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Cavalry Banking, Securities
| 2005-12-31 | Rank | |
| Total securities | $40,582,000 | 2,813 |
| U.S. Government securities | $32,019,000 | 2,632 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $32,019,000 | 2,557 |
| Securities issued by states & political subdivisions | $8,563,000 | 2,212 |
| Other domestic debt securities | $0 | 3,344 |
| 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 | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,869,000 | 1,864 |
| Mortgage-backed securities | $32,019,000 | 1,315 |
| Certificates of participation in pools of residential mortgages | $17,962,000 | 1,479 |
| Issued or guaranteed by U.S. | $17,962,000 | 1,467 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $14,057,000 | 849 |
| CMOs issued by government agencies or sponsored agencies | $14,057,000 | 689 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $40,582,000 | 2,428 |
| Total debt securities | $40,582,000 | 2,772 |
| 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 | $42,509,000 | 2,687 |
| U.S. Government securities | $34,087,000 | 2,468 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $34,087,000 | 2,394 |
| Securities issued by states & political subdivisions | $8,422,000 | 2,220 |
| Other domestic debt securities | $0 | 3,411 |
| 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 | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,444,000 | 1,762 |
| Mortgage-backed securities | $34,087,000 | 1,273 |
| Certificates of participation in pools of residential mortgages | $19,335,000 | 1,428 |
| Issued or guaranteed by U.S. | $19,335,000 | 1,417 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $14,752,000 | 832 |
| CMOs issued by government agencies or sponsored agencies | $14,752,000 | 675 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $42,509,000 | 2,301 |
| Total debt securities | $42,509,000 | 2,642 |
| 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 | $29,502,000 | 3,621 |
| U.S. Government securities | $26,312,000 | 3,098 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $26,312,000 | 2,986 |
| Securities issued by states & political subdivisions | $3,190,000 | 3,717 |
| Other domestic debt securities | $0 | 3,466 |
| 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 | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,053,000 | 1,663 |
| Mortgage-backed securities | $26,312,000 | 1,558 |
| Certificates of participation in pools of residential mortgages | $15,984,000 | 1,668 |
| Issued or guaranteed by U.S. | $15,984,000 | 1,655 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $10,328,000 | 1,037 |
| CMOs issued by government agencies or sponsored agencies | $10,328,000 | 889 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $29,502,000 | 3,138 |
| Total debt securities | $29,502,000 | 3,573 |
| 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 | $31,059,000 | 3,530 |
| U.S. Government securities | $27,927,000 | 3,013 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $27,927,000 | 2,897 |
| Securities issued by states & political subdivisions | $3,132,000 | 3,731 |
| Other domestic debt securities | $0 | 3,519 |
| 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 | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,432,000 | 1,659 |
| Mortgage-backed securities | $27,627,000 | 1,544 |
| Certificates of participation in pools of residential mortgages | $17,147,000 | 1,641 |
| Issued or guaranteed by U.S. | $17,147,000 | 1,629 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $10,480,000 | 1,056 |
| CMOs issued by government agencies or sponsored agencies | $10,480,000 | 901 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $31,059,000 | 3,042 |
| Total debt securities | $31,059,000 | 3,478 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,756 |
| Fair value | $300,000 | 2,759 |
| 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 | $41,758,000 | 2,804 |
| U.S. Government securities | $38,560,000 | 2,302 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $38,560,000 | 2,216 |
| Securities issued by states & political subdivisions | $3,198,000 | 3,728 |
| Other domestic debt securities | $0 | 3,573 |
| 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 | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,953,000 | 1,570 |
| Mortgage-backed securities | $29,265,000 | 1,516 |
| Certificates of participation in pools of residential mortgages | $18,488,000 | 1,568 |
| Issued or guaranteed by U.S. | $18,488,000 | 1,557 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $10,777,000 | 1,056 |
| CMOs issued by government agencies or sponsored agencies | $10,777,000 | 912 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $41,758,000 | 2,395 |
| Total debt securities | $41,758,000 | 2,745 |
| Structured notes | ||
| Amortized cost | $302,000 | 2,700 |
| Fair value | $302,000 | 2,700 |
| 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 | $40,012,000 | 2,889 |
| U.S. Government securities | $36,808,000 | 2,376 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $36,808,000 | 2,294 |
| Securities issued by states & political subdivisions | $3,204,000 | 3,731 |
| Other domestic debt securities | $0 | 3,638 |
| 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 | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,601,000 | 1,980 |
| Mortgage-backed securities | $31,738,000 | 1,430 |
| Certificates of participation in pools of residential mortgages | $19,784,000 | 1,501 |
| Issued or guaranteed by U.S. | $19,784,000 | 1,490 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $11,954,000 | 999 |
| CMOs issued by government agencies or sponsored agencies | $11,954,000 | 868 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $40,012,000 | 2,472 |
| Total debt securities | $40,012,000 | 2,836 |
| 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 | $37,442,000 | 3,108 |
| U.S. Government securities | $34,341,000 | 2,559 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $34,341,000 | 2,460 |
| Securities issued by states & political subdivisions | $3,101,000 | 3,778 |
| Other domestic debt securities | $0 | 3,741 |
| 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 | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,423,000 | 2,078 |
| Mortgage-backed securities | $28,461,000 | 1,566 |
| Certificates of participation in pools of residential mortgages | $18,541,000 | 1,602 |
| Issued or guaranteed by U.S. | $18,541,000 | 1,590 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $9,920,000 | 1,109 |
| CMOs issued by government agencies or sponsored agencies | $9,920,000 | 974 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $37,442,000 | 2,672 |
| Total debt securities | $37,443,000 | 3,039 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,185 |
| Fair value | $2,932,000 | 1,238 |
| 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 | $37,711,000 | 3,071 |
| U.S. Government securities | $36,432,000 | 2,408 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $36,432,000 | 2,339 |
| Securities issued by states & political subdivisions | $1,279,000 | 4,902 |
| 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 | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,123,000 | 1,988 |
| Mortgage-backed securities | $20,378,000 | 1,988 |
| Certificates of participation in pools of residential mortgages | $12,262,000 | 2,135 |
| Issued or guaranteed by U.S. | $12,262,000 | 2,127 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $8,116,000 | 1,271 |
| CMOs issued by government agencies or sponsored agencies | $8,116,000 | 1,112 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $37,711,000 | 2,654 |
| Total debt securities | $37,711,000 | 3,000 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 593 |
| Fair value | $6,015,000 | 603 |
| 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 | $54,698,000 | 2,305 |
| U.S. Government securities | $54,698,000 | 1,744 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $54,698,000 | 1,682 |
| 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 | $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 | $12,059,000 | 2,818 |
| Mortgage-backed securities | $4,578,000 | 4,179 |
| Certificates of participation in pools of residential mortgages | $4,578,000 | 3,543 |
| Issued or guaranteed by U.S. | $4,578,000 | 3,531 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| 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) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $54,698,000 | 1,961 |
| Total debt securities | $54,699,000 | 2,248 |
| 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 | $61,468,000 | 2,065 |
| U.S. Government securities | $61,468,000 | 1,539 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $61,468,000 | 1,481 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,032,000 | 3,075 |
| Mortgage-backed securities | $5,135,000 | 4,010 |
| Certificates of participation in pools of residential mortgages | $5,135,000 | 3,373 |
| Issued or guaranteed by U.S. | $5,135,000 | 3,358 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $61,468,000 | 1,735 |
| Total debt securities | $61,468,000 | 1,996 |
| 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 | $52,909,000 | 2,286 |
| U.S. Government securities | $52,909,000 | 1,702 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $52,909,000 | 1,631 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,520,000 | 3,352 |
| Mortgage-backed securities | $6,232,000 | 3,808 |
| Certificates of participation in pools of residential mortgages | $6,159,000 | 3,127 |
| Issued or guaranteed by U.S. | $6,159,000 | 3,115 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $73,000 | 4,039 |
| CMOs issued by government agencies or sponsored agencies | $73,000 | 3,843 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $52,909,000 | 1,942 |
| Total debt securities | $52,908,000 | 2,222 |
| 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 | $37,688,000 | 2,962 |
| U.S. Government securities | $37,688,000 | 2,268 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $37,688,000 | 2,186 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,003,000 | 2,722 |
| Mortgage-backed securities | $7,329,000 | 3,550 |
| Certificates of participation in pools of residential mortgages | $6,715,000 | 2,959 |
| Issued or guaranteed by U.S. | $6,715,000 | 2,948 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $614,000 | 3,412 |
| CMOs issued by government agencies or sponsored agencies | $614,000 | 3,256 |
| Privately issued | $0 | 1,231 |
| 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) | $37,688,000 | 2,548 |
| Total debt securities | $37,688,000 | 2,881 |
| 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 | $37,503,000 | 2,959 |
| U.S. Government securities | $37,503,000 | 2,259 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $37,503,000 | 2,167 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,801,000 | 3,316 |
| Mortgage-backed securities | $10,824,000 | 2,898 |
| Certificates of participation in pools of residential mortgages | $7,177,000 | 2,806 |
| Issued or guaranteed by U.S. | $7,177,000 | 2,796 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $3,647,000 | 2,096 |
| CMOs issued by government agencies or sponsored agencies | $3,647,000 | 1,990 |
| Privately issued | $0 | 1,253 |
| 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) | $37,503,000 | 2,522 |
| Total debt securities | $37,502,000 | 2,876 |
| 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 | $42,345,000 | 2,547 |
| U.S. Government securities | $42,345,000 | 1,880 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $42,345,000 | 1,777 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,537,000 | 2,784 |
| Certificates of participation in pools of residential mortgages | $3,601,000 | 3,629 |
| Issued or guaranteed by U.S. | $3,601,000 | 3,612 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $6,936,000 | 1,574 |
| CMOs issued by government agencies or sponsored agencies | $6,936,000 | 1,470 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,693,000 | 2,583 |
| Available-for-sale securities (fair market value) | $38,652,000 | 2,268 |
| Total debt securities | $42,345,000 | 2,482 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $32,841,000 | 3,209 |
| U.S. Government securities | $32,841,000 | 2,445 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,841,000 | 2,247 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| 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 | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $594,000 | 5,974 |
| Certificates of participation in pools of residential mortgages | $594,000 | 5,270 |
| Issued or guaranteed by U.S. | $594,000 | 5,254 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $651,000 | 4,762 |
| Available-for-sale securities (fair market value) | $32,190,000 | 2,622 |
| Total debt securities | $32,841,000 | 3,109 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $7,615,000 | 7,782 |
| U.S. Government securities | $7,615,000 | 6,932 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,615,000 | 6,407 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| 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 | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $651,000 | 6,240 |
| Certificates of participation in pools of residential mortgages | $651,000 | 5,488 |
| Issued or guaranteed by U.S. | $651,000 | 5,477 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $650,000 | 5,174 |
| Available-for-sale securities (fair market value) | $6,965,000 | 6,770 |
| Total debt securities | $7,615,000 | 7,654 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $33,938,000 | 3,267 |
| U.S. Government securities | $33,938,000 | 2,513 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,938,000 | 2,114 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| 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 | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $959,000 | 6,157 |
| Certificates of participation in pools of residential mortgages | $959,000 | 5,327 |
| Issued or guaranteed by U.S. | $959,000 | 5,311 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,013,000 | 5,415 |
| Available-for-sale securities (fair market value) | $32,925,000 | 2,551 |
| Total debt securities | $33,938,000 | 3,171 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $13,079,000 | 6,515 |
| U.S. Government securities | $13,086,000 | 5,515 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,086,000 | 4,408 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| 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 | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 8,377 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $8,000 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,301,000 | 5,998 |
| Certificates of participation in pools of residential mortgages | $1,301,000 | 5,002 |
| Issued or guaranteed by U.S. | $1,301,000 | 4,985 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,995,000 | 5,034 |
| Available-for-sale securities (fair market value) | $10,084,000 | 5,720 |
| Total debt securities | $13,086,000 | 6,379 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $9,125,000 | 8,241 |
| U.S. Government securities | $9,077,000 | 7,367 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,077,000 | 5,814 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| 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 | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 8,546 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-47,000 | 939 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,372,000 | 6,424 |
| Certificates of participation in pools of residential mortgages | $1,372,000 | 5,341 |
| Issued or guaranteed by U.S. | $1,372,000 | 5,325 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,125,000 | 3,373 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $9,077,000 | 8,134 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $37,092,000 | 3,409 |
| U.S. Government securities | $37,039,000 | 2,735 |
| U.S. Treasury securities | $12,062,000 | 2,272 |
| U.S. Government agency obligations | $24,977,000 | 2,752 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| 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 | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 8,724 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-52,000 | 1,009 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,489,000 | 6,748 |
| Certificates of participation in pools of residential mortgages | $1,489,000 | 5,466 |
| Issued or guaranteed by U.S. | $1,489,000 | 5,438 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,092,000 | 1,181 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $37,039,000 | 3,326 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $21,564,000 | 5,573 |
| U.S. Government securities | $21,505,000 | 4,644 |
| U.S. Treasury securities | $8,109,000 | 3,974 |
| U.S. Government agency obligations | $13,396,000 | 4,367 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| 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 | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 8,928 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-58,000 | 1,083 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,607,000 | 7,043 |
| Certificates of participation in pools of residential mortgages | $1,607,000 | 5,635 |
| Issued or guaranteed by U.S. | $1,607,000 | 5,607 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,564,000 | 3,252 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $21,505,000 | 5,489 |
| 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 | $15,643,000 | 7,198 |
| U.S. Government securities | $15,642,000 | 6,109 |
| U.S. Treasury securities | $9,522,000 | 3,650 |
| U.S. Government agency obligations | $6,120,000 | 7,273 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 9,081 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $0 | 401 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,108,000 | 7,167 |
| Certificates of participation in pools of residential mortgages | $2,108,000 | 5,634 |
| Issued or guaranteed by U.S. | $2,108,000 | 5,590 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $15,642,000 | 7,058 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $9,969,000 | 9,167 |
| U.S. Government securities | $9,968,000 | 8,071 |
| U.S. Treasury securities | $4,510,000 | 6,170 |
| U.S. Government agency obligations | $5,458,000 | 7,695 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 9,084 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $0 | 574 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,446,000 | 7,220 |
| Certificates of participation in pools of residential mortgages | $2,446,000 | 5,656 |
| Issued or guaranteed by U.S. | $2,446,000 | 5,592 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $9,968,000 | 9,030 |
| 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 |