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Madison Square Federal Savings Bank, Securities
| 2014-12-31 | Rank | |
| Total securities | $42,101,000 | 2,891 |
| U.S. Government securities | $42,101,000 | 2,095 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $42,101,000 | 2,009 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $30,589,000 | 1,715 |
| Certificates of participation in pools of residential mortgages | $21,775,000 | 1,586 |
| Issued or guaranteed by U.S. | $21,775,000 | 1,584 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $8,814,000 | 1,402 |
| CMOs issued by government agencies or sponsored agencies | $8,814,000 | 1,334 |
| Privately issued | $0 | 785 |
| 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) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $42,101,000 | 2,642 |
| Total debt securities | $42,101,000 | 2,872 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,358 |
| Fair value | $1,245,000 | 1,365 |
| 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 | $43,504,000 | 2,890 |
| U.S. Government securities | $43,501,000 | 2,087 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $43,501,000 | 2,001 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $3,000 | 1,185 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $32,128,000 | 1,725 |
| Certificates of participation in pools of residential mortgages | $22,820,000 | 1,565 |
| Issued or guaranteed by U.S. | $22,820,000 | 1,565 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $9,308,000 | 1,399 |
| CMOs issued by government agencies or sponsored agencies | $9,308,000 | 1,321 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $43,504,000 | 2,637 |
| Total debt securities | $43,501,000 | 2,868 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,463 |
| Fair value | $1,228,000 | 1,468 |
| 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 | $44,853,000 | 2,883 |
| U.S. Government securities | $44,853,000 | 2,050 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $44,853,000 | 1,975 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $33,439,000 | 1,706 |
| Certificates of participation in pools of residential mortgages | $23,502,000 | 1,571 |
| Issued or guaranteed by U.S. | $23,502,000 | 1,570 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $9,937,000 | 1,361 |
| CMOs issued by government agencies or sponsored agencies | $9,937,000 | 1,295 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $44,853,000 | 2,626 |
| Total debt securities | $44,853,000 | 2,856 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,505 |
| Fair value | $1,225,000 | 1,513 |
| 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 | $41,845,000 | 3,036 |
| U.S. Government securities | $41,845,000 | 2,195 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $41,845,000 | 2,125 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $29,551,000 | 1,883 |
| Certificates of participation in pools of residential mortgages | $19,165,000 | 1,813 |
| Issued or guaranteed by U.S. | $19,165,000 | 1,812 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $10,386,000 | 1,331 |
| CMOs issued by government agencies or sponsored agencies | $10,386,000 | 1,270 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $41,845,000 | 2,767 |
| Total debt securities | $41,844,000 | 3,005 |
| Structured notes | ||
| Amortized cost | $2,225,000 | 1,189 |
| Fair value | $2,167,000 | 1,185 |
| 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 | $46,508,000 | 2,823 |
| U.S. Government securities | $46,508,000 | 1,982 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $46,508,000 | 1,925 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $32,013,000 | 1,777 |
| Certificates of participation in pools of residential mortgages | $21,026,000 | 1,695 |
| Issued or guaranteed by U.S. | $21,026,000 | 1,694 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $10,987,000 | 1,298 |
| CMOs issued by government agencies or sponsored agencies | $10,987,000 | 1,231 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $46,508,000 | 2,571 |
| Total debt securities | $46,508,000 | 2,798 |
| Structured notes | ||
| Amortized cost | $4,225,000 | 822 |
| Fair value | $4,099,000 | 811 |
| 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 | $47,780,000 | 2,801 |
| U.S. Government securities | $47,776,000 | 1,955 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $47,776,000 | 1,892 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $4,000 | 1,241 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $32,307,000 | 1,773 |
| Certificates of participation in pools of residential mortgages | $20,524,000 | 1,749 |
| Issued or guaranteed by U.S. | $20,524,000 | 1,746 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $11,783,000 | 1,269 |
| CMOs issued by government agencies or sponsored agencies | $11,783,000 | 1,202 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $47,780,000 | 2,552 |
| Total debt securities | $47,776,000 | 2,773 |
| Structured notes | ||
| Amortized cost | $4,725,000 | 759 |
| Fair value | $4,642,000 | 742 |
| 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 | $47,440,000 | 2,784 |
| U.S. Government securities | $47,417,000 | 1,959 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $47,417,000 | 1,904 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $23,000 | 1,086 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $31,899,000 | 1,775 |
| Certificates of participation in pools of residential mortgages | $19,187,000 | 1,839 |
| Issued or guaranteed by U.S. | $19,187,000 | 1,837 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $12,712,000 | 1,238 |
| CMOs issued by government agencies or sponsored agencies | $12,712,000 | 1,164 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $47,440,000 | 2,547 |
| Total debt securities | $47,417,000 | 2,757 |
| Structured notes | ||
| Amortized cost | $4,725,000 | 758 |
| Fair value | $4,649,000 | 751 |
| 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 | $47,810,000 | 2,784 |
| U.S. Government securities | $47,803,000 | 1,976 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $47,803,000 | 1,917 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $7,000 | 1,224 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $32,681,000 | 1,794 |
| Certificates of participation in pools of residential mortgages | $19,022,000 | 1,871 |
| Issued or guaranteed by U.S. | $19,022,000 | 1,870 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $13,659,000 | 1,234 |
| CMOs issued by government agencies or sponsored agencies | $13,659,000 | 1,160 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $47,810,000 | 2,581 |
| Total debt securities | $47,803,000 | 2,758 |
| Structured notes | ||
| Amortized cost | $3,725,000 | 871 |
| Fair value | $3,727,000 | 870 |
| 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 | $49,221,000 | 2,674 |
| U.S. Government securities | $49,208,000 | 1,886 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $49,208,000 | 1,837 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $13,000 | 1,129 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $35,201,000 | 1,691 |
| Certificates of participation in pools of residential mortgages | $20,356,000 | 1,755 |
| Issued or guaranteed by U.S. | $20,356,000 | 1,753 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $14,845,000 | 1,202 |
| CMOs issued by government agencies or sponsored agencies | $14,845,000 | 1,124 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $49,221,000 | 2,467 |
| Total debt securities | $49,208,000 | 2,649 |
| Structured notes | ||
| Amortized cost | $3,250,000 | 982 |
| Fair value | $3,252,000 | 984 |
| 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 | $51,827,000 | 2,588 |
| U.S. Government securities | $51,814,000 | 1,835 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $51,814,000 | 1,795 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $13,000 | 1,138 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $46,556,000 | 1,443 |
| Certificates of participation in pools of residential mortgages | $31,246,000 | 1,356 |
| Issued or guaranteed by U.S. | $31,246,000 | 1,355 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $15,310,000 | 1,247 |
| CMOs issued by government agencies or sponsored agencies | $15,310,000 | 1,163 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $51,827,000 | 2,376 |
| Total debt securities | $51,814,000 | 2,562 |
| Structured notes | ||
| Amortized cost | $3,050,000 | 1,048 |
| Fair value | $3,053,000 | 1,050 |
| 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 | $50,912,000 | 2,639 |
| U.S. Government securities | $50,578,000 | 1,899 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $50,578,000 | 1,849 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $334,000 | 824 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $46,823,000 | 1,445 |
| Certificates of participation in pools of residential mortgages | $32,703,000 | 1,324 |
| Issued or guaranteed by U.S. | $32,703,000 | 1,323 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $14,120,000 | 1,332 |
| CMOs issued by government agencies or sponsored agencies | $14,120,000 | 1,236 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $50,912,000 | 2,430 |
| Total debt securities | $50,577,000 | 2,623 |
| Structured notes | ||
| Amortized cost | $2,600,000 | 1,331 |
| Fair value | $2,603,000 | 1,331 |
| 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 | $46,515,000 | 2,828 |
| U.S. Government securities | $46,510,000 | 2,075 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $46,510,000 | 2,028 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $5,000 | 1,227 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $44,508,000 | 1,521 |
| Certificates of participation in pools of residential mortgages | $32,321,000 | 1,314 |
| Issued or guaranteed by U.S. | $32,321,000 | 1,313 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $12,187,000 | 1,481 |
| CMOs issued by government agencies or sponsored agencies | $12,187,000 | 1,367 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $46,515,000 | 2,586 |
| Total debt securities | $46,510,000 | 2,808 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,683 |
| Fair value | $503,000 | 2,700 |
| 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 | $48,987,000 | 2,632 |
| U.S. Government securities | $48,987,000 | 1,926 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $48,987,000 | 1,874 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $45,629,000 | 1,411 |
| Certificates of participation in pools of residential mortgages | $37,577,000 | 1,102 |
| Issued or guaranteed by U.S. | $37,577,000 | 1,100 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $8,052,000 | 1,744 |
| CMOs issued by government agencies or sponsored agencies | $8,052,000 | 1,588 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $48,987,000 | 2,389 |
| Total debt securities | $48,987,000 | 2,611 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $49,871,000 | 2,537 |
| U.S. Government securities | $49,727,000 | 1,843 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $49,727,000 | 1,795 |
| Securities issued by states & political subdivisions | $144,000 | 5,611 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $44,568,000 | 1,376 |
| Certificates of participation in pools of residential mortgages | $36,618,000 | 1,085 |
| Issued or guaranteed by U.S. | $36,618,000 | 1,083 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $7,950,000 | 1,761 |
| CMOs issued by government agencies or sponsored agencies | $7,950,000 | 1,588 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $144,000 | 2,640 |
| Available-for-sale securities (fair market value) | $49,727,000 | 2,308 |
| Total debt securities | $49,871,000 | 2,513 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $43,396,000 | 2,830 |
| U.S. Government securities | $43,396,000 | 2,066 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $43,396,000 | 2,007 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $34,235,000 | 1,649 |
| Certificates of participation in pools of residential mortgages | $28,123,000 | 1,296 |
| Issued or guaranteed by U.S. | $28,123,000 | 1,291 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $6,112,000 | 1,932 |
| CMOs issued by government agencies or sponsored agencies | $6,112,000 | 1,748 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $43,396,000 | 2,578 |
| Total debt securities | $43,396,000 | 2,812 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $47,849,000 | 2,609 |
| U.S. Government securities | $47,658,000 | 1,933 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $47,658,000 | 1,873 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $191,000 | 2,644 |
| Privately issued residential mortgage-backed securities | $191,000 | 1,171 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $37,694,000 | 1,506 |
| Certificates of participation in pools of residential mortgages | $33,178,000 | 1,108 |
| Issued or guaranteed by U.S. | $33,016,000 | 1,106 |
| Privately issued | $162,000 | 111 |
| Collaterized mortgage obligations | $4,516,000 | 2,067 |
| CMOs issued by government agencies or sponsored agencies | $4,487,000 | 1,884 |
| Privately issued | $29,000 | 1,222 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $47,849,000 | 2,360 |
| Total debt securities | $47,849,000 | 2,586 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $43,522,000 | 2,721 |
| U.S. Government securities | $43,080,000 | 1,983 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $43,080,000 | 1,915 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $442,000 | 2,557 |
| Privately issued residential mortgage-backed securities | $442,000 | 1,098 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $33,609,000 | 1,600 |
| Certificates of participation in pools of residential mortgages | $30,623,000 | 1,135 |
| Issued or guaranteed by U.S. | $30,387,000 | 1,127 |
| Privately issued | $236,000 | 109 |
| Collaterized mortgage obligations | $2,986,000 | 2,348 |
| CMOs issued by government agencies or sponsored agencies | $2,780,000 | 2,167 |
| Privately issued | $206,000 | 1,148 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $43,522,000 | 2,442 |
| Total debt securities | $43,522,000 | 2,693 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $33,337,000 | 3,248 |
| U.S. Government securities | $32,743,000 | 2,448 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,743,000 | 2,367 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $594,000 | 2,446 |
| Privately issued residential mortgage-backed securities | $594,000 | 1,115 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $26,465,000 | 1,866 |
| Certificates of participation in pools of residential mortgages | $25,683,000 | 1,275 |
| Issued or guaranteed by U.S. | $25,295,000 | 1,279 |
| Privately issued | $388,000 | 104 |
| Collaterized mortgage obligations | $782,000 | 3,103 |
| CMOs issued by government agencies or sponsored agencies | $576,000 | 2,927 |
| Privately issued | $206,000 | 1,227 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,566,000 | 2,040 |
| Available-for-sale securities (fair market value) | $31,771,000 | 3,049 |
| Total debt securities | $33,337,000 | 3,221 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $28,409,000 | 3,594 |
| U.S. Government securities | $27,632,000 | 2,832 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,632,000 | 2,750 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $777,000 | 2,337 |
| Privately issued residential mortgage-backed securities | $777,000 | 1,083 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,180,000 | 2,003 |
| Certificates of participation in pools of residential mortgages | $22,325,000 | 1,425 |
| Issued or guaranteed by U.S. | $21,772,000 | 1,445 |
| Privately issued | $553,000 | 100 |
| Collaterized mortgage obligations | $855,000 | 2,985 |
| CMOs issued by government agencies or sponsored agencies | $631,000 | 2,796 |
| Privately issued | $224,000 | 1,256 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,818,000 | 2,052 |
| Available-for-sale securities (fair market value) | $26,591,000 | 3,427 |
| Total debt securities | $28,409,000 | 3,565 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $33,100,000 | 3,288 |
| U.S. Government securities | $31,994,000 | 2,582 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,994,000 | 2,516 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $1,106,000 | 2,139 |
| Privately issued residential mortgage-backed securities | $1,106,000 | 1,035 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $26,984,000 | 1,850 |
| Certificates of participation in pools of residential mortgages | $25,752,000 | 1,342 |
| Issued or guaranteed by U.S. | $25,126,000 | 1,368 |
| Privately issued | $626,000 | 100 |
| Collaterized mortgage obligations | $1,232,000 | 2,769 |
| CMOs issued by government agencies or sponsored agencies | $752,000 | 2,701 |
| Privately issued | $480,000 | 1,189 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,284,000 | 1,962 |
| Available-for-sale securities (fair market value) | $30,816,000 | 3,123 |
| Total debt securities | $33,100,000 | 3,256 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $32,108,000 | 3,341 |
| U.S. Government securities | $31,020,000 | 2,616 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,020,000 | 2,541 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $1,088,000 | 2,207 |
| Privately issued residential mortgage-backed securities | $1,088,000 | 1,073 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $25,615,000 | 1,965 |
| Certificates of participation in pools of residential mortgages | $24,213,000 | 1,455 |
| Issued or guaranteed by U.S. | $23,609,000 | 1,474 |
| Privately issued | $604,000 | 102 |
| Collaterized mortgage obligations | $1,402,000 | 2,696 |
| CMOs issued by government agencies or sponsored agencies | $918,000 | 2,587 |
| Privately issued | $484,000 | 1,220 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,471,000 | 1,942 |
| Available-for-sale securities (fair market value) | $29,637,000 | 3,176 |
| Total debt securities | $32,108,000 | 3,303 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $27,143,000 | 3,726 |
| U.S. Government securities | $25,758,000 | 2,962 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,758,000 | 2,896 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $1,385,000 | 2,179 |
| Privately issued residential mortgage-backed securities | $1,385,000 | 1,063 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,889,000 | 2,089 |
| Certificates of participation in pools of residential mortgages | $22,368,000 | 1,601 |
| Issued or guaranteed by U.S. | $21,563,000 | 1,631 |
| Privately issued | $805,000 | 106 |
| Collaterized mortgage obligations | $1,521,000 | 2,648 |
| CMOs issued by government agencies or sponsored agencies | $941,000 | 2,564 |
| Privately issued | $580,000 | 1,241 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,780,000 | 1,957 |
| Available-for-sale securities (fair market value) | $24,363,000 | 3,588 |
| Total debt securities | $27,143,000 | 3,690 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $26,661,000 | 3,733 |
| U.S. Government securities | $25,187,000 | 2,982 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,187,000 | 2,914 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $1,474,000 | 2,186 |
| Privately issued residential mortgage-backed securities | $1,474,000 | 1,066 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,151,000 | 2,144 |
| Certificates of participation in pools of residential mortgages | $21,470,000 | 1,679 |
| Issued or guaranteed by U.S. | $20,638,000 | 1,716 |
| Privately issued | $832,000 | 112 |
| Collaterized mortgage obligations | $1,681,000 | 2,594 |
| CMOs issued by government agencies or sponsored agencies | $1,039,000 | 2,481 |
| Privately issued | $642,000 | 1,238 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,982,000 | 1,919 |
| Available-for-sale securities (fair market value) | $23,679,000 | 3,600 |
| Total debt securities | $26,661,000 | 3,692 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $26,143,000 | 3,788 |
| U.S. Government securities | $24,565,000 | 3,057 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,565,000 | 3,000 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $1,578,000 | 2,032 |
| Privately issued residential mortgage-backed securities | $1,578,000 | 1,083 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,109,000 | 2,476 |
| Certificates of participation in pools of residential mortgages | $17,247,000 | 2,022 |
| Issued or guaranteed by U.S. | $16,383,000 | 2,069 |
| Privately issued | $864,000 | 125 |
| Collaterized mortgage obligations | $1,862,000 | 2,546 |
| CMOs issued by government agencies or sponsored agencies | $1,148,000 | 2,457 |
| Privately issued | $714,000 | 1,249 |
| 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) | $3,211,000 | 1,896 |
| Available-for-sale securities (fair market value) | $22,932,000 | 3,676 |
| Total debt securities | $26,143,000 | 3,758 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $28,392,000 | 3,581 |
| U.S. Government securities | $24,264,000 | 3,085 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,264,000 | 3,024 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $1,673,000 | 1,958 |
| Privately issued residential mortgage-backed securities | $1,673,000 | 1,033 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,455,000 | 499 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,880,000 | 2,424 |
| Certificates of participation in pools of residential mortgages | $16,872,000 | 1,983 |
| Issued or guaranteed by U.S. | $15,963,000 | 2,044 |
| Privately issued | $909,000 | 117 |
| Collaterized mortgage obligations | $2,008,000 | 2,429 |
| CMOs issued by government agencies or sponsored agencies | $1,244,000 | 2,394 |
| Privately issued | $764,000 | 1,178 |
| 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) | $3,419,000 | 1,862 |
| Available-for-sale securities (fair market value) | $24,973,000 | 3,488 |
| Total debt securities | $25,937,000 | 3,762 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $23,442,000 | 3,978 |
| U.S. Government securities | $16,854,000 | 3,913 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,854,000 | 3,842 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,588,000 | 270 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,854,000 | 2,604 |
| Certificates of participation in pools of residential mortgages | $15,854,000 | 2,006 |
| Issued or guaranteed by U.S. | $15,854,000 | 1,995 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $23,442,000 | 3,533 |
| Total debt securities | $16,854,000 | 4,756 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $23,692,000 | 4,006 |
| U.S. Government securities | $16,719,000 | 3,980 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,719,000 | 3,917 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,973,000 | 365 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,719,000 | 2,518 |
| Certificates of participation in pools of residential mortgages | $16,719,000 | 1,915 |
| Issued or guaranteed by U.S. | $16,719,000 | 1,905 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $23,692,000 | 3,570 |
| Total debt securities | $16,719,000 | 4,824 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $22,168,000 | 4,164 |
| U.S. Government securities | $14,839,000 | 4,258 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,839,000 | 4,182 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,329,000 | 385 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,839,000 | 2,615 |
| Certificates of participation in pools of residential mortgages | $14,839,000 | 2,017 |
| Issued or guaranteed by U.S. | $14,839,000 | 2,007 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $22,168,000 | 3,735 |
| Total debt securities | $14,839,000 | 5,088 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $24,312,000 | 3,950 |
| U.S. Government securities | $14,974,000 | 4,298 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,974,000 | 4,209 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,338,000 | 310 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,974,000 | 2,326 |
| Certificates of participation in pools of residential mortgages | $14,974,000 | 1,756 |
| Issued or guaranteed by U.S. | $14,974,000 | 1,747 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $24,312,000 | 3,507 |
| Total debt securities | $14,974,000 | 5,103 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $27,051,000 | 3,677 |
| U.S. Government securities | $17,761,000 | 3,957 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,761,000 | 3,869 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,290,000 | 305 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,766,000 | 2,101 |
| Certificates of participation in pools of residential mortgages | $15,766,000 | 1,565 |
| Issued or guaranteed by U.S. | $15,766,000 | 1,556 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $27,051,000 | 3,254 |
| Total debt securities | $17,761,000 | 4,731 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $28,604,000 | 3,529 |
| U.S. Government securities | $19,338,000 | 3,731 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,338,000 | 3,640 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,266,000 | 295 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,994,000 | 1,952 |
| Certificates of participation in pools of residential mortgages | $16,994,000 | 1,449 |
| Issued or guaranteed by U.S. | $16,994,000 | 1,441 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $28,604,000 | 3,098 |
| Total debt securities | $19,338,000 | 4,529 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $30,296,000 | 3,432 |
| U.S. Government securities | $20,949,000 | 3,547 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,949,000 | 3,457 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,347,000 | 304 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,002,000 | 1,883 |
| Certificates of participation in pools of residential mortgages | $18,002,000 | 1,386 |
| Issued or guaranteed by U.S. | $18,002,000 | 1,378 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $30,296,000 | 2,989 |
| Total debt securities | $20,949,000 | 4,323 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $32,402,000 | 3,280 |
| U.S. Government securities | $23,069,000 | 3,341 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,069,000 | 3,253 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,333,000 | 304 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,794,000 | 1,836 |
| Certificates of participation in pools of residential mortgages | $18,794,000 | 1,365 |
| Issued or guaranteed by U.S. | $18,794,000 | 1,358 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $32,402,000 | 2,851 |
| Total debt securities | $23,069,000 | 4,087 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $33,478,000 | 3,251 |
| U.S. Government securities | $24,138,000 | 3,270 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,138,000 | 3,182 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,340,000 | 302 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,579,000 | 1,782 |
| Certificates of participation in pools of residential mortgages | $19,579,000 | 1,344 |
| Issued or guaranteed by U.S. | $19,579,000 | 1,334 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $33,478,000 | 2,816 |
| Total debt securities | $24,138,000 | 4,005 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $33,711,000 | 3,219 |
| U.S. Government securities | $24,458,000 | 3,257 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,458,000 | 3,146 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,253,000 | 304 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,727,000 | 1,843 |
| Certificates of participation in pools of residential mortgages | $18,727,000 | 1,394 |
| Issued or guaranteed by U.S. | $18,727,000 | 1,387 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $33,711,000 | 2,781 |
| Total debt securities | $24,458,000 | 3,980 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $35,851,000 | 3,107 |
| U.S. Government securities | $26,549,000 | 3,074 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,549,000 | 2,980 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,302,000 | 307 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,566,000 | 1,817 |
| Certificates of participation in pools of residential mortgages | $19,566,000 | 1,374 |
| Issued or guaranteed by U.S. | $19,566,000 | 1,367 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $35,851,000 | 2,681 |
| Total debt securities | $26,549,000 | 3,796 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $35,796,000 | 3,100 |
| U.S. Government securities | $26,443,000 | 3,100 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,443,000 | 2,998 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,353,000 | 314 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,266,000 | 1,786 |
| Certificates of participation in pools of residential mortgages | $20,266,000 | 1,365 |
| Issued or guaranteed by U.S. | $20,266,000 | 1,356 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $35,796,000 | 2,674 |
| Total debt securities | $26,443,000 | 3,839 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $34,502,000 | 3,161 |
| U.S. Government securities | $25,118,000 | 3,175 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,118,000 | 3,073 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,384,000 | 321 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,275,000 | 1,746 |
| Certificates of participation in pools of residential mortgages | $21,275,000 | 1,345 |
| Issued or guaranteed by U.S. | $21,275,000 | 1,336 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $34,502,000 | 2,733 |
| Total debt securities | $25,118,000 | 3,941 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $34,525,000 | 3,219 |
| U.S. Government securities | $25,082,000 | 3,227 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,082,000 | 3,107 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,443,000 | 321 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,496,000 | 1,785 |
| Certificates of participation in pools of residential mortgages | $21,496,000 | 1,369 |
| Issued or guaranteed by U.S. | $21,496,000 | 1,356 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $34,525,000 | 2,774 |
| Total debt securities | $25,082,000 | 3,968 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $34,886,000 | 3,224 |
| U.S. Government securities | $25,445,000 | 3,239 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,445,000 | 3,108 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,441,000 | 334 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,849,000 | 1,797 |
| Certificates of participation in pools of residential mortgages | $21,849,000 | 1,376 |
| Issued or guaranteed by U.S. | $21,849,000 | 1,365 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $34,886,000 | 2,767 |
| Total debt securities | $25,445,000 | 3,997 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $34,222,000 | 3,294 |
| U.S. Government securities | $24,725,000 | 3,318 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,725,000 | 3,184 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,497,000 | 353 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,332,000 | 1,855 |
| Certificates of participation in pools of residential mortgages | $21,332,000 | 1,424 |
| Issued or guaranteed by U.S. | $21,332,000 | 1,411 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $34,222,000 | 2,817 |
| Total debt securities | $24,725,000 | 4,095 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $32,504,000 | 3,415 |
| U.S. Government securities | $23,000,000 | 3,502 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,000,000 | 3,376 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,504,000 | 362 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,244,000 | 1,915 |
| Certificates of participation in pools of residential mortgages | $20,244,000 | 1,467 |
| Issued or guaranteed by U.S. | $20,244,000 | 1,457 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $32,504,000 | 2,940 |
| Total debt securities | $23,000,000 | 4,280 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $31,010,000 | 3,578 |
| U.S. Government securities | $21,547,000 | 3,731 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,547,000 | 3,597 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,463,000 | 387 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,690,000 | 1,987 |
| Certificates of participation in pools of residential mortgages | $19,690,000 | 1,524 |
| Issued or guaranteed by U.S. | $19,690,000 | 1,512 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $31,010,000 | 3,080 |
| Total debt securities | $21,547,000 | 4,523 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $30,357,000 | 3,618 |
| U.S. Government securities | $20,219,000 | 3,821 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,219,000 | 3,688 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $572,000 | 2,870 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $572,000 | 2,460 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,566,000 | 426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,636,000 | 2,190 |
| Certificates of participation in pools of residential mortgages | $17,636,000 | 1,690 |
| Issued or guaranteed by U.S. | $17,636,000 | 1,679 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $30,357,000 | 3,133 |
| Total debt securities | $20,791,000 | 4,584 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $28,706,000 | 3,839 |
| U.S. Government securities | $18,580,000 | 4,118 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,580,000 | 3,976 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $587,000 | 2,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $587,000 | 2,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,545,000 | 403 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $6,000 | 9 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,211,000 | 2,287 |
| Certificates of participation in pools of residential mortgages | $16,211,000 | 1,790 |
| Issued or guaranteed by U.S. | $16,211,000 | 1,777 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-6,000 | 9,189 |
| Available-for-sale securities (fair market value) | $28,712,000 | 3,313 |
| Total debt securities | $19,167,000 | 4,856 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $24,429,000 | 4,210 |
| U.S. Government securities | $14,295,000 | 4,670 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,295,000 | 4,515 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $587,000 | 3,039 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $587,000 | 2,706 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,552,000 | 441 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $5,000 | 9 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,855,000 | 2,730 |
| Certificates of participation in pools of residential mortgages | $11,855,000 | 2,167 |
| Issued or guaranteed by U.S. | $11,855,000 | 2,157 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-5,000 | 9,244 |
| Available-for-sale securities (fair market value) | $24,434,000 | 3,624 |
| Total debt securities | $14,882,000 | 5,476 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $24,661,000 | 4,085 |
| U.S. Government securities | $14,472,000 | 4,598 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,472,000 | 4,451 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $589,000 | 3,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $589,000 | 2,764 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,605,000 | 451 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $5,000 | 9 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,287,000 | 2,877 |
| Certificates of participation in pools of residential mortgages | $11,287,000 | 2,230 |
| Issued or guaranteed by U.S. | $11,287,000 | 2,220 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-5,000 | 9,277 |
| Available-for-sale securities (fair market value) | $24,666,000 | 3,536 |
| Total debt securities | $15,061,000 | 5,370 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $21,918,000 | 4,393 |
| U.S. Government securities | $13,730,000 | 4,748 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,730,000 | 4,578 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $583,000 | 3,149 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $583,000 | 2,788 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,609,000 | 531 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $4,000 | 9 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,599,000 | 2,972 |
| Certificates of participation in pools of residential mortgages | $10,599,000 | 2,289 |
| Issued or guaranteed by U.S. | $10,599,000 | 2,277 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-4,000 | 9,324 |
| Available-for-sale securities (fair market value) | $21,922,000 | 3,798 |
| Total debt securities | $14,313,000 | 5,509 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $15,283,000 | 5,411 |
| U.S. Government securities | $7,089,000 | 6,455 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,089,000 | 6,262 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $585,000 | 3,166 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $585,000 | 2,798 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,616,000 | 523 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $7,000 | 9 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,946,000 | 4,494 |
| Certificates of participation in pools of residential mortgages | $3,946,000 | 3,751 |
| Issued or guaranteed by U.S. | $3,946,000 | 3,738 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-7,000 | 9,364 |
| Available-for-sale securities (fair market value) | $15,290,000 | 4,678 |
| Total debt securities | $7,674,000 | 7,023 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $12,347,000 | 5,940 |
| U.S. Government securities | $7,211,000 | 6,369 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,211,000 | 6,138 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $598,000 | 3,242 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $598,000 | 2,795 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,543,000 | 712 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $5,000 | 11 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,028,000 | 4,708 |
| Certificates of participation in pools of residential mortgages | $3,028,000 | 3,868 |
| Issued or guaranteed by U.S. | $3,028,000 | 3,851 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-5,000 | 9,622 |
| Available-for-sale securities (fair market value) | $12,352,000 | 5,083 |
| Total debt securities | $7,809,000 | 6,989 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $13,779,000 | 5,824 |
| U.S. Government securities | $10,743,000 | 5,615 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,743,000 | 5,295 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $645,000 | 2,768 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $645,000 | 2,432 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,496,000 | 1,362 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $105,000 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,942,000 | 4,804 |
| Certificates of participation in pools of residential mortgages | $1,942,000 | 4,004 |
| Issued or guaranteed by U.S. | $1,942,000 | 3,979 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $152,000 | 5,358 |
| Available-for-sale securities (fair market value) | $13,627,000 | 4,868 |
| Total debt securities | $11,388,000 | 6,269 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $15,245,000 | 5,748 |
| U.S. Government securities | $12,283,000 | 5,436 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,283,000 | 4,946 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $646,000 | 2,669 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $646,000 | 2,260 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,413,000 | 1,353 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $97,000 | 7 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,603,000 | 4,706 |
| Certificates of participation in pools of residential mortgages | $2,603,000 | 3,814 |
| Issued or guaranteed by U.S. | $2,603,000 | 3,796 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $338,000 | 5,533 |
| Available-for-sale securities (fair market value) | $14,907,000 | 4,772 |
| Total debt securities | $12,929,000 | 6,194 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $17,442,000 | 5,292 |
| U.S. Government securities | $11,128,000 | 5,739 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,128,000 | 4,966 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $3,868,000 | 1,283 |
| Privately issued residential mortgage-backed securities | $3,210,000 | 455 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $658,000 | 2,059 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,540,000 | 1,295 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $94,000 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,816,000 | 4,334 |
| Certificates of participation in pools of residential mortgages | $3,816,000 | 3,429 |
| Issued or guaranteed by U.S. | $606,000 | 5,790 |
| Privately issued | $3,210,000 | 114 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $227,000 | 6,210 |
| Available-for-sale securities (fair market value) | $17,215,000 | 4,234 |
| Total debt securities | $14,996,000 | 5,685 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $18,860,000 | 5,130 |
| U.S. Government securities | $10,932,000 | 6,171 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,932,000 | 4,947 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $5,488,000 | 804 |
| Privately issued residential mortgage-backed securities | $4,829,000 | 316 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $659,000 | 1,681 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,531,000 | 1,255 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $91,000 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,303,000 | 2,754 |
| Certificates of participation in pools of residential mortgages | $9,303,000 | 2,020 |
| Issued or guaranteed by U.S. | $4,474,000 | 3,070 |
| Privately issued | $4,829,000 | 120 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $397,000 | 6,874 |
| Available-for-sale securities (fair market value) | $18,463,000 | 3,828 |
| Total debt securities | $16,420,000 | 5,533 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $24,144,000 | 4,616 |
| U.S. Government securities | $10,545,000 | 6,804 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,545,000 | 5,337 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $7,230,000 | 717 |
| Privately issued residential mortgage-backed securities | $6,565,000 | 308 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $665,000 | 1,842 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,374,000 | 621 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $5,000 | 262 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,855,000 | 2,640 |
| Certificates of participation in pools of residential mortgages | $11,855,000 | 1,922 |
| Issued or guaranteed by U.S. | $5,290,000 | 3,086 |
| Privately issued | $6,565,000 | 132 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $223,000 | 7,710 |
| Available-for-sale securities (fair market value) | $23,921,000 | 3,301 |
| Total debt securities | $17,775,000 | 5,641 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $33,187,000 | 3,770 |
| U.S. Government securities | $15,898,000 | 5,510 |
| U.S. Treasury securities | $3,001,000 | 6,067 |
| U.S. Government agency obligations | $12,897,000 | 4,659 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $9,254,000 | 731 |
| Privately issued residential mortgage-backed securities | $8,580,000 | 311 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $674,000 | 2,251 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,025,000 | 482 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-10,000 | 850 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,678,000 | 2,420 |
| Certificates of participation in pools of residential mortgages | $14,678,000 | 1,664 |
| Issued or guaranteed by U.S. | $6,098,000 | 2,914 |
| Privately issued | $8,580,000 | 132 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $684,000 | 7,650 |
| Available-for-sale securities (fair market value) | $32,503,000 | 2,618 |
| Total debt securities | $25,152,000 | 4,580 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $37,806,000 | 3,488 |
| U.S. Government securities | $18,157,000 | 5,324 |
| U.S. Treasury securities | $4,404,000 | 5,960 |
| U.S. Government agency obligations | $13,753,000 | 4,275 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $9,995,000 | 753 |
| Privately issued residential mortgage-backed securities | $9,319,000 | 314 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $676,000 | 2,572 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,581,000 | 376 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-73,000 | 1,122 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,076,000 | 2,362 |
| Certificates of participation in pools of residential mortgages | $16,076,000 | 1,623 |
| Issued or guaranteed by U.S. | $6,757,000 | 2,864 |
| Privately issued | $9,319,000 | 124 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,225,000 | 2,581 |
| Available-for-sale securities (fair market value) | $9,581,000 | 4,905 |
| Total debt securities | $28,152,000 | 4,411 |
| 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 | $36,501,000 | 3,763 |
| U.S. Government securities | $16,306,000 | 5,938 |
| U.S. Treasury securities | $4,425,000 | 6,120 |
| U.S. Government agency obligations | $11,881,000 | 4,922 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $9,922,000 | 881 |
| Privately issued residential mortgage-backed securities | $9,234,000 | 363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $688,000 | 2,938 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,150,000 | 386 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-123,000 | 1,244 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,858,000 | 2,664 |
| Certificates of participation in pools of residential mortgages | $15,858,000 | 1,796 |
| Issued or guaranteed by U.S. | $6,624,000 | 3,178 |
| Privately issued | $9,234,000 | 175 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $26,228,000 | 4,903 |
| 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 | $26,019,000 | 5,014 |
| U.S. Government securities | $14,931,000 | 6,264 |
| U.S. Treasury securities | $4,556,000 | 6,117 |
| U.S. Government agency obligations | $10,375,000 | 5,392 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $10,885,000 | 982 |
| Privately issued residential mortgage-backed securities | $9,192,000 | 457 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,693,000 | 2,261 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,000 | 6,356 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-153,000 | 1,531 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,317,000 | 2,563 |
| Certificates of participation in pools of residential mortgages | $17,317,000 | 1,697 |
| Issued or guaranteed by U.S. | $8,125,000 | 2,873 |
| Privately issued | $9,192,000 | 202 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $25,816,000 | 4,943 |
| 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 |