Home > Affinity Bank of Pennsylvania > Securities
Affinity Bank of Pennsylvania, Securities
| 2012-12-31 | Rank | |
| Total securities | $75,744,000 | 1,920 |
| U.S. Government securities | $66,563,000 | 1,476 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $66,563,000 | 1,434 |
| Securities issued by states & political subdivisions | $7,417,000 | 3,258 |
| Other domestic debt securities | $1,257,000 | 1,823 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $1,257,000 | 1,365 |
| Foreign debt securities | $507,000 | 224 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,495,000 | 1,264 |
| Mortgage-backed securities | $37,846,000 | 1,603 |
| Certificates of participation in pools of residential mortgages | $36,421,000 | 1,118 |
| Issued or guaranteed by U.S. | $36,421,000 | 1,116 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,425,000 | 2,869 |
| CMOs issued by government agencies or sponsored agencies | $1,425,000 | 2,752 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $75,744,000 | 1,740 |
| Total debt securities | $75,744,000 | 1,898 |
| Structured notes | ||
| Amortized cost | $5,500,000 | 687 |
| Fair value | $5,497,000 | 690 |
| 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 | $74,994,000 | 1,939 |
| U.S. Government securities | $69,252,000 | 1,454 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $69,252,000 | 1,413 |
| Securities issued by states & political subdivisions | $3,990,000 | 3,980 |
| Other domestic debt securities | $1,245,000 | 1,888 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $1,245,000 | 1,422 |
| Foreign debt securities | $507,000 | 224 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,296,000 | 1,241 |
| Mortgage-backed securities | $41,589,000 | 1,562 |
| Certificates of participation in pools of residential mortgages | $39,933,000 | 1,093 |
| Issued or guaranteed by U.S. | $39,933,000 | 1,091 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,656,000 | 2,871 |
| CMOs issued by government agencies or sponsored agencies | $1,656,000 | 2,748 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $74,994,000 | 1,761 |
| Total debt securities | $74,994,000 | 1,916 |
| Structured notes | ||
| Amortized cost | $4,912,000 | 804 |
| Fair value | $4,903,000 | 800 |
| 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 | $73,875,000 | 1,958 |
| U.S. Government securities | $68,685,000 | 1,499 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $68,685,000 | 1,457 |
| Securities issued by states & political subdivisions | $3,450,000 | 4,071 |
| Other domestic debt securities | $1,238,000 | 1,908 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $1,238,000 | 1,431 |
| Foreign debt securities | $502,000 | 217 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,888,000 | 1,243 |
| Mortgage-backed securities | $41,199,000 | 1,595 |
| Certificates of participation in pools of residential mortgages | $39,266,000 | 1,138 |
| Issued or guaranteed by U.S. | $39,266,000 | 1,138 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,933,000 | 2,789 |
| CMOs issued by government agencies or sponsored agencies | $1,933,000 | 2,666 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $73,875,000 | 1,783 |
| Total debt securities | $73,875,000 | 1,939 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 963 |
| Fair value | $4,500,000 | 977 |
| 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 | $74,552,000 | 1,935 |
| U.S. Government securities | $70,236,000 | 1,499 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $70,236,000 | 1,451 |
| Securities issued by states & political subdivisions | $3,078,000 | 4,132 |
| Other domestic debt securities | $1,238,000 | 1,881 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $1,238,000 | 1,418 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,355,000 | 1,259 |
| Mortgage-backed securities | $43,965,000 | 1,533 |
| Certificates of participation in pools of residential mortgages | $41,689,000 | 1,074 |
| Issued or guaranteed by U.S. | $41,689,000 | 1,074 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,276,000 | 2,725 |
| CMOs issued by government agencies or sponsored agencies | $2,276,000 | 2,599 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $74,552,000 | 1,762 |
| Total debt securities | $74,552,000 | 1,916 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,291 |
| Fair value | $3,491,000 | 1,302 |
| 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 | $78,233,000 | 1,798 |
| U.S. Government securities | $75,150,000 | 1,346 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $75,150,000 | 1,307 |
| Securities issued by states & political subdivisions | $2,157,000 | 4,432 |
| Other domestic debt securities | $926,000 | 2,071 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $926,000 | 1,525 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,071,000 | 1,120 |
| Mortgage-backed securities | $45,625,000 | 1,412 |
| Certificates of participation in pools of residential mortgages | $42,979,000 | 991 |
| Issued or guaranteed by U.S. | $42,979,000 | 990 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,646,000 | 2,583 |
| CMOs issued by government agencies or sponsored agencies | $2,646,000 | 2,387 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $78,233,000 | 1,643 |
| Total debt securities | $78,233,000 | 1,780 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,887 |
| Fair value | $1,453,000 | 1,966 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $75,989,000 | 1,807 |
| U.S. Government securities | $74,490,000 | 1,332 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $74,490,000 | 1,281 |
| Securities issued by states & political subdivisions | $276,000 | 5,487 |
| Other domestic debt securities | $1,223,000 | 1,867 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,223,000 | 1,327 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,924,000 | 1,167 |
| Mortgage-backed securities | $43,867,000 | 1,390 |
| Certificates of participation in pools of residential mortgages | $40,813,000 | 995 |
| Issued or guaranteed by U.S. | $40,813,000 | 993 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,054,000 | 2,462 |
| CMOs issued by government agencies or sponsored agencies | $3,054,000 | 2,266 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $75,989,000 | 1,640 |
| Total debt securities | $75,989,000 | 1,788 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 845 |
| Fair value | $6,512,000 | 853 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $62,213,000 | 2,127 |
| U.S. Government securities | $60,699,000 | 1,602 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $60,699,000 | 1,559 |
| Securities issued by states & political subdivisions | $260,000 | 5,494 |
| Other domestic debt securities | $1,254,000 | 1,796 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $1,254,000 | 1,228 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,641,000 | 1,290 |
| Mortgage-backed securities | $33,010,000 | 1,694 |
| Certificates of participation in pools of residential mortgages | $31,759,000 | 1,177 |
| Issued or guaranteed by U.S. | $31,759,000 | 1,173 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,251,000 | 2,966 |
| CMOs issued by government agencies or sponsored agencies | $1,251,000 | 2,720 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $62,213,000 | 1,912 |
| Total debt securities | $62,213,000 | 2,107 |
| Structured notes | ||
| Amortized cost | $15,500,000 | 463 |
| Fair value | $15,534,000 | 461 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $70,063,000 | 1,909 |
| U.S. Government securities | $68,573,000 | 1,424 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $68,573,000 | 1,370 |
| Securities issued by states & political subdivisions | $251,000 | 5,524 |
| Other domestic debt securities | $1,239,000 | 1,855 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $1,239,000 | 1,265 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,518,000 | 1,150 |
| Mortgage-backed securities | $34,128,000 | 1,616 |
| Certificates of participation in pools of residential mortgages | $32,646,000 | 1,127 |
| Issued or guaranteed by U.S. | $32,646,000 | 1,121 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,482,000 | 2,843 |
| CMOs issued by government agencies or sponsored agencies | $1,482,000 | 2,590 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $70,063,000 | 1,722 |
| Total debt securities | $70,063,000 | 1,893 |
| Structured notes | ||
| Amortized cost | $22,500,000 | 306 |
| Fair value | $22,415,000 | 304 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $72,311,000 | 1,766 |
| U.S. Government securities | $70,825,000 | 1,322 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $70,825,000 | 1,270 |
| Securities issued by states & political subdivisions | $252,000 | 5,534 |
| Other domestic debt securities | $1,234,000 | 1,969 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $1,234,000 | 1,265 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,848,000 | 1,184 |
| Mortgage-backed securities | $35,173,000 | 1,535 |
| Certificates of participation in pools of residential mortgages | $33,337,000 | 1,068 |
| Issued or guaranteed by U.S. | $33,337,000 | 1,058 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,836,000 | 2,688 |
| CMOs issued by government agencies or sponsored agencies | $1,836,000 | 2,434 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $72,311,000 | 1,600 |
| Total debt securities | $72,311,000 | 1,753 |
| Structured notes | ||
| Amortized cost | $23,500,000 | 264 |
| Fair value | $23,411,000 | 262 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $68,695,000 | 1,809 |
| U.S. Government securities | $67,432,000 | 1,334 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $67,432,000 | 1,279 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $1,263,000 | 2,009 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $1,263,000 | 1,253 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,956,000 | 1,295 |
| Mortgage-backed securities | $29,771,000 | 1,730 |
| Certificates of participation in pools of residential mortgages | $27,544,000 | 1,214 |
| Issued or guaranteed by U.S. | $27,544,000 | 1,205 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,227,000 | 2,516 |
| CMOs issued by government agencies or sponsored agencies | $2,227,000 | 2,266 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $68,695,000 | 1,618 |
| Total debt securities | $68,695,000 | 1,790 |
| Structured notes | ||
| Amortized cost | $24,497,000 | 214 |
| Fair value | $24,611,000 | 214 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $53,650,000 | 2,248 |
| U.S. Government securities | $51,847,000 | 1,691 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $51,847,000 | 1,630 |
| Securities issued by states & political subdivisions | $1,057,000 | 4,804 |
| Other domestic debt securities | $746,000 | 2,358 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $746,000 | 1,501 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,287,000 | 1,688 |
| Mortgage-backed securities | $21,215,000 | 2,117 |
| Certificates of participation in pools of residential mortgages | $18,645,000 | 1,631 |
| Issued or guaranteed by U.S. | $18,645,000 | 1,624 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,570,000 | 2,359 |
| CMOs issued by government agencies or sponsored agencies | $2,570,000 | 2,103 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $53,650,000 | 2,007 |
| Total debt securities | $53,650,000 | 2,220 |
| Structured notes | ||
| Amortized cost | $23,439,000 | 270 |
| Fair value | $23,529,000 | 272 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $54,887,000 | 2,216 |
| U.S. Government securities | $53,173,000 | 1,674 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $53,173,000 | 1,624 |
| Securities issued by states & political subdivisions | $999,000 | 4,853 |
| Other domestic debt securities | $715,000 | 2,428 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $715,000 | 1,532 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,447,000 | 1,689 |
| Mortgage-backed securities | $16,264,000 | 2,534 |
| Certificates of participation in pools of residential mortgages | $13,398,000 | 2,145 |
| Issued or guaranteed by U.S. | $13,398,000 | 2,139 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,866,000 | 2,252 |
| CMOs issued by government agencies or sponsored agencies | $2,866,000 | 1,975 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $54,887,000 | 1,978 |
| Total debt securities | $54,887,000 | 2,187 |
| Structured notes | ||
| Amortized cost | $26,438,000 | 180 |
| Fair value | $26,344,000 | 179 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $48,873,000 | 2,415 |
| U.S. Government securities | $48,145,000 | 1,808 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $48,145,000 | 1,750 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $728,000 | 2,488 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $728,000 | 1,570 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,978,000 | 1,926 |
| Mortgage-backed securities | $17,700,000 | 2,474 |
| Certificates of participation in pools of residential mortgages | $14,318,000 | 2,132 |
| Issued or guaranteed by U.S. | $14,318,000 | 2,125 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $3,382,000 | 2,118 |
| CMOs issued by government agencies or sponsored agencies | $3,382,000 | 1,834 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $48,873,000 | 2,148 |
| Total debt securities | $48,873,000 | 2,386 |
| Structured notes | ||
| Amortized cost | $18,996,000 | 198 |
| Fair value | $18,620,000 | 201 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $38,671,000 | 2,934 |
| U.S. Government securities | $38,420,000 | 2,171 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $38,420,000 | 2,113 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $251,000 | 3,012 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $251,000 | 2,035 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,275,000 | 1,883 |
| Mortgage-backed securities | $16,009,000 | 2,658 |
| Certificates of participation in pools of residential mortgages | $12,397,000 | 2,360 |
| Issued or guaranteed by U.S. | $12,397,000 | 2,350 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,612,000 | 2,081 |
| CMOs issued by government agencies or sponsored agencies | $3,612,000 | 1,783 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $38,671,000 | 2,605 |
| Total debt securities | $38,671,000 | 2,904 |
| Structured notes | ||
| Amortized cost | $7,500,000 | 360 |
| Fair value | $7,488,000 | 365 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $29,890,000 | 3,463 |
| U.S. Government securities | $29,639,000 | 2,647 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $29,639,000 | 2,581 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $251,000 | 3,079 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $251,000 | 2,104 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,631,000 | 2,045 |
| Mortgage-backed securities | $12,913,000 | 2,984 |
| Certificates of participation in pools of residential mortgages | $9,981,000 | 2,721 |
| Issued or guaranteed by U.S. | $9,981,000 | 2,709 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,932,000 | 2,203 |
| CMOs issued by government agencies or sponsored agencies | $2,932,000 | 1,874 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $29,890,000 | 3,094 |
| Total debt securities | $29,890,000 | 3,430 |
| Structured notes | ||
| Amortized cost | $5,500,000 | 297 |
| Fair value | $5,413,000 | 309 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $31,853,000 | 3,319 |
| U.S. Government securities | $31,607,000 | 2,549 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $31,607,000 | 2,492 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $246,000 | 3,023 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $246,000 | 2,240 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,388,000 | 2,166 |
| Mortgage-backed securities | $12,433,000 | 3,098 |
| Certificates of participation in pools of residential mortgages | $9,119,000 | 2,909 |
| Issued or guaranteed by U.S. | $9,119,000 | 2,894 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,314,000 | 2,146 |
| CMOs issued by government agencies or sponsored agencies | $3,314,000 | 1,793 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $31,853,000 | 2,947 |
| Total debt securities | $31,853,000 | 3,285 |
| Structured notes | ||
| Amortized cost | $4,499,000 | 283 |
| Fair value | $4,501,000 | 283 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $26,515,000 | 3,741 |
| U.S. Government securities | $26,267,000 | 2,933 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $26,267,000 | 2,879 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $248,000 | 2,953 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $248,000 | 2,172 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,116,000 | 2,137 |
| Mortgage-backed securities | $13,173,000 | 2,953 |
| Certificates of participation in pools of residential mortgages | $9,652,000 | 2,775 |
| Issued or guaranteed by U.S. | $9,652,000 | 2,759 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,521,000 | 2,053 |
| CMOs issued by government agencies or sponsored agencies | $3,521,000 | 1,738 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $26,515,000 | 3,344 |
| Total debt securities | $26,515,000 | 3,700 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,082 |
| Fair value | $1,001,000 | 1,052 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $23,228,000 | 4,005 |
| U.S. Government securities | $22,979,000 | 3,162 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $22,979,000 | 3,095 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $249,000 | 2,902 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $249,000 | 2,130 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,932,000 | 2,279 |
| Mortgage-backed securities | $13,221,000 | 2,848 |
| Certificates of participation in pools of residential mortgages | $9,676,000 | 2,709 |
| Issued or guaranteed by U.S. | $9,676,000 | 2,693 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $3,545,000 | 1,974 |
| CMOs issued by government agencies or sponsored agencies | $3,545,000 | 1,653 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $23,228,000 | 3,558 |
| Total debt securities | $23,228,000 | 3,969 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $20,353,000 | 4,398 |
| U.S. Government securities | $20,102,000 | 3,531 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $20,102,000 | 3,463 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $251,000 | 2,856 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $251,000 | 2,121 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,733,000 | 2,260 |
| Mortgage-backed securities | $13,395,000 | 2,795 |
| Certificates of participation in pools of residential mortgages | $9,826,000 | 2,669 |
| Issued or guaranteed by U.S. | $9,826,000 | 2,651 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $3,569,000 | 1,967 |
| CMOs issued by government agencies or sponsored agencies | $3,569,000 | 1,663 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $20,353,000 | 3,938 |
| Total debt securities | $20,353,000 | 4,349 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $20,450,000 | 4,374 |
| U.S. Government securities | $20,198,000 | 3,501 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $20,198,000 | 3,436 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $252,000 | 2,824 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $252,000 | 2,087 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,597,000 | 2,332 |
| Mortgage-backed securities | $13,306,000 | 2,751 |
| Certificates of participation in pools of residential mortgages | $9,605,000 | 2,610 |
| Issued or guaranteed by U.S. | $9,605,000 | 2,599 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,701,000 | 1,920 |
| CMOs issued by government agencies or sponsored agencies | $3,701,000 | 1,606 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $20,450,000 | 3,914 |
| Total debt securities | $20,450,000 | 4,313 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $20,686,000 | 4,375 |
| U.S. Government securities | $20,434,000 | 3,540 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $20,434,000 | 3,469 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $252,000 | 2,655 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $252,000 | 1,959 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,049,000 | 2,926 |
| Mortgage-backed securities | $11,729,000 | 2,677 |
| Certificates of participation in pools of residential mortgages | $7,950,000 | 2,595 |
| Issued or guaranteed by U.S. | $7,950,000 | 2,580 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,779,000 | 1,812 |
| CMOs issued by government agencies or sponsored agencies | $3,779,000 | 1,528 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $20,686,000 | 3,878 |
| Total debt securities | $20,686,000 | 4,315 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $20,596,000 | 4,415 |
| U.S. Government securities | $20,347,000 | 3,585 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $20,347,000 | 3,511 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $249,000 | 2,641 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $249,000 | 1,969 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,927,000 | 2,944 |
| Mortgage-backed securities | $11,786,000 | 2,497 |
| Certificates of participation in pools of residential mortgages | $8,001,000 | 2,421 |
| Issued or guaranteed by U.S. | $8,001,000 | 2,409 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $3,785,000 | 1,755 |
| CMOs issued by government agencies or sponsored agencies | $3,785,000 | 1,478 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $20,596,000 | 3,895 |
| Total debt securities | $20,596,000 | 4,358 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $25,606,000 | 3,820 |
| U.S. Government securities | $25,357,000 | 3,074 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $25,357,000 | 2,998 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $249,000 | 2,582 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $249,000 | 1,933 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,421,000 | 3,344 |
| Mortgage-backed securities | $11,974,000 | 2,416 |
| Certificates of participation in pools of residential mortgages | $8,144,000 | 2,337 |
| Issued or guaranteed by U.S. | $8,144,000 | 2,325 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,830,000 | 1,724 |
| CMOs issued by government agencies or sponsored agencies | $3,830,000 | 1,458 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $25,606,000 | 3,371 |
| Total debt securities | $25,606,000 | 3,771 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $29,935,000 | 3,461 |
| U.S. Government securities | $28,817,000 | 2,787 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $28,817,000 | 2,717 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $1,118,000 | 1,839 |
| Privately issued residential mortgage-backed securities | $868,000 | 942 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 1,955 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,886,000 | 4,063 |
| Mortgage-backed securities | $21,285,000 | 1,673 |
| Certificates of participation in pools of residential mortgages | $20,417,000 | 1,265 |
| Issued or guaranteed by U.S. | $20,417,000 | 1,257 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $868,000 | 2,628 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $868,000 | 883 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $29,935,000 | 3,014 |
| Total debt securities | $29,935,000 | 3,421 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $27,653,000 | 3,660 |
| U.S. Government securities | $26,515,000 | 3,007 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $26,515,000 | 2,926 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $1,138,000 | 1,836 |
| Privately issued residential mortgage-backed securities | $888,000 | 918 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,008 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,878,000 | 4,065 |
| Mortgage-backed securities | $19,009,000 | 1,819 |
| Certificates of participation in pools of residential mortgages | $18,121,000 | 1,405 |
| Issued or guaranteed by U.S. | $18,121,000 | 1,398 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $888,000 | 2,612 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $888,000 | 866 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $27,653,000 | 3,208 |
| Total debt securities | $27,653,000 | 3,609 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $37,182,000 | 3,010 |
| U.S. Government securities | $36,256,000 | 2,366 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $36,256,000 | 2,297 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $926,000 | 2,024 |
| Privately issued residential mortgage-backed securities | $926,000 | 888 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,189,000 | 2,778 |
| Mortgage-backed securities | $20,028,000 | 1,750 |
| Certificates of participation in pools of residential mortgages | $19,102,000 | 1,374 |
| Issued or guaranteed by U.S. | $19,102,000 | 1,364 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $926,000 | 2,552 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $926,000 | 828 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $37,182,000 | 2,599 |
| Total debt securities | $37,182,000 | 2,967 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $37,812,000 | 2,956 |
| U.S. Government securities | $36,865,000 | 2,323 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $36,865,000 | 2,254 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $947,000 | 2,036 |
| Privately issued residential mortgage-backed securities | $947,000 | 859 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,571,000 | 3,000 |
| Mortgage-backed securities | $20,878,000 | 1,702 |
| Certificates of participation in pools of residential mortgages | $19,931,000 | 1,336 |
| Issued or guaranteed by U.S. | $19,931,000 | 1,329 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $947,000 | 2,531 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $947,000 | 803 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $37,812,000 | 2,545 |
| Total debt securities | $37,812,000 | 2,920 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,594 |
| Fair value | $498,000 | 2,600 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $43,385,000 | 2,672 |
| U.S. Government securities | $42,399,000 | 2,101 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $42,399,000 | 2,021 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $986,000 | 2,046 |
| Privately issued residential mortgage-backed securities | $986,000 | 843 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,690,000 | 3,293 |
| Mortgage-backed securities | $21,847,000 | 1,676 |
| Certificates of participation in pools of residential mortgages | $20,861,000 | 1,306 |
| Issued or guaranteed by U.S. | $20,861,000 | 1,299 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $986,000 | 2,499 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $986,000 | 786 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $43,385,000 | 2,293 |
| Total debt securities | $43,385,000 | 2,627 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,585 |
| Fair value | $496,000 | 2,615 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $49,491,000 | 2,399 |
| U.S. Government securities | $48,456,000 | 1,868 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $48,456,000 | 1,800 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $1,035,000 | 2,034 |
| Privately issued residential mortgage-backed securities | $1,035,000 | 801 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,566,000 | 2,368 |
| Mortgage-backed securities | $23,089,000 | 1,631 |
| Certificates of participation in pools of residential mortgages | $22,054,000 | 1,281 |
| Issued or guaranteed by U.S. | $22,054,000 | 1,273 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,035,000 | 2,471 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $1,035,000 | 749 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $49,491,000 | 2,036 |
| Total debt securities | $49,491,000 | 2,352 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,581 |
| Fair value | $494,000 | 2,652 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $50,567,000 | 2,307 |
| U.S. Government securities | $49,469,000 | 1,811 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $49,469,000 | 1,740 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $1,098,000 | 2,024 |
| Privately issued residential mortgage-backed securities | $1,098,000 | 782 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,688,000 | 2,318 |
| Mortgage-backed securities | $24,989,000 | 1,574 |
| Certificates of participation in pools of residential mortgages | $23,891,000 | 1,232 |
| Issued or guaranteed by U.S. | $23,891,000 | 1,220 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,098,000 | 2,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $1,098,000 | 731 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $50,567,000 | 1,948 |
| Total debt securities | $50,566,000 | 2,266 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,532 |
| Fair value | $494,000 | 2,677 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $52,689,000 | 2,271 |
| U.S. Government securities | $51,519,000 | 1,756 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $51,519,000 | 1,689 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $1,170,000 | 2,049 |
| Privately issued residential mortgage-backed securities | $1,170,000 | 750 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,334,000 | 3,299 |
| Mortgage-backed securities | $26,972,000 | 1,531 |
| Certificates of participation in pools of residential mortgages | $25,802,000 | 1,189 |
| Issued or guaranteed by U.S. | $25,802,000 | 1,180 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,170,000 | 2,483 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $1,170,000 | 704 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $52,689,000 | 1,898 |
| Total debt securities | $52,689,000 | 2,228 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,035 |
| Fair value | $996,000 | 2,120 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $62,707,000 | 1,966 |
| U.S. Government securities | $61,481,000 | 1,498 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $61,481,000 | 1,437 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $1,226,000 | 2,082 |
| Privately issued residential mortgage-backed securities | $1,226,000 | 723 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,171,000 | 3,329 |
| Mortgage-backed securities | $28,335,000 | 1,508 |
| Certificates of participation in pools of residential mortgages | $27,109,000 | 1,185 |
| Issued or guaranteed by U.S. | $27,109,000 | 1,176 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,226,000 | 2,508 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $1,226,000 | 675 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $62,707,000 | 1,652 |
| Total debt securities | $62,707,000 | 1,912 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,753 |
| Fair value | $1,454,000 | 1,848 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $70,775,000 | 1,762 |
| U.S. Government securities | $69,474,000 | 1,346 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $69,474,000 | 1,297 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $1,301,000 | 2,105 |
| Privately issued residential mortgage-backed securities | $1,301,000 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,355,000 | 3,286 |
| Mortgage-backed securities | $28,017,000 | 1,551 |
| Certificates of participation in pools of residential mortgages | $26,716,000 | 1,216 |
| Issued or guaranteed by U.S. | $26,716,000 | 1,207 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,301,000 | 2,503 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $1,301,000 | 669 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $70,775,000 | 1,498 |
| Total debt securities | $70,775,000 | 1,717 |
| Structured notes | ||
| Amortized cost | $2,499,000 | 1,348 |
| Fair value | $2,480,000 | 1,358 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $72,759,000 | 1,713 |
| U.S. Government securities | $72,328,000 | 1,287 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $72,328,000 | 1,239 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $431,000 | 2,912 |
| Privately issued residential mortgage-backed securities | $431,000 | 854 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,405,000 | 3,045 |
| Mortgage-backed securities | $28,577,000 | 1,533 |
| Certificates of participation in pools of residential mortgages | $28,146,000 | 1,172 |
| Issued or guaranteed by U.S. | $28,146,000 | 1,163 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $431,000 | 3,093 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $431,000 | 788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $72,759,000 | 1,451 |
| Total debt securities | $72,759,000 | 1,671 |
| Structured notes | ||
| Amortized cost | $2,749,000 | 1,327 |
| Fair value | $2,731,000 | 1,331 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $53,761,000 | 2,294 |
| U.S. Government securities | $53,322,000 | 1,743 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $53,322,000 | 1,688 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $439,000 | 2,998 |
| Privately issued residential mortgage-backed securities | $439,000 | 838 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,446,000 | 6,285 |
| Mortgage-backed securities | $28,290,000 | 1,570 |
| Certificates of participation in pools of residential mortgages | $27,851,000 | 1,195 |
| Issued or guaranteed by U.S. | $27,851,000 | 1,187 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $439,000 | 3,150 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $439,000 | 776 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $53,761,000 | 1,946 |
| Total debt securities | $53,761,000 | 2,242 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,553 |
| Fair value | $1,940,000 | 1,560 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $61,207,000 | 2,031 |
| U.S. Government securities | $60,714,000 | 1,552 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $60,714,000 | 1,493 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $493,000 | 3,057 |
| Privately issued residential mortgage-backed securities | $493,000 | 858 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,996,000 | 3,451 |
| Mortgage-backed securities | $21,469,000 | 1,919 |
| Certificates of participation in pools of residential mortgages | $20,976,000 | 1,479 |
| Issued or guaranteed by U.S. | $20,976,000 | 1,468 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $493,000 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $493,000 | 794 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $61,207,000 | 1,735 |
| Total debt securities | $61,207,000 | 1,973 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 1,554 |
| Fair value | $1,507,000 | 1,540 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $47,178,000 | 2,602 |
| U.S. Government securities | $46,677,000 | 2,031 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $46,677,000 | 1,964 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $501,000 | 3,077 |
| Privately issued residential mortgage-backed securities | $501,000 | 735 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,995,000 | 3,378 |
| Mortgage-backed securities | $14,107,000 | 2,510 |
| Certificates of participation in pools of residential mortgages | $13,606,000 | 2,021 |
| Issued or guaranteed by U.S. | $13,606,000 | 2,007 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $501,000 | 3,171 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $501,000 | 637 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $47,178,000 | 2,233 |
| Total debt securities | $47,178,000 | 2,548 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 1,427 |
| Fair value | $1,485,000 | 1,443 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $32,910,000 | 3,394 |
| U.S. Government securities | $32,910,000 | 2,649 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $32,910,000 | 2,562 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $7,388,000 | 3,462 |
| Certificates of participation in pools of residential mortgages | $7,388,000 | 2,855 |
| Issued or guaranteed by U.S. | $7,388,000 | 2,842 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $32,910,000 | 2,927 |
| Total debt securities | $32,910,000 | 3,332 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,378 |
| Fair value | $988,000 | 1,535 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $18,300,000 | 4,926 |
| U.S. Government securities | $18,300,000 | 3,922 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $18,300,000 | 3,766 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $18,300,000 | 4,305 |
| Total debt securities | $18,300,000 | 4,836 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |