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Americantrust Federal Savings Bank, Securities
| 2011-12-31 | Rank | |
| Total securities | $7,000 | 7,168 |
| U.S. Government securities | $0 | 7,030 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 6,948 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $7,000 | 2,845 |
| Privately issued residential mortgage-backed securities | $7,000 | 1,242 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,000 | 5,916 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $7,000 | 3,816 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $7,000 | 1,175 |
| 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) | $7,000 | 2,863 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $7,000 | 7,149 |
| 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 | $100,000 | 7,209 |
| U.S. Government securities | $74,000 | 7,047 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $74,000 | 6,956 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $26,000 | 2,803 |
| Privately issued residential mortgage-backed securities | $26,000 | 1,233 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $100,000 | 5,715 |
| Certificates of participation in pools of residential mortgages | $16,000 | 5,645 |
| Issued or guaranteed by U.S. | $16,000 | 5,634 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $84,000 | 3,679 |
| CMOs issued by government agencies or sponsored agencies | $58,000 | 3,425 |
| Privately issued | $26,000 | 1,167 |
| 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) | $16,000 | 2,868 |
| Available-for-sale securities (fair market value) | $84,000 | 6,750 |
| Total debt securities | $100,000 | 7,185 |
| 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 | $2,763,000 | 6,873 |
| U.S. Government securities | $1,112,000 | 6,841 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,112,000 | 6,740 |
| Securities issued by states & political subdivisions | $247,000 | 5,512 |
| Other domestic debt securities | $1,404,000 | 1,740 |
| Privately issued residential mortgage-backed securities | $1,404,000 | 742 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,516,000 | 4,725 |
| Certificates of participation in pools of residential mortgages | $17,000 | 5,664 |
| Issued or guaranteed by U.S. | $17,000 | 5,658 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,499,000 | 2,586 |
| CMOs issued by government agencies or sponsored agencies | $1,095,000 | 2,778 |
| Privately issued | $1,404,000 | 705 |
| 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) | $18,000 | 2,910 |
| Available-for-sale securities (fair market value) | $2,745,000 | 6,404 |
| Total debt securities | $2,763,000 | 6,839 |
| 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 | $4,201,000 | 6,699 |
| U.S. Government securities | $1,725,000 | 6,748 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,725,000 | 6,653 |
| Securities issued by states & political subdivisions | $241,000 | 5,536 |
| Other domestic debt securities | $2,235,000 | 1,509 |
| Privately issued residential mortgage-backed securities | $1,690,000 | 734 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $545,000 | 1,595 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,415,000 | 4,435 |
| Certificates of participation in pools of residential mortgages | $18,000 | 5,673 |
| Issued or guaranteed by U.S. | $18,000 | 5,663 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,397,000 | 2,280 |
| CMOs issued by government agencies or sponsored agencies | $1,707,000 | 2,524 |
| Privately issued | $1,690,000 | 700 |
| 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) | $17,000 | 2,933 |
| Available-for-sale securities (fair market value) | $4,184,000 | 6,217 |
| Total debt securities | $4,201,000 | 6,657 |
| 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 | $4,293,000 | 6,667 |
| U.S. Government securities | $1,450,000 | 6,820 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,450,000 | 6,700 |
| Securities issued by states & political subdivisions | $216,000 | 5,570 |
| Other domestic debt securities | $2,627,000 | 1,498 |
| Privately issued residential mortgage-backed securities | $2,088,000 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $539,000 | 1,609 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,538,000 | 4,343 |
| Certificates of participation in pools of residential mortgages | $19,000 | 5,667 |
| Issued or guaranteed by U.S. | $19,000 | 5,657 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,519,000 | 2,238 |
| CMOs issued by government agencies or sponsored agencies | $1,431,000 | 2,557 |
| Privately issued | $2,088,000 | 678 |
| 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) | $18,000 | 2,964 |
| Available-for-sale securities (fair market value) | $4,275,000 | 6,162 |
| Total debt securities | $4,293,000 | 6,629 |
| 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 | $8,301,000 | 5,947 |
| U.S. Government securities | $1,479,000 | 6,860 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,479,000 | 6,743 |
| Securities issued by states & political subdivisions | $256,000 | 5,516 |
| Other domestic debt securities | $6,566,000 | 996 |
| Privately issued residential mortgage-backed securities | $6,016,000 | 519 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $550,000 | 1,620 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,495,000 | 3,520 |
| Certificates of participation in pools of residential mortgages | $20,000 | 5,697 |
| Issued or guaranteed by U.S. | $20,000 | 5,684 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $7,475,000 | 1,676 |
| CMOs issued by government agencies or sponsored agencies | $1,459,000 | 2,511 |
| Privately issued | $6,016,000 | 497 |
| 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) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $8,301,000 | 5,486 |
| Total debt securities | $8,301,000 | 5,910 |
| 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 | $9,503,000 | 5,816 |
| U.S. Government securities | $1,589,000 | 6,951 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,589,000 | 6,842 |
| Securities issued by states & political subdivisions | $243,000 | 5,508 |
| Other domestic debt securities | $7,671,000 | 902 |
| Privately issued residential mortgage-backed securities | $7,135,000 | 499 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $536,000 | 1,593 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,724,000 | 3,330 |
| Certificates of participation in pools of residential mortgages | $21,000 | 5,746 |
| Issued or guaranteed by U.S. | $21,000 | 5,735 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $8,703,000 | 1,517 |
| CMOs issued by government agencies or sponsored agencies | $1,568,000 | 2,369 |
| Privately issued | $7,135,000 | 482 |
| 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) | $204,000 | 2,794 |
| Available-for-sale securities (fair market value) | $9,299,000 | 5,375 |
| Total debt securities | $9,503,000 | 5,777 |
| 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 | $19,272,000 | 4,525 |
| U.S. Government securities | $10,586,000 | 4,878 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,586,000 | 4,768 |
| Securities issued by states & political subdivisions | $297,000 | 5,472 |
| Other domestic debt securities | $8,389,000 | 896 |
| Privately issued residential mortgage-backed securities | $7,840,000 | 513 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $549,000 | 1,598 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,426,000 | 3,294 |
| Certificates of participation in pools of residential mortgages | $22,000 | 5,846 |
| Issued or guaranteed by U.S. | $22,000 | 5,836 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $9,404,000 | 1,422 |
| CMOs issued by government agencies or sponsored agencies | $1,564,000 | 2,313 |
| Privately issued | $7,840,000 | 492 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $19,272,000 | 4,117 |
| Total debt securities | $19,272,000 | 4,488 |
| 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 | $23,505,000 | 4,033 |
| U.S. Government securities | $12,670,000 | 4,494 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,670,000 | 4,404 |
| Securities issued by states & political subdivisions | $245,000 | 5,567 |
| Other domestic debt securities | $10,590,000 | 803 |
| Privately issued residential mortgage-backed securities | $10,071,000 | 483 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $519,000 | 1,674 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,781,000 | 3,031 |
| Certificates of participation in pools of residential mortgages | $23,000 | 5,905 |
| Issued or guaranteed by U.S. | $23,000 | 5,892 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $11,758,000 | 1,260 |
| CMOs issued by government agencies or sponsored agencies | $1,687,000 | 2,264 |
| Privately issued | $10,071,000 | 465 |
| 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) | $24,000 | 3,209 |
| Available-for-sale securities (fair market value) | $23,481,000 | 3,652 |
| Total debt securities | $23,505,000 | 4,003 |
| 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 | $22,403,000 | 4,167 |
| U.S. Government securities | $9,228,000 | 5,153 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,228,000 | 5,055 |
| Securities issued by states & political subdivisions | $256,000 | 5,573 |
| Other domestic debt securities | $12,919,000 | 765 |
| Privately issued residential mortgage-backed securities | $12,415,000 | 457 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $504,000 | 1,802 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,866,000 | 2,761 |
| Certificates of participation in pools of residential mortgages | $51,000 | 5,888 |
| Issued or guaranteed by U.S. | $24,000 | 5,969 |
| Privately issued | $27,000 | 153 |
| Collaterized mortgage obligations | $14,815,000 | 1,112 |
| CMOs issued by government agencies or sponsored agencies | $2,427,000 | 2,004 |
| Privately issued | $12,388,000 | 440 |
| 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) | $46,000 | 3,246 |
| Available-for-sale securities (fair market value) | $22,357,000 | 3,778 |
| Total debt securities | $22,403,000 | 4,130 |
| 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 | $18,258,000 | 4,650 |
| U.S. Government securities | $6,941,000 | 5,656 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,941,000 | 5,568 |
| Securities issued by states & political subdivisions | $231,000 | 5,652 |
| Other domestic debt securities | $11,086,000 | 861 |
| Privately issued residential mortgage-backed securities | $10,615,000 | 504 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $471,000 | 1,915 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,317,000 | 2,944 |
| Certificates of participation in pools of residential mortgages | $52,000 | 5,938 |
| Issued or guaranteed by U.S. | $25,000 | 6,016 |
| Privately issued | $27,000 | 165 |
| Collaterized mortgage obligations | $13,265,000 | 1,166 |
| CMOs issued by government agencies or sponsored agencies | $2,677,000 | 1,922 |
| Privately issued | $10,588,000 | 480 |
| 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) | $53,000 | 3,272 |
| Available-for-sale securities (fair market value) | $18,205,000 | 4,205 |
| Total debt securities | $18,258,000 | 4,602 |
| 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 | $17,819,000 | 4,696 |
| U.S. Government securities | $7,205,000 | 5,716 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,205,000 | 5,630 |
| Securities issued by states & political subdivisions | $264,000 | 5,537 |
| Other domestic debt securities | $10,350,000 | 848 |
| Privately issued residential mortgage-backed securities | $9,901,000 | 528 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $449,000 | 2,019 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,722,000 | 3,061 |
| Certificates of participation in pools of residential mortgages | $53,000 | 5,992 |
| Issued or guaranteed by U.S. | $26,000 | 6,078 |
| Privately issued | $27,000 | 175 |
| Collaterized mortgage obligations | $12,669,000 | 1,200 |
| CMOs issued by government agencies or sponsored agencies | $2,795,000 | 1,910 |
| Privately issued | $9,874,000 | 502 |
| 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) | $54,000 | 3,309 |
| Available-for-sale securities (fair market value) | $17,765,000 | 4,244 |
| Total debt securities | $17,819,000 | 4,658 |
| 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 | $20,588,000 | 4,379 |
| U.S. Government securities | $10,252,000 | 5,079 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,252,000 | 4,994 |
| Securities issued by states & political subdivisions | $304,000 | 5,441 |
| Other domestic debt securities | $10,032,000 | 828 |
| Privately issued residential mortgage-backed securities | $9,648,000 | 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 | $384,000 | 2,042 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| 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 | $12,517,000 | 3,043 |
| Certificates of participation in pools of residential mortgages | $54,000 | 6,016 |
| Issued or guaranteed by U.S. | $27,000 | 6,103 |
| Privately issued | $27,000 | 172 |
| Collaterized mortgage obligations | $12,463,000 | 1,169 |
| CMOs issued by government agencies or sponsored agencies | $2,842,000 | 1,867 |
| Privately issued | $9,621,000 | 488 |
| 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) | $54,000 | 3,330 |
| Available-for-sale securities (fair market value) | $20,534,000 | 3,927 |
| Total debt securities | $20,588,000 | 4,344 |
| 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 | $17,418,000 | 4,704 |
| U.S. Government securities | $9,258,000 | 5,255 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,258,000 | 5,170 |
| Securities issued by states & political subdivisions | $265,000 | 5,501 |
| Other domestic debt securities | $7,895,000 | 935 |
| Privately issued residential mortgage-backed securities | $7,363,000 | 586 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $532,000 | 1,809 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| 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 | $10,279,000 | 3,230 |
| Certificates of participation in pools of residential mortgages | $56,000 | 6,033 |
| Issued or guaranteed by U.S. | $28,000 | 6,116 |
| Privately issued | $28,000 | 172 |
| Collaterized mortgage obligations | $10,223,000 | 1,254 |
| CMOs issued by government agencies or sponsored agencies | $2,888,000 | 1,777 |
| Privately issued | $7,335,000 | 560 |
| 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) | $56,000 | 3,354 |
| Available-for-sale securities (fair market value) | $17,362,000 | 4,230 |
| Total debt securities | $17,418,000 | 4,663 |
| 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 | $18,271,000 | 4,666 |
| U.S. Government securities | $9,485,000 | 5,234 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,485,000 | 5,145 |
| Securities issued by states & political subdivisions | $301,000 | 5,524 |
| Other domestic debt securities | $8,485,000 | 940 |
| Privately issued residential mortgage-backed securities | $7,945,000 | 567 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $540,000 | 1,820 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| 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 | $10,046,000 | 3,247 |
| Certificates of participation in pools of residential mortgages | $57,000 | 6,055 |
| Issued or guaranteed by U.S. | $29,000 | 6,132 |
| Privately issued | $28,000 | 184 |
| Collaterized mortgage obligations | $9,989,000 | 1,254 |
| CMOs issued by government agencies or sponsored agencies | $2,072,000 | 1,997 |
| Privately issued | $7,917,000 | 539 |
| 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) | $58,000 | 3,370 |
| Available-for-sale securities (fair market value) | $18,213,000 | 4,199 |
| Total debt securities | $18,271,000 | 4,612 |
| 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 | $20,874,000 | 4,318 |
| U.S. Government securities | $12,125,000 | 4,720 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,125,000 | 4,632 |
| Securities issued by states & political subdivisions | $302,000 | 5,536 |
| Other domestic debt securities | $8,447,000 | 926 |
| Privately issued residential mortgage-backed securities | $7,897,000 | 548 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $550,000 | 1,790 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| 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 | $10,141,000 | 3,163 |
| Certificates of participation in pools of residential mortgages | $58,000 | 6,039 |
| Issued or guaranteed by U.S. | $30,000 | 6,119 |
| Privately issued | $28,000 | 185 |
| Collaterized mortgage obligations | $10,083,000 | 1,232 |
| CMOs issued by government agencies or sponsored agencies | $2,214,000 | 1,952 |
| Privately issued | $7,869,000 | 521 |
| 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) | $57,000 | 3,419 |
| Available-for-sale securities (fair market value) | $20,817,000 | 3,880 |
| Total debt securities | $20,874,000 | 4,259 |
| 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 | $26,214,000 | 3,766 |
| U.S. Government securities | $17,276,000 | 3,965 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,276,000 | 3,881 |
| Securities issued by states & political subdivisions | $294,000 | 5,560 |
| Other domestic debt securities | $8,644,000 | 872 |
| Privately issued residential mortgage-backed securities | $8,115,000 | 504 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $529,000 | 1,671 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| 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 | $13,496,000 | 2,482 |
| Certificates of participation in pools of residential mortgages | $60,000 | 5,959 |
| Issued or guaranteed by U.S. | $31,000 | 6,062 |
| Privately issued | $29,000 | 174 |
| Collaterized mortgage obligations | $13,436,000 | 966 |
| CMOs issued by government agencies or sponsored agencies | $5,350,000 | 1,312 |
| Privately issued | $8,086,000 | 476 |
| 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) | $60,000 | 3,467 |
| Available-for-sale securities (fair market value) | $26,154,000 | 3,342 |
| Total debt securities | $26,214,000 | 3,716 |
| 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 | $25,952,000 | 3,789 |
| U.S. Government securities | $17,497,000 | 3,995 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,497,000 | 3,902 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $8,455,000 | 829 |
| Privately issued residential mortgage-backed securities | $7,926,000 | 470 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $529,000 | 1,635 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| 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 | $12,638,000 | 2,405 |
| Certificates of participation in pools of residential mortgages | $62,000 | 5,917 |
| Issued or guaranteed by U.S. | $32,000 | 6,010 |
| Privately issued | $30,000 | 178 |
| Collaterized mortgage obligations | $12,576,000 | 956 |
| CMOs issued by government agencies or sponsored agencies | $4,680,000 | 1,349 |
| Privately issued | $7,896,000 | 447 |
| 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) | $993,000 | 2,750 |
| Available-for-sale securities (fair market value) | $24,959,000 | 3,444 |
| Total debt securities | $25,952,000 | 3,733 |
| 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 | $25,999,000 | 3,787 |
| U.S. Government securities | $17,371,000 | 4,023 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,371,000 | 3,921 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $8,628,000 | 787 |
| Privately issued residential mortgage-backed securities | $8,123,000 | 450 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $505,000 | 1,621 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| 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 | $9,940,000 | 2,690 |
| Certificates of participation in pools of residential mortgages | $62,000 | 5,936 |
| Issued or guaranteed by U.S. | $32,000 | 6,034 |
| Privately issued | $30,000 | 187 |
| Collaterized mortgage obligations | $9,878,000 | 1,079 |
| CMOs issued by government agencies or sponsored agencies | $1,785,000 | 1,944 |
| Privately issued | $8,093,000 | 430 |
| 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) | $990,000 | 2,780 |
| Available-for-sale securities (fair market value) | $25,009,000 | 3,412 |
| Total debt securities | $25,999,000 | 3,737 |
| 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 | $29,865,000 | 3,466 |
| U.S. Government securities | $20,547,000 | 3,597 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,547,000 | 3,503 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $9,318,000 | 756 |
| Privately issued residential mortgage-backed securities | $8,801,000 | 423 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $517,000 | 1,635 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| 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 | $10,813,000 | 2,537 |
| Certificates of participation in pools of residential mortgages | $65,000 | 5,944 |
| Issued or guaranteed by U.S. | $33,000 | 6,042 |
| Privately issued | $32,000 | 196 |
| Collaterized mortgage obligations | $10,748,000 | 1,020 |
| CMOs issued by government agencies or sponsored agencies | $1,979,000 | 1,856 |
| Privately issued | $8,769,000 | 401 |
| 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) | $987,000 | 2,821 |
| Available-for-sale securities (fair market value) | $28,878,000 | 3,083 |
| Total debt securities | $29,865,000 | 3,428 |
| 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 | $30,200,000 | 3,450 |
| U.S. Government securities | $20,763,000 | 3,617 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,763,000 | 3,522 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $9,437,000 | 731 |
| Privately issued residential mortgage-backed securities | $8,922,000 | 416 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $515,000 | 1,676 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| 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 | $11,141,000 | 2,503 |
| Certificates of participation in pools of residential mortgages | $67,000 | 5,950 |
| Issued or guaranteed by U.S. | $34,000 | 6,057 |
| Privately issued | $33,000 | 185 |
| Collaterized mortgage obligations | $11,074,000 | 1,001 |
| CMOs issued by government agencies or sponsored agencies | $2,185,000 | 1,802 |
| Privately issued | $8,889,000 | 398 |
| 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) | $984,000 | 2,881 |
| Available-for-sale securities (fair market value) | $29,216,000 | 3,078 |
| Total debt securities | $30,200,000 | 3,409 |
| 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 | $27,745,000 | 3,693 |
| U.S. Government securities | $17,916,000 | 4,055 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,916,000 | 3,947 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $9,829,000 | 718 |
| Privately issued residential mortgage-backed securities | $9,301,000 | 410 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $528,000 | 1,701 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| 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 | $11,693,000 | 2,419 |
| Certificates of participation in pools of residential mortgages | $80,000 | 5,959 |
| Issued or guaranteed by U.S. | $45,000 | 6,051 |
| Privately issued | $35,000 | 193 |
| Collaterized mortgage obligations | $11,613,000 | 956 |
| CMOs issued by government agencies or sponsored agencies | $2,347,000 | 1,742 |
| Privately issued | $9,266,000 | 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) | $992,000 | 2,937 |
| Available-for-sale securities (fair market value) | $26,753,000 | 3,306 |
| Total debt securities | $27,745,000 | 3,637 |
| 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 | $26,553,000 | 3,794 |
| U.S. Government securities | $16,707,000 | 4,245 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,707,000 | 4,117 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $9,846,000 | 716 |
| Privately issued residential mortgage-backed securities | $9,343,000 | 395 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $503,000 | 1,777 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| 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 | $11,901,000 | 2,395 |
| Certificates of participation in pools of residential mortgages | $85,000 | 5,983 |
| Issued or guaranteed by U.S. | $46,000 | 6,099 |
| Privately issued | $39,000 | 189 |
| Collaterized mortgage obligations | $11,816,000 | 935 |
| CMOs issued by government agencies or sponsored agencies | $2,512,000 | 1,690 |
| Privately issued | $9,304,000 | 376 |
| 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) | $994,000 | 2,966 |
| Available-for-sale securities (fair market value) | $25,559,000 | 3,402 |
| Total debt securities | $26,553,000 | 3,734 |
| 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 | $27,823,000 | 3,735 |
| U.S. Government securities | $17,046,000 | 4,224 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,046,000 | 4,089 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $10,777,000 | 693 |
| Privately issued residential mortgage-backed securities | $10,227,000 | 381 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $550,000 | 1,808 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| 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 | $12,969,000 | 2,331 |
| Certificates of participation in pools of residential mortgages | $88,000 | 6,003 |
| Issued or guaranteed by U.S. | $47,000 | 6,125 |
| Privately issued | $41,000 | 184 |
| Collaterized mortgage obligations | $12,881,000 | 895 |
| CMOs issued by government agencies or sponsored agencies | $2,695,000 | 1,645 |
| Privately issued | $10,186,000 | 360 |
| 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) | $994,000 | 3,019 |
| Available-for-sale securities (fair market value) | $26,829,000 | 3,337 |
| Total debt securities | $27,823,000 | 3,684 |
| 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 | $28,192,000 | 3,728 |
| U.S. Government securities | $16,588,000 | 4,291 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,588,000 | 4,158 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $11,604,000 | 676 |
| Privately issued residential mortgage-backed securities | $11,064,000 | 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 | $540,000 | 1,927 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| 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 | $14,075,000 | 2,237 |
| Certificates of participation in pools of residential mortgages | $139,000 | 5,928 |
| Issued or guaranteed by U.S. | $48,000 | 6,179 |
| Privately issued | $91,000 | 178 |
| Collaterized mortgage obligations | $13,936,000 | 852 |
| CMOs issued by government agencies or sponsored agencies | $2,963,000 | 1,592 |
| Privately issued | $10,973,000 | 348 |
| 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) | $139,000 | 3,864 |
| Available-for-sale securities (fair market value) | $28,053,000 | 3,245 |
| Total debt securities | $28,192,000 | 3,670 |
| 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 | $29,647,000 | 3,574 |
| U.S. Government securities | $16,838,000 | 4,211 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,838,000 | 4,089 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $12,809,000 | 649 |
| Privately issued residential mortgage-backed securities | $12,279,000 | 346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $530,000 | 2,009 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| 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 | $15,503,000 | 2,105 |
| Certificates of participation in pools of residential mortgages | $179,000 | 5,880 |
| Issued or guaranteed by U.S. | $49,000 | 6,214 |
| Privately issued | $130,000 | 176 |
| Collaterized mortgage obligations | $15,324,000 | 811 |
| CMOs issued by government agencies or sponsored agencies | $3,175,000 | 1,558 |
| Privately issued | $12,149,000 | 327 |
| 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) | $179,000 | 3,855 |
| Available-for-sale securities (fair market value) | $29,468,000 | 3,104 |
| Total debt securities | $29,647,000 | 3,518 |
| 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 | $31,579,000 | 3,446 |
| U.S. Government securities | $17,141,000 | 4,220 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,141,000 | 4,082 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $14,438,000 | 619 |
| Privately issued residential mortgage-backed securities | $13,866,000 | 333 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $572,000 | 2,056 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| 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 | $17,267,000 | 2,021 |
| Certificates of participation in pools of residential mortgages | $198,000 | 5,901 |
| Issued or guaranteed by U.S. | $67,000 | 6,196 |
| Privately issued | $131,000 | 178 |
| Collaterized mortgage obligations | $17,069,000 | 781 |
| CMOs issued by government agencies or sponsored agencies | $3,334,000 | 1,584 |
| Privately issued | $13,735,000 | 316 |
| 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) | $197,000 | 3,877 |
| Available-for-sale securities (fair market value) | $31,382,000 | 3,005 |
| Total debt securities | $31,579,000 | 3,395 |
| 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 | $33,975,000 | 3,302 |
| U.S. Government securities | $18,375,000 | 4,103 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,375,000 | 3,956 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $15,600,000 | 599 |
| Privately issued residential mortgage-backed securities | $15,049,000 | 318 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $551,000 | 2,163 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| 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 | $18,823,000 | 1,988 |
| Certificates of participation in pools of residential mortgages | $201,000 | 5,967 |
| Issued or guaranteed by U.S. | $68,000 | 6,277 |
| Privately issued | $133,000 | 163 |
| Collaterized mortgage obligations | $18,622,000 | 755 |
| CMOs issued by government agencies or sponsored agencies | $3,706,000 | 1,535 |
| Privately issued | $14,916,000 | 296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $201,000 | 3,915 |
| Available-for-sale securities (fair market value) | $33,774,000 | 2,844 |
| Total debt securities | $33,975,000 | 3,251 |
| 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 | $36,422,000 | 3,140 |
| U.S. Government securities | $19,718,000 | 3,914 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,718,000 | 3,776 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $16,704,000 | 596 |
| Privately issued residential mortgage-backed securities | $16,152,000 | 308 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $552,000 | 2,225 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| 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 | $20,201,000 | 1,930 |
| Certificates of participation in pools of residential mortgages | $204,000 | 5,997 |
| Issued or guaranteed by U.S. | $69,000 | 6,324 |
| Privately issued | $135,000 | 162 |
| Collaterized mortgage obligations | $19,997,000 | 736 |
| CMOs issued by government agencies or sponsored agencies | $3,980,000 | 1,514 |
| Privately issued | $16,017,000 | 286 |
| 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) | $205,000 | 3,967 |
| Available-for-sale securities (fair market value) | $36,217,000 | 2,706 |
| Total debt securities | $36,422,000 | 3,084 |
| 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 | $33,045,000 | 3,373 |
| U.S. Government securities | $15,290,000 | 4,565 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,290,000 | 4,421 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $17,755,000 | 571 |
| Privately issued residential mortgage-backed securities | $17,203,000 | 275 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $552,000 | 2,288 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,792,000 | 1,884 |
| Certificates of participation in pools of residential mortgages | $212,000 | 6,023 |
| Issued or guaranteed by U.S. | $74,000 | 6,343 |
| Privately issued | $138,000 | 168 |
| Collaterized mortgage obligations | $20,580,000 | 712 |
| CMOs issued by government agencies or sponsored agencies | $3,515,000 | 1,597 |
| Privately issued | $17,065,000 | 254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $211,000 | 4,014 |
| Available-for-sale securities (fair market value) | $32,834,000 | 2,918 |
| Total debt securities | $33,045,000 | 3,310 |
| 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 | $38,594,000 | 3,042 |
| U.S. Government securities | $19,573,000 | 3,948 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,573,000 | 3,800 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $19,021,000 | 560 |
| Privately issued residential mortgage-backed securities | $18,473,000 | 259 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $548,000 | 2,400 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| 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 | $22,461,000 | 1,835 |
| Certificates of participation in pools of residential mortgages | $216,000 | 6,090 |
| Issued or guaranteed by U.S. | $75,000 | 6,406 |
| Privately issued | $141,000 | 163 |
| Collaterized mortgage obligations | $22,245,000 | 685 |
| CMOs issued by government agencies or sponsored agencies | $3,913,000 | 1,534 |
| Privately issued | $18,332,000 | 241 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $217,000 | 4,052 |
| Available-for-sale securities (fair market value) | $38,377,000 | 2,612 |
| Total debt securities | $38,594,000 | 2,974 |
| 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 | $43,411,000 | 2,765 |
| U.S. Government securities | $18,313,000 | 4,075 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,313,000 | 3,927 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $25,098,000 | 491 |
| Privately issued residential mortgage-backed securities | $24,544,000 | 233 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $554,000 | 2,474 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| 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 | $27,779,000 | 1,611 |
| Certificates of participation in pools of residential mortgages | $244,000 | 6,061 |
| Issued or guaranteed by U.S. | $101,000 | 6,341 |
| Privately issued | $143,000 | 176 |
| Collaterized mortgage obligations | $27,535,000 | 625 |
| CMOs issued by government agencies or sponsored agencies | $3,134,000 | 1,735 |
| Privately issued | $24,401,000 | 218 |
| 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) | $233,000 | 4,076 |
| Available-for-sale securities (fair market value) | $43,178,000 | 2,385 |
| Total debt securities | $43,411,000 | 2,704 |
| 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 | $39,336,000 | 3,014 |
| U.S. Government securities | $39,191,000 | 2,340 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $39,191,000 | 2,255 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $145,000 | 3,553 |
| Privately issued residential mortgage-backed securities | $145,000 | 911 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| 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 | $25,550,000 | 1,722 |
| Certificates of participation in pools of residential mortgages | $5,399,000 | 3,317 |
| Issued or guaranteed by U.S. | $5,254,000 | 3,331 |
| Privately issued | $145,000 | 187 |
| Collaterized mortgage obligations | $20,151,000 | 768 |
| CMOs issued by government agencies or sponsored agencies | $20,151,000 | 708 |
| 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) | $236,000 | 4,145 |
| Available-for-sale securities (fair market value) | $39,100,000 | 2,609 |
| Total debt securities | $39,336,000 | 2,956 |
| 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 | $41,352,000 | 2,855 |
| U.S. Government securities | $41,202,000 | 2,193 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,202,000 | 2,117 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $150,000 | 3,663 |
| Privately issued residential mortgage-backed securities | $150,000 | 975 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| 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 | $26,341,000 | 1,663 |
| Certificates of participation in pools of residential mortgages | $5,881,000 | 3,181 |
| Issued or guaranteed by U.S. | $5,731,000 | 3,208 |
| Privately issued | $150,000 | 194 |
| Collaterized mortgage obligations | $20,460,000 | 757 |
| CMOs issued by government agencies or sponsored agencies | $20,460,000 | 705 |
| 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) | $267,000 | 4,115 |
| Available-for-sale securities (fair market value) | $41,085,000 | 2,469 |
| Total debt securities | $41,352,000 | 2,784 |
| 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 | $44,482,000 | 2,637 |
| U.S. Government securities | $39,518,000 | 2,180 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $39,518,000 | 2,100 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $1,335,000 | 2,514 |
| Privately issued residential mortgage-backed securities | $160,000 | 1,022 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,175,000 | 2,280 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,629,000 | 831 |
| 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 | $31,011,000 | 1,500 |
| Certificates of participation in pools of residential mortgages | $8,612,000 | 2,607 |
| Issued or guaranteed by U.S. | $8,452,000 | 2,624 |
| Privately issued | $160,000 | 187 |
| Collaterized mortgage obligations | $22,399,000 | 766 |
| CMOs issued by government agencies or sponsored agencies | $22,399,000 | 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) | $319,000 | 4,087 |
| Available-for-sale securities (fair market value) | $44,163,000 | 2,285 |
| Total debt securities | $40,853,000 | 2,747 |
| 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 | $52,029,000 | 2,296 |
| U.S. Government securities | $48,641,000 | 1,824 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $48,641,000 | 1,746 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $1,257,000 | 2,599 |
| Privately issued residential mortgage-backed securities | $168,000 | 1,043 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,089,000 | 2,352 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,131,000 | 1,046 |
| 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 | $35,515,000 | 1,360 |
| Certificates of participation in pools of residential mortgages | $10,520,000 | 2,303 |
| Issued or guaranteed by U.S. | $10,352,000 | 2,318 |
| Privately issued | $168,000 | 187 |
| Collaterized mortgage obligations | $24,995,000 | 725 |
| CMOs issued by government agencies or sponsored agencies | $24,995,000 | 668 |
| 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) | $334,000 | 4,143 |
| Available-for-sale securities (fair market value) | $51,695,000 | 1,945 |
| Total debt securities | $49,898,000 | 2,307 |
| 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 | $50,112,000 | 2,345 |
| U.S. Government securities | $46,671,000 | 1,852 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $46,671,000 | 1,774 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $1,310,000 | 2,597 |
| Privately issued residential mortgage-backed securities | $207,000 | 1,047 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,103,000 | 2,366 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,131,000 | 1,057 |
| 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 | $31,807,000 | 1,444 |
| Certificates of participation in pools of residential mortgages | $13,067,000 | 1,965 |
| Issued or guaranteed by U.S. | $12,860,000 | 1,976 |
| Privately issued | $207,000 | 179 |
| Collaterized mortgage obligations | $18,740,000 | 867 |
| CMOs issued by government agencies or sponsored agencies | $18,740,000 | 803 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $397,000 | 4,168 |
| Available-for-sale securities (fair market value) | $49,715,000 | 1,990 |
| Total debt securities | $47,981,000 | 2,362 |
| 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 | $29,590,000 | 3,382 |
| U.S. Government securities | $25,183,000 | 2,932 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,183,000 | 2,777 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $280,000 | 3,658 |
| Privately issued residential mortgage-backed securities | $257,000 | 1,106 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,000 | 3,528 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,127,000 | 750 |
| 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 | $22,983,000 | 1,662 |
| Certificates of participation in pools of residential mortgages | $22,983,000 | 1,163 |
| Issued or guaranteed by U.S. | $22,726,000 | 1,161 |
| Privately issued | $257,000 | 183 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,000 | 5,060 |
| Available-for-sale securities (fair market value) | $29,584,000 | 2,843 |
| Total debt securities | $25,463,000 | 3,711 |
| 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 | $31,043,000 | 3,351 |
| U.S. Government securities | $30,107,000 | 2,625 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,107,000 | 2,433 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $817,000 | 2,638 |
| Privately issued residential mortgage-backed securities | $340,000 | 1,004 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $477,000 | 2,675 |
| Foreign debt securities | NA | NA |
| Equity securities | $119,000 | 6,615 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $25,697,000 | 1,249 |
| Certificates of participation in pools of residential mortgages | $25,697,000 | 894 |
| Issued or guaranteed by U.S. | $25,357,000 | 892 |
| Privately issued | $340,000 | 204 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $553,000 | 4,869 |
| Available-for-sale securities (fair market value) | $30,490,000 | 2,721 |
| Total debt securities | $30,924,000 | 3,259 |
| 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 | $21,956,000 | 4,528 |
| U.S. Government securities | $21,361,000 | 3,665 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,361,000 | 3,283 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $476,000 | 2,921 |
| Privately issued residential mortgage-backed securities | $434,000 | 971 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $42,000 | 3,137 |
| Foreign debt securities | NA | NA |
| Equity securities | $119,000 | 6,551 |
| 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 | $15,536,000 | 1,917 |
| Certificates of participation in pools of residential mortgages | $15,536,000 | 1,378 |
| Issued or guaranteed by U.S. | $15,102,000 | 1,388 |
| Privately issued | $434,000 | 186 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $782,000 | 5,055 |
| Available-for-sale securities (fair market value) | $21,174,000 | 3,733 |
| Total debt securities | $21,837,000 | 4,428 |
| 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 | $21,047,000 | 4,680 |
| U.S. Government securities | $20,279,000 | 3,865 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,279,000 | 3,287 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $648,000 | 2,511 |
| Privately issued residential mortgage-backed securities | $592,000 | 853 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $56,000 | 2,993 |
| Foreign debt securities | NA | NA |
| Equity securities | $120,000 | 6,258 |
| 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 | $14,695,000 | 2,094 |
| Certificates of participation in pools of residential mortgages | $14,695,000 | 1,515 |
| Issued or guaranteed by U.S. | $14,103,000 | 1,550 |
| Privately issued | $592,000 | 199 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $966,000 | 5,470 |
| Available-for-sale securities (fair market value) | $20,081,000 | 3,786 |
| Total debt securities | $20,927,000 | 4,581 |
| 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 | $14,394,000 | 6,128 |
| U.S. Government securities | $12,688,000 | 5,623 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,688,000 | 4,505 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $1,586,000 | 1,512 |
| Privately issued residential mortgage-backed securities | $862,000 | 648 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $724,000 | 1,643 |
| Foreign debt securities | NA | NA |
| Equity securities | $120,000 | 6,170 |
| 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 | $3,928,000 | 4,289 |
| Certificates of participation in pools of residential mortgages | $3,928,000 | 3,300 |
| Issued or guaranteed by U.S. | $3,066,000 | 3,691 |
| Privately issued | $862,000 | 213 |
| 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) | $1,933,000 | 5,668 |
| Available-for-sale securities (fair market value) | $12,461,000 | 5,045 |
| Total debt securities | $14,274,000 | 6,039 |
| 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 | $13,366,000 | 6,881 |
| U.S. Government securities | $11,865,000 | 6,374 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,865,000 | 4,963 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $1,336,000 | 1,812 |
| Privately issued residential mortgage-backed securities | $1,169,000 | 685 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $167,000 | 2,718 |
| Foreign debt securities | NA | NA |
| Equity securities | $120,000 | 6,099 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-45,000 | 934 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,207,000 | 4,588 |
| Certificates of participation in pools of residential mortgages | $4,207,000 | 3,503 |
| Issued or guaranteed by U.S. | $3,038,000 | 4,043 |
| Privately issued | $1,169,000 | 243 |
| 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) | $617,000 | 7,331 |
| Available-for-sale securities (fair market value) | $12,749,000 | 5,245 |
| Total debt securities | $13,201,000 | 6,806 |
| 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 | $13,650,000 | 7,078 |
| U.S. Government securities | $11,749,000 | 6,672 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $11,749,000 | 4,935 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $1,893,000 | 1,869 |
| Privately issued residential mortgage-backed securities | $1,528,000 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $365,000 | 2,755 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-8,000 | 839 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,789,000 | 4,567 |
| Certificates of participation in pools of residential mortgages | $4,789,000 | 3,360 |
| Issued or guaranteed by U.S. | $3,261,000 | 3,991 |
| Privately issued | $1,528,000 | 256 |
| 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) | $5,725,000 | 4,706 |
| Available-for-sale securities (fair market value) | $7,925,000 | 6,810 |
| Total debt securities | $13,642,000 | 6,945 |
| 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 | $10,070,000 | 8,727 |
| U.S. Government securities | $4,201,000 | 10,588 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $4,201,000 | 8,233 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $5,956,000 | 1,045 |
| Privately issued residential mortgage-backed securities | $1,956,000 | 665 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,000,000 | 1,022 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $87,000 | 167 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,657,000 | 4,437 |
| Certificates of participation in pools of residential mortgages | $5,657,000 | 3,169 |
| Issued or guaranteed by U.S. | $3,701,000 | 3,919 |
| Privately issued | $1,956,000 | 218 |
| 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) | $8,724,000 | 6,180 |
| Available-for-sale securities (fair market value) | $1,346,000 | 9,385 |
| Total debt securities | $10,157,000 | 8,579 |
| 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 | $8,148,000 | 9,820 |
| U.S. Government securities | $4,047,000 | 11,054 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $4,047,000 | 8,563 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $3,948,000 | 1,621 |
| Privately issued residential mortgage-backed securities | $2,477,000 | 744 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,471,000 | 2,139 |
| Foreign debt securities | NA | NA |
| Equity securities | $55,000 | 6,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-98,000 | 1,221 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,024,000 | 4,799 |
| Certificates of participation in pools of residential mortgages | $6,024,000 | 3,391 |
| Issued or guaranteed by U.S. | $3,547,000 | 4,480 |
| Privately issued | $2,477,000 | 279 |
| 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 | $7,995,000 | 9,735 |
| 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 | $4,409,000 | 11,914 |
| U.S. Government securities | $1,351,000 | 13,048 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $1,351,000 | 11,177 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $3,002,000 | 2,339 |
| Privately issued residential mortgage-backed securities | $2,323,000 | 1,097 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $679,000 | 3,456 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-56,000 | 1,383 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,674,000 | 6,248 |
| Certificates of participation in pools of residential mortgages | $3,674,000 | 4,639 |
| Issued or guaranteed by U.S. | $1,351,000 | 6,919 |
| Privately issued | $2,323,000 | 330 |
| 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 | $4,353,000 | 11,804 |
| 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 |