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Eastwood Bank, Securities
| 2014-12-31 | Rank | |
| Total securities | $157,440,000 | 959 |
| U.S. Government securities | $148,899,000 | 695 |
| U.S. Treasury securities | $12,687,000 | 325 |
| U.S. Government agency obligations | $136,212,000 | 719 |
| Securities issued by states & political subdivisions | $8,541,000 | 3,050 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,484,000 | 574 |
| Mortgage-backed securities | $50,449,000 | 1,197 |
| Certificates of participation in pools of residential mortgages | $3,996,000 | 3,519 |
| Issued or guaranteed by U.S. | $3,996,000 | 3,514 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $46,453,000 | 492 |
| CMOs issued by government agencies or sponsored agencies | $46,453,000 | 468 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $157,440,000 | 843 |
| Total debt securities | $157,442,000 | 947 |
| Structured notes | ||
| Amortized cost | $419,000 | 1,930 |
| Fair value | $426,000 | 1,927 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $170,219,000 | 898 |
| U.S. Government securities | $148,878,000 | 707 |
| U.S. Treasury securities | $12,725,000 | 316 |
| U.S. Government agency obligations | $136,153,000 | 733 |
| Securities issued by states & political subdivisions | $21,341,000 | 1,737 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $123,387,000 | 527 |
| Mortgage-backed securities | $80,946,000 | 810 |
| Certificates of participation in pools of residential mortgages | $21,688,000 | 1,626 |
| Issued or guaranteed by U.S. | $21,688,000 | 1,626 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $59,258,000 | 419 |
| CMOs issued by government agencies or sponsored agencies | $59,258,000 | 399 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $170,219,000 | 773 |
| Total debt securities | $170,220,000 | 887 |
| Structured notes | ||
| Amortized cost | $798,000 | 1,754 |
| Fair value | $833,000 | 1,737 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $210,568,000 | 730 |
| U.S. Government securities | $173,455,000 | 609 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $173,455,000 | 587 |
| Securities issued by states & political subdivisions | $37,113,000 | 1,038 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $146,959,000 | 457 |
| Mortgage-backed securities | $109,349,000 | 630 |
| Certificates of participation in pools of residential mortgages | $25,929,000 | 1,458 |
| Issued or guaranteed by U.S. | $25,929,000 | 1,458 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $83,420,000 | 330 |
| CMOs issued by government agencies or sponsored agencies | $83,420,000 | 313 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $210,568,000 | 627 |
| Total debt securities | $210,567,000 | 719 |
| Structured notes | ||
| Amortized cost | $943,000 | 1,745 |
| Fair value | $987,000 | 1,652 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $213,694,000 | 716 |
| U.S. Government securities | $175,156,000 | 609 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $175,156,000 | 586 |
| Securities issued by states & political subdivisions | $38,538,000 | 1,000 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $137,578,000 | 476 |
| Mortgage-backed securities | $103,142,000 | 665 |
| Certificates of participation in pools of residential mortgages | $26,912,000 | 1,427 |
| Issued or guaranteed by U.S. | $26,912,000 | 1,426 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $76,230,000 | 347 |
| CMOs issued by government agencies or sponsored agencies | $76,230,000 | 326 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $213,694,000 | 619 |
| Total debt securities | $213,694,000 | 706 |
| Structured notes | ||
| Amortized cost | $997,000 | 1,744 |
| Fair value | $1,043,000 | 1,569 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $221,725,000 | 691 |
| U.S. Government securities | $180,537,000 | 580 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $180,537,000 | 559 |
| Securities issued by states & political subdivisions | $41,187,000 | 936 |
| Other domestic debt securities | $1,000 | 2,641 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $1,000 | 445 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $138,177,000 | 474 |
| Mortgage-backed securities | $105,755,000 | 644 |
| Certificates of participation in pools of residential mortgages | $27,807,000 | 1,400 |
| Issued or guaranteed by U.S. | $27,807,000 | 1,400 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $77,948,000 | 341 |
| CMOs issued by government agencies or sponsored agencies | $77,948,000 | 317 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $221,725,000 | 601 |
| Total debt securities | $221,725,000 | 681 |
| Structured notes | ||
| Amortized cost | $1,163,000 | 1,527 |
| Fair value | $1,221,000 | 1,502 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $216,015,000 | 711 |
| U.S. Government securities | $176,506,000 | 605 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $176,506,000 | 583 |
| Securities issued by states & political subdivisions | $39,508,000 | 967 |
| Other domestic debt securities | $1,000 | 2,720 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $1,000 | 457 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $130,788,000 | 508 |
| Mortgage-backed securities | $105,209,000 | 641 |
| Certificates of participation in pools of residential mortgages | $29,255,000 | 1,352 |
| Issued or guaranteed by U.S. | $29,255,000 | 1,349 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $75,954,000 | 352 |
| CMOs issued by government agencies or sponsored agencies | $75,954,000 | 325 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $216,015,000 | 630 |
| Total debt securities | $216,015,000 | 696 |
| Structured notes | ||
| Amortized cost | $2,257,000 | 1,140 |
| Fair value | $2,329,000 | 1,115 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $190,858,000 | 801 |
| U.S. Government securities | $153,355,000 | 676 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $153,355,000 | 652 |
| Securities issued by states & political subdivisions | $37,502,000 | 1,006 |
| Other domestic debt securities | $1,000 | 2,780 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $1,000 | 466 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,080,000 | 788 |
| Mortgage-backed securities | $83,061,000 | 820 |
| Certificates of participation in pools of residential mortgages | $16,408,000 | 2,029 |
| Issued or guaranteed by U.S. | $16,408,000 | 2,028 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $66,653,000 | 390 |
| CMOs issued by government agencies or sponsored agencies | $66,653,000 | 357 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $190,858,000 | 707 |
| Total debt securities | $190,858,000 | 789 |
| Structured notes | ||
| Amortized cost | $2,411,000 | 1,104 |
| Fair value | $2,494,000 | 1,059 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $186,178,000 | 836 |
| U.S. Government securities | $149,845,000 | 706 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $149,845,000 | 678 |
| Securities issued by states & political subdivisions | $36,332,000 | 1,031 |
| Other domestic debt securities | $1,000 | 2,781 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $1,000 | 462 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,081,000 | 759 |
| Mortgage-backed securities | $80,581,000 | 863 |
| Certificates of participation in pools of residential mortgages | $21,915,000 | 1,715 |
| Issued or guaranteed by U.S. | $21,915,000 | 1,714 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $58,666,000 | 456 |
| CMOs issued by government agencies or sponsored agencies | $58,666,000 | 426 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $186,178,000 | 744 |
| Total debt securities | $186,179,000 | 825 |
| Structured notes | ||
| Amortized cost | $3,610,000 | 882 |
| Fair value | $3,720,000 | 872 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $171,667,000 | 882 |
| U.S. Government securities | $132,919,000 | 778 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $132,919,000 | 746 |
| Securities issued by states & political subdivisions | $38,746,000 | 940 |
| Other domestic debt securities | $2,000 | 2,772 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $2,000 | 436 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,561,000 | 737 |
| Mortgage-backed securities | $63,866,000 | 1,047 |
| Certificates of participation in pools of residential mortgages | $24,424,000 | 1,555 |
| Issued or guaranteed by U.S. | $24,424,000 | 1,553 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $39,442,000 | 610 |
| CMOs issued by government agencies or sponsored agencies | $39,442,000 | 567 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $171,667,000 | 783 |
| Total debt securities | $171,668,000 | 874 |
| Structured notes | ||
| Amortized cost | $3,824,000 | 908 |
| Fair value | $3,959,000 | 896 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $164,435,000 | 938 |
| U.S. Government securities | $126,387,000 | 832 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $126,387,000 | 801 |
| Securities issued by states & political subdivisions | $38,044,000 | 924 |
| Other domestic debt securities | $4,000 | 2,850 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $4,000 | 426 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,256,000 | 733 |
| Mortgage-backed securities | $63,852,000 | 1,111 |
| Certificates of participation in pools of residential mortgages | $27,250,000 | 1,492 |
| Issued or guaranteed by U.S. | $27,250,000 | 1,490 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $36,602,000 | 695 |
| CMOs issued by government agencies or sponsored agencies | $36,602,000 | 644 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $164,435,000 | 839 |
| Total debt securities | $164,433,000 | 928 |
| Structured notes | ||
| Amortized cost | $4,374,000 | 872 |
| Fair value | $4,540,000 | 840 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $161,820,000 | 958 |
| U.S. Government securities | $124,363,000 | 857 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $124,363,000 | 830 |
| Securities issued by states & political subdivisions | $37,449,000 | 914 |
| Other domestic debt securities | $8,000 | 2,842 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $8,000 | 378 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,861,000 | 808 |
| Mortgage-backed securities | $61,015,000 | 1,183 |
| Certificates of participation in pools of residential mortgages | $33,235,000 | 1,306 |
| Issued or guaranteed by U.S. | $33,235,000 | 1,305 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $27,780,000 | 863 |
| CMOs issued by government agencies or sponsored agencies | $27,780,000 | 805 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $161,820,000 | 852 |
| Total debt securities | $161,820,000 | 946 |
| Structured notes | ||
| Amortized cost | $5,805,000 | 811 |
| Fair value | $6,015,000 | 780 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $176,039,000 | 884 |
| U.S. Government securities | $139,311,000 | 805 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $139,311,000 | 772 |
| Securities issued by states & political subdivisions | $36,715,000 | 885 |
| Other domestic debt securities | $13,000 | 2,833 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $13,000 | 329 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,619,000 | 804 |
| Mortgage-backed securities | $65,436,000 | 1,126 |
| Certificates of participation in pools of residential mortgages | $31,997,000 | 1,322 |
| Issued or guaranteed by U.S. | $31,997,000 | 1,321 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $33,439,000 | 782 |
| CMOs issued by government agencies or sponsored agencies | $33,439,000 | 719 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $176,039,000 | 785 |
| Total debt securities | $176,039,000 | 873 |
| Structured notes | ||
| Amortized cost | $7,246,000 | 786 |
| Fair value | $7,457,000 | 770 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $184,819,000 | 824 |
| U.S. Government securities | $147,638,000 | 732 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $147,638,000 | 708 |
| Securities issued by states & political subdivisions | $37,164,000 | 858 |
| Other domestic debt securities | $17,000 | 2,828 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $17,000 | 258 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,995,000 | 720 |
| Mortgage-backed securities | $70,303,000 | 998 |
| Certificates of participation in pools of residential mortgages | $34,518,000 | 1,180 |
| Issued or guaranteed by U.S. | $34,518,000 | 1,178 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $35,785,000 | 748 |
| CMOs issued by government agencies or sponsored agencies | $35,785,000 | 653 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $184,819,000 | 724 |
| Total debt securities | $184,819,000 | 809 |
| Structured notes | ||
| Amortized cost | $9,535,000 | 585 |
| Fair value | $9,525,000 | 588 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $159,527,000 | 903 |
| U.S. Government securities | $123,224,000 | 829 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $123,224,000 | 804 |
| Securities issued by states & political subdivisions | $35,781,000 | 853 |
| Other domestic debt securities | $522,000 | 2,278 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $21,000 | 244 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $501,000 | 1,694 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,427,000 | 720 |
| Mortgage-backed securities | $52,813,000 | 1,238 |
| Certificates of participation in pools of residential mortgages | $33,514,000 | 1,171 |
| Issued or guaranteed by U.S. | $33,514,000 | 1,168 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $19,299,000 | 1,095 |
| CMOs issued by government agencies or sponsored agencies | $19,299,000 | 965 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $159,527,000 | 806 |
| Total debt securities | $159,527,000 | 893 |
| Structured notes | ||
| Amortized cost | $10,856,000 | 534 |
| Fair value | $11,225,000 | 506 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $140,545,000 | 1,029 |
| U.S. Government securities | $108,216,000 | 942 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $108,216,000 | 912 |
| Securities issued by states & political subdivisions | $31,795,000 | 907 |
| Other domestic debt securities | $534,000 | 2,198 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $27,000 | 239 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $507,000 | 1,603 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,696,000 | 833 |
| Mortgage-backed securities | $41,669,000 | 1,421 |
| Certificates of participation in pools of residential mortgages | $21,529,000 | 1,570 |
| Issued or guaranteed by U.S. | $21,529,000 | 1,567 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $20,140,000 | 1,049 |
| CMOs issued by government agencies or sponsored agencies | $20,140,000 | 910 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $140,545,000 | 916 |
| Total debt securities | $140,545,000 | 1,017 |
| Structured notes | ||
| Amortized cost | $11,896,000 | 591 |
| Fair value | $12,243,000 | 577 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $131,178,000 | 1,095 |
| U.S. Government securities | $100,293,000 | 1,002 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $100,293,000 | 956 |
| Securities issued by states & political subdivisions | $30,347,000 | 940 |
| Other domestic debt securities | $538,000 | 2,251 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $37,000 | 237 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $501,000 | 1,665 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,124,000 | 822 |
| Mortgage-backed securities | $37,967,000 | 1,497 |
| Certificates of participation in pools of residential mortgages | $18,000,000 | 1,778 |
| Issued or guaranteed by U.S. | $18,000,000 | 1,775 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $19,967,000 | 1,027 |
| CMOs issued by government agencies or sponsored agencies | $19,967,000 | 878 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $131,178,000 | 968 |
| Total debt securities | $131,178,000 | 1,085 |
| Structured notes | ||
| Amortized cost | $10,150,000 | 706 |
| Fair value | $10,322,000 | 692 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $122,904,000 | 1,127 |
| U.S. Government securities | $93,053,000 | 1,020 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $93,053,000 | 977 |
| Securities issued by states & political subdivisions | $29,299,000 | 951 |
| Other domestic debt securities | $552,000 | 2,390 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $46,000 | 219 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $506,000 | 1,653 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,416,000 | 795 |
| Mortgage-backed securities | $30,226,000 | 1,723 |
| Certificates of participation in pools of residential mortgages | $11,754,000 | 2,246 |
| Issued or guaranteed by U.S. | $11,754,000 | 2,240 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $18,472,000 | 1,062 |
| CMOs issued by government agencies or sponsored agencies | $18,472,000 | 901 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $122,904,000 | 999 |
| Total debt securities | $122,903,000 | 1,112 |
| Structured notes | ||
| Amortized cost | $12,586,000 | 535 |
| Fair value | $12,806,000 | 522 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $113,118,000 | 1,173 |
| U.S. Government securities | $83,462,000 | 1,088 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $83,462,000 | 1,037 |
| Securities issued by states & political subdivisions | $29,099,000 | 934 |
| Other domestic debt securities | $557,000 | 2,470 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $56,000 | 207 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $501,000 | 1,699 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,320,000 | 818 |
| Mortgage-backed securities | $25,547,000 | 1,909 |
| Certificates of participation in pools of residential mortgages | $8,585,000 | 2,622 |
| Issued or guaranteed by U.S. | $8,585,000 | 2,615 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $16,962,000 | 1,104 |
| CMOs issued by government agencies or sponsored agencies | $16,962,000 | 937 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $113,118,000 | 1,047 |
| Total debt securities | $113,118,000 | 1,157 |
| Structured notes | ||
| Amortized cost | $10,902,000 | 568 |
| Fair value | $11,401,000 | 547 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $96,495,000 | 1,363 |
| U.S. Government securities | $66,037,000 | 1,382 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $66,037,000 | 1,323 |
| Securities issued by states & political subdivisions | $29,885,000 | 840 |
| Other domestic debt securities | $573,000 | 2,459 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $68,000 | 203 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $505,000 | 1,645 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,729,000 | 939 |
| Mortgage-backed securities | $19,506,000 | 2,239 |
| Certificates of participation in pools of residential mortgages | $8,527,000 | 2,652 |
| Issued or guaranteed by U.S. | $8,527,000 | 2,645 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $10,979,000 | 1,340 |
| CMOs issued by government agencies or sponsored agencies | $10,979,000 | 1,136 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $96,495,000 | 1,209 |
| Total debt securities | $96,495,000 | 1,343 |
| Structured notes | ||
| Amortized cost | $10,362,000 | 638 |
| Fair value | $10,837,000 | 621 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $83,250,000 | 1,558 |
| U.S. Government securities | $56,779,000 | 1,583 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $56,779,000 | 1,534 |
| Securities issued by states & political subdivisions | $25,891,000 | 952 |
| Other domestic debt securities | $580,000 | 2,506 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $79,000 | 203 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $501,000 | 1,679 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,146,000 | 944 |
| Mortgage-backed securities | $16,243,000 | 2,539 |
| Certificates of participation in pools of residential mortgages | $7,907,000 | 2,833 |
| Issued or guaranteed by U.S. | $7,907,000 | 2,826 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $8,336,000 | 1,492 |
| CMOs issued by government agencies or sponsored agencies | $8,336,000 | 1,269 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $83,250,000 | 1,381 |
| Total debt securities | $83,250,000 | 1,539 |
| Structured notes | ||
| Amortized cost | $11,315,000 | 480 |
| Fair value | $11,747,000 | 462 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $80,212,000 | 1,582 |
| U.S. Government securities | $54,106,000 | 1,630 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $54,106,000 | 1,585 |
| Securities issued by states & political subdivisions | $25,433,000 | 975 |
| Other domestic debt securities | $673,000 | 2,522 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $95,000 | 222 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $578,000 | 1,629 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,762,000 | 968 |
| Mortgage-backed securities | $14,208,000 | 2,801 |
| Certificates of participation in pools of residential mortgages | $6,302,000 | 3,226 |
| Issued or guaranteed by U.S. | $6,302,000 | 3,219 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $7,906,000 | 1,524 |
| CMOs issued by government agencies or sponsored agencies | $7,906,000 | 1,286 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $80,212,000 | 1,392 |
| Total debt securities | $80,212,000 | 1,558 |
| Structured notes | ||
| Amortized cost | $9,809,000 | 440 |
| Fair value | $10,243,000 | 408 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $74,833,000 | 1,686 |
| U.S. Government securities | $48,484,000 | 1,765 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $48,484,000 | 1,712 |
| Securities issued by states & political subdivisions | $25,664,000 | 952 |
| Other domestic debt securities | $685,000 | 2,615 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $111,000 | 228 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $574,000 | 1,726 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,074,000 | 1,085 |
| Mortgage-backed securities | $11,038,000 | 3,189 |
| Certificates of participation in pools of residential mortgages | $5,719,000 | 3,433 |
| Issued or guaranteed by U.S. | $5,719,000 | 3,421 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $5,319,000 | 1,794 |
| CMOs issued by government agencies or sponsored agencies | $5,319,000 | 1,495 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $74,833,000 | 1,471 |
| Total debt securities | $74,833,000 | 1,660 |
| Structured notes | ||
| Amortized cost | $10,166,000 | 245 |
| Fair value | $10,619,000 | 235 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $66,963,000 | 1,831 |
| U.S. Government securities | $43,338,000 | 1,904 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $43,338,000 | 1,861 |
| Securities issued by states & political subdivisions | $22,859,000 | 1,032 |
| Other domestic debt securities | $766,000 | 2,590 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $124,000 | 251 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $642,000 | 1,738 |
| 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 | $48,091,000 | 1,102 |
| Mortgage-backed securities | $8,339,000 | 3,622 |
| Certificates of participation in pools of residential mortgages | $6,319,000 | 3,351 |
| Issued or guaranteed by U.S. | $6,319,000 | 3,339 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,020,000 | 2,486 |
| CMOs issued by government agencies or sponsored agencies | $2,020,000 | 2,128 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $66,963,000 | 1,602 |
| Total debt securities | $66,963,000 | 1,810 |
| Structured notes | ||
| Amortized cost | $9,706,000 | 170 |
| Fair value | $9,911,000 | 161 |
| 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 | $65,349,000 | 1,850 |
| U.S. Government securities | $41,658,000 | 2,013 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $41,658,000 | 1,968 |
| Securities issued by states & political subdivisions | $22,948,000 | 979 |
| Other domestic debt securities | $743,000 | 2,540 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $144,000 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $599,000 | 1,833 |
| 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 | $49,187,000 | 1,104 |
| Mortgage-backed securities | $7,503,000 | 3,826 |
| Certificates of participation in pools of residential mortgages | $5,257,000 | 3,689 |
| Issued or guaranteed by U.S. | $5,257,000 | 3,676 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,246,000 | 2,440 |
| CMOs issued by government agencies or sponsored agencies | $2,246,000 | 2,069 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $65,349,000 | 1,628 |
| Total debt securities | $65,349,000 | 1,831 |
| Structured notes | ||
| Amortized cost | $9,348,000 | 118 |
| Fair value | $9,573,000 | 113 |
| 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 | $67,700,000 | 1,773 |
| U.S. Government securities | $42,546,000 | 1,960 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $42,546,000 | 1,924 |
| Securities issued by states & political subdivisions | $24,285,000 | 895 |
| Other domestic debt securities | $869,000 | 2,400 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $170,000 | 286 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $699,000 | 1,743 |
| 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 | $47,082,000 | 1,149 |
| Mortgage-backed securities | $6,599,000 | 3,945 |
| Certificates of participation in pools of residential mortgages | $5,585,000 | 3,569 |
| Issued or guaranteed by U.S. | $5,585,000 | 3,554 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,014,000 | 2,855 |
| CMOs issued by government agencies or sponsored agencies | $1,014,000 | 2,514 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $67,700,000 | 1,559 |
| Total debt securities | $67,700,000 | 1,756 |
| Structured notes | ||
| Amortized cost | $9,737,000 | 130 |
| Fair value | $9,899,000 | 127 |
| 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 | $67,284,000 | 1,736 |
| U.S. Government securities | $43,007,000 | 1,899 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $43,007,000 | 1,860 |
| Securities issued by states & political subdivisions | $23,385,000 | 919 |
| Other domestic debt securities | $892,000 | 2,345 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $193,000 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $699,000 | 1,713 |
| 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 | $49,434,000 | 1,086 |
| Mortgage-backed securities | $6,991,000 | 3,761 |
| Certificates of participation in pools of residential mortgages | $5,657,000 | 3,461 |
| Issued or guaranteed by U.S. | $5,657,000 | 3,446 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,334,000 | 2,607 |
| CMOs issued by government agencies or sponsored agencies | $1,334,000 | 2,270 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $67,284,000 | 1,517 |
| Total debt securities | $67,284,000 | 1,716 |
| Structured notes | ||
| Amortized cost | $8,274,000 | 143 |
| Fair value | $8,313,000 | 143 |
| 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 | $67,868,000 | 1,759 |
| U.S. Government securities | $43,623,000 | 1,900 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $43,623,000 | 1,860 |
| Securities issued by states & political subdivisions | $23,272,000 | 942 |
| Other domestic debt securities | $973,000 | 2,297 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $200,000 | 259 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $773,000 | 1,704 |
| 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 | $37,944,000 | 1,336 |
| Mortgage-backed securities | $7,621,000 | 3,624 |
| Certificates of participation in pools of residential mortgages | $5,832,000 | 3,409 |
| Issued or guaranteed by U.S. | $5,832,000 | 3,393 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,789,000 | 2,426 |
| CMOs issued by government agencies or sponsored agencies | $1,789,000 | 2,095 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $67,868,000 | 1,528 |
| Total debt securities | $67,868,000 | 1,730 |
| Structured notes | ||
| Amortized cost | $8,466,000 | 148 |
| Fair value | $8,447,000 | 149 |
| 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 | $70,331,000 | 1,681 |
| U.S. Government securities | $47,251,000 | 1,751 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $47,251,000 | 1,718 |
| Securities issued by states & political subdivisions | $22,093,000 | 980 |
| Other domestic debt securities | $987,000 | 2,210 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $209,000 | 258 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $778,000 | 1,656 |
| 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 | $38,178,000 | 1,305 |
| Mortgage-backed securities | $7,877,000 | 3,500 |
| Certificates of participation in pools of residential mortgages | $5,262,000 | 3,458 |
| Issued or guaranteed by U.S. | $5,262,000 | 3,443 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,615,000 | 2,154 |
| CMOs issued by government agencies or sponsored agencies | $2,615,000 | 1,829 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $70,331,000 | 1,479 |
| Total debt securities | $70,331,000 | 1,638 |
| Structured notes | ||
| Amortized cost | $6,696,000 | 213 |
| Fair value | $6,827,000 | 211 |
| 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 | $67,834,000 | 1,721 |
| U.S. Government securities | $45,396,000 | 1,812 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $45,396,000 | 1,773 |
| Securities issued by states & political subdivisions | $21,386,000 | 1,000 |
| Other domestic debt securities | $1,052,000 | 1,953 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $215,000 | 239 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $837,000 | 1,513 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,978,000 | 1,449 |
| Mortgage-backed securities | $7,606,000 | 3,289 |
| Certificates of participation in pools of residential mortgages | $4,331,000 | 3,419 |
| Issued or guaranteed by U.S. | $4,331,000 | 3,405 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,275,000 | 1,911 |
| CMOs issued by government agencies or sponsored agencies | $3,275,000 | 1,614 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $67,834,000 | 1,498 |
| Total debt securities | $67,834,000 | 1,681 |
| Structured notes | ||
| Amortized cost | $6,851,000 | 371 |
| Fair value | $6,887,000 | 371 |
| 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 | $61,261,000 | 1,897 |
| U.S. Government securities | $41,532,000 | 2,002 |
| U.S. Treasury securities | $801,000 | 873 |
| U.S. Government agency obligations | $40,731,000 | 1,988 |
| Securities issued by states & political subdivisions | $18,676,000 | 1,124 |
| Other domestic debt securities | $1,053,000 | 1,916 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $222,000 | 234 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $831,000 | 1,489 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,160,000 | 1,431 |
| Mortgage-backed securities | $7,417,000 | 3,151 |
| Certificates of participation in pools of residential mortgages | $3,482,000 | 3,557 |
| Issued or guaranteed by U.S. | $3,482,000 | 3,541 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $3,935,000 | 1,731 |
| CMOs issued by government agencies or sponsored agencies | $3,935,000 | 1,456 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $61,261,000 | 1,631 |
| Total debt securities | $61,261,000 | 1,853 |
| Structured notes | ||
| Amortized cost | $7,203,000 | 431 |
| Fair value | $7,141,000 | 431 |
| 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 | $54,883,000 | 2,088 |
| U.S. Government securities | $36,128,000 | 2,268 |
| U.S. Treasury securities | $807,000 | 973 |
| U.S. Government agency obligations | $35,321,000 | 2,258 |
| Securities issued by states & political subdivisions | $17,642,000 | 1,179 |
| Other domestic debt securities | $1,113,000 | 1,831 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $232,000 | 224 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $881,000 | 1,442 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,043,000 | 1,496 |
| Mortgage-backed securities | $8,353,000 | 2,929 |
| Certificates of participation in pools of residential mortgages | $3,637,000 | 3,460 |
| Issued or guaranteed by U.S. | $3,637,000 | 3,445 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,716,000 | 1,586 |
| CMOs issued by government agencies or sponsored agencies | $4,716,000 | 1,333 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $54,883,000 | 1,799 |
| Total debt securities | $54,883,000 | 2,046 |
| Structured notes | ||
| Amortized cost | $5,363,000 | 616 |
| Fair value | $5,275,000 | 616 |
| 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 | $52,589,000 | 2,206 |
| U.S. Government securities | $33,861,000 | 2,442 |
| U.S. Treasury securities | $823,000 | 1,052 |
| U.S. Government agency obligations | $33,038,000 | 2,417 |
| Securities issued by states & political subdivisions | $17,587,000 | 1,182 |
| Other domestic debt securities | $1,141,000 | 1,832 |
| Privately issued residential mortgage-backed securities | $7,000 | 1,328 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $247,000 | 237 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $887,000 | 1,474 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,003,000 | 1,825 |
| Mortgage-backed securities | $9,466,000 | 2,724 |
| Certificates of participation in pools of residential mortgages | $3,839,000 | 3,369 |
| Issued or guaranteed by U.S. | $3,839,000 | 3,351 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $5,627,000 | 1,438 |
| CMOs issued by government agencies or sponsored agencies | $5,620,000 | 1,198 |
| Privately issued | $7,000 | 1,225 |
| 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) | $52,589,000 | 1,897 |
| Total debt securities | $52,589,000 | 2,172 |
| Structured notes | ||
| Amortized cost | $4,483,000 | 765 |
| Fair value | $4,454,000 | 762 |
| 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 | $51,670,000 | 2,258 |
| U.S. Government securities | $32,376,000 | 2,576 |
| U.S. Treasury securities | $835,000 | 1,098 |
| U.S. Government agency obligations | $31,541,000 | 2,560 |
| Securities issued by states & political subdivisions | $18,041,000 | 1,135 |
| Other domestic debt securities | $1,253,000 | 1,798 |
| Privately issued residential mortgage-backed securities | $23,000 | 1,271 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $285,000 | 223 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $945,000 | 1,461 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,086,000 | 1,956 |
| Mortgage-backed securities | $10,391,000 | 2,599 |
| Certificates of participation in pools of residential mortgages | $4,035,000 | 3,304 |
| Issued or guaranteed by U.S. | $4,035,000 | 3,290 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $6,356,000 | 1,344 |
| CMOs issued by government agencies or sponsored agencies | $6,333,000 | 1,125 |
| Privately issued | $23,000 | 1,186 |
| 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) | $51,670,000 | 1,961 |
| Total debt securities | $51,670,000 | 2,216 |
| Structured notes | ||
| Amortized cost | $4,072,000 | 872 |
| Fair value | $4,032,000 | 873 |
| 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 | $52,257,000 | 2,262 |
| U.S. Government securities | $33,011,000 | 2,563 |
| U.S. Treasury securities | $849,000 | 1,159 |
| U.S. Government agency obligations | $32,162,000 | 2,563 |
| Securities issued by states & political subdivisions | $17,926,000 | 1,120 |
| Other domestic debt securities | $1,320,000 | 1,781 |
| Privately issued residential mortgage-backed securities | $41,000 | 1,237 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $336,000 | 228 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $943,000 | 1,484 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,537,000 | 1,993 |
| Mortgage-backed securities | $11,098,000 | 2,499 |
| Certificates of participation in pools of residential mortgages | $4,212,000 | 3,251 |
| Issued or guaranteed by U.S. | $4,212,000 | 3,235 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $6,886,000 | 1,257 |
| CMOs issued by government agencies or sponsored agencies | $6,845,000 | 1,059 |
| Privately issued | $41,000 | 1,142 |
| 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) | $52,257,000 | 1,940 |
| Total debt securities | $52,257,000 | 2,217 |
| Structured notes | ||
| Amortized cost | $3,632,000 | 1,058 |
| Fair value | $3,583,000 | 1,054 |
| 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 | $48,777,000 | 2,393 |
| U.S. Government securities | $30,376,000 | 2,727 |
| U.S. Treasury securities | $852,000 | 1,199 |
| U.S. Government agency obligations | $29,524,000 | 2,703 |
| Securities issued by states & political subdivisions | $16,927,000 | 1,177 |
| Other domestic debt securities | $1,474,000 | 1,744 |
| Privately issued residential mortgage-backed securities | $64,000 | 1,197 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $424,000 | 219 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $986,000 | 1,483 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,844,000 | 2,092 |
| Mortgage-backed securities | $11,723,000 | 2,420 |
| Certificates of participation in pools of residential mortgages | $4,393,000 | 3,206 |
| Issued or guaranteed by U.S. | $4,393,000 | 3,194 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $7,330,000 | 1,213 |
| CMOs issued by government agencies or sponsored agencies | $7,266,000 | 1,018 |
| Privately issued | $64,000 | 1,107 |
| 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) | $48,777,000 | 2,049 |
| Total debt securities | $48,777,000 | 2,347 |
| Structured notes | ||
| Amortized cost | $3,721,000 | 1,106 |
| Fair value | $3,605,000 | 1,109 |
| 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 | $50,711,000 | 2,335 |
| U.S. Government securities | $31,854,000 | 2,662 |
| U.S. Treasury securities | $872,000 | 1,275 |
| U.S. Government agency obligations | $30,982,000 | 2,634 |
| Securities issued by states & political subdivisions | $17,291,000 | 1,157 |
| Other domestic debt securities | $1,566,000 | 1,735 |
| Privately issued residential mortgage-backed securities | $84,000 | 1,165 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $491,000 | 219 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $991,000 | 1,535 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,151,000 | 2,055 |
| Mortgage-backed securities | $12,490,000 | 2,378 |
| Certificates of participation in pools of residential mortgages | $4,719,000 | 3,147 |
| Issued or guaranteed by U.S. | $4,719,000 | 3,134 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $7,771,000 | 1,173 |
| CMOs issued by government agencies or sponsored agencies | $7,687,000 | 990 |
| Privately issued | $84,000 | 1,082 |
| 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) | $50,711,000 | 2,005 |
| Total debt securities | $50,711,000 | 2,287 |
| Structured notes | ||
| Amortized cost | $3,822,000 | 1,093 |
| Fair value | $3,739,000 | 1,097 |
| 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 | $50,622,000 | 2,342 |
| U.S. Government securities | $32,069,000 | 2,624 |
| U.S. Treasury securities | $890,000 | 1,288 |
| U.S. Government agency obligations | $31,179,000 | 2,611 |
| Securities issued by states & political subdivisions | $16,435,000 | 1,215 |
| Other domestic debt securities | $2,118,000 | 1,588 |
| Privately issued residential mortgage-backed securities | $342,000 | 1,001 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $722,000 | 197 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,054,000 | 1,535 |
| 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 | $23,469,000 | 1,882 |
| Mortgage-backed securities | $13,206,000 | 2,317 |
| Certificates of participation in pools of residential mortgages | $4,962,000 | 3,122 |
| Issued or guaranteed by U.S. | $4,962,000 | 3,111 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $8,244,000 | 1,129 |
| CMOs issued by government agencies or sponsored agencies | $7,902,000 | 976 |
| Privately issued | $342,000 | 932 |
| 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) | $50,622,000 | 1,981 |
| Total debt securities | $50,622,000 | 2,296 |
| Structured notes | ||
| Amortized cost | $2,973,000 | 1,327 |
| Fair value | $2,930,000 | 1,319 |
| 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 | $48,846,000 | 2,407 |
| U.S. Government securities | $30,469,000 | 2,720 |
| U.S. Treasury securities | $913,000 | 1,271 |
| U.S. Government agency obligations | $29,556,000 | 2,698 |
| Securities issued by states & political subdivisions | $15,997,000 | 1,249 |
| Other domestic debt securities | $2,380,000 | 1,538 |
| Privately issued residential mortgage-backed securities | $384,000 | 972 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $935,000 | 189 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,061,000 | 1,585 |
| 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 | $23,137,000 | 1,855 |
| Mortgage-backed securities | $13,970,000 | 2,254 |
| Certificates of participation in pools of residential mortgages | $5,352,000 | 3,050 |
| Issued or guaranteed by U.S. | $5,352,000 | 3,035 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $8,618,000 | 1,112 |
| CMOs issued by government agencies or sponsored agencies | $8,234,000 | 965 |
| Privately issued | $384,000 | 906 |
| 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) | $48,846,000 | 2,032 |
| Total debt securities | $48,846,000 | 2,356 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,794 |
| Fair value | $1,474,000 | 1,866 |
| 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 | $47,280,000 | 2,478 |
| U.S. Government securities | $30,109,000 | 2,797 |
| U.S. Treasury securities | $936,000 | 1,316 |
| U.S. Government agency obligations | $29,173,000 | 2,764 |
| Securities issued by states & political subdivisions | $14,468,000 | 1,378 |
| Other domestic debt securities | $2,703,000 | 1,478 |
| Privately issued residential mortgage-backed securities | $439,000 | 937 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,147,000 | 175 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,117,000 | 1,628 |
| 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 | $22,510,000 | 1,885 |
| Mortgage-backed securities | $14,798,000 | 2,244 |
| Certificates of participation in pools of residential mortgages | $5,749,000 | 3,021 |
| Issued or guaranteed by U.S. | $5,749,000 | 3,008 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $9,049,000 | 1,119 |
| CMOs issued by government agencies or sponsored agencies | $8,610,000 | 989 |
| Privately issued | $439,000 | 865 |
| 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) | $47,280,000 | 2,100 |
| Total debt securities | $47,280,000 | 2,432 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,778 |
| Fair value | $1,489,000 | 1,826 |
| 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 | $48,395,000 | 2,444 |
| U.S. Government securities | $31,623,000 | 2,738 |
| U.S. Treasury securities | $1,978,000 | 1,026 |
| U.S. Government agency obligations | $29,645,000 | 2,770 |
| Securities issued by states & political subdivisions | $13,275,000 | 1,479 |
| Other domestic debt securities | $3,497,000 | 1,350 |
| Privately issued residential mortgage-backed securities | $504,000 | 889 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,887,000 | 146 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,106,000 | 1,715 |
| 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 | $22,933,000 | 1,873 |
| Mortgage-backed securities | $15,506,000 | 2,255 |
| Certificates of participation in pools of residential mortgages | $6,147,000 | 2,998 |
| Issued or guaranteed by U.S. | $6,147,000 | 2,987 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $9,359,000 | 1,127 |
| CMOs issued by government agencies or sponsored agencies | $8,855,000 | 999 |
| Privately issued | $504,000 | 823 |
| 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) | $48,395,000 | 2,058 |
| Total debt securities | $48,395,000 | 2,410 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,753 |
| Fair value | $1,462,000 | 1,838 |
| 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 | $50,272,000 | 2,406 |
| U.S. Government securities | $33,789,000 | 2,598 |
| U.S. Treasury securities | $2,033,000 | 992 |
| U.S. Government agency obligations | $31,756,000 | 2,629 |
| Securities issued by states & political subdivisions | $12,193,000 | 1,622 |
| Other domestic debt securities | $4,290,000 | 1,239 |
| Privately issued residential mortgage-backed securities | $679,000 | 827 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,442,000 | 140 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,169,000 | 1,766 |
| 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 | $25,051,000 | 1,724 |
| Mortgage-backed securities | $16,576,000 | 2,200 |
| Certificates of participation in pools of residential mortgages | $6,723,000 | 2,893 |
| Issued or guaranteed by U.S. | $6,723,000 | 2,885 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $9,853,000 | 1,114 |
| CMOs issued by government agencies or sponsored agencies | $9,174,000 | 1,002 |
| Privately issued | $679,000 | 766 |
| 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) | $50,272,000 | 2,038 |
| Total debt securities | $50,272,000 | 2,359 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,720 |
| Fair value | $1,486,000 | 1,792 |
| 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 | $53,426,000 | 2,270 |
| U.S. Government securities | $34,662,000 | 2,515 |
| U.S. Treasury securities | $2,076,000 | 968 |
| U.S. Government agency obligations | $32,586,000 | 2,560 |
| Securities issued by states & political subdivisions | $13,563,000 | 1,458 |
| Other domestic debt securities | $5,201,000 | 1,129 |
| Privately issued residential mortgage-backed securities | $762,000 | 756 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,265,000 | 133 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,174,000 | 1,820 |
| 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 | $25,430,000 | 1,648 |
| Mortgage-backed securities | $17,328,000 | 2,125 |
| Certificates of participation in pools of residential mortgages | $7,153,000 | 2,849 |
| Issued or guaranteed by U.S. | $7,153,000 | 2,841 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $10,175,000 | 1,084 |
| CMOs issued by government agencies or sponsored agencies | $9,413,000 | 986 |
| Privately issued | $762,000 | 701 |
| 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) | $53,426,000 | 1,916 |
| Total debt securities | $53,426,000 | 2,219 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,717 |
| Fair value | $1,499,000 | 1,756 |
| 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 | $54,166,000 | 2,272 |
| U.S. Government securities | $35,980,000 | 2,465 |
| U.S. Treasury securities | $2,065,000 | 1,030 |
| U.S. Government agency obligations | $33,915,000 | 2,490 |
| Securities issued by states & political subdivisions | $12,068,000 | 1,625 |
| Other domestic debt securities | $6,118,000 | 1,075 |
| Privately issued residential mortgage-backed securities | $845,000 | 730 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,062,000 | 123 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,211,000 | 1,900 |
| 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 | $29,169,000 | 1,459 |
| Mortgage-backed securities | $17,084,000 | 2,175 |
| Certificates of participation in pools of residential mortgages | $6,620,000 | 3,004 |
| Issued or guaranteed by U.S. | $6,620,000 | 2,997 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $10,464,000 | 1,076 |
| CMOs issued by government agencies or sponsored agencies | $9,619,000 | 992 |
| Privately issued | $845,000 | 682 |
| 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) | $54,166,000 | 1,925 |
| Total debt securities | $54,166,000 | 2,218 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,700 |
| Fair value | $1,452,000 | 1,777 |
| 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 | $51,632,000 | 2,368 |
| U.S. Government securities | $34,701,000 | 2,513 |
| U.S. Treasury securities | $2,467,000 | 948 |
| U.S. Government agency obligations | $32,234,000 | 2,573 |
| Securities issued by states & political subdivisions | $10,205,000 | 1,916 |
| Other domestic debt securities | $6,726,000 | 1,089 |
| Privately issued residential mortgage-backed securities | $975,000 | 733 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,029,000 | 121 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $722,000 | 2,363 |
| 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 | $22,349,000 | 1,832 |
| Mortgage-backed securities | $17,576,000 | 2,192 |
| Certificates of participation in pools of residential mortgages | $6,463,000 | 3,045 |
| Issued or guaranteed by U.S. | $6,463,000 | 3,035 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $11,113,000 | 1,082 |
| CMOs issued by government agencies or sponsored agencies | $10,138,000 | 1,003 |
| Privately issued | $975,000 | 683 |
| 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) | $51,632,000 | 2,017 |
| Total debt securities | $51,632,000 | 2,301 |
| Structured notes | ||
| Amortized cost | $100,000 | 2,558 |
| Fair value | $101,000 | 2,562 |
| 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 | $56,843,000 | 2,228 |
| U.S. Government securities | $38,371,000 | 2,382 |
| U.S. Treasury securities | $7,649,000 | 486 |
| U.S. Government agency obligations | $30,722,000 | 2,756 |
| Securities issued by states & political subdivisions | $9,507,000 | 2,032 |
| Other domestic debt securities | $8,965,000 | 914 |
| Privately issued residential mortgage-backed securities | $2,293,000 | 495 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,828,000 | 118 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $844,000 | 2,408 |
| 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 | $24,025,000 | 1,687 |
| Mortgage-backed securities | $15,110,000 | 2,406 |
| Certificates of participation in pools of residential mortgages | $2,850,000 | 4,166 |
| Issued or guaranteed by U.S. | $2,850,000 | 4,152 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $12,260,000 | 1,006 |
| CMOs issued by government agencies or sponsored agencies | $9,967,000 | 1,055 |
| Privately issued | $2,293,000 | 431 |
| 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) | $56,843,000 | 1,887 |
| Total debt securities | $56,843,000 | 2,172 |
| 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 | $51,288,000 | 2,398 |
| U.S. Government securities | $34,009,000 | 2,582 |
| U.S. Treasury securities | $7,744,000 | 485 |
| U.S. Government agency obligations | $26,265,000 | 2,997 |
| Securities issued by states & political subdivisions | $7,273,000 | 2,471 |
| Other domestic debt securities | $10,006,000 | 869 |
| Privately issued residential mortgage-backed securities | $1,656,000 | 562 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,488,000 | 118 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $862,000 | 2,510 |
| 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 | $31,721,000 | 1,270 |
| Mortgage-backed securities | $11,566,000 | 2,766 |
| Certificates of participation in pools of residential mortgages | $3,691,000 | 3,849 |
| Issued or guaranteed by U.S. | $3,691,000 | 3,836 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $7,875,000 | 1,287 |
| CMOs issued by government agencies or sponsored agencies | $6,219,000 | 1,353 |
| Privately issued | $1,656,000 | 496 |
| 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) | $51,288,000 | 2,045 |
| Total debt securities | $51,288,000 | 2,340 |
| 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 | $46,238,000 | 2,562 |
| U.S. Government securities | $25,763,000 | 3,071 |
| U.S. Treasury securities | $5,620,000 | 598 |
| U.S. Government agency obligations | $20,143,000 | 3,529 |
| Securities issued by states & political subdivisions | $7,580,000 | 2,378 |
| Other domestic debt securities | $12,895,000 | 782 |
| Privately issued residential mortgage-backed securities | $2,322,000 | 505 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,649,000 | 108 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $924,000 | 2,529 |
| 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 | $31,462,000 | 1,261 |
| Mortgage-backed securities | $9,505,000 | 3,138 |
| Certificates of participation in pools of residential mortgages | $4,752,000 | 3,510 |
| Issued or guaranteed by U.S. | $4,752,000 | 3,499 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $4,753,000 | 1,777 |
| CMOs issued by government agencies or sponsored agencies | $2,431,000 | 2,210 |
| Privately issued | $2,322,000 | 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 | 4,735 |
| Available-for-sale securities (fair market value) | $46,238,000 | 2,184 |
| Total debt securities | $46,238,000 | 2,492 |
| 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 | $49,673,000 | 2,388 |
| U.S. Government securities | $27,070,000 | 2,943 |
| U.S. Treasury securities | $5,643,000 | 608 |
| U.S. Government agency obligations | $21,427,000 | 3,364 |
| Securities issued by states & political subdivisions | $6,871,000 | 2,453 |
| Other domestic debt securities | $15,732,000 | 709 |
| Privately issued residential mortgage-backed securities | $2,831,000 | 491 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,497,000 | 102 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,404,000 | 2,191 |
| 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 | $33,910,000 | 1,148 |
| Mortgage-backed securities | $11,449,000 | 2,853 |
| Certificates of participation in pools of residential mortgages | $5,472,000 | 3,289 |
| Issued or guaranteed by U.S. | $5,472,000 | 3,277 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $5,977,000 | 1,658 |
| CMOs issued by government agencies or sponsored agencies | $3,146,000 | 2,073 |
| Privately issued | $2,831,000 | 438 |
| 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) | $49,673,000 | 2,023 |
| Total debt securities | $49,673,000 | 2,318 |
| 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 | $52,902,000 | 2,225 |
| U.S. Government securities | $26,453,000 | 2,969 |
| U.S. Treasury securities | $5,679,000 | 630 |
| U.S. Government agency obligations | $20,774,000 | 3,424 |
| Securities issued by states & political subdivisions | $7,548,000 | 2,281 |
| Other domestic debt securities | $18,901,000 | 619 |
| Privately issued residential mortgage-backed securities | $3,618,000 | 440 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,813,000 | 97 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,470,000 | 1,743 |
| 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 | $30,311,000 | 1,281 |
| Mortgage-backed securities | $13,418,000 | 2,578 |
| Certificates of participation in pools of residential mortgages | $6,351,000 | 2,997 |
| Issued or guaranteed by U.S. | $6,351,000 | 2,984 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $7,067,000 | 1,535 |
| CMOs issued by government agencies or sponsored agencies | $3,449,000 | 2,040 |
| Privately issued | $3,618,000 | 393 |
| 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) | $52,902,000 | 1,875 |
| Total debt securities | $52,902,000 | 2,153 |
| 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 | $37,723,000 | 2,793 |
| U.S. Government securities | $15,142,000 | 4,348 |
| U.S. Treasury securities | $5,604,000 | 715 |
| U.S. Government agency obligations | $9,538,000 | 5,398 |
| Securities issued by states & political subdivisions | $7,417,000 | 2,202 |
| Other domestic debt securities | $15,164,000 | 715 |
| Privately issued residential mortgage-backed securities | $4,365,000 | 441 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,287,000 | 120 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,512,000 | 1,421 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,731,000 | 2,365 |
| Mortgage-backed securities | $12,499,000 | 2,523 |
| Certificates of participation in pools of residential mortgages | $5,913,000 | 2,901 |
| Issued or guaranteed by U.S. | $5,913,000 | 2,884 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $6,586,000 | 1,617 |
| CMOs issued by government agencies or sponsored agencies | $2,221,000 | 2,474 |
| Privately issued | $4,365,000 | 394 |
| 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) | $37,723,000 | 2,325 |
| Total debt securities | $37,723,000 | 2,721 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $35,357,000 | 3,014 |
| U.S. Government securities | $21,760,000 | 3,419 |
| U.S. Treasury securities | $8,887,000 | 708 |
| U.S. Government agency obligations | $12,873,000 | 4,721 |
| Securities issued by states & political subdivisions | $8,678,000 | 1,865 |
| Other domestic debt securities | $3,706,000 | 1,411 |
| Privately issued residential mortgage-backed securities | $673,000 | 827 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,033,000 | 1,319 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,213,000 | 2,227 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,866,000 | 1,949 |
| Mortgage-backed securities | $10,347,000 | 2,284 |
| Certificates of participation in pools of residential mortgages | $5,787,000 | 2,416 |
| Issued or guaranteed by U.S. | $5,787,000 | 2,400 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $4,560,000 | 1,577 |
| CMOs issued by government agencies or sponsored agencies | $3,887,000 | 1,587 |
| Privately issued | $673,000 | 733 |
| 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) | $35,357,000 | 2,404 |
| Total debt securities | $34,144,000 | 2,990 |
| 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 | $35,302,000 | 3,129 |
| U.S. Government securities | $21,721,000 | 3,625 |
| U.S. Treasury securities | $9,322,000 | 939 |
| U.S. Government agency obligations | $12,399,000 | 4,913 |
| Securities issued by states & political subdivisions | $7,394,000 | 2,198 |
| Other domestic debt securities | $5,181,000 | 1,184 |
| Privately issued residential mortgage-backed securities | $2,712,000 | 524 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,469,000 | 1,391 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,006,000 | 2,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,046,000 | 2,094 |
| Mortgage-backed securities | $14,639,000 | 1,993 |
| Certificates of participation in pools of residential mortgages | $6,251,000 | 2,483 |
| Issued or guaranteed by U.S. | $6,251,000 | 2,471 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $8,388,000 | 1,218 |
| CMOs issued by government agencies or sponsored agencies | $5,676,000 | 1,381 |
| Privately issued | $2,712,000 | 458 |
| 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) | $35,302,000 | 2,436 |
| Total debt securities | $34,296,000 | 3,120 |
| 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 |
| 1998-12-31 | Rank | |
| Total securities | $31,724,000 | 3,456 |
| U.S. Government securities | $23,444,000 | 3,485 |
| U.S. Treasury securities | $8,072,000 | 1,585 |
| U.S. Government agency obligations | $15,372,000 | 4,048 |
| Securities issued by states & political subdivisions | $4,052,000 | 3,379 |
| Other domestic debt securities | $3,596,000 | 1,320 |
| Privately issued residential mortgage-backed securities | $1,007,000 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,589,000 | 1,239 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $632,000 | 3,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,316,000 | 1,343 |
| Mortgage-backed securities | $16,379,000 | 1,956 |
| Certificates of participation in pools of residential mortgages | $8,318,000 | 2,224 |
| Issued or guaranteed by U.S. | $8,318,000 | 2,208 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $8,061,000 | 1,367 |
| CMOs issued by government agencies or sponsored agencies | $7,054,000 | 1,366 |
| Privately issued | $1,007,000 | 602 |
| 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 | 6,613 |
| Available-for-sale securities (fair market value) | $31,724,000 | 2,648 |
| Total debt securities | $31,092,000 | 3,415 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| 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 | $32,901,000 | 3,359 |
| U.S. Government securities | $23,093,000 | 3,655 |
| U.S. Treasury securities | $7,897,000 | 2,275 |
| U.S. Government agency obligations | $15,196,000 | 3,986 |
| Securities issued by states & political subdivisions | $7,515,000 | 1,971 |
| 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 | $0 | 390 |
| Equity securities | $2,293,000 | 1,349 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,568,000 | 1,708 |
| Mortgage-backed securities | $10,030,000 | 2,630 |
| Certificates of participation in pools of residential mortgages | $7,234,000 | 2,374 |
| Issued or guaranteed by U.S. | $7,234,000 | 2,359 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,796,000 | 2,330 |
| CMOs issued by government agencies or sponsored agencies | $2,796,000 | 2,232 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $32,901,000 | 2,410 |
| Total debt securities | $30,608,000 | 3,467 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| 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 | $35,057,000 | 3,461 |
| U.S. Government securities | $22,353,000 | 4,087 |
| U.S. Treasury securities | $19,309,000 | 1,198 |
| U.S. Government agency obligations | $3,044,000 | 8,780 |
| Securities issued by states & political subdivisions | $7,585,000 | 1,954 |
| Other domestic debt securities | $2,826,000 | 1,246 |
| Privately issued residential mortgage-backed securities | $2,826,000 | 470 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $2,293,000 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,500,000 | 2,288 |
| Mortgage-backed securities | $4,586,000 | 4,425 |
| Certificates of participation in pools of residential mortgages | $1,760,000 | 4,934 |
| Issued or guaranteed by U.S. | $1,760,000 | 4,916 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,826,000 | 2,644 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $2,826,000 | 340 |
| 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 | 8,064 |
| Available-for-sale securities (fair market value) | $35,057,000 | 2,367 |
| Total debt securities | $32,764,000 | 3,564 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| 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 | $37,424,000 | 3,381 |
| U.S. Government securities | $23,564,000 | 4,065 |
| U.S. Treasury securities | $20,457,000 | 1,384 |
| U.S. Government agency obligations | $3,107,000 | 8,898 |
| Securities issued by states & political subdivisions | $8,441,000 | 1,743 |
| Other domestic debt securities | $3,416,000 | 1,343 |
| Privately issued residential mortgage-backed securities | $3,098,000 | 492 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $318,000 | 2,815 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $2,003,000 | 1,421 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,700,000 | 2,421 |
| Mortgage-backed securities | $3,494,000 | 5,228 |
| Certificates of participation in pools of residential mortgages | $396,000 | 7,275 |
| Issued or guaranteed by U.S. | $396,000 | 7,241 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $3,098,000 | 2,791 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $3,098,000 | 342 |
| 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 | 8,463 |
| Available-for-sale securities (fair market value) | $37,424,000 | 2,301 |
| Total debt securities | $35,421,000 | 3,476 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| 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 | $34,849,000 | 3,742 |
| U.S. Government securities | $24,080,000 | 4,222 |
| U.S. Treasury securities | $17,993,000 | 1,960 |
| U.S. Government agency obligations | $6,087,000 | 7,101 |
| Securities issued by states & political subdivisions | $8,509,000 | 1,796 |
| Other domestic debt securities | $296,000 | 4,193 |
| 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 | $296,000 | 3,359 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $1,964,000 | 1,317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,100,000 | 2,063 |
| Mortgage-backed securities | $3,470,000 | 5,542 |
| Certificates of participation in pools of residential mortgages | $456,000 | 7,507 |
| Issued or guaranteed by U.S. | $456,000 | 7,474 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $3,014,000 | 3,031 |
| CMOs issued by government agencies or sponsored agencies | $3,014,000 | 2,876 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $34,849,000 | 1,643 |
| Total debt securities | $32,885,000 | 3,870 |
| 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 | $35,239,000 | 3,883 |
| U.S. Government securities | $27,273,000 | 3,926 |
| U.S. Treasury securities | $23,914,000 | 1,569 |
| U.S. Government agency obligations | $3,359,000 | 9,082 |
| Securities issued by states & political subdivisions | $6,396,000 | 2,418 |
| Other domestic debt securities | $301,000 | 4,825 |
| 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 | $301,000 | 3,741 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,269,000 | 1,847 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,965,000 | 2,361 |
| Mortgage-backed securities | $712,000 | 8,863 |
| Certificates of participation in pools of residential mortgages | $712,000 | 7,590 |
| Issued or guaranteed by U.S. | $712,000 | 7,543 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| 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 | $33,970,000 | 3,930 |
| 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 | $29,824,000 | 4,486 |
| U.S. Government securities | $22,314,000 | 4,635 |
| U.S. Treasury securities | $15,200,000 | 2,440 |
| U.S. Government agency obligations | $7,114,000 | 6,760 |
| Securities issued by states & political subdivisions | $7,128,000 | 1,962 |
| 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 | $382,000 | 2,986 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,340,000 | 2,598 |
| Mortgage-backed securities | $3,529,000 | 6,371 |
| Certificates of participation in pools of residential mortgages | $3,498,000 | 4,791 |
| Issued or guaranteed by U.S. | $3,498,000 | 4,740 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $31,000 | 7,205 |
| CMOs issued by government agencies or sponsored agencies | $31,000 | 6,555 |
| Privately issued | $0 | 3,547 |
| 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 | $29,442,000 | 4,430 |
| 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 |