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Castle Bank & Trust Company, Securities
| 2009-06-30 | Rank | |
| Total securities | $6,769,000 | 6,443 |
| U.S. Government securities | $6,354,000 | 5,826 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,354,000 | 5,741 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $415,000 | 2,927 |
| Privately issued residential mortgage-backed securities | $415,000 | 1,381 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,769,000 | 3,953 |
| Mortgage-backed securities | $5,766,000 | 4,103 |
| Certificates of participation in pools of residential mortgages | $4,536,000 | 3,800 |
| Issued or guaranteed by U.S. | $4,536,000 | 3,789 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,230,000 | 2,770 |
| CMOs issued by government agencies or sponsored agencies | $815,000 | 2,648 |
| Privately issued | $415,000 | 1,315 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $6,769,000 | 5,934 |
| Total debt securities | $6,769,000 | 6,399 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $6,230,000 | 6,603 |
| U.S. Government securities | $5,760,000 | 6,089 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $5,760,000 | 6,009 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $470,000 | 2,795 |
| Privately issued residential mortgage-backed securities | $470,000 | 1,380 |
| 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 | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,230,000 | 4,140 |
| Mortgage-backed securities | $6,230,000 | 4,083 |
| Certificates of participation in pools of residential mortgages | $4,836,000 | 3,814 |
| Issued or guaranteed by U.S. | $4,836,000 | 3,801 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,394,000 | 2,711 |
| CMOs issued by government agencies or sponsored agencies | $924,000 | 2,603 |
| Privately issued | $470,000 | 1,320 |
| 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) | $6,230,000 | 6,058 |
| Total debt securities | $6,230,000 | 6,563 |
| 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 | $6,597,000 | 6,590 |
| U.S. Government securities | $6,102,000 | 6,096 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $6,102,000 | 6,011 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $495,000 | 2,709 |
| Privately issued residential mortgage-backed securities | $495,000 | 1,321 |
| 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 | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,597,000 | 4,097 |
| Mortgage-backed securities | $6,597,000 | 3,946 |
| Certificates of participation in pools of residential mortgages | $5,098,000 | 3,717 |
| Issued or guaranteed by U.S. | $5,098,000 | 3,701 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,499,000 | 2,618 |
| CMOs issued by government agencies or sponsored agencies | $1,004,000 | 2,527 |
| Privately issued | $495,000 | 1,263 |
| 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) | $6,597,000 | 6,038 |
| Total debt securities | $6,597,000 | 6,549 |
| 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 | $6,980,000 | 6,491 |
| U.S. Government securities | $6,456,000 | 5,982 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $6,456,000 | 5,894 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $524,000 | 2,599 |
| Privately issued residential mortgage-backed securities | $524,000 | 1,281 |
| 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 | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,980,000 | 4,029 |
| Mortgage-backed securities | $6,980,000 | 3,762 |
| Certificates of participation in pools of residential mortgages | $5,365,000 | 3,544 |
| Issued or guaranteed by U.S. | $5,365,000 | 3,532 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,615,000 | 2,497 |
| CMOs issued by government agencies or sponsored agencies | $1,091,000 | 2,369 |
| Privately issued | $524,000 | 1,226 |
| 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) | $6,980,000 | 5,921 |
| Total debt securities | $6,980,000 | 6,448 |
| 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 | $7,991,000 | 6,325 |
| U.S. Government securities | $7,442,000 | 5,750 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $7,442,000 | 5,667 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $549,000 | 2,549 |
| Privately issued residential mortgage-backed securities | $549,000 | 1,260 |
| 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 | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,991,000 | 3,760 |
| Mortgage-backed securities | $7,490,000 | 3,656 |
| Certificates of participation in pools of residential mortgages | $5,757,000 | 3,426 |
| Issued or guaranteed by U.S. | $5,757,000 | 3,409 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,733,000 | 2,449 |
| CMOs issued by government agencies or sponsored agencies | $1,184,000 | 2,331 |
| Privately issued | $549,000 | 1,200 |
| 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) | $7,991,000 | 5,780 |
| Total debt securities | $7,991,000 | 6,263 |
| 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 | $8,583,000 | 6,216 |
| U.S. Government securities | $8,002,000 | 5,597 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $8,002,000 | 5,509 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $581,000 | 2,480 |
| Privately issued residential mortgage-backed securities | $581,000 | 1,235 |
| 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 | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,583,000 | 3,618 |
| Mortgage-backed securities | $8,079,000 | 3,464 |
| Certificates of participation in pools of residential mortgages | $6,202,000 | 3,216 |
| Issued or guaranteed by U.S. | $6,202,000 | 3,202 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,877,000 | 2,389 |
| CMOs issued by government agencies or sponsored agencies | $1,296,000 | 2,289 |
| Privately issued | $581,000 | 1,173 |
| 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) | $8,583,000 | 5,665 |
| Total debt securities | $8,583,000 | 6,146 |
| 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 | $9,037,000 | 6,212 |
| U.S. Government securities | $8,384,000 | 5,635 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $8,384,000 | 5,529 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $614,000 | 2,293 |
| Privately issued residential mortgage-backed securities | $614,000 | 1,125 |
| 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 | $39,000 | 1,711 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,998,000 | 3,575 |
| Mortgage-backed securities | $8,498,000 | 3,141 |
| Certificates of participation in pools of residential mortgages | $6,512,000 | 2,874 |
| Issued or guaranteed by U.S. | $6,512,000 | 2,859 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,986,000 | 2,242 |
| CMOs issued by government agencies or sponsored agencies | $1,372,000 | 2,162 |
| Privately issued | $614,000 | 1,070 |
| 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) | $9,037,000 | 5,631 |
| Total debt securities | $8,998,000 | 6,155 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $9,461,000 | 6,187 |
| U.S. Government securities | $8,787,000 | 5,638 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $8,787,000 | 5,528 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $636,000 | 2,221 |
| Privately issued residential mortgage-backed securities | $636,000 | 1,082 |
| 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 | $38,000 | 1,649 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,423,000 | 3,528 |
| Mortgage-backed securities | $8,924,000 | 2,907 |
| Certificates of participation in pools of residential mortgages | $6,852,000 | 2,641 |
| Issued or guaranteed by U.S. | $6,852,000 | 2,629 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,072,000 | 2,166 |
| CMOs issued by government agencies or sponsored agencies | $1,436,000 | 2,081 |
| Privately issued | $636,000 | 1,028 |
| 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) | $9,461,000 | 5,582 |
| Total debt securities | $9,423,000 | 6,131 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $10,002,000 | 6,096 |
| U.S. Government securities | $9,302,000 | 5,560 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $9,302,000 | 5,454 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $662,000 | 2,144 |
| Privately issued residential mortgage-backed securities | $662,000 | 1,032 |
| 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 | $38,000 | 1,682 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,964,000 | 3,417 |
| Mortgage-backed securities | $9,468,000 | 2,768 |
| Certificates of participation in pools of residential mortgages | $7,286,000 | 2,490 |
| Issued or guaranteed by U.S. | $7,286,000 | 2,478 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,182,000 | 2,102 |
| CMOs issued by government agencies or sponsored agencies | $1,520,000 | 2,032 |
| Privately issued | $662,000 | 975 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $10,002,000 | 5,478 |
| Total debt securities | $9,964,000 | 6,050 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $10,770,000 | 5,971 |
| U.S. Government securities | $10,022,000 | 5,417 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $10,022,000 | 5,300 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $710,000 | 2,120 |
| Privately issued residential mortgage-backed securities | $710,000 | 985 |
| 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 | $38,000 | 1,707 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,732,000 | 3,295 |
| Mortgage-backed securities | $10,235,000 | 2,622 |
| Certificates of participation in pools of residential mortgages | $7,889,000 | 2,373 |
| Issued or guaranteed by U.S. | $7,889,000 | 2,364 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,346,000 | 2,032 |
| CMOs issued by government agencies or sponsored agencies | $1,636,000 | 1,955 |
| Privately issued | $710,000 | 924 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $10,770,000 | 5,341 |
| Total debt securities | $10,732,000 | 5,922 |
| 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 | $11,414,000 | 5,894 |
| U.S. Government securities | $10,642,000 | 5,338 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $10,642,000 | 5,212 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $735,000 | 2,126 |
| Privately issued residential mortgage-backed securities | $735,000 | 956 |
| 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 | $37,000 | 1,760 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,317,000 | 3,196 |
| Mortgage-backed securities | $10,881,000 | 2,529 |
| Certificates of participation in pools of residential mortgages | $8,420,000 | 2,308 |
| Issued or guaranteed by U.S. | $8,420,000 | 2,295 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,461,000 | 1,998 |
| CMOs issued by government agencies or sponsored agencies | $1,726,000 | 1,925 |
| Privately issued | $735,000 | 903 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $11,414,000 | 5,275 |
| Total debt securities | $11,377,000 | 5,850 |
| 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 | $12,226,000 | 5,785 |
| U.S. Government securities | $11,429,000 | 5,202 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $11,429,000 | 5,089 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $760,000 | 2,114 |
| Privately issued residential mortgage-backed securities | $760,000 | 928 |
| 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 | $37,000 | 1,796 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,189,000 | 3,054 |
| Mortgage-backed securities | $11,693,000 | 2,419 |
| Certificates of participation in pools of residential mortgages | $9,109,000 | 2,220 |
| Issued or guaranteed by U.S. | $9,109,000 | 2,203 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,584,000 | 1,935 |
| CMOs issued by government agencies or sponsored agencies | $1,824,000 | 1,870 |
| Privately issued | $760,000 | 866 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $12,226,000 | 5,159 |
| Total debt securities | $12,189,000 | 5,740 |
| 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 | $12,976,000 | 5,697 |
| U.S. Government securities | $12,148,000 | 5,083 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $12,148,000 | 4,953 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $792,000 | 2,125 |
| Privately issued residential mortgage-backed securities | $792,000 | 901 |
| 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 | $36,000 | 1,829 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,940,000 | 2,938 |
| Mortgage-backed securities | $12,450,000 | 2,348 |
| Certificates of participation in pools of residential mortgages | $9,742,000 | 2,137 |
| Issued or guaranteed by U.S. | $9,742,000 | 2,123 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,708,000 | 1,879 |
| CMOs issued by government agencies or sponsored agencies | $1,916,000 | 1,836 |
| Privately issued | $792,000 | 844 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $12,976,000 | 5,042 |
| Total debt securities | $12,940,000 | 5,648 |
| 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 | $13,993,000 | 5,538 |
| U.S. Government securities | $12,536,000 | 5,033 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $12,536,000 | 4,893 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $1,421,000 | 1,806 |
| Privately issued residential mortgage-backed securities | $1,421,000 | 777 |
| 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 | $36,000 | 1,868 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,957,000 | 2,807 |
| Mortgage-backed securities | $13,463,000 | 2,283 |
| Certificates of participation in pools of residential mortgages | $10,580,000 | 2,075 |
| Issued or guaranteed by U.S. | $10,580,000 | 2,062 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,883,000 | 1,848 |
| CMOs issued by government agencies or sponsored agencies | $1,462,000 | 2,002 |
| Privately issued | $1,421,000 | 724 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $13,993,000 | 4,868 |
| Total debt securities | $13,957,000 | 5,496 |
| 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 | $15,242,000 | 5,326 |
| U.S. Government securities | $13,716,000 | 4,797 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $13,716,000 | 4,649 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $1,491,000 | 1,839 |
| Privately issued residential mortgage-backed securities | $1,491,000 | 738 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $35,000 | 1,889 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,207,000 | 2,616 |
| Mortgage-backed securities | $14,711,000 | 2,174 |
| Certificates of participation in pools of residential mortgages | $11,669,000 | 1,971 |
| Issued or guaranteed by U.S. | $11,669,000 | 1,960 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $3,042,000 | 1,802 |
| CMOs issued by government agencies or sponsored agencies | $1,551,000 | 1,979 |
| Privately issued | $1,491,000 | 689 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $15,242,000 | 4,652 |
| Total debt securities | $15,207,000 | 5,283 |
| 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 | $16,800,000 | 5,077 |
| U.S. Government securities | $15,174,000 | 4,468 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $15,174,000 | 4,338 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $1,591,000 | 1,816 |
| Privately issued residential mortgage-backed securities | $1,591,000 | 718 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $35,000 | 1,892 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,765,000 | 2,416 |
| Mortgage-backed securities | $16,265,000 | 2,047 |
| Certificates of participation in pools of residential mortgages | $12,976,000 | 1,866 |
| Issued or guaranteed by U.S. | $12,976,000 | 1,851 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,289,000 | 1,770 |
| CMOs issued by government agencies or sponsored agencies | $1,698,000 | 1,935 |
| Privately issued | $1,591,000 | 670 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $16,800,000 | 4,412 |
| Total debt securities | $16,765,000 | 5,034 |
| 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 | $17,372,000 | 5,044 |
| U.S. Government securities | $15,680,000 | 4,445 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $15,680,000 | 4,317 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $1,657,000 | 1,823 |
| Privately issued residential mortgage-backed securities | $1,657,000 | 688 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $35,000 | 1,917 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,337,000 | 2,337 |
| Mortgage-backed securities | $17,337,000 | 2,017 |
| Certificates of participation in pools of residential mortgages | $13,866,000 | 1,842 |
| Issued or guaranteed by U.S. | $13,866,000 | 1,828 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $3,471,000 | 1,769 |
| CMOs issued by government agencies or sponsored agencies | $1,814,000 | 1,952 |
| Privately issued | $1,657,000 | 645 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $17,372,000 | 4,398 |
| Total debt securities | $17,337,000 | 4,999 |
| 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 | $18,801,000 | 4,872 |
| U.S. Government securities | $17,085,000 | 4,284 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $17,085,000 | 4,151 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $1,681,000 | 1,870 |
| Privately issued residential mortgage-backed securities | $1,681,000 | 666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $35,000 | 1,958 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,766,000 | 2,215 |
| Mortgage-backed securities | $18,766,000 | 1,992 |
| Certificates of participation in pools of residential mortgages | $15,163,000 | 1,797 |
| Issued or guaranteed by U.S. | $15,163,000 | 1,784 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,603,000 | 1,772 |
| CMOs issued by government agencies or sponsored agencies | $1,922,000 | 1,951 |
| Privately issued | $1,681,000 | 623 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $18,801,000 | 4,241 |
| Total debt securities | $18,766,000 | 4,832 |
| 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 | $22,062,000 | 4,467 |
| U.S. Government securities | $20,253,000 | 3,848 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $20,253,000 | 3,708 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $1,774,000 | 1,886 |
| Privately issued residential mortgage-backed securities | $1,774,000 | 653 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $35,000 | 2,010 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,027,000 | 1,903 |
| Mortgage-backed securities | $20,525,000 | 1,905 |
| Certificates of participation in pools of residential mortgages | $16,667,000 | 1,709 |
| Issued or guaranteed by U.S. | $16,667,000 | 1,700 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $3,858,000 | 1,735 |
| CMOs issued by government agencies or sponsored agencies | $2,084,000 | 1,920 |
| Privately issued | $1,774,000 | 610 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $22,062,000 | 3,871 |
| Total debt securities | $22,027,000 | 4,403 |
| 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 | $23,781,000 | 4,247 |
| U.S. Government securities | $21,612,000 | 3,658 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $21,612,000 | 3,534 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $2,134,000 | 1,747 |
| Privately issued residential mortgage-backed securities | $1,881,000 | 587 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $253,000 | 2,679 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $35,000 | 2,031 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,493,000 | 1,776 |
| Mortgage-backed securities | $20,981,000 | 1,874 |
| Certificates of participation in pools of residential mortgages | $16,874,000 | 1,695 |
| Issued or guaranteed by U.S. | $16,874,000 | 1,686 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,107,000 | 1,676 |
| CMOs issued by government agencies or sponsored agencies | $2,226,000 | 1,885 |
| Privately issued | $1,881,000 | 545 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $23,781,000 | 3,670 |
| Total debt securities | $23,746,000 | 4,182 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,417 |
| Fair value | $502,000 | 2,437 |
| 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 | $27,561,000 | 3,908 |
| U.S. Government securities | $25,330,000 | 3,288 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $25,330,000 | 3,168 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $2,231,000 | 1,786 |
| Privately issued residential mortgage-backed securities | $1,978,000 | 576 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $253,000 | 2,794 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,408,000 | 1,540 |
| Mortgage-backed securities | $21,337,000 | 1,881 |
| Certificates of participation in pools of residential mortgages | $17,007,000 | 1,700 |
| Issued or guaranteed by U.S. | $17,007,000 | 1,692 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,330,000 | 1,657 |
| CMOs issued by government agencies or sponsored agencies | $2,352,000 | 1,892 |
| Privately issued | $1,978,000 | 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $27,561,000 | 3,370 |
| Total debt securities | $27,561,000 | 3,839 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,383 |
| Fair value | $496,000 | 2,451 |
| 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 | $28,280,000 | 3,830 |
| U.S. Government securities | $24,703,000 | 3,314 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $24,703,000 | 3,197 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $3,543,000 | 1,529 |
| Privately issued residential mortgage-backed securities | $1,946,000 | 618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,597,000 | 1,799 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $34,000 | 2,094 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,648,000 | 1,571 |
| Mortgage-backed securities | $23,093,000 | 1,829 |
| Certificates of participation in pools of residential mortgages | $18,534,000 | 1,627 |
| Issued or guaranteed by U.S. | $18,534,000 | 1,616 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $4,559,000 | 1,674 |
| CMOs issued by government agencies or sponsored agencies | $2,613,000 | 1,871 |
| Privately issued | $1,946,000 | 577 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $28,280,000 | 3,312 |
| Total debt securities | $28,246,000 | 3,753 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,158 |
| Fair value | $503,000 | 2,221 |
| 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 | $31,209,000 | 3,605 |
| U.S. Government securities | $27,148,000 | 3,127 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $27,148,000 | 3,018 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $4,061,000 | 1,424 |
| Privately issued residential mortgage-backed securities | $1,647,000 | 546 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,414,000 | 1,585 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,795,000 | 1,445 |
| Mortgage-backed securities | $23,990,000 | 1,807 |
| Certificates of participation in pools of residential mortgages | $19,609,000 | 1,574 |
| Issued or guaranteed by U.S. | $19,609,000 | 1,563 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,381,000 | 1,713 |
| CMOs issued by government agencies or sponsored agencies | $2,734,000 | 1,933 |
| Privately issued | $1,647,000 | 477 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $31,209,000 | 3,115 |
| Total debt securities | $31,209,000 | 3,543 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,606 |
| Fair value | $1,001,000 | 1,717 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $32,958,000 | 3,390 |
| U.S. Government securities | $28,044,000 | 2,957 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $28,044,000 | 2,852 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $4,914,000 | 1,363 |
| Privately issued residential mortgage-backed securities | $1,760,000 | 551 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,154,000 | 1,457 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,442,000 | 1,358 |
| Mortgage-backed securities | $26,044,000 | 1,678 |
| Certificates of participation in pools of residential mortgages | $21,392,000 | 1,464 |
| Issued or guaranteed by U.S. | $21,392,000 | 1,458 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $4,652,000 | 1,682 |
| CMOs issued by government agencies or sponsored agencies | $2,892,000 | 1,927 |
| Privately issued | $1,760,000 | 487 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $32,958,000 | 2,926 |
| Total debt securities | $32,958,000 | 3,325 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,773 |
| Fair value | $500,000 | 1,866 |
| 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 | $29,889,000 | 3,563 |
| U.S. Government securities | $24,670,000 | 3,195 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $24,670,000 | 3,059 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $5,149,000 | 1,367 |
| Privately issued residential mortgage-backed securities | $1,692,000 | 569 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,457,000 | 1,453 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $70,000 | 2,128 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,362,000 | 1,472 |
| Mortgage-backed securities | $24,838,000 | 1,776 |
| Certificates of participation in pools of residential mortgages | $23,073,000 | 1,377 |
| Issued or guaranteed by U.S. | $23,073,000 | 1,369 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,765,000 | 2,622 |
| CMOs issued by government agencies or sponsored agencies | $73,000 | 3,843 |
| Privately issued | $1,692,000 | 509 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $29,889,000 | 3,087 |
| Total debt securities | $29,819,000 | 3,494 |
| 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 | $31,230,000 | 3,424 |
| U.S. Government securities | $26,064,000 | 3,025 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $26,064,000 | 2,893 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $5,132,000 | 1,371 |
| Privately issued residential mortgage-backed securities | $1,475,000 | 601 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,657,000 | 1,404 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $34,000 | 2,209 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,538,000 | 1,379 |
| Mortgage-backed securities | $27,015,000 | 1,642 |
| Certificates of participation in pools of residential mortgages | $24,495,000 | 1,308 |
| Issued or guaranteed by U.S. | $24,495,000 | 1,304 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,520,000 | 2,380 |
| CMOs issued by government agencies or sponsored agencies | $1,045,000 | 2,928 |
| Privately issued | $1,475,000 | 537 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $31,230,000 | 2,960 |
| Total debt securities | $31,196,000 | 3,347 |
| 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 | $38,385,000 | 2,910 |
| U.S. Government securities | $33,079,000 | 2,499 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $33,079,000 | 2,405 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $5,272,000 | 1,337 |
| Privately issued residential mortgage-backed securities | $801,000 | 770 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,471,000 | 1,249 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $34,000 | 2,211 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,860,000 | 1,170 |
| Mortgage-backed securities | $32,852,000 | 1,409 |
| Certificates of participation in pools of residential mortgages | $30,677,000 | 1,051 |
| Issued or guaranteed by U.S. | $30,677,000 | 1,042 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,175,000 | 2,548 |
| CMOs issued by government agencies or sponsored agencies | $1,374,000 | 2,782 |
| Privately issued | $801,000 | 692 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $38,385,000 | 2,476 |
| Total debt securities | $38,351,000 | 2,827 |
| 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 | $26,135,000 | 3,719 |
| U.S. Government securities | $20,095,000 | 3,503 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $20,095,000 | 3,339 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $5,407,000 | 1,355 |
| Privately issued residential mortgage-backed securities | $1,475,000 | 714 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,932,000 | 1,331 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $633,000 | 1,499 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,622,000 | 3,277 |
| Mortgage-backed securities | $16,680,000 | 2,104 |
| Certificates of participation in pools of residential mortgages | $15,205,000 | 1,595 |
| Issued or guaranteed by U.S. | $15,205,000 | 1,586 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,475,000 | 2,995 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $1,475,000 | 641 |
| 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 | 5,093 |
| Available-for-sale securities (fair market value) | $26,135,000 | 3,134 |
| Total debt securities | $25,502,000 | 3,706 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 246 |
| Fair value | $1,473,000 | 264 |
| 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 | $30,576,000 | 3,388 |
| U.S. Government securities | $23,515,000 | 3,237 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $23,515,000 | 2,993 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $6,558,000 | 1,030 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,558,000 | 853 |
| Foreign debt securities | NA | NA |
| Equity securities | $503,000 | 3,814 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,503,000 | 1,578 |
| Mortgage-backed securities | $15,610,000 | 1,762 |
| Certificates of participation in pools of residential mortgages | $15,610,000 | 1,270 |
| Issued or guaranteed by U.S. | $15,610,000 | 1,262 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| 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 | 5,708 |
| Available-for-sale securities (fair market value) | $30,576,000 | 2,713 |
| Total debt securities | $30,073,000 | 3,331 |
| 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 | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $8,276,000 | 7,560 |
| U.S. Government securities | $5,882,000 | 7,671 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $5,882,000 | 7,140 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $1,427,000 | 2,105 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,427,000 | 1,769 |
| Foreign debt securities | NA | NA |
| Equity securities | $967,000 | 2,469 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $619,000 | 7,560 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $8,276,000 | 6,345 |
| Total debt securities | $7,309,000 | 7,768 |
| 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 | NA | NA |