Home > Benjamin Franklin Bank > Securities
Benjamin Franklin Bank, Securities
| 2009-03-31 | Rank | |
| Total securities | $175,690,000 | 717 |
| U.S. Government securities | $136,702,000 | 667 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $136,702,000 | 648 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| 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 | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $38,988,000 | 77 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,348,000 | 619 |
| Mortgage-backed securities | $62,419,000 | 1,013 |
| Certificates of participation in pools of residential mortgages | $44,290,000 | 959 |
| Issued or guaranteed by U.S. | $44,290,000 | 949 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $18,129,000 | 961 |
| CMOs issued by government agencies or sponsored agencies | $18,129,000 | 739 |
| 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) | $175,690,000 | 605 |
| Total debt securities | $136,692,000 | 894 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $193,579,000 | 637 |
| U.S. Government securities | $186,046,000 | 475 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $186,046,000 | 463 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| 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 | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $7,533,000 | 232 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,069,000 | 514 |
| Mortgage-backed securities | $90,016,000 | 715 |
| Certificates of participation in pools of residential mortgages | $66,796,000 | 637 |
| Issued or guaranteed by U.S. | $66,796,000 | 627 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $23,220,000 | 801 |
| CMOs issued by government agencies or sponsored agencies | $23,220,000 | 598 |
| 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) | $193,579,000 | 541 |
| Total debt securities | $186,046,000 | 644 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $188,371,000 | 640 |
| U.S. Government securities | $181,376,000 | 473 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $181,376,000 | 460 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $6,995,000 | 257 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $108,892,000 | 530 |
| Mortgage-backed securities | $89,304,000 | 687 |
| Certificates of participation in pools of residential mortgages | $67,236,000 | 594 |
| Issued or guaranteed by U.S. | $67,236,000 | 586 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $22,068,000 | 783 |
| CMOs issued by government agencies or sponsored agencies | $22,068,000 | 577 |
| 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) | $188,371,000 | 539 |
| Total debt securities | $181,375,000 | 654 |
| 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 | $183,310,000 | 653 |
| U.S. Government securities | $178,035,000 | 480 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $178,035,000 | 468 |
| Securities issued by states & political subdivisions | $885,000 | 4,939 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $4,390,000 | 519 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,551,000 | 513 |
| Mortgage-backed securities | $88,853,000 | 680 |
| Certificates of participation in pools of residential mortgages | $66,043,000 | 606 |
| Issued or guaranteed by U.S. | $66,043,000 | 598 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $22,810,000 | 751 |
| CMOs issued by government agencies or sponsored agencies | $22,810,000 | 552 |
| 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) | $183,310,000 | 554 |
| Total debt securities | $178,919,000 | 651 |
| 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 | $183,639,000 | 656 |
| U.S. Government securities | $171,674,000 | 493 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $171,674,000 | 484 |
| Securities issued by states & political subdivisions | $1,208,000 | 4,710 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $10,757,000 | 298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,861,000 | 526 |
| Mortgage-backed securities | $87,756,000 | 670 |
| Certificates of participation in pools of residential mortgages | $64,100,000 | 600 |
| Issued or guaranteed by U.S. | $64,100,000 | 593 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $23,656,000 | 709 |
| CMOs issued by government agencies or sponsored agencies | $23,656,000 | 533 |
| 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) | $183,639,000 | 559 |
| Total debt securities | $172,881,000 | 672 |
| 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 | $161,072,000 | 737 |
| U.S. Government securities | $155,558,000 | 550 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $155,558,000 | 535 |
| Securities issued by states & political subdivisions | $1,202,000 | 4,736 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $4,312,000 | 529 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $988,000 | 6,215 |
| Mortgage-backed securities | $69,381,000 | 742 |
| Certificates of participation in pools of residential mortgages | $45,702,000 | 739 |
| Issued or guaranteed by U.S. | $45,702,000 | 730 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $23,679,000 | 671 |
| CMOs issued by government agencies or sponsored agencies | $23,679,000 | 498 |
| 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) | $161,072,000 | 622 |
| Total debt securities | $156,760,000 | 745 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,500 |
| Fair value | $996,000 | 1,672 |
| 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 | $161,766,000 | 733 |
| U.S. Government securities | $152,052,000 | 564 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $152,052,000 | 552 |
| Securities issued by states & political subdivisions | $1,698,000 | 4,436 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $8,016,000 | 334 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $977,000 | 6,237 |
| Mortgage-backed securities | $61,737,000 | 786 |
| Certificates of participation in pools of residential mortgages | $38,096,000 | 815 |
| Issued or guaranteed by U.S. | $38,096,000 | 806 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $23,641,000 | 641 |
| CMOs issued by government agencies or sponsored agencies | $23,641,000 | 484 |
| 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) | $161,766,000 | 621 |
| Total debt securities | $153,750,000 | 750 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,697 |
| Fair value | $992,000 | 1,876 |
| Trading account assets | $15,138,000 | 118 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $158,677,000 | 746 |
| U.S. Government securities | $150,367,000 | 580 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $150,367,000 | 571 |
| Securities issued by states & political subdivisions | $1,692,000 | 4,446 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $6,618,000 | 377 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $971,000 | 6,287 |
| Mortgage-backed securities | $58,383,000 | 813 |
| Certificates of participation in pools of residential mortgages | $34,731,000 | 867 |
| Issued or guaranteed by U.S. | $34,731,000 | 857 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $23,652,000 | 631 |
| CMOs issued by government agencies or sponsored agencies | $23,652,000 | 482 |
| 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) | $27,000 | 3,644 |
| Available-for-sale securities (fair market value) | $158,650,000 | 628 |
| Total debt securities | $152,059,000 | 760 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,520 |
| Fair value | $1,487,000 | 1,551 |
| 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 | $163,197,000 | 738 |
| U.S. Government securities | $158,218,000 | 563 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $158,218,000 | 546 |
| Securities issued by states & political subdivisions | $1,691,000 | 4,467 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $3,288,000 | 596 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $972,000 | 6,308 |
| Mortgage-backed securities | $61,157,000 | 769 |
| Certificates of participation in pools of residential mortgages | $36,464,000 | 826 |
| Issued or guaranteed by U.S. | $36,464,000 | 818 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $24,693,000 | 616 |
| CMOs issued by government agencies or sponsored agencies | $24,693,000 | 474 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $29,000 | 3,710 |
| Available-for-sale securities (fair market value) | $163,168,000 | 616 |
| Total debt securities | $159,906,000 | 741 |
| 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 | $130,702,000 | 933 |
| U.S. Government securities | $125,325,000 | 714 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $125,325,000 | 694 |
| Securities issued by states & political subdivisions | $1,687,000 | 4,479 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $3,690,000 | 583 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $999,000 | 6,290 |
| Mortgage-backed securities | $27,823,000 | 1,402 |
| Certificates of participation in pools of residential mortgages | $2,190,000 | 4,077 |
| Issued or guaranteed by U.S. | $2,190,000 | 4,066 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $25,633,000 | 598 |
| CMOs issued by government agencies or sponsored agencies | $25,633,000 | 469 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,000 | 3,786 |
| Available-for-sale securities (fair market value) | $130,671,000 | 793 |
| Total debt securities | $127,013,000 | 941 |
| 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 | $129,099,000 | 959 |
| U.S. Government securities | $121,708,000 | 739 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $121,708,000 | 722 |
| Securities issued by states & political subdivisions | $2,187,000 | 4,191 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $5,204,000 | 455 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $998,000 | 6,341 |
| Mortgage-backed securities | $28,310,000 | 1,390 |
| Certificates of participation in pools of residential mortgages | $2,285,000 | 4,012 |
| Issued or guaranteed by U.S. | $2,285,000 | 3,991 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $26,025,000 | 588 |
| CMOs issued by government agencies or sponsored agencies | $26,025,000 | 461 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $43,000 | 3,843 |
| Available-for-sale securities (fair market value) | $129,056,000 | 811 |
| Total debt securities | $123,895,000 | 975 |
| 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 | $126,271,000 | 964 |
| U.S. Government securities | $122,213,000 | 747 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $122,213,000 | 724 |
| Securities issued by states & political subdivisions | $2,178,000 | 4,199 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,880,000 | 819 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $995,000 | 6,383 |
| Mortgage-backed securities | $29,101,000 | 1,379 |
| Certificates of participation in pools of residential mortgages | $2,333,000 | 3,984 |
| Issued or guaranteed by U.S. | $2,333,000 | 3,969 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $26,768,000 | 579 |
| CMOs issued by government agencies or sponsored agencies | $26,768,000 | 455 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $60,000 | 3,868 |
| Available-for-sale securities (fair market value) | $126,211,000 | 816 |
| Total debt securities | $124,391,000 | 962 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $131,433,000 | 944 |
| U.S. Government securities | $127,247,000 | 733 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $127,247,000 | 710 |
| Securities issued by states & political subdivisions | $2,183,000 | 4,219 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $2,003,000 | 811 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $998,000 | 6,397 |
| Mortgage-backed securities | $30,810,000 | 1,337 |
| Certificates of participation in pools of residential mortgages | $2,558,000 | 3,922 |
| Issued or guaranteed by U.S. | $2,558,000 | 3,907 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $28,252,000 | 559 |
| CMOs issued by government agencies or sponsored agencies | $28,252,000 | 444 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $80,000 | 3,893 |
| Available-for-sale securities (fair market value) | $131,353,000 | 797 |
| Total debt securities | $129,428,000 | 944 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $123,172,000 | 1,013 |
| U.S. Government securities | $117,798,000 | 785 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $117,798,000 | 758 |
| Securities issued by states & political subdivisions | $2,191,000 | 4,250 |
| Other domestic debt securities | $2,500,000 | 1,479 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,500,000 | 1,049 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $683,000 | 1,259 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,001,000 | 6,394 |
| Mortgage-backed securities | $32,304,000 | 1,307 |
| Certificates of participation in pools of residential mortgages | $2,714,000 | 3,874 |
| Issued or guaranteed by U.S. | $2,714,000 | 3,859 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $29,590,000 | 544 |
| CMOs issued by government agencies or sponsored agencies | $29,590,000 | 436 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $109,000 | 3,911 |
| Available-for-sale securities (fair market value) | $123,063,000 | 852 |
| Total debt securities | $122,489,000 | 997 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $119,734,000 | 1,030 |
| U.S. Government securities | $111,033,000 | 824 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $111,033,000 | 800 |
| Securities issued by states & political subdivisions | $1,706,000 | 4,557 |
| Other domestic debt securities | $4,502,000 | 1,128 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,502,000 | 787 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $2,493,000 | 752 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $35,384,000 | 1,240 |
| Certificates of participation in pools of residential mortgages | $3,042,000 | 3,785 |
| Issued or guaranteed by U.S. | $3,042,000 | 3,771 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $32,342,000 | 507 |
| CMOs issued by government agencies or sponsored agencies | $32,342,000 | 410 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $133,000 | 3,924 |
| Available-for-sale securities (fair market value) | $119,601,000 | 862 |
| Total debt securities | $117,237,000 | 1,028 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $122,973,000 | 1,006 |
| U.S. Government securities | $114,217,000 | 798 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $114,217,000 | 772 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $5,973,000 | 1,005 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,973,000 | 679 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $2,783,000 | 726 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $40,713,000 | 1,151 |
| Certificates of participation in pools of residential mortgages | $3,256,000 | 3,787 |
| Issued or guaranteed by U.S. | $3,256,000 | 3,772 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $37,457,000 | 477 |
| CMOs issued by government agencies or sponsored agencies | $37,457,000 | 384 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $161,000 | 3,924 |
| Available-for-sale securities (fair market value) | $122,812,000 | 840 |
| Total debt securities | $120,192,000 | 1,002 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $86,193,000 | 1,454 |
| U.S. Government securities | $78,204,000 | 1,170 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $78,204,000 | 1,127 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $6,662,000 | 979 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,662,000 | 674 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $1,327,000 | 1,030 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $43,588,000 | 1,121 |
| Certificates of participation in pools of residential mortgages | $3,492,000 | 3,791 |
| Issued or guaranteed by U.S. | $3,492,000 | 3,782 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $40,096,000 | 468 |
| CMOs issued by government agencies or sponsored agencies | $40,096,000 | 377 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $187,000 | 3,951 |
| Available-for-sale securities (fair market value) | $86,006,000 | 1,242 |
| Total debt securities | $84,868,000 | 1,443 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $86,846,000 | 1,470 |
| U.S. Government securities | $81,273,000 | 1,153 |
| U.S. Treasury securities | $1,007,000 | 1,272 |
| U.S. Government agency obligations | $80,266,000 | 1,118 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $5,014,000 | 1,155 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,014,000 | 835 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $559,000 | 1,415 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $47,967,000 | 1,062 |
| Certificates of participation in pools of residential mortgages | $3,697,000 | 3,750 |
| Issued or guaranteed by U.S. | $3,697,000 | 3,742 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $44,270,000 | 453 |
| CMOs issued by government agencies or sponsored agencies | $44,270,000 | 358 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $217,000 | 3,953 |
| Available-for-sale securities (fair market value) | $86,629,000 | 1,260 |
| Total debt securities | $86,287,000 | 1,435 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $94,731,000 | 1,353 |
| U.S. Government securities | $89,632,000 | 1,056 |
| U.S. Treasury securities | $1,021,000 | 1,259 |
| U.S. Government agency obligations | $88,611,000 | 1,021 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $5,057,000 | 1,144 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,057,000 | 844 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $42,000 | 2,013 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $52,140,000 | 990 |
| Certificates of participation in pools of residential mortgages | $4,527,000 | 3,480 |
| Issued or guaranteed by U.S. | $4,527,000 | 3,474 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $47,613,000 | 429 |
| CMOs issued by government agencies or sponsored agencies | $47,613,000 | 349 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $266,000 | 3,946 |
| Available-for-sale securities (fair market value) | $94,465,000 | 1,159 |
| Total debt securities | $94,689,000 | 1,315 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $110,575,000 | 1,168 |
| U.S. Government securities | $95,922,000 | 1,010 |
| U.S. Treasury securities | $3,047,000 | 851 |
| U.S. Government agency obligations | $92,875,000 | 991 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $7,576,000 | 945 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,576,000 | 677 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $7,077,000 | 481 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $56,484,000 | 938 |
| Certificates of participation in pools of residential mortgages | $4,739,000 | 3,477 |
| Issued or guaranteed by U.S. | $4,739,000 | 3,470 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $51,745,000 | 411 |
| CMOs issued by government agencies or sponsored agencies | $51,745,000 | 335 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $292,000 | 3,951 |
| Available-for-sale securities (fair market value) | $110,283,000 | 996 |
| Total debt securities | $103,498,000 | 1,224 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $123,922,000 | 1,050 |
| U.S. Government securities | $105,332,000 | 915 |
| U.S. Treasury securities | $5,103,000 | 618 |
| U.S. Government agency obligations | $100,229,000 | 915 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| 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 | $18,590,000 | 236 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $69,238,000 | 836 |
| Certificates of participation in pools of residential mortgages | $5,319,000 | 3,345 |
| Issued or guaranteed by U.S. | $5,319,000 | 3,336 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $63,919,000 | 389 |
| CMOs issued by government agencies or sponsored agencies | $63,919,000 | 312 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $353,000 | 3,919 |
| Available-for-sale securities (fair market value) | $123,569,000 | 893 |
| Total debt securities | $105,332,000 | 1,205 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $107,974,000 | 1,257 |
| U.S. Government securities | $103,032,000 | 968 |
| U.S. Treasury securities | $5,161,000 | 649 |
| U.S. Government agency obligations | $97,871,000 | 974 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| 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 | $4,942,000 | 649 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $73,410,000 | 810 |
| Certificates of participation in pools of residential mortgages | $5,717,000 | 3,231 |
| Issued or guaranteed by U.S. | $5,717,000 | 3,219 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $67,693,000 | 381 |
| CMOs issued by government agencies or sponsored agencies | $67,693,000 | 333 |
| Privately issued | $0 | 1,065 |
| 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) | $386,000 | 3,956 |
| Available-for-sale securities (fair market value) | $107,588,000 | 1,074 |
| Total debt securities | $103,032,000 | 1,283 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $129,029,000 | 1,047 |
| U.S. Government securities | $113,885,000 | 870 |
| U.S. Treasury securities | $5,223,000 | 631 |
| U.S. Government agency obligations | $108,662,000 | 881 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $9,215,000 | 924 |
| 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 | $9,215,000 | 717 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $5,929,000 | 603 |
| 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 | $84,029,000 | 730 |
| Certificates of participation in pools of residential mortgages | $7,386,000 | 2,856 |
| Issued or guaranteed by U.S. | $7,386,000 | 2,843 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $76,643,000 | 348 |
| CMOs issued by government agencies or sponsored agencies | $76,643,000 | 308 |
| 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) | $613,000 | 3,739 |
| Available-for-sale securities (fair market value) | $128,416,000 | 896 |
| Total debt securities | $123,091,000 | 1,050 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $128,615,000 | 1,013 |
| U.S. Government securities | $96,445,000 | 977 |
| U.S. Treasury securities | $5,284,000 | 626 |
| U.S. Government agency obligations | $91,161,000 | 990 |
| Securities issued by states & political subdivisions | $570,000 | 5,728 |
| Other domestic debt securities | $6,854,000 | 1,151 |
| Privately issued residential mortgage-backed securities | $53,000 | 1,137 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,801,000 | 910 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $24,746,000 | 194 |
| 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 | $76,853,000 | 776 |
| Certificates of participation in pools of residential mortgages | $5,052,000 | 3,421 |
| Issued or guaranteed by U.S. | $5,052,000 | 3,410 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $71,801,000 | 384 |
| CMOs issued by government agencies or sponsored agencies | $71,748,000 | 336 |
| Privately issued | $53,000 | 999 |
| 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) | $687,000 | 3,710 |
| Available-for-sale securities (fair market value) | $127,928,000 | 871 |
| Total debt securities | $103,870,000 | 1,213 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $133,172,000 | 983 |
| U.S. Government securities | $93,577,000 | 1,010 |
| U.S. Treasury securities | $5,330,000 | 637 |
| U.S. Government agency obligations | $88,247,000 | 1,017 |
| Securities issued by states & political subdivisions | $572,000 | 5,688 |
| Other domestic debt securities | $10,176,000 | 897 |
| Privately issued residential mortgage-backed securities | $131,000 | 1,070 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,045,000 | 685 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $28,847,000 | 157 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $45,574,000 | 1,131 |
| Certificates of participation in pools of residential mortgages | $5,794,000 | 3,189 |
| Issued or guaranteed by U.S. | $5,794,000 | 3,177 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $39,780,000 | 551 |
| CMOs issued by government agencies or sponsored agencies | $39,649,000 | 503 |
| Privately issued | $131,000 | 947 |
| 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) | $792,000 | 3,667 |
| Available-for-sale securities (fair market value) | $132,380,000 | 846 |
| Total debt securities | $104,327,000 | 1,170 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $133,341,000 | 935 |
| U.S. Government securities | $90,305,000 | 1,019 |
| U.S. Treasury securities | $1,121,000 | 1,488 |
| U.S. Government agency obligations | $89,184,000 | 979 |
| Securities issued by states & political subdivisions | $570,000 | 5,703 |
| Other domestic debt securities | $8,425,000 | 1,024 |
| Privately issued residential mortgage-backed securities | $4,709,000 | 403 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,716,000 | 1,402 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $34,041,000 | 140 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $28,462,000 | 1,559 |
| Certificates of participation in pools of residential mortgages | $6,493,000 | 2,963 |
| Issued or guaranteed by U.S. | $2,016,000 | 4,624 |
| Privately issued | $4,477,000 | 80 |
| Collaterized mortgage obligations | $21,969,000 | 782 |
| CMOs issued by government agencies or sponsored agencies | $21,737,000 | 717 |
| Privately issued | $232,000 | 926 |
| 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) | $986,000 | 3,607 |
| Available-for-sale securities (fair market value) | $132,355,000 | 800 |
| Total debt securities | $99,300,000 | 1,205 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $81,527,000 | 1,382 |
| U.S. Government securities | $52,982,000 | 1,529 |
| U.S. Treasury securities | $2,084,000 | 1,329 |
| U.S. Government agency obligations | $50,898,000 | 1,506 |
| Securities issued by states & political subdivisions | $1,915,000 | 4,385 |
| Other domestic debt securities | $26,630,000 | 508 |
| Privately issued residential mortgage-backed securities | $3,586,000 | 474 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,044,000 | 391 |
| Foreign debt securities | $0 | 319 |
| 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 | 7,583 |
| Mortgage-backed securities | $17,455,000 | 2,041 |
| Certificates of participation in pools of residential mortgages | $10,263,000 | 2,074 |
| Issued or guaranteed by U.S. | $10,263,000 | 2,060 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $7,192,000 | 1,546 |
| CMOs issued by government agencies or sponsored agencies | $3,606,000 | 2,065 |
| Privately issued | $3,586,000 | 426 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,750,000 | 2,570 |
| Available-for-sale securities (fair market value) | $77,777,000 | 1,207 |
| Total debt securities | $81,527,000 | 1,342 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $116,213,000 | 978 |
| U.S. Government securities | $45,411,000 | 1,764 |
| U.S. Treasury securities | $5,068,000 | 1,037 |
| U.S. Government agency obligations | $40,343,000 | 1,843 |
| Securities issued by states & political subdivisions | $6,111,000 | 2,446 |
| Other domestic debt securities | $40,416,000 | 324 |
| Privately issued residential mortgage-backed securities | $2,613,000 | 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 | $37,803,000 | 248 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $24,275,000 | 252 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $18,285,000 | 1,591 |
| Certificates of participation in pools of residential mortgages | $11,568,000 | 1,577 |
| Issued or guaranteed by U.S. | $11,568,000 | 1,565 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $6,717,000 | 1,286 |
| CMOs issued by government agencies or sponsored agencies | $4,104,000 | 1,532 |
| Privately issued | $2,613,000 | 448 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,718,000 | 3,143 |
| Available-for-sale securities (fair market value) | $112,495,000 | 769 |
| Total debt securities | $91,938,000 | 1,164 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $114,217,000 | 1,003 |
| U.S. Government securities | $49,809,000 | 1,695 |
| U.S. Treasury securities | $4,966,000 | 1,599 |
| U.S. Government agency obligations | $44,843,000 | 1,695 |
| Securities issued by states & political subdivisions | $4,858,000 | 2,969 |
| Other domestic debt securities | $36,012,000 | 376 |
| Privately issued residential mortgage-backed securities | $1,858,000 | 611 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $34,154,000 | 289 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $23,538,000 | 266 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $21,590,000 | 1,540 |
| Certificates of participation in pools of residential mortgages | $16,007,000 | 1,340 |
| Issued or guaranteed by U.S. | $14,149,000 | 1,464 |
| Privately issued | $1,858,000 | 115 |
| Collaterized mortgage obligations | $5,583,000 | 1,519 |
| CMOs issued by government agencies or sponsored agencies | $5,583,000 | 1,397 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,449,000 | 3,241 |
| Available-for-sale securities (fair market value) | $109,768,000 | 814 |
| Total debt securities | $90,679,000 | 1,203 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $80,165,000 | 1,474 |
| U.S. Government securities | $52,145,000 | 1,667 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $52,145,000 | 1,425 |
| Securities issued by states & political subdivisions | $4,379,000 | 3,200 |
| Other domestic debt securities | $20,458,000 | 490 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,458,000 | 352 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $3,183,000 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,972,000 | 4,306 |
| Mortgage-backed securities | $31,861,000 | 1,245 |
| Certificates of participation in pools of residential mortgages | $26,364,000 | 1,004 |
| Issued or guaranteed by U.S. | $26,364,000 | 993 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $5,497,000 | 1,686 |
| CMOs issued by government agencies or sponsored agencies | $5,497,000 | 1,574 |
| Privately issued | $0 | 1,474 |
| 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) | $6,119,000 | 3,080 |
| Available-for-sale securities (fair market value) | $74,046,000 | 1,186 |
| Total debt securities | $76,982,000 | 1,469 |
| Structured notes | ||
| Amortized cost | $5,948,000 | 120 |
| Fair value | $5,998,000 | 116 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $68,573,000 | 1,671 |
| U.S. Government securities | $57,629,000 | 1,579 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $57,629,000 | 1,256 |
| Securities issued by states & political subdivisions | $3,929,000 | 3,247 |
| Other domestic debt securities | $4,664,000 | 883 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,664,000 | 680 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $2,351,000 | 1,325 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,854,000 | 4,127 |
| Mortgage-backed securities | $29,756,000 | 1,267 |
| Certificates of participation in pools of residential mortgages | $21,169,000 | 1,185 |
| Issued or guaranteed by U.S. | $21,169,000 | 1,170 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $8,587,000 | 1,229 |
| CMOs issued by government agencies or sponsored agencies | $8,587,000 | 1,176 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,237,000 | 2,946 |
| Available-for-sale securities (fair market value) | $59,336,000 | 1,328 |
| Total debt securities | $66,222,000 | 1,672 |
| Structured notes | ||
| Amortized cost | $12,994,000 | 97 |
| Fair value | $12,858,000 | 95 |
| 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 | $71,735,000 | 1,690 |
| U.S. Government securities | $64,228,000 | 1,510 |
| U.S. Treasury securities | $3,050,000 | 4,967 |
| U.S. Government agency obligations | $61,178,000 | 1,205 |
| Securities issued by states & political subdivisions | $4,223,000 | 3,168 |
| Other domestic debt securities | $1,500,000 | 1,727 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,500,000 | 1,282 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $1,784,000 | 1,614 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,000,000 | 4,614 |
| Mortgage-backed securities | $32,525,000 | 1,278 |
| Certificates of participation in pools of residential mortgages | $22,820,000 | 1,203 |
| Issued or guaranteed by U.S. | $22,820,000 | 1,183 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $9,705,000 | 1,295 |
| CMOs issued by government agencies or sponsored agencies | $9,705,000 | 1,223 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,651,000 | 2,864 |
| Available-for-sale securities (fair market value) | $60,084,000 | 1,348 |
| Total debt securities | $70,759,000 | 1,654 |
| Structured notes | ||
| Amortized cost | $17,986,000 | 73 |
| Fair value | $17,263,000 | 79 |
| 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 | $71,232,000 | 1,776 |
| U.S. Government securities | $61,858,000 | 1,638 |
| U.S. Treasury securities | $4,520,000 | 4,900 |
| U.S. Government agency obligations | $57,338,000 | 1,269 |
| Securities issued by states & political subdivisions | $4,800,000 | 2,892 |
| Other domestic debt securities | $2,998,000 | 1,443 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,998,000 | 1,093 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $1,576,000 | 1,668 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 8,838 |
| Mortgage-backed securities | $27,907,000 | 1,510 |
| Certificates of participation in pools of residential mortgages | $17,785,000 | 1,442 |
| Issued or guaranteed by U.S. | $17,785,000 | 1,428 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $10,122,000 | 1,380 |
| CMOs issued by government agencies or sponsored agencies | $10,122,000 | 1,322 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,495,000 | 2,581 |
| Available-for-sale securities (fair market value) | $56,737,000 | 1,493 |
| Total debt securities | $70,129,000 | 1,744 |
| Structured notes | ||
| Amortized cost | $18,981,000 | 118 |
| Fair value | $18,311,000 | 122 |
| 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 | $77,172,000 | 1,690 |
| U.S. Government securities | $66,997,000 | 1,587 |
| U.S. Treasury securities | $6,745,000 | 4,574 |
| U.S. Government agency obligations | $60,252,000 | 1,186 |
| Securities issued by states & political subdivisions | $5,173,000 | 2,859 |
| Other domestic debt securities | $3,497,000 | 1,463 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,497,000 | 1,134 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $1,505,000 | 1,583 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 9,205 |
| Mortgage-backed securities | $29,309,000 | 1,524 |
| Certificates of participation in pools of residential mortgages | $19,741,000 | 1,394 |
| Issued or guaranteed by U.S. | $19,741,000 | 1,372 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $9,568,000 | 1,511 |
| CMOs issued by government agencies or sponsored agencies | $9,568,000 | 1,425 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,805,000 | 2,889 |
| Available-for-sale securities (fair market value) | $52,367,000 | 1,082 |
| Total debt securities | $79,189,000 | 1,601 |
| 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 | $66,652,000 | 2,049 |
| U.S. Government securities | $53,875,000 | 2,024 |
| U.S. Treasury securities | $6,550,000 | 4,789 |
| U.S. Government agency obligations | $47,325,000 | 1,487 |
| Securities issued by states & political subdivisions | $4,334,000 | 3,359 |
| Other domestic debt securities | $3,918,000 | 1,626 |
| Privately issued residential mortgage-backed securities | $117,000 | 2,634 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,801,000 | 1,257 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $4,525,000 | 812 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 10,397 |
| Mortgage-backed securities | $24,444,000 | 1,972 |
| Certificates of participation in pools of residential mortgages | $13,303,000 | 2,036 |
| Issued or guaranteed by U.S. | $13,303,000 | 2,004 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $11,141,000 | 1,572 |
| CMOs issued by government agencies or sponsored agencies | $11,024,000 | 1,494 |
| Privately issued | $117,000 | 2,222 |
| 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 | $62,126,000 | 2,139 |
| 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 | $39,022,000 | 3,536 |
| U.S. Government securities | $25,346,000 | 4,174 |
| U.S. Treasury securities | $6,049,000 | 5,127 |
| U.S. Government agency obligations | $19,297,000 | 3,333 |
| Securities issued by states & political subdivisions | $2,162,000 | 4,864 |
| Other domestic debt securities | $6,116,000 | 1,458 |
| Privately issued residential mortgage-backed securities | $311,000 | 2,745 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,805,000 | 1,076 |
| Foreign debt securities | $993,000 | 193 |
| Equity securities | $4,404,000 | 709 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 10,714 |
| Mortgage-backed securities | $17,598,000 | 2,535 |
| Certificates of participation in pools of residential mortgages | $2,773,000 | 5,362 |
| Issued or guaranteed by U.S. | $2,773,000 | 5,302 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $14,825,000 | 1,243 |
| CMOs issued by government agencies or sponsored agencies | $14,514,000 | 1,134 |
| Privately issued | $311,000 | 2,332 |
| 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 | $34,623,000 | 3,847 |
| 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 |