Home > Scituate Federal Savings Bank > Securities
Scituate Federal Savings Bank, Securities
| 2015-09-30 | Rank | |
| Total securities | $49,474,000 | 2,499 |
| U.S. Government securities | $26,249,000 | 2,692 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $26,249,000 | 2,603 |
| Securities issued by states & political subdivisions | $17,580,000 | 2,043 |
| Other domestic debt securities | $2,511,000 | 1,197 |
| Privately issued residential mortgage-backed securities | $2,511,000 | 236 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $3,134,000 | 320 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $28,760,000 | 1,674 |
| Certificates of participation in pools of residential mortgages | $11,575,000 | 2,194 |
| Issued or guaranteed by U.S. | $11,575,000 | 2,193 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $15,188,000 | 955 |
| CMOs issued by government agencies or sponsored agencies | $12,677,000 | 998 |
| Privately issued | $2,511,000 | 227 |
| Commercial mortgage-backed securities | $1,997,000 | 751 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $1,997,000 | 494 |
| Held to maturity securities (book value) | $46,340,000 | 459 |
| Available-for-sale securities (fair market value) | $3,134,000 | 5,347 |
| Total debt securities | $46,340,000 | 2,600 |
| Structured notes | ||
| Amortized cost | $928,000 | 1,288 |
| Fair value | $931,000 | 1,288 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $52,009,000 | 2,458 |
| U.S. Government securities | $28,283,000 | 2,646 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $28,283,000 | 2,555 |
| Securities issued by states & political subdivisions | $17,959,000 | 1,983 |
| Other domestic debt securities | $2,631,000 | 1,175 |
| Privately issued residential mortgage-backed securities | $2,631,000 | 246 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $3,136,000 | 322 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $30,914,000 | 1,642 |
| Certificates of participation in pools of residential mortgages | $12,249,000 | 2,188 |
| Issued or guaranteed by U.S. | $12,249,000 | 2,187 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $16,661,000 | 938 |
| CMOs issued by government agencies or sponsored agencies | $14,030,000 | 977 |
| Privately issued | $2,631,000 | 234 |
| Commercial mortgage-backed securities | $2,004,000 | 706 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $2,004,000 | 470 |
| Held to maturity securities (book value) | $48,873,000 | 447 |
| Available-for-sale securities (fair market value) | $3,136,000 | 5,416 |
| Total debt securities | $48,873,000 | 2,560 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $55,141,000 | 2,398 |
| U.S. Government securities | $30,624,000 | 2,558 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $30,624,000 | 2,470 |
| Securities issued by states & political subdivisions | $18,608,000 | 1,926 |
| Other domestic debt securities | $2,778,000 | 1,160 |
| Privately issued residential mortgage-backed securities | $2,778,000 | 257 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $3,131,000 | 321 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $33,402,000 | 1,594 |
| Certificates of participation in pools of residential mortgages | $12,801,000 | 2,164 |
| Issued or guaranteed by U.S. | $12,801,000 | 2,164 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $18,591,000 | 898 |
| CMOs issued by government agencies or sponsored agencies | $15,813,000 | 942 |
| Privately issued | $2,778,000 | 243 |
| Commercial mortgage-backed securities | $2,010,000 | 688 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $2,010,000 | 454 |
| Held to maturity securities (book value) | $52,010,000 | 425 |
| Available-for-sale securities (fair market value) | $3,131,000 | 5,467 |
| Total debt securities | $52,007,000 | 2,461 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $57,099,000 | 2,352 |
| U.S. Government securities | $32,844,000 | 2,484 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $32,844,000 | 2,398 |
| Securities issued by states & political subdivisions | $18,263,000 | 1,955 |
| Other domestic debt securities | $2,859,000 | 1,153 |
| Privately issued residential mortgage-backed securities | $2,859,000 | 259 |
| 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 | $3,133,000 | 323 |
| 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 | $35,703,000 | 1,560 |
| Certificates of participation in pools of residential mortgages | $13,397,000 | 2,162 |
| Issued or guaranteed by U.S. | $13,397,000 | 2,160 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $20,290,000 | 866 |
| CMOs issued by government agencies or sponsored agencies | $17,431,000 | 900 |
| Privately issued | $2,859,000 | 244 |
| Commercial mortgage-backed securities | $2,016,000 | 665 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $2,016,000 | 434 |
| Held to maturity securities (book value) | $53,966,000 | 413 |
| Available-for-sale securities (fair market value) | $3,133,000 | 5,558 |
| Total debt securities | $53,966,000 | 2,426 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $59,032,000 | 2,335 |
| U.S. Government securities | $35,472,000 | 2,416 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $35,472,000 | 2,341 |
| Securities issued by states & political subdivisions | $17,469,000 | 2,048 |
| Other domestic debt securities | $2,959,000 | 1,177 |
| Privately issued residential mortgage-backed securities | $2,959,000 | 270 |
| 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 | $3,132,000 | 324 |
| 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 | $38,431,000 | 1,515 |
| Certificates of participation in pools of residential mortgages | $14,515,000 | 2,135 |
| Issued or guaranteed by U.S. | $14,515,000 | 2,133 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $21,894,000 | 845 |
| CMOs issued by government agencies or sponsored agencies | $18,935,000 | 874 |
| Privately issued | $2,959,000 | 257 |
| Commercial mortgage-backed securities | $2,022,000 | 639 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $2,022,000 | 397 |
| Held to maturity securities (book value) | $55,900,000 | 402 |
| Available-for-sale securities (fair market value) | $3,132,000 | 5,643 |
| Total debt securities | $55,900,000 | 2,415 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $60,266,000 | 2,305 |
| U.S. Government securities | $36,262,000 | 2,408 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $36,262,000 | 2,343 |
| Securities issued by states & political subdivisions | $17,805,000 | 2,034 |
| Other domestic debt securities | $3,078,000 | 1,178 |
| Privately issued residential mortgage-backed securities | $3,078,000 | 264 |
| 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 | $3,121,000 | 342 |
| 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 | $39,340,000 | 1,509 |
| Certificates of participation in pools of residential mortgages | $15,240,000 | 2,110 |
| Issued or guaranteed by U.S. | $15,240,000 | 2,108 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $22,072,000 | 839 |
| CMOs issued by government agencies or sponsored agencies | $18,994,000 | 881 |
| Privately issued | $3,078,000 | 255 |
| Commercial mortgage-backed securities | $2,028,000 | 636 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $2,028,000 | 384 |
| Held to maturity securities (book value) | $57,145,000 | 395 |
| Available-for-sale securities (fair market value) | $3,121,000 | 5,701 |
| Total debt securities | $57,145,000 | 2,388 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $66,669,000 | 2,143 |
| U.S. Government securities | $38,375,000 | 2,345 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $38,375,000 | 2,280 |
| Securities issued by states & political subdivisions | $18,456,000 | 1,972 |
| Other domestic debt securities | $3,199,000 | 1,197 |
| Privately issued residential mortgage-backed securities | $3,199,000 | 274 |
| 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 | $6,639,000 | 211 |
| 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 | $41,574,000 | 1,456 |
| Certificates of participation in pools of residential mortgages | $16,075,000 | 2,040 |
| Issued or guaranteed by U.S. | $16,075,000 | 2,040 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $23,465,000 | 819 |
| CMOs issued by government agencies or sponsored agencies | $20,266,000 | 865 |
| Privately issued | $3,199,000 | 265 |
| Commercial mortgage-backed securities | $2,034,000 | 613 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $2,034,000 | 361 |
| Held to maturity securities (book value) | $60,030,000 | 377 |
| Available-for-sale securities (fair market value) | $6,639,000 | 5,369 |
| Total debt securities | $60,030,000 | 2,316 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $71,337,000 | 2,023 |
| U.S. Government securities | $39,481,000 | 2,272 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $39,481,000 | 2,205 |
| Securities issued by states & political subdivisions | $18,955,000 | 1,919 |
| Other domestic debt securities | $3,266,000 | 1,227 |
| Privately issued residential mortgage-backed securities | $3,266,000 | 288 |
| 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 | $9,635,000 | 174 |
| 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 | $42,747,000 | 1,431 |
| Certificates of participation in pools of residential mortgages | $15,584,000 | 2,108 |
| Issued or guaranteed by U.S. | $15,584,000 | 2,106 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $25,123,000 | 784 |
| CMOs issued by government agencies or sponsored agencies | $21,857,000 | 802 |
| Privately issued | $3,266,000 | 278 |
| Commercial mortgage-backed securities | $2,040,000 | 565 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $2,040,000 | 346 |
| Held to maturity securities (book value) | $61,702,000 | 357 |
| Available-for-sale securities (fair market value) | $9,635,000 | 5,086 |
| Total debt securities | $61,702,000 | 2,249 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $77,592,000 | 1,911 |
| U.S. Government securities | $40,163,000 | 2,250 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $40,163,000 | 2,193 |
| Securities issued by states & political subdivisions | $18,420,000 | 1,988 |
| Other domestic debt securities | $6,185,000 | 897 |
| Privately issued residential mortgage-backed securities | $3,455,000 | 295 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,730,000 | 1,028 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $12,824,000 | 133 |
| 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 | $43,618,000 | 1,426 |
| Certificates of participation in pools of residential mortgages | $16,334,000 | 2,050 |
| Issued or guaranteed by U.S. | $16,334,000 | 2,046 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $25,238,000 | 797 |
| CMOs issued by government agencies or sponsored agencies | $21,783,000 | 829 |
| Privately issued | $3,455,000 | 281 |
| Commercial mortgage-backed securities | $2,046,000 | 558 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $2,046,000 | 343 |
| Held to maturity securities (book value) | $64,768,000 | 336 |
| Available-for-sale securities (fair market value) | $12,824,000 | 4,811 |
| Total debt securities | $64,768,000 | 2,169 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $74,564,000 | 1,947 |
| U.S. Government securities | $36,570,000 | 2,416 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $36,570,000 | 2,350 |
| Securities issued by states & political subdivisions | $17,764,000 | 2,029 |
| Other domestic debt securities | $7,445,000 | 830 |
| Privately issued residential mortgage-backed securities | $3,689,000 | 293 |
| Commercial mortgage-backed securities - Total | $1,026,000 | 107 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,730,000 | 1,040 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $12,785,000 | 130 |
| 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 | $41,285,000 | 1,459 |
| Certificates of participation in pools of residential mortgages | $14,381,000 | 2,196 |
| Issued or guaranteed by U.S. | $14,381,000 | 2,194 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $24,852,000 | 826 |
| CMOs issued by government agencies or sponsored agencies | $21,163,000 | 868 |
| Privately issued | $3,689,000 | 278 |
| Commercial mortgage-backed securities | $2,052,000 | 542 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $2,052,000 | 313 |
| Held to maturity securities (book value) | $61,779,000 | 327 |
| Available-for-sale securities (fair market value) | $12,785,000 | 4,836 |
| Total debt securities | $61,779,000 | 2,247 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $70,464,000 | 2,067 |
| U.S. Government securities | $35,122,000 | 2,517 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $35,122,000 | 2,454 |
| Securities issued by states & political subdivisions | $15,870,000 | 2,174 |
| Other domestic debt securities | $6,639,000 | 892 |
| Privately issued residential mortgage-backed securities | $3,909,000 | 307 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $2,730,000 | 1,021 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $12,833,000 | 134 |
| 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 | $39,031,000 | 1,568 |
| Certificates of participation in pools of residential mortgages | $11,641,000 | 2,453 |
| Issued or guaranteed by U.S. | $11,641,000 | 2,452 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $26,359,000 | 838 |
| CMOs issued by government agencies or sponsored agencies | $22,450,000 | 862 |
| Privately issued | $3,909,000 | 297 |
| Commercial mortgage-backed securities | $1,031,000 | 591 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $1,031,000 | 319 |
| Held to maturity securities (book value) | $57,631,000 | 314 |
| Available-for-sale securities (fair market value) | $12,833,000 | 4,865 |
| Total debt securities | $57,632,000 | 2,390 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $68,857,000 | 2,065 |
| U.S. Government securities | $35,338,000 | 2,464 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $35,338,000 | 2,402 |
| Securities issued by states & political subdivisions | $14,941,000 | 2,223 |
| Other domestic debt securities | $5,747,000 | 949 |
| Privately issued residential mortgage-backed securities | $4,013,000 | 317 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $1,734,000 | 1,247 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $12,831,000 | 131 |
| 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 | $39,351,000 | 1,556 |
| Certificates of participation in pools of residential mortgages | $11,166,000 | 2,511 |
| Issued or guaranteed by U.S. | $11,166,000 | 2,510 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $28,185,000 | 796 |
| CMOs issued by government agencies or sponsored agencies | $24,172,000 | 827 |
| Privately issued | $4,013,000 | 309 |
| 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) | $56,026,000 | 316 |
| Available-for-sale securities (fair market value) | $12,831,000 | 4,840 |
| Total debt securities | $56,026,000 | 2,391 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $70,357,000 | 2,034 |
| U.S. Government securities | $37,821,000 | 2,388 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $37,821,000 | 2,339 |
| Securities issued by states & political subdivisions | $15,398,000 | 2,157 |
| Other domestic debt securities | $4,297,000 | 1,142 |
| Privately issued residential mortgage-backed securities | $4,297,000 | 341 |
| 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 | $12,841,000 | 132 |
| 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 | $42,118,000 | 1,549 |
| Certificates of participation in pools of residential mortgages | $12,052,000 | 2,549 |
| Issued or guaranteed by U.S. | $12,052,000 | 2,547 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $30,066,000 | 810 |
| CMOs issued by government agencies or sponsored agencies | $25,769,000 | 842 |
| Privately issued | $4,297,000 | 330 |
| 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) | $57,516,000 | 310 |
| Available-for-sale securities (fair market value) | $12,841,000 | 4,891 |
| Total debt securities | $57,516,000 | 2,365 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $68,206,000 | 2,089 |
| U.S. Government securities | $35,131,000 | 2,549 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $35,131,000 | 2,499 |
| Securities issued by states & political subdivisions | $15,432,000 | 2,099 |
| Other domestic debt securities | $4,866,000 | 1,092 |
| Privately issued residential mortgage-backed securities | $4,866,000 | 340 |
| 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 | $12,777,000 | 128 |
| 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 | $39,997,000 | 1,632 |
| Certificates of participation in pools of residential mortgages | $14,386,000 | 2,346 |
| Issued or guaranteed by U.S. | $14,386,000 | 2,345 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $25,611,000 | 916 |
| CMOs issued by government agencies or sponsored agencies | $20,745,000 | 969 |
| Privately issued | $4,866,000 | 331 |
| 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) | $55,429,000 | 324 |
| Available-for-sale securities (fair market value) | $12,777,000 | 4,954 |
| Total debt securities | $55,430,000 | 2,444 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $64,238,000 | 2,180 |
| U.S. Government securities | $36,402,000 | 2,517 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $36,402,000 | 2,462 |
| Securities issued by states & political subdivisions | $15,468,000 | 2,026 |
| Other domestic debt securities | $4,626,000 | 1,109 |
| Privately issued residential mortgage-backed securities | $4,626,000 | 373 |
| 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 | $7,742,000 | 172 |
| 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 | $40,028,000 | 1,648 |
| Certificates of participation in pools of residential mortgages | $9,794,000 | 2,864 |
| Issued or guaranteed by U.S. | $9,794,000 | 2,862 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $30,234,000 | 841 |
| CMOs issued by government agencies or sponsored agencies | $25,608,000 | 863 |
| Privately issued | $4,626,000 | 361 |
| 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) | $56,496,000 | 326 |
| Available-for-sale securities (fair market value) | $7,742,000 | 5,612 |
| Total debt securities | $56,496,000 | 2,424 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $63,975,000 | 2,138 |
| U.S. Government securities | $10,137,000 | 4,916 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,137,000 | 4,817 |
| Securities issued by states & political subdivisions | $15,504,000 | 1,999 |
| Other domestic debt securities | $30,632,000 | 355 |
| Privately issued residential mortgage-backed securities | $30,632,000 | 155 |
| 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 | $7,702,000 | 165 |
| 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 | $39,769,000 | 1,574 |
| Certificates of participation in pools of residential mortgages | $9,137,000 | 2,841 |
| Issued or guaranteed by U.S. | $9,137,000 | 2,841 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $30,632,000 | 828 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $30,632,000 | 150 |
| 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) | $56,273,000 | 330 |
| Available-for-sale securities (fair market value) | $7,702,000 | 5,611 |
| Total debt securities | $56,273,000 | 2,374 |
| 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 | $61,478,000 | 2,136 |
| U.S. Government securities | $7,308,000 | 5,406 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,308,000 | 5,298 |
| Securities issued by states & political subdivisions | $15,541,000 | 1,927 |
| Other domestic debt securities | $30,951,000 | 349 |
| Privately issued residential mortgage-backed securities | $30,951,000 | 165 |
| 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 | $7,678,000 | 173 |
| 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 | $38,259,000 | 1,560 |
| Certificates of participation in pools of residential mortgages | $7,308,000 | 3,093 |
| Issued or guaranteed by U.S. | $7,308,000 | 3,090 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $30,951,000 | 797 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $30,951,000 | 158 |
| 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) | $53,800,000 | 321 |
| Available-for-sale securities (fair market value) | $7,678,000 | 5,607 |
| Total debt securities | $53,800,000 | 2,378 |
| 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 | $58,964,000 | 2,224 |
| U.S. Government securities | $7,186,000 | 5,563 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,186,000 | 5,451 |
| Securities issued by states & political subdivisions | $15,577,000 | 1,871 |
| Other domestic debt securities | $28,573,000 | 359 |
| Privately issued residential mortgage-backed securities | $28,573,000 | 179 |
| 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 | $7,628,000 | 181 |
| 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 | $35,759,000 | 1,597 |
| Certificates of participation in pools of residential mortgages | $7,186,000 | 3,062 |
| Issued or guaranteed by U.S. | $7,186,000 | 3,057 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $28,573,000 | 829 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $28,573,000 | 173 |
| 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) | $51,336,000 | 325 |
| Available-for-sale securities (fair market value) | $7,628,000 | 5,703 |
| Total debt securities | $51,336,000 | 2,477 |
| 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 | $63,485,000 | 2,089 |
| U.S. Government securities | $9,738,000 | 5,081 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,738,000 | 4,961 |
| Securities issued by states & political subdivisions | $16,024,000 | 1,790 |
| Other domestic debt securities | $30,132,000 | 354 |
| Privately issued residential mortgage-backed securities | $30,132,000 | 185 |
| 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 | $7,591,000 | 184 |
| 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 | $37,870,000 | 1,504 |
| Certificates of participation in pools of residential mortgages | $7,738,000 | 2,902 |
| Issued or guaranteed by U.S. | $7,738,000 | 2,895 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $30,132,000 | 786 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $30,132,000 | 180 |
| 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) | $55,894,000 | 308 |
| Available-for-sale securities (fair market value) | $7,591,000 | 5,684 |
| Total debt securities | $55,894,000 | 2,282 |
| 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 | $64,654,000 | 1,959 |
| U.S. Government securities | $10,291,000 | 4,811 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,291,000 | 4,691 |
| Securities issued by states & political subdivisions | $15,499,000 | 1,785 |
| Other domestic debt securities | $31,299,000 | 368 |
| Privately issued residential mortgage-backed securities | $31,299,000 | 196 |
| 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 | $7,565,000 | 181 |
| 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 | $39,590,000 | 1,413 |
| Certificates of participation in pools of residential mortgages | $8,291,000 | 2,707 |
| Issued or guaranteed by U.S. | $8,291,000 | 2,699 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $31,299,000 | 762 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $31,299,000 | 190 |
| 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) | $57,089,000 | 288 |
| Available-for-sale securities (fair market value) | $7,565,000 | 5,628 |
| Total debt securities | $57,089,000 | 2,154 |
| 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 | $63,187,000 | 1,961 |
| U.S. Government securities | $11,280,000 | 4,605 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,280,000 | 4,489 |
| Securities issued by states & political subdivisions | $13,027,000 | 1,982 |
| Other domestic debt securities | $31,304,000 | 362 |
| Privately issued residential mortgage-backed securities | $31,304,000 | 197 |
| 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 | $7,576,000 | 185 |
| 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 | $40,584,000 | 1,348 |
| Certificates of participation in pools of residential mortgages | $9,280,000 | 2,521 |
| Issued or guaranteed by U.S. | $9,280,000 | 2,516 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $31,304,000 | 755 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $31,304,000 | 191 |
| 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) | $55,611,000 | 306 |
| Available-for-sale securities (fair market value) | $7,576,000 | 5,609 |
| Total debt securities | $55,611,000 | 2,152 |
| 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 | $64,620,000 | 1,912 |
| U.S. Government securities | $15,238,000 | 4,064 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,238,000 | 3,958 |
| Securities issued by states & political subdivisions | $12,866,000 | 1,908 |
| Other domestic debt securities | $29,017,000 | 387 |
| Privately issued residential mortgage-backed securities | $29,017,000 | 216 |
| 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 | $7,499,000 | 186 |
| 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 | $39,255,000 | 1,363 |
| Certificates of participation in pools of residential mortgages | $10,238,000 | 2,400 |
| Issued or guaranteed by U.S. | $10,238,000 | 2,392 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $29,017,000 | 765 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $29,017,000 | 208 |
| 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) | $57,121,000 | 310 |
| Available-for-sale securities (fair market value) | $7,499,000 | 5,695 |
| Total debt securities | $57,121,000 | 2,107 |
| 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 | $61,110,000 | 2,032 |
| U.S. Government securities | $14,045,000 | 4,285 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,045,000 | 4,175 |
| Securities issued by states & political subdivisions | $11,608,000 | 2,033 |
| Other domestic debt securities | $28,084,000 | 415 |
| Privately issued residential mortgage-backed securities | $28,084,000 | 239 |
| 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 | $7,373,000 | 192 |
| 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 | $40,129,000 | 1,389 |
| Certificates of participation in pools of residential mortgages | $12,045,000 | 2,270 |
| Issued or guaranteed by U.S. | $12,045,000 | 2,265 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $28,084,000 | 769 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $28,084,000 | 230 |
| 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) | $53,737,000 | 325 |
| Available-for-sale securities (fair market value) | $7,373,000 | 5,758 |
| Total debt securities | $53,737,000 | 2,227 |
| 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 | $61,375,000 | 2,012 |
| U.S. Government securities | $16,089,000 | 3,969 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,089,000 | 3,890 |
| Securities issued by states & political subdivisions | $9,637,000 | 2,291 |
| Other domestic debt securities | $28,309,000 | 426 |
| Privately issued residential mortgage-backed securities | $28,309,000 | 249 |
| 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 | $7,340,000 | 201 |
| 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 | $41,398,000 | 1,394 |
| Certificates of participation in pools of residential mortgages | $13,089,000 | 2,235 |
| Issued or guaranteed by U.S. | $13,089,000 | 2,227 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $28,309,000 | 761 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $28,309,000 | 243 |
| 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) | $54,035,000 | 323 |
| Available-for-sale securities (fair market value) | $7,340,000 | 5,773 |
| Total debt securities | $54,035,000 | 2,207 |
| 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 | $60,821,000 | 2,044 |
| U.S. Government securities | $18,137,000 | 3,709 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,137,000 | 3,634 |
| Securities issued by states & political subdivisions | $9,115,000 | 2,401 |
| Other domestic debt securities | $26,286,000 | 479 |
| Privately issued residential mortgage-backed securities | $26,286,000 | 293 |
| 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 | $7,283,000 | 238 |
| 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 | $40,423,000 | 1,447 |
| Certificates of participation in pools of residential mortgages | $14,137,000 | 2,197 |
| Issued or guaranteed by U.S. | $14,137,000 | 2,186 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $26,286,000 | 778 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $26,286,000 | 285 |
| 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) | $53,538,000 | 340 |
| Available-for-sale securities (fair market value) | $7,283,000 | 5,818 |
| Total debt securities | $53,538,000 | 2,224 |
| 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 | $56,753,000 | 2,104 |
| U.S. Government securities | $16,605,000 | 3,894 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,605,000 | 3,810 |
| Securities issued by states & political subdivisions | $8,570,000 | 2,442 |
| Other domestic debt securities | $24,443,000 | 522 |
| Privately issued residential mortgage-backed securities | $24,443,000 | 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 | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,135,000 | 268 |
| 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 | $39,048,000 | 1,482 |
| Certificates of participation in pools of residential mortgages | $14,605,000 | 2,197 |
| Issued or guaranteed by U.S. | $14,605,000 | 2,188 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $24,443,000 | 798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $24,443,000 | 304 |
| 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) | $49,618,000 | 372 |
| Available-for-sale securities (fair market value) | $7,135,000 | 5,858 |
| Total debt securities | $49,618,000 | 2,305 |
| 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 | $56,595,000 | 2,084 |
| U.S. Government securities | $14,424,000 | 4,284 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,424,000 | 4,204 |
| Securities issued by states & political subdivisions | $8,311,000 | 2,401 |
| Other domestic debt securities | $26,803,000 | 474 |
| Privately issued residential mortgage-backed securities | $26,803,000 | 309 |
| 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 | $7,057,000 | 278 |
| 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 | $40,727,000 | 1,449 |
| Certificates of participation in pools of residential mortgages | $13,924,000 | 2,288 |
| Issued or guaranteed by U.S. | $13,924,000 | 2,275 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $26,803,000 | 748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $26,803,000 | 295 |
| 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) | $49,538,000 | 370 |
| Available-for-sale securities (fair market value) | $7,057,000 | 5,910 |
| Total debt securities | $49,538,000 | 2,323 |
| 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 | $51,276,000 | 2,261 |
| U.S. Government securities | $14,138,000 | 4,378 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,138,000 | 4,299 |
| Securities issued by states & political subdivisions | $6,861,000 | 2,650 |
| Other domestic debt securities | $23,233,000 | 476 |
| Privately issued residential mortgage-backed securities | $23,233,000 | 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 | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,044,000 | 253 |
| 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 | $36,871,000 | 1,502 |
| Certificates of participation in pools of residential mortgages | $13,638,000 | 2,285 |
| Issued or guaranteed by U.S. | $13,638,000 | 2,275 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $23,233,000 | 799 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $23,233,000 | 301 |
| 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) | $44,232,000 | 400 |
| Available-for-sale securities (fair market value) | $7,044,000 | 5,949 |
| Total debt securities | $44,232,000 | 2,531 |
| 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 | $48,418,000 | 2,323 |
| U.S. Government securities | $14,222,000 | 4,312 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,222,000 | 4,237 |
| Securities issued by states & political subdivisions | $6,276,000 | 2,765 |
| Other domestic debt securities | $20,155,000 | 523 |
| Privately issued residential mortgage-backed securities | $20,155,000 | 352 |
| 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 | $7,765,000 | 230 |
| 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 | $33,377,000 | 1,549 |
| Certificates of participation in pools of residential mortgages | $13,222,000 | 2,250 |
| Issued or guaranteed by U.S. | $13,222,000 | 2,238 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $20,155,000 | 826 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $20,155,000 | 338 |
| 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) | $40,653,000 | 421 |
| Available-for-sale securities (fair market value) | $7,765,000 | 5,770 |
| Total debt securities | $40,653,000 | 2,661 |
| 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 | $48,512,000 | 2,376 |
| U.S. Government securities | $14,989,000 | 4,229 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,989,000 | 4,157 |
| Securities issued by states & political subdivisions | $6,291,000 | 2,776 |
| Other domestic debt securities | $19,263,000 | 574 |
| Privately issued residential mortgage-backed securities | $19,263,000 | 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 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,969,000 | 327 |
| 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 | $33,252,000 | 1,531 |
| Certificates of participation in pools of residential mortgages | $13,989,000 | 2,147 |
| Issued or guaranteed by U.S. | $13,989,000 | 2,137 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $19,263,000 | 839 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $19,263,000 | 344 |
| 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) | $40,543,000 | 420 |
| Available-for-sale securities (fair market value) | $7,969,000 | 5,784 |
| Total debt securities | $40,543,000 | 2,706 |
| 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 | $45,532,000 | 2,487 |
| U.S. Government securities | $16,300,000 | 4,031 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,300,000 | 3,956 |
| Securities issued by states & political subdivisions | $6,306,000 | 2,793 |
| Other domestic debt securities | $14,785,000 | 665 |
| Privately issued residential mortgage-backed securities | $14,785,000 | 407 |
| 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 | $8,141,000 | 356 |
| 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 | $29,585,000 | 1,616 |
| Certificates of participation in pools of residential mortgages | $14,800,000 | 2,021 |
| Issued or guaranteed by U.S. | $14,800,000 | 2,011 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $14,785,000 | 963 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $14,785,000 | 381 |
| 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) | $37,391,000 | 433 |
| Available-for-sale securities (fair market value) | $8,141,000 | 5,759 |
| Total debt securities | $37,391,000 | 2,877 |
| 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 | $50,944,000 | 2,262 |
| U.S. Government securities | $20,583,000 | 3,519 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,583,000 | 3,448 |
| Securities issued by states & political subdivisions | $7,258,000 | 2,556 |
| Other domestic debt securities | $15,046,000 | 610 |
| Privately issued residential mortgage-backed securities | $15,046,000 | 365 |
| 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 | $8,057,000 | 342 |
| 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 | $30,629,000 | 1,425 |
| Certificates of participation in pools of residential mortgages | $15,583,000 | 1,697 |
| Issued or guaranteed by U.S. | $15,583,000 | 1,687 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $15,046,000 | 883 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $15,046,000 | 340 |
| 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) | $42,887,000 | 404 |
| Available-for-sale securities (fair market value) | $8,057,000 | 5,819 |
| Total debt securities | $42,887,000 | 2,574 |
| 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 | $50,827,000 | 2,260 |
| U.S. Government securities | $21,746,000 | 3,418 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,746,000 | 3,349 |
| Securities issued by states & political subdivisions | $7,277,000 | 2,505 |
| Other domestic debt securities | $13,884,000 | 614 |
| Privately issued residential mortgage-backed securities | $13,884,000 | 364 |
| 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 | $7,920,000 | 338 |
| 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 | $30,130,000 | 1,353 |
| Certificates of participation in pools of residential mortgages | $16,246,000 | 1,526 |
| Issued or guaranteed by U.S. | $16,246,000 | 1,517 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $13,884,000 | 897 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $13,884,000 | 341 |
| 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) | $42,907,000 | 429 |
| Available-for-sale securities (fair market value) | $7,920,000 | 5,888 |
| Total debt securities | $42,907,000 | 2,568 |
| 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 | $51,255,000 | 2,250 |
| U.S. Government securities | $24,059,000 | 3,183 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,059,000 | 3,106 |
| Securities issued by states & political subdivisions | $7,295,000 | 2,509 |
| Other domestic debt securities | $12,097,000 | 633 |
| Privately issued residential mortgage-backed securities | $12,097,000 | 374 |
| 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 | $7,804,000 | 331 |
| 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 | $29,156,000 | 1,358 |
| Certificates of participation in pools of residential mortgages | $17,059,000 | 1,448 |
| Issued or guaranteed by U.S. | $17,059,000 | 1,440 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $12,097,000 | 949 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $12,097,000 | 353 |
| 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) | $43,451,000 | 432 |
| Available-for-sale securities (fair market value) | $7,804,000 | 5,893 |
| Total debt securities | $43,451,000 | 2,536 |
| 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 | $52,299,000 | 2,219 |
| U.S. Government securities | $25,873,000 | 3,032 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,873,000 | 2,953 |
| Securities issued by states & political subdivisions | $5,966,000 | 2,826 |
| Other domestic debt securities | $12,349,000 | 640 |
| Privately issued residential mortgage-backed securities | $12,349,000 | 368 |
| 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 | $8,111,000 | 332 |
| 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 | $30,222,000 | 1,298 |
| Certificates of participation in pools of residential mortgages | $17,873,000 | 1,396 |
| Issued or guaranteed by U.S. | $17,873,000 | 1,388 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $12,349,000 | 927 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $12,349,000 | 345 |
| 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) | $44,188,000 | 443 |
| Available-for-sale securities (fair market value) | $8,111,000 | 5,850 |
| Total debt securities | $44,188,000 | 2,512 |
| 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 | $53,852,000 | 2,177 |
| U.S. Government securities | $27,087,000 | 2,959 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,087,000 | 2,879 |
| Securities issued by states & political subdivisions | $6,361,000 | 2,737 |
| Other domestic debt securities | $12,332,000 | 625 |
| Privately issued residential mortgage-backed securities | $12,332,000 | 347 |
| 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 | $8,072,000 | 342 |
| 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 | $30,919,000 | 1,303 |
| Certificates of participation in pools of residential mortgages | $18,587,000 | 1,374 |
| Issued or guaranteed by U.S. | $18,587,000 | 1,367 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $12,332,000 | 930 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $12,332,000 | 331 |
| 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) | $45,780,000 | 437 |
| Available-for-sale securities (fair market value) | $8,072,000 | 5,908 |
| Total debt securities | $45,780,000 | 2,466 |
| 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 | $56,456,000 | 2,106 |
| U.S. Government securities | $30,940,000 | 2,713 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,940,000 | 2,641 |
| Securities issued by states & political subdivisions | $6,179,000 | 2,773 |
| Other domestic debt securities | $11,363,000 | 651 |
| Privately issued residential mortgage-backed securities | $10,863,000 | 373 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,760 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,974,000 | 338 |
| 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 | $30,305,000 | 1,321 |
| Certificates of participation in pools of residential mortgages | $19,442,000 | 1,353 |
| Issued or guaranteed by U.S. | $19,442,000 | 1,343 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $10,863,000 | 982 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $10,863,000 | 352 |
| 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) | $48,482,000 | 440 |
| Available-for-sale securities (fair market value) | $7,974,000 | 5,960 |
| Total debt securities | $48,482,000 | 2,357 |
| 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 | $57,387,000 | 2,064 |
| U.S. Government securities | $32,924,000 | 2,565 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,924,000 | 2,487 |
| Securities issued by states & political subdivisions | $5,658,000 | 2,888 |
| Other domestic debt securities | $11,023,000 | 665 |
| Privately issued residential mortgage-backed securities | $10,524,000 | 372 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $499,000 | 1,835 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,782,000 | 342 |
| 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 | $30,954,000 | 1,321 |
| Certificates of participation in pools of residential mortgages | $20,430,000 | 1,313 |
| Issued or guaranteed by U.S. | $20,430,000 | 1,306 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $10,524,000 | 988 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $10,524,000 | 353 |
| 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) | $49,605,000 | 447 |
| Available-for-sale securities (fair market value) | $7,782,000 | 6,007 |
| Total debt securities | $49,605,000 | 2,299 |
| 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 | $57,066,000 | 2,101 |
| U.S. Government securities | $34,410,000 | 2,509 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,410,000 | 2,441 |
| Securities issued by states & political subdivisions | $4,792,000 | 3,147 |
| Other domestic debt securities | $10,116,000 | 725 |
| Privately issued residential mortgage-backed securities | $9,116,000 | 409 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,488 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,748,000 | 351 |
| 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 | $30,538,000 | 1,342 |
| Certificates of participation in pools of residential mortgages | $21,422,000 | 1,286 |
| Issued or guaranteed by U.S. | $21,422,000 | 1,278 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $9,116,000 | 1,085 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $9,116,000 | 387 |
| 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) | $49,318,000 | 453 |
| Available-for-sale securities (fair market value) | $7,748,000 | 6,065 |
| Total debt securities | $49,318,000 | 2,342 |
| 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 | $57,192,000 | 2,106 |
| U.S. Government securities | $35,823,000 | 2,397 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $35,823,000 | 2,324 |
| Securities issued by states & political subdivisions | $3,840,000 | 3,493 |
| Other domestic debt securities | $9,797,000 | 746 |
| Privately issued residential mortgage-backed securities | $8,798,000 | 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 | $999,000 | 1,636 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,732,000 | 365 |
| 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 | $31,138,000 | 1,334 |
| Certificates of participation in pools of residential mortgages | $22,340,000 | 1,266 |
| Issued or guaranteed by U.S. | $22,340,000 | 1,256 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $8,798,000 | 1,089 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $8,798,000 | 387 |
| 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) | $49,460,000 | 464 |
| Available-for-sale securities (fair market value) | $7,732,000 | 6,095 |
| Total debt securities | $49,460,000 | 2,354 |
| 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 | $58,645,000 | 2,043 |
| U.S. Government securities | $39,094,000 | 2,221 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $39,094,000 | 2,143 |
| Securities issued by states & political subdivisions | $3,141,000 | 3,772 |
| Other domestic debt securities | $8,777,000 | 805 |
| Privately issued residential mortgage-backed securities | $7,778,000 | 409 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $999,000 | 1,709 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,633,000 | 370 |
| 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 | $31,391,000 | 1,338 |
| Certificates of participation in pools of residential mortgages | $23,613,000 | 1,247 |
| Issued or guaranteed by U.S. | $23,613,000 | 1,236 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,778,000 | 1,172 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $7,778,000 | 386 |
| 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) | $51,012,000 | 454 |
| Available-for-sale securities (fair market value) | $7,633,000 | 6,130 |
| Total debt securities | $51,012,000 | 2,251 |
| 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 | $60,910,000 | 1,986 |
| U.S. Government securities | $41,646,000 | 2,127 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,646,000 | 2,059 |
| Securities issued by states & political subdivisions | $3,148,000 | 3,740 |
| Other domestic debt securities | $8,457,000 | 823 |
| Privately issued residential mortgage-backed securities | $7,458,000 | 414 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $999,000 | 1,785 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,659,000 | 375 |
| 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 | $31,624,000 | 1,364 |
| Certificates of participation in pools of residential mortgages | $24,166,000 | 1,253 |
| Issued or guaranteed by U.S. | $24,166,000 | 1,244 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $7,458,000 | 1,239 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $7,458,000 | 391 |
| 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) | $53,251,000 | 444 |
| Available-for-sale securities (fair market value) | $7,659,000 | 6,136 |
| Total debt securities | $53,251,000 | 2,187 |
| 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 | $57,871,000 | 2,118 |
| U.S. Government securities | $38,327,000 | 2,322 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,327,000 | 2,244 |
| Securities issued by states & political subdivisions | $2,729,000 | 3,940 |
| Other domestic debt securities | $9,226,000 | 805 |
| Privately issued residential mortgage-backed securities | $8,227,000 | 396 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $999,000 | 1,859 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,589,000 | 388 |
| 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 | $27,549,000 | 1,549 |
| Certificates of participation in pools of residential mortgages | $19,322,000 | 1,507 |
| Issued or guaranteed by U.S. | $19,322,000 | 1,496 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $8,227,000 | 1,203 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $8,227,000 | 366 |
| 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) | $50,282,000 | 471 |
| Available-for-sale securities (fair market value) | $7,589,000 | 6,205 |
| Total debt securities | $50,282,000 | 2,335 |
| 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 | $58,636,000 | 2,119 |
| U.S. Government securities | $36,862,000 | 2,403 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,862,000 | 2,313 |
| Securities issued by states & political subdivisions | $1,717,000 | 4,553 |
| Other domestic debt securities | $8,879,000 | 858 |
| Privately issued residential mortgage-backed securities | $7,880,000 | 402 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $999,000 | 1,953 |
| Foreign debt securities | NA | NA |
| Equity securities | $11,178,000 | 293 |
| 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 | $27,222,000 | 1,580 |
| Certificates of participation in pools of residential mortgages | $19,342,000 | 1,527 |
| Issued or guaranteed by U.S. | $19,342,000 | 1,514 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $7,880,000 | 1,237 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $7,880,000 | 375 |
| 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) | $47,458,000 | 484 |
| Available-for-sale securities (fair market value) | $11,178,000 | 5,489 |
| Total debt securities | $47,458,000 | 2,468 |
| 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 | $63,217,000 | 1,952 |
| U.S. Government securities | $40,506,000 | 2,184 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $40,506,000 | 2,102 |
| Securities issued by states & political subdivisions | $1,863,000 | 4,450 |
| Other domestic debt securities | $9,762,000 | 816 |
| Privately issued residential mortgage-backed securities | $8,513,000 | 370 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,249,000 | 1,791 |
| Foreign debt securities | NA | NA |
| Equity securities | $11,086,000 | 310 |
| 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 | $28,980,000 | 1,520 |
| Certificates of participation in pools of residential mortgages | $20,467,000 | 1,457 |
| Issued or guaranteed by U.S. | $20,467,000 | 1,446 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $8,513,000 | 1,186 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $8,513,000 | 342 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $52,131,000 | 443 |
| Available-for-sale securities (fair market value) | $11,086,000 | 5,523 |
| Total debt securities | $52,131,000 | 2,272 |
| 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 | $62,472,000 | 2,006 |
| U.S. Government securities | $40,388,000 | 2,240 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $40,388,000 | 2,153 |
| Securities issued by states & political subdivisions | $1,865,000 | 4,458 |
| Other domestic debt securities | $9,239,000 | 855 |
| Privately issued residential mortgage-backed securities | $7,641,000 | 371 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,598,000 | 1,693 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,980,000 | 334 |
| 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 | $27,977,000 | 1,587 |
| Certificates of participation in pools of residential mortgages | $20,336,000 | 1,494 |
| Issued or guaranteed by U.S. | $20,336,000 | 1,481 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,641,000 | 1,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $7,641,000 | 351 |
| 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) | $51,492,000 | 452 |
| Available-for-sale securities (fair market value) | $10,980,000 | 5,621 |
| Total debt securities | $51,492,000 | 2,331 |
| 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 | $59,614,000 | 2,070 |
| U.S. Government securities | $37,725,000 | 2,344 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $37,725,000 | 2,275 |
| Securities issued by states & political subdivisions | $1,636,000 | 4,619 |
| Other domestic debt securities | $9,230,000 | 905 |
| Privately issued residential mortgage-backed securities | $7,632,000 | 385 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,598,000 | 1,796 |
| Foreign debt securities | NA | NA |
| Equity securities | $11,023,000 | 364 |
| 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 | $28,772,000 | 1,567 |
| Certificates of participation in pools of residential mortgages | $21,140,000 | 1,472 |
| Issued or guaranteed by U.S. | $21,140,000 | 1,461 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $7,632,000 | 1,320 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $7,632,000 | 356 |
| 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) | $48,591,000 | 453 |
| Available-for-sale securities (fair market value) | $11,023,000 | 5,626 |
| Total debt securities | $48,591,000 | 2,455 |
| 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 | $66,609,000 | 1,934 |
| U.S. Government securities | $52,188,000 | 1,820 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $52,188,000 | 1,761 |
| Securities issued by states & political subdivisions | $1,637,000 | 4,653 |
| Other domestic debt securities | $1,847,000 | 2,082 |
| 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 | $1,847,000 | 1,808 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,937,000 | 349 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $30,052,000 | 1,526 |
| Certificates of participation in pools of residential mortgages | $21,840,000 | 1,442 |
| Issued or guaranteed by U.S. | $21,840,000 | 1,431 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $8,212,000 | 1,256 |
| CMOs issued by government agencies or sponsored agencies | $8,212,000 | 1,161 |
| 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) | $55,672,000 | 400 |
| Available-for-sale securities (fair market value) | $10,937,000 | 5,669 |
| Total debt securities | $55,672,000 | 2,211 |
| 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 | $68,475,000 | 1,859 |
| U.S. Government securities | $54,023,000 | 1,736 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $54,023,000 | 1,680 |
| Securities issued by states & political subdivisions | $1,132,000 | 5,088 |
| Other domestic debt securities | $2,447,000 | 1,931 |
| 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 | $2,447,000 | 1,651 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,873,000 | 375 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $29,571,000 | 1,550 |
| Certificates of participation in pools of residential mortgages | $20,161,000 | 1,511 |
| Issued or guaranteed by U.S. | $20,161,000 | 1,504 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $9,410,000 | 1,174 |
| CMOs issued by government agencies or sponsored agencies | $9,410,000 | 1,089 |
| 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) | $57,602,000 | 378 |
| Available-for-sale securities (fair market value) | $10,873,000 | 5,631 |
| Total debt securities | $57,602,000 | 2,120 |
| 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 | $61,644,000 | 2,015 |
| U.S. Government securities | $44,263,000 | 1,991 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $44,263,000 | 1,923 |
| Securities issued by states & political subdivisions | $752,000 | 5,497 |
| Other domestic debt securities | $3,280,000 | 1,776 |
| 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 | $3,280,000 | 1,494 |
| Foreign debt securities | NA | NA |
| Equity securities | $13,349,000 | 340 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $31,033,000 | 1,495 |
| Certificates of participation in pools of residential mortgages | $18,537,000 | 1,600 |
| Issued or guaranteed by U.S. | $18,537,000 | 1,591 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $12,496,000 | 1,069 |
| CMOs issued by government agencies or sponsored agencies | $12,496,000 | 994 |
| 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) | $48,295,000 | 432 |
| Available-for-sale securities (fair market value) | $13,349,000 | 5,077 |
| Total debt securities | $48,295,000 | 2,402 |
| 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 | $63,072,000 | 1,933 |
| U.S. Government securities | $43,269,000 | 1,989 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $43,269,000 | 1,925 |
| Securities issued by states & political subdivisions | $2,719,000 | 3,923 |
| Other domestic debt securities | $3,733,000 | 1,661 |
| 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 | $3,733,000 | 1,391 |
| Foreign debt securities | NA | NA |
| Equity securities | $13,351,000 | 334 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $31,351,000 | 1,479 |
| Certificates of participation in pools of residential mortgages | $17,799,000 | 1,625 |
| Issued or guaranteed by U.S. | $17,799,000 | 1,619 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $13,552,000 | 1,060 |
| CMOs issued by government agencies or sponsored agencies | $13,552,000 | 974 |
| 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) | $49,721,000 | 433 |
| Available-for-sale securities (fair market value) | $13,351,000 | 5,071 |
| Total debt securities | $49,721,000 | 2,315 |
| 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 | $63,696,000 | 1,893 |
| U.S. Government securities | $42,806,000 | 1,996 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $42,806,000 | 1,913 |
| Securities issued by states & political subdivisions | $2,818,000 | 3,844 |
| Other domestic debt securities | $4,737,000 | 1,442 |
| 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 | $4,737,000 | 1,189 |
| Foreign debt securities | NA | NA |
| Equity securities | $13,335,000 | 333 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $31,617,000 | 1,449 |
| Certificates of participation in pools of residential mortgages | $16,884,000 | 1,646 |
| Issued or guaranteed by U.S. | $16,884,000 | 1,636 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $14,733,000 | 1,005 |
| CMOs issued by government agencies or sponsored agencies | $14,733,000 | 931 |
| 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) | $50,362,000 | 418 |
| Available-for-sale securities (fair market value) | $13,334,000 | 5,008 |
| Total debt securities | $50,361,000 | 2,265 |
| 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 | $49,972,000 | 2,196 |
| U.S. Government securities | $33,735,000 | 2,315 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,735,000 | 2,184 |
| Securities issued by states & political subdivisions | $1,115,000 | 5,111 |
| Other domestic debt securities | $4,781,000 | 1,466 |
| 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 | $4,781,000 | 1,184 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,341,000 | 397 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $25,086,000 | 1,561 |
| Certificates of participation in pools of residential mortgages | $15,527,000 | 1,579 |
| Issued or guaranteed by U.S. | $15,527,000 | 1,569 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $9,559,000 | 1,325 |
| CMOs issued by government agencies or sponsored agencies | $9,559,000 | 1,238 |
| 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) | $39,631,000 | 519 |
| Available-for-sale securities (fair market value) | $10,341,000 | 5,544 |
| Total debt securities | $39,631,000 | 2,603 |
| 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 | $32,849,000 | 3,208 |
| U.S. Government securities | $22,097,000 | 3,389 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,097,000 | 3,131 |
| Securities issued by states & political subdivisions | $1,097,000 | 5,208 |
| Other domestic debt securities | $9,377,000 | 833 |
| 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 | $9,377,000 | 685 |
| Foreign debt securities | NA | NA |
| Equity securities | $403,000 | 4,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $125,000 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,249,000 | 1,785 |
| Certificates of participation in pools of residential mortgages | $11,408,000 | 1,597 |
| Issued or guaranteed by U.S. | $11,408,000 | 1,585 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $3,841,000 | 1,730 |
| CMOs issued by government agencies or sponsored agencies | $3,841,000 | 1,597 |
| 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) | $29,580,000 | 829 |
| Available-for-sale securities (fair market value) | $3,269,000 | 7,790 |
| Total debt securities | $32,571,000 | 3,130 |
| 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 | $33,517,000 | 3,286 |
| U.S. Government securities | $23,369,000 | 3,423 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,369,000 | 3,062 |
| Securities issued by states & political subdivisions | $847,000 | 5,852 |
| Other domestic debt securities | $9,026,000 | 887 |
| 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 | $9,026,000 | 712 |
| Foreign debt securities | NA | NA |
| Equity securities | $275,000 | 5,046 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,354,000 | 1,769 |
| Certificates of participation in pools of residential mortgages | $13,045,000 | 1,559 |
| Issued or guaranteed by U.S. | $13,045,000 | 1,548 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $4,309,000 | 1,750 |
| CMOs issued by government agencies or sponsored agencies | $4,309,000 | 1,619 |
| 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) | $30,594,000 | 860 |
| Available-for-sale securities (fair market value) | $2,923,000 | 8,114 |
| Total debt securities | $33,242,000 | 3,202 |
| 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 | $31,739,000 | 3,452 |
| U.S. Government securities | $20,144,000 | 3,888 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,144,000 | 3,315 |
| Securities issued by states & political subdivisions | $502,000 | 6,567 |
| Other domestic debt securities | $10,716,000 | 729 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,716,000 | 548 |
| Foreign debt securities | NA | NA |
| Equity securities | $377,000 | 4,146 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,386,000 | 2,488 |
| Certificates of participation in pools of residential mortgages | $9,588,000 | 2,054 |
| Issued or guaranteed by U.S. | $9,588,000 | 2,043 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,798,000 | 2,746 |
| CMOs issued by government agencies or sponsored agencies | $1,798,000 | 2,607 |
| 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) | $29,344,000 | 981 |
| Available-for-sale securities (fair market value) | $2,395,000 | 8,340 |
| Total debt securities | $31,362,000 | 3,389 |
| 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 | $24,405,000 | 4,278 |
| U.S. Government securities | $19,221,000 | 4,212 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,221,000 | 3,318 |
| Securities issued by states & political subdivisions | $200,000 | 7,514 |
| Other domestic debt securities | $4,739,000 | 876 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,739,000 | 673 |
| Foreign debt securities | NA | NA |
| Equity securities | $245,000 | 5,044 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,476,000 | 2,900 |
| Certificates of participation in pools of residential mortgages | $8,476,000 | 2,153 |
| Issued or guaranteed by U.S. | $8,476,000 | 2,139 |
| Privately issued | $0 | 394 |
| 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) | $22,580,000 | 1,519 |
| Available-for-sale securities (fair market value) | $1,825,000 | 8,809 |
| Total debt securities | $24,160,000 | 4,197 |
| 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 | $18,966,000 | 5,500 |
| U.S. Government securities | $15,459,000 | 5,375 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,459,000 | 4,099 |
| Securities issued by states & political subdivisions | $100,000 | 8,252 |
| Other domestic debt securities | $3,246,000 | 1,148 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,246,000 | 830 |
| Foreign debt securities | NA | NA |
| Equity securities | $161,000 | 5,635 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $0 | 312 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,959,000 | 3,578 |
| Certificates of participation in pools of residential mortgages | $6,959,000 | 2,690 |
| Issued or guaranteed by U.S. | $6,959,000 | 2,668 |
| Privately issued | $0 | 472 |
| 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) | $17,076,000 | 2,148 |
| Available-for-sale securities (fair market value) | $1,890,000 | 9,085 |
| Total debt securities | $18,805,000 | 5,421 |
| 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 | $18,169,000 | 5,939 |
| U.S. Government securities | $14,872,000 | 5,740 |
| U.S. Treasury securities | $750,000 | 8,998 |
| U.S. Government agency obligations | $14,122,000 | 4,369 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $2,841,000 | 1,495 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,841,000 | 1,130 |
| Foreign debt securities | NA | NA |
| Equity securities | $456,000 | 3,477 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 335 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,622,000 | 5,157 |
| Certificates of participation in pools of residential mortgages | $3,622,000 | 3,856 |
| Issued or guaranteed by U.S. | $3,622,000 | 3,828 |
| Privately issued | $0 | 558 |
| 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) | $17,713,000 | 2,234 |
| Available-for-sale securities (fair market value) | $456,000 | 10,306 |
| Total debt securities | $17,713,000 | 5,920 |
| 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 | $15,501,000 | 6,991 |
| U.S. Government securities | $13,987,000 | 6,326 |
| U.S. Treasury securities | $2,500,000 | 7,628 |
| U.S. Government agency obligations | $11,487,000 | 4,870 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $1,087,000 | 2,679 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,087,000 | 2,115 |
| Foreign debt securities | NA | NA |
| Equity securities | $427,000 | 3,371 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $0 | 406 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,736,000 | 5,380 |
| Certificates of participation in pools of residential mortgages | $3,736,000 | 3,928 |
| Issued or guaranteed by U.S. | $3,736,000 | 3,903 |
| Privately issued | $0 | 564 |
| 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) | $15,074,000 | 4,298 |
| Available-for-sale securities (fair market value) | $427,000 | 10,217 |
| Total debt securities | $15,074,000 | 6,997 |
| 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 | $14,147,000 | 7,677 |
| U.S. Government securities | $9,565,000 | 8,200 |
| U.S. Treasury securities | $4,517,000 | 6,053 |
| U.S. Government agency obligations | $5,048,000 | 7,869 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $4,544,000 | 1,483 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,544,000 | 1,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $38,000 | 7,102 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $0 | 401 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,544,000 | 7,743 |
| Certificates of participation in pools of residential mortgages | $1,544,000 | 6,253 |
| Issued or guaranteed by U.S. | $1,544,000 | 6,208 |
| Privately issued | $0 | 731 |
| 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 | $14,109,000 | 7,529 |
| 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 | $9,177,000 | 9,501 |
| U.S. Government securities | $4,529,000 | 11,098 |
| U.S. Treasury securities | $2,531,000 | 8,055 |
| U.S. Government agency obligations | $1,998,000 | 10,551 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $4,610,000 | 1,793 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,610,000 | 1,273 |
| Foreign debt securities | NA | NA |
| Equity securities | $38,000 | 6,820 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $0 | 574 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| 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 | $9,139,000 | 9,379 |
| 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 |