential mortgage-backed securities | $35,888,000 | 152 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $34,418,000 | 264 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $17,222,000 | 268 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,000,000 | 3,736 |
| Mortgage-backed securities | $109,295,000 | 583 |
| Certificates of participation in pools of residential mortgages | $90,019,000 | 456 |
| Issued or guaranteed by U.S. | $73,407,000 | 537 |
| Privately issued | $16,612,000 | 43 |
| Collaterized mortgage obligations | $19,276,000 | 852 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $19,276,000 | 184 |
| 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) | $520,000 | 4,002 |
| Available-for-sale securities (fair market value) | $180,369,000 | 603 |
| Total debt securities | $163,667,000 | 740 |
| 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 | $127,308,000 | 902 |
| U.S. Government securities | $58,748,000 | 1,378 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $58,748,000 | 1,309 |
| Securities issued by states & political subdivisions | $540,000 | 5,859 |
| Other domestic debt securities | $58,811,000 | 278 |
| Privately issued residential mortgage-backed securities | $18,131,000 | 251 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,680,000 | 241 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $9,209,000 | 454 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,000,000 | 4,835 |
| Mortgage-backed securities | $51,101,000 | 938 |
| Certificates of participation in pools of residential mortgages | $37,535,000 | 797 |
| Issued or guaranteed by U.S. | $27,537,000 | 1,006 |
| Privately issued | $9,998,000 | 61 |
| Collaterized mortgage obligations | $13,566,000 | 1,075 |
| CMOs issued by government agencies or sponsored agencies | $5,433,000 | 1,668 |
| Privately issued | $8,133,000 | 303 |
| 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) | $1,289,000 | 3,601 |
| Available-for-sale securities (fair market value) | $126,019,000 | 764 |
| Total debt securities | $118,099,000 | 940 |
| 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 | $92,740,000 | 1,200 |
| U.S. Government securities | $57,169,000 | 1,393 |
| U.S. Treasury securities | $2,108,000 | 1,827 |
| U.S. Government agency obligations | $55,061,000 | 1,342 |
| Securities issued by states & political subdivisions | $560,000 | 5,975 |
| Other domestic debt securities | $30,645,000 | 398 |
| Privately issued residential mortgage-backed securities | $4,024,000 | 423 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,621,000 | 334 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $4,366,000 | 941 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,000,000 | 4,654 |
| Mortgage-backed securities | $7,482,000 | 2,757 |
| Certificates of participation in pools of residential mortgages | $4,869,000 | 2,669 |
| Issued or guaranteed by U.S. | $2,937,000 | 3,385 |
| Privately issued | $1,932,000 | 115 |
| Collaterized mortgage obligations | $2,613,000 | 2,060 |
| CMOs issued by government agencies or sponsored agencies | $521,000 | 3,119 |
| Privately issued | $2,092,000 | 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) | $1,019,000 | 4,438 |
| Available-for-sale securities (fair market value) | $91,721,000 | 959 |
| Total debt securities | $88,374,000 | 1,211 |
| 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 | $89,058,000 | 1,283 |
| U.S. Government securities | $63,253,000 | 1,347 |
| U.S. Treasury securities | $5,822,000 | 1,389 |
| U.S. Government agency obligations | $57,431,000 | 1,334 |
| Securities issued by states & political subdivisions | $580,000 | 6,257 |
| Other domestic debt securities | $21,035,000 | 541 |
| Privately issued residential mortgage-backed securities | $1,933,000 | 606 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,102,000 | 441 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $4,190,000 | 935 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,690 |
| Mortgage-backed securities | $4,739,000 | 3,677 |
| Certificates of participation in pools of residential mortgages | $4,094,000 | 3,105 |
| Issued or guaranteed by U.S. | $2,161,000 | 4,081 |
| Privately issued | $1,933,000 | 112 |
| Collaterized mortgage obligations | $645,000 | 3,350 |
| CMOs issued by government agencies or sponsored agencies | $645,000 | 3,197 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,171,000 | 4,732 |
| Available-for-sale securities (fair market value) | $87,887,000 | 989 |
| Total debt securities | $84,868,000 | 1,293 |
| 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 | $93,647,000 | 1,243 |
| U.S. Government securities | $58,660,000 | 1,491 |
| U.S. Treasury securities | $11,252,000 | 1,149 |
| U.S. Government agency obligations | $47,408,000 | 1,571 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $26,751,000 | 415 |
| Privately issued residential mortgage-backed securities | $3,009,000 | 473 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,742,000 | 319 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $8,236,000 | 576 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,032,000 | 7,068 |
| Mortgage-backed securities | $6,707,000 | 3,348 |
| Certificates of participation in pools of residential mortgages | $4,548,000 | 3,116 |
| Issued or guaranteed by U.S. | $2,548,000 | 4,039 |
| Privately issued | $2,000,000 | 134 |
| Collaterized mortgage obligations | $2,159,000 | 2,560 |
| CMOs issued by government agencies or sponsored agencies | $1,150,000 | 2,983 |
| Privately issued | $1,009,000 | 600 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,384,000 | 2,788 |
| Available-for-sale securities (fair market value) | $86,263,000 | 1,003 |
| Total debt securities | $85,411,000 | 1,327 |
| 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 | $85,892,000 | 1,340 |
| U.S. Government securities | $58,065,000 | 1,566 |
| U.S. Treasury securities | $16,184,000 | 1,141 |
| U.S. Government agency obligations | $41,881,000 | 1,690 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $20,012,000 | 368 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,012,000 | 243 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $7,815,000 | 538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $475,000 | 7,029 |
| Certificates of participation in pools of residential mortgages | $320,000 | 6,564 |
| Issued or guaranteed by U.S. | $320,000 | 6,542 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $155,000 | 4,629 |
| CMOs issued by government agencies or sponsored agencies | $155,000 | 4,454 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,465,000 | 2,046 |
| Available-for-sale securities (fair market value) | $70,427,000 | 1,130 |
| Total debt securities | $78,077,000 | 1,426 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,189 |
| Fair value | $1,007,000 | 1,170 |
| 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 | $86,448,000 | 1,391 |
| U.S. Government securities | $63,049,000 | 1,548 |
| U.S. Treasury securities | $22,015,000 | 1,059 |
| U.S. Government agency obligations | $41,034,000 | 1,771 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $17,062,000 | 400 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,062,000 | 248 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $6,337,000 | 624 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $1,750,000 | 6,074 |
| Certificates of participation in pools of residential mortgages | $1,564,000 | 5,136 |
| Issued or guaranteed by U.S. | $1,564,000 | 5,117 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $186,000 | 5,061 |
| CMOs issued by government agencies or sponsored agencies | $186,000 | 4,867 |
| Privately issued | $0 | 1,788 |
| 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) | $26,569,000 | 1,493 |
| Available-for-sale securities (fair market value) | $59,879,000 | 1,354 |
| Total debt securities | $80,388,000 | 1,463 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,005 |
| Fair value | $2,001,000 | 1,007 |
| 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 | $90,672,000 | 1,380 |
| U.S. Government securities | $78,169,000 | 1,303 |
| U.S. Treasury securities | $35,438,000 | 802 |
| U.S. Government agency obligations | $42,731,000 | 1,655 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $5,543,000 | 999 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,543,000 | 731 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $6,960,000 | 548 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $1,610,000 | 6,624 |
| Certificates of participation in pools of residential mortgages | $484,000 | 7,038 |
| Issued or guaranteed by U.S. | $484,000 | 7,006 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,126,000 | 4,086 |
| CMOs issued by government agencies or sponsored agencies | $1,126,000 | 3,927 |
| Privately issued | $0 | 2,213 |
| 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) | $30,626,000 | 1,397 |
| Available-for-sale securities (fair market value) | $60,046,000 | 1,406 |
| Total debt securities | $82,646,000 | 1,483 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,377 |
| Fair value | $2,535,000 | 1,351 |
| 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 | $84,507,000 | 1,523 |
| U.S. Government securities | $80,620,000 | 1,316 |
| U.S. Treasury securities | $40,325,000 | 856 |
| U.S. Government agency obligations | $40,295,000 | 1,686 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| 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 | $0 | 600 |
| Equity securities | $3,887,000 | 799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $553,000 | 8,420 |
| Certificates of participation in pools of residential mortgages | $553,000 | 7,258 |
| Issued or guaranteed by U.S. | $553,000 | 7,231 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| 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) | $52,982,000 | 1,399 |
| Available-for-sale securities (fair market value) | $31,525,000 | 1,825 |
| Total debt securities | $82,874,000 | 1,518 |
| 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 | $60,801,000 | 2,247 |
| U.S. Government securities | $59,354,000 | 1,848 |
| U.S. Treasury securities | $34,733,000 | 1,072 |
| U.S. Government agency obligations | $24,621,000 | 2,779 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| 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 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $1,447,000 | 1,726 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $639,000 | 8,988 |
| Certificates of participation in pools of residential mortgages | $639,000 | 7,746 |
| Issued or guaranteed by U.S. | $639,000 | 7,697 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| 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 | $59,354,000 | 2,244 |
| 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 | $54,109,000 | 2,511 |
| U.S. Government securities | $52,456,000 | 2,037 |
| U.S. Treasury securities | $40,665,000 | 915 |
| U.S. Government agency obligations | $11,791,000 | 4,940 |
| Securities issued by states & political subdivisions | $500,000 | 7,718 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| 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 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $1,153,000 | 1,725 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $800,000 | 9,264 |
| Certificates of participation in pools of residential mortgages | $800,000 | 7,901 |
| Issued or guaranteed by U.S. | $800,000 | 7,841 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| 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 | $52,956,000 | 2,497 |
| 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 |