Home > First Federal Savings and Loan Association of Bucks Co > Securities
First Federal Savings and Loan Association of Bucks Co, Securities
| 2015-06-30 | Rank | |
| Total securities | $167,263,000 | 904 |
| U.S. Government securities | $124,296,000 | 815 |
| U.S. Treasury securities | $126,000 | 1,315 |
| U.S. Government agency obligations | $124,170,000 | 783 |
| Securities issued by states & political subdivisions | $34,098,000 | 1,134 |
| Other domestic debt securities | $8,869,000 | 627 |
| Privately issued residential mortgage-backed securities | $2,746,000 | 239 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $153,000 | 355 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $5,970,000 | 592 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,795,000 | 1,018 |
| Mortgage-backed securities | $49,708,000 | 1,182 |
| Certificates of participation in pools of residential mortgages | $38,253,000 | 1,009 |
| Issued or guaranteed by U.S. | $38,253,000 | 1,008 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,718,000 | 1,928 |
| CMOs issued by government agencies or sponsored agencies | $972,000 | 2,613 |
| Privately issued | $2,746,000 | 228 |
| Commercial mortgage-backed securities | $7,737,000 | 400 |
| Commercial mortgage pass-through securities | $7,737,000 | 218 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $71,703,000 | 348 |
| Available-for-sale securities (fair market value) | $95,560,000 | 1,324 |
| Total debt securities | $167,263,000 | 893 |
| Structured notes | ||
| Amortized cost | $17,489,000 | 177 |
| Fair value | $17,216,000 | 177 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $26,000 | 149 |
| 2015-03-31 | Rank | |
| Total securities | $157,986,000 | 954 |
| U.S. Government securities | $113,623,000 | 879 |
| U.S. Treasury securities | $126,000 | 1,295 |
| U.S. Government agency obligations | $113,497,000 | 844 |
| Securities issued by states & political subdivisions | $37,332,000 | 1,032 |
| Other domestic debt securities | $7,031,000 | 727 |
| Privately issued residential mortgage-backed securities | $2,859,000 | 253 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $164,000 | 361 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $4,008,000 | 738 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,627,000 | 1,100 |
| Mortgage-backed securities | $41,917,000 | 1,366 |
| Certificates of participation in pools of residential mortgages | $32,120,000 | 1,149 |
| Issued or guaranteed by U.S. | $32,120,000 | 1,148 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $3,877,000 | 1,942 |
| CMOs issued by government agencies or sponsored agencies | $1,018,000 | 2,623 |
| Privately issued | $2,859,000 | 240 |
| Commercial mortgage-backed securities | $5,920,000 | 448 |
| Commercial mortgage pass-through securities | $5,920,000 | 256 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $70,092,000 | 350 |
| Available-for-sale securities (fair market value) | $87,894,000 | 1,444 |
| Total debt securities | $157,986,000 | 944 |
| Structured notes | ||
| Amortized cost | $13,493,000 | 246 |
| Fair value | $13,440,000 | 245 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $174,609,000 | 862 |
| U.S. Government securities | $129,813,000 | 782 |
| U.S. Treasury securities | $126,000 | 1,328 |
| U.S. Government agency obligations | $129,687,000 | 754 |
| Securities issued by states & political subdivisions | $37,683,000 | 1,024 |
| Other domestic debt securities | $7,113,000 | 715 |
| Privately issued residential mortgage-backed securities | $2,956,000 | 253 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $172,000 | 363 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $3,985,000 | 752 |
| 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 | $65,761,000 | 918 |
| Mortgage-backed securities | $45,072,000 | 1,322 |
| Certificates of participation in pools of residential mortgages | $33,281,000 | 1,144 |
| Issued or guaranteed by U.S. | $33,281,000 | 1,142 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,011,000 | 1,952 |
| CMOs issued by government agencies or sponsored agencies | $1,055,000 | 2,645 |
| Privately issued | $2,956,000 | 238 |
| Commercial mortgage-backed securities | $7,780,000 | 380 |
| Commercial mortgage pass-through securities | $7,780,000 | 217 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $81,560,000 | 323 |
| Available-for-sale securities (fair market value) | $93,049,000 | 1,371 |
| Total debt securities | $174,609,000 | 853 |
| Structured notes | ||
| Amortized cost | $19,493,000 | 167 |
| Fair value | $19,339,000 | 167 |
| 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 | $173,146,000 | 880 |
| U.S. Government securities | $129,483,000 | 807 |
| U.S. Treasury securities | $127,000 | 1,348 |
| U.S. Government agency obligations | $129,356,000 | 769 |
| Securities issued by states & political subdivisions | $36,456,000 | 1,052 |
| Other domestic debt securities | $7,207,000 | 735 |
| Privately issued residential mortgage-backed securities | $3,059,000 | 266 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $178,000 | 370 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $3,970,000 | 757 |
| 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 | $62,923,000 | 959 |
| Mortgage-backed securities | $43,193,000 | 1,397 |
| Certificates of participation in pools of residential mortgages | $31,370,000 | 1,228 |
| Issued or guaranteed by U.S. | $31,370,000 | 1,228 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $4,159,000 | 1,959 |
| CMOs issued by government agencies or sponsored agencies | $1,100,000 | 2,668 |
| Privately issued | $3,059,000 | 253 |
| Commercial mortgage-backed securities | $7,664,000 | 365 |
| Commercial mortgage pass-through securities | $7,664,000 | 214 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $77,870,000 | 325 |
| Available-for-sale securities (fair market value) | $95,276,000 | 1,366 |
| Total debt securities | $173,146,000 | 867 |
| Structured notes | ||
| Amortized cost | $22,489,000 | 172 |
| Fair value | $22,038,000 | 173 |
| 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 | $173,357,000 | 889 |
| U.S. Government securities | $129,528,000 | 799 |
| U.S. Treasury securities | $127,000 | 1,306 |
| U.S. Government agency obligations | $129,401,000 | 765 |
| Securities issued by states & political subdivisions | $36,405,000 | 1,056 |
| Other domestic debt securities | $7,424,000 | 748 |
| Privately issued residential mortgage-backed securities | $3,229,000 | 259 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $191,000 | 389 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $4,004,000 | 767 |
| 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 | $63,402,000 | 948 |
| Mortgage-backed securities | $43,662,000 | 1,412 |
| Certificates of participation in pools of residential mortgages | $31,592,000 | 1,263 |
| Issued or guaranteed by U.S. | $31,592,000 | 1,263 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,379,000 | 1,959 |
| CMOs issued by government agencies or sponsored agencies | $1,150,000 | 2,690 |
| Privately issued | $3,229,000 | 250 |
| Commercial mortgage-backed securities | $7,691,000 | 364 |
| Commercial mortgage pass-through securities | $7,691,000 | 206 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $78,935,000 | 324 |
| Available-for-sale securities (fair market value) | $94,422,000 | 1,400 |
| Total debt securities | $173,357,000 | 873 |
| Structured notes | ||
| Amortized cost | $19,489,000 | 219 |
| Fair value | $18,973,000 | 220 |
| 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 | $163,402,000 | 959 |
| U.S. Government securities | $122,310,000 | 850 |
| U.S. Treasury securities | $127,000 | 1,159 |
| U.S. Government agency obligations | $122,183,000 | 817 |
| Securities issued by states & political subdivisions | $37,535,000 | 1,032 |
| Other domestic debt securities | $3,557,000 | 1,144 |
| Privately issued residential mortgage-backed securities | $3,347,000 | 269 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $210,000 | 402 |
| 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 | $54,997,000 | 1,085 |
| Mortgage-backed securities | $34,304,000 | 1,680 |
| Certificates of participation in pools of residential mortgages | $22,204,000 | 1,652 |
| Issued or guaranteed by U.S. | $22,204,000 | 1,652 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $4,550,000 | 1,921 |
| CMOs issued by government agencies or sponsored agencies | $1,203,000 | 2,680 |
| Privately issued | $3,347,000 | 260 |
| Commercial mortgage-backed securities | $7,550,000 | 347 |
| Commercial mortgage pass-through securities | $7,550,000 | 199 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $75,271,000 | 322 |
| Available-for-sale securities (fair market value) | $88,131,000 | 1,495 |
| Total debt securities | $163,402,000 | 947 |
| Structured notes | ||
| Amortized cost | $22,439,000 | 203 |
| Fair value | $21,517,000 | 203 |
| 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 | $160,510,000 | 959 |
| U.S. Government securities | $119,574,000 | 869 |
| U.S. Treasury securities | $127,000 | 1,092 |
| U.S. Government agency obligations | $119,447,000 | 843 |
| Securities issued by states & political subdivisions | $37,266,000 | 1,022 |
| Other domestic debt securities | $3,670,000 | 1,167 |
| Privately issued residential mortgage-backed securities | $3,445,000 | 284 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $225,000 | 400 |
| 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 | $54,217,000 | 1,097 |
| Mortgage-backed securities | $33,430,000 | 1,713 |
| Certificates of participation in pools of residential mortgages | $21,321,000 | 1,683 |
| Issued or guaranteed by U.S. | $21,321,000 | 1,682 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $4,723,000 | 1,902 |
| CMOs issued by government agencies or sponsored agencies | $1,278,000 | 2,635 |
| Privately issued | $3,445,000 | 274 |
| Commercial mortgage-backed securities | $7,386,000 | 327 |
| Commercial mortgage pass-through securities | $7,386,000 | 188 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $73,242,000 | 318 |
| Available-for-sale securities (fair market value) | $87,268,000 | 1,499 |
| Total debt securities | $160,510,000 | 948 |
| Structured notes | ||
| Amortized cost | $22,439,000 | 201 |
| Fair value | $21,082,000 | 197 |
| 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 | $164,384,000 | 944 |
| U.S. Government securities | $123,240,000 | 828 |
| U.S. Treasury securities | $128,000 | 1,086 |
| U.S. Government agency obligations | $123,112,000 | 803 |
| Securities issued by states & political subdivisions | $37,324,000 | 1,026 |
| Other domestic debt securities | $3,820,000 | 1,179 |
| Privately issued residential mortgage-backed securities | $3,594,000 | 293 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $226,000 | 405 |
| 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 | $53,178,000 | 1,081 |
| Mortgage-backed securities | $34,688,000 | 1,678 |
| Certificates of participation in pools of residential mortgages | $22,259,000 | 1,648 |
| Issued or guaranteed by U.S. | $22,259,000 | 1,645 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $4,962,000 | 1,894 |
| CMOs issued by government agencies or sponsored agencies | $1,368,000 | 2,621 |
| Privately issued | $3,594,000 | 279 |
| Commercial mortgage-backed securities | $7,467,000 | 322 |
| Commercial mortgage pass-through securities | $7,467,000 | 175 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $73,741,000 | 307 |
| Available-for-sale securities (fair market value) | $90,643,000 | 1,463 |
| Total debt securities | $164,384,000 | 933 |
| Structured notes | ||
| Amortized cost | $22,439,000 | 194 |
| Fair value | $21,505,000 | 191 |
| 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 | $180,546,000 | 854 |
| U.S. Government securities | $138,661,000 | 750 |
| U.S. Treasury securities | $127,000 | 1,107 |
| U.S. Government agency obligations | $138,534,000 | 724 |
| Securities issued by states & political subdivisions | $37,887,000 | 995 |
| Other domestic debt securities | $3,998,000 | 1,171 |
| Privately issued residential mortgage-backed securities | $3,743,000 | 292 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $255,000 | 414 |
| 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 | $56,464,000 | 1,018 |
| Mortgage-backed securities | $41,168,000 | 1,463 |
| Certificates of participation in pools of residential mortgages | $28,281,000 | 1,386 |
| Issued or guaranteed by U.S. | $28,281,000 | 1,384 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,254,000 | 1,892 |
| CMOs issued by government agencies or sponsored agencies | $1,511,000 | 2,612 |
| Privately issued | $3,743,000 | 277 |
| Commercial mortgage-backed securities | $7,633,000 | 298 |
| Commercial mortgage pass-through securities | $7,633,000 | 170 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $75,127,000 | 285 |
| Available-for-sale securities (fair market value) | $105,419,000 | 1,272 |
| Total debt securities | $180,546,000 | 840 |
| Structured notes | ||
| Amortized cost | $22,438,000 | 187 |
| Fair value | $21,713,000 | 188 |
| 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 | $175,371,000 | 890 |
| U.S. Government securities | $132,036,000 | 797 |
| U.S. Treasury securities | $128,000 | 1,114 |
| U.S. Government agency obligations | $131,908,000 | 764 |
| Securities issued by states & political subdivisions | $39,128,000 | 948 |
| Other domestic debt securities | $4,207,000 | 1,146 |
| Privately issued residential mortgage-backed securities | $3,935,000 | 305 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $272,000 | 403 |
| 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 | $37,004,000 | 1,447 |
| Mortgage-backed securities | $41,864,000 | 1,498 |
| Certificates of participation in pools of residential mortgages | $32,195,000 | 1,267 |
| Issued or guaranteed by U.S. | $32,195,000 | 1,265 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,642,000 | 1,890 |
| CMOs issued by government agencies or sponsored agencies | $1,707,000 | 2,599 |
| Privately issued | $3,935,000 | 294 |
| Commercial mortgage-backed securities | $4,027,000 | 370 |
| Commercial mortgage pass-through securities | $4,027,000 | 235 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $73,605,000 | 261 |
| Available-for-sale securities (fair market value) | $101,766,000 | 1,351 |
| Total debt securities | $175,371,000 | 881 |
| Structured notes | ||
| Amortized cost | $22,438,000 | 191 |
| Fair value | $22,488,000 | 188 |
| 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 | $165,800,000 | 913 |
| U.S. Government securities | $124,942,000 | 826 |
| U.S. Treasury securities | $129,000 | 1,090 |
| U.S. Government agency obligations | $124,813,000 | 796 |
| Securities issued by states & political subdivisions | $36,504,000 | 996 |
| Other domestic debt securities | $4,354,000 | 1,102 |
| Privately issued residential mortgage-backed securities | $4,070,000 | 315 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $284,000 | 381 |
| 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 | $46,839,000 | 1,195 |
| Mortgage-backed securities | $40,992,000 | 1,502 |
| Certificates of participation in pools of residential mortgages | $35,041,000 | 1,161 |
| Issued or guaranteed by U.S. | $35,041,000 | 1,160 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $5,951,000 | 1,910 |
| CMOs issued by government agencies or sponsored agencies | $1,881,000 | 2,592 |
| Privately issued | $4,070,000 | 307 |
| 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) | $69,988,000 | 261 |
| Available-for-sale securities (fair market value) | $95,812,000 | 1,398 |
| Total debt securities | $165,800,000 | 900 |
| Structured notes | ||
| Amortized cost | $24,538,000 | 175 |
| Fair value | $24,625,000 | 174 |
| 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 | $172,985,000 | 890 |
| U.S. Government securities | $133,115,000 | 793 |
| U.S. Treasury securities | $129,000 | 1,037 |
| U.S. Government agency obligations | $132,986,000 | 766 |
| Securities issued by states & political subdivisions | $35,339,000 | 1,006 |
| Other domestic debt securities | $4,531,000 | 1,110 |
| Privately issued residential mortgage-backed securities | $4,229,000 | 343 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $302,000 | 370 |
| 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 | $47,182,000 | 1,178 |
| Mortgage-backed securities | $45,452,000 | 1,469 |
| Certificates of participation in pools of residential mortgages | $39,172,000 | 1,116 |
| Issued or guaranteed by U.S. | $39,172,000 | 1,116 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $6,280,000 | 1,927 |
| CMOs issued by government agencies or sponsored agencies | $2,051,000 | 2,618 |
| Privately issued | $4,229,000 | 332 |
| 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) | $64,984,000 | 282 |
| Available-for-sale securities (fair market value) | $108,001,000 | 1,259 |
| Total debt securities | $172,985,000 | 878 |
| Structured notes | ||
| Amortized cost | $33,786,000 | 123 |
| Fair value | $33,951,000 | 123 |
| 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 | $188,678,000 | 816 |
| U.S. Government securities | $146,315,000 | 737 |
| U.S. Treasury securities | $129,000 | 1,021 |
| U.S. Government agency obligations | $146,186,000 | 714 |
| Securities issued by states & political subdivisions | $37,626,000 | 909 |
| Other domestic debt securities | $4,737,000 | 1,106 |
| Privately issued residential mortgage-backed securities | $4,423,000 | 362 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $314,000 | 325 |
| 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 | $47,157,000 | 1,189 |
| Mortgage-backed securities | $49,887,000 | 1,390 |
| Certificates of participation in pools of residential mortgages | $43,240,000 | 1,044 |
| Issued or guaranteed by U.S. | $43,240,000 | 1,043 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,647,000 | 1,892 |
| CMOs issued by government agencies or sponsored agencies | $2,224,000 | 2,585 |
| Privately issued | $4,423,000 | 351 |
| 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) | $63,689,000 | 291 |
| Available-for-sale securities (fair market value) | $124,989,000 | 1,112 |
| Total debt securities | $188,678,000 | 804 |
| Structured notes | ||
| Amortized cost | $32,790,000 | 135 |
| Fair value | $32,944,000 | 135 |
| 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 | $187,830,000 | 826 |
| U.S. Government securities | $146,376,000 | 768 |
| U.S. Treasury securities | $128,000 | 1,106 |
| U.S. Government agency obligations | $146,248,000 | 740 |
| Securities issued by states & political subdivisions | $36,495,000 | 889 |
| Other domestic debt securities | $4,959,000 | 1,076 |
| Privately issued residential mortgage-backed securities | $4,618,000 | 374 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $341,000 | 267 |
| 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 | $30,612,000 | 1,690 |
| Mortgage-backed securities | $53,985,000 | 1,304 |
| Certificates of participation in pools of residential mortgages | $46,970,000 | 972 |
| Issued or guaranteed by U.S. | $46,970,000 | 971 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,015,000 | 1,890 |
| CMOs issued by government agencies or sponsored agencies | $2,397,000 | 2,562 |
| Privately issued | $4,618,000 | 362 |
| 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) | $59,121,000 | 314 |
| Available-for-sale securities (fair market value) | $128,709,000 | 1,079 |
| Total debt securities | $187,830,000 | 813 |
| Structured notes | ||
| Amortized cost | $27,288,000 | 207 |
| Fair value | $27,100,000 | 208 |
| 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 | $176,872,000 | 852 |
| U.S. Government securities | $135,230,000 | 789 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $135,230,000 | 768 |
| Securities issued by states & political subdivisions | $36,448,000 | 876 |
| Other domestic debt securities | $5,194,000 | 1,012 |
| Privately issued residential mortgage-backed securities | $5,194,000 | 408 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $54,500,000 | 1,248 |
| Certificates of participation in pools of residential mortgages | $49,306,000 | 882 |
| Issued or guaranteed by U.S. | $49,306,000 | 880 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $5,194,000 | 2,093 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $5,194,000 | 394 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $56,783,000 | 328 |
| Available-for-sale securities (fair market value) | $120,089,000 | 1,110 |
| Total debt securities | $176,872,000 | 839 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $153,412,000 | 953 |
| U.S. Government securities | $111,258,000 | 901 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $111,258,000 | 874 |
| Securities issued by states & political subdivisions | $36,556,000 | 839 |
| Other domestic debt securities | $5,598,000 | 981 |
| Privately issued residential mortgage-backed securities | $5,598,000 | 414 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $53,395,000 | 1,228 |
| Certificates of participation in pools of residential mortgages | $47,797,000 | 883 |
| Issued or guaranteed by U.S. | $47,797,000 | 878 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $5,598,000 | 2,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $5,598,000 | 397 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $55,374,000 | 313 |
| Available-for-sale securities (fair market value) | $98,038,000 | 1,300 |
| Total debt securities | $153,412,000 | 941 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $166,096,000 | 867 |
| U.S. Government securities | $122,857,000 | 839 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $122,857,000 | 807 |
| Securities issued by states & political subdivisions | $36,288,000 | 777 |
| Other domestic debt securities | $6,951,000 | 849 |
| Privately issued residential mortgage-backed securities | $6,951,000 | 401 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $61,718,000 | 1,064 |
| Certificates of participation in pools of residential mortgages | $54,767,000 | 765 |
| Issued or guaranteed by U.S. | $54,767,000 | 762 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $6,951,000 | 1,836 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $6,951,000 | 385 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $62,190,000 | 287 |
| Available-for-sale securities (fair market value) | $103,906,000 | 1,234 |
| Total debt securities | $166,096,000 | 857 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $168,256,000 | 863 |
| U.S. Government securities | $125,698,000 | 821 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $125,698,000 | 790 |
| Securities issued by states & political subdivisions | $35,232,000 | 784 |
| Other domestic debt securities | $7,326,000 | 855 |
| Privately issued residential mortgage-backed securities | $7,326,000 | 413 |
| 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 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $68,598,000 | 930 |
| Certificates of participation in pools of residential mortgages | $61,272,000 | 672 |
| Issued or guaranteed by U.S. | $61,272,000 | 668 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $7,326,000 | 1,744 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $7,326,000 | 397 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $63,442,000 | 282 |
| Available-for-sale securities (fair market value) | $104,814,000 | 1,204 |
| Total debt securities | $168,256,000 | 851 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $153,318,000 | 898 |
| U.S. Government securities | $112,831,000 | 867 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $112,831,000 | 832 |
| Securities issued by states & political subdivisions | $32,634,000 | 826 |
| Other domestic debt securities | $7,853,000 | 885 |
| Privately issued residential mortgage-backed securities | $7,853,000 | 424 |
| 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 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $67,514,000 | 901 |
| Certificates of participation in pools of residential mortgages | $59,661,000 | 638 |
| Issued or guaranteed by U.S. | $59,661,000 | 633 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $7,853,000 | 1,662 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $7,853,000 | 403 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $64,599,000 | 262 |
| Available-for-sale securities (fair market value) | $88,719,000 | 1,341 |
| Total debt securities | $153,318,000 | 890 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $145,293,000 | 926 |
| U.S. Government securities | $107,022,000 | 882 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $107,022,000 | 843 |
| Securities issued by states & political subdivisions | $29,788,000 | 908 |
| Other domestic debt securities | $8,483,000 | 865 |
| Privately issued residential mortgage-backed securities | $8,483,000 | 432 |
| 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 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $64,496,000 | 937 |
| Certificates of participation in pools of residential mortgages | $56,013,000 | 659 |
| Issued or guaranteed by U.S. | $56,013,000 | 655 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $8,483,000 | 1,592 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $8,483,000 | 415 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $71,437,000 | 249 |
| Available-for-sale securities (fair market value) | $73,856,000 | 1,511 |
| Total debt securities | $145,293,000 | 915 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $158,901,000 | 848 |
| U.S. Government securities | $123,871,000 | 783 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $123,871,000 | 755 |
| Securities issued by states & political subdivisions | $25,906,000 | 984 |
| Other domestic debt securities | $9,124,000 | 830 |
| Privately issued residential mortgage-backed securities | $9,124,000 | 454 |
| 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 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $75,032,000 | 820 |
| Certificates of participation in pools of residential mortgages | $65,908,000 | 566 |
| Issued or guaranteed by U.S. | $65,908,000 | 561 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $9,124,000 | 1,483 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $9,124,000 | 438 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $73,220,000 | 262 |
| Available-for-sale securities (fair market value) | $85,681,000 | 1,338 |
| Total debt securities | $158,901,000 | 835 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $172,304,000 | 778 |
| U.S. Government securities | $138,230,000 | 697 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $138,230,000 | 665 |
| Securities issued by states & political subdivisions | $24,182,000 | 1,029 |
| Other domestic debt securities | $9,892,000 | 821 |
| Privately issued residential mortgage-backed securities | $9,892,000 | 461 |
| 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 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $83,184,000 | 762 |
| Certificates of participation in pools of residential mortgages | $73,292,000 | 534 |
| Issued or guaranteed by U.S. | $73,292,000 | 532 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $9,892,000 | 1,376 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $9,892,000 | 442 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $67,805,000 | 272 |
| Available-for-sale securities (fair market value) | $104,499,000 | 1,122 |
| Total debt securities | $172,304,000 | 766 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $173,584,000 | 749 |
| U.S. Government securities | $139,342,000 | 662 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $139,342,000 | 635 |
| Securities issued by states & political subdivisions | $23,591,000 | 1,042 |
| Other domestic debt securities | $10,651,000 | 795 |
| Privately issued residential mortgage-backed securities | $10,651,000 | 472 |
| 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 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $98,174,000 | 670 |
| Certificates of participation in pools of residential mortgages | $87,523,000 | 475 |
| Issued or guaranteed by U.S. | $87,523,000 | 473 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $10,651,000 | 1,326 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $10,651,000 | 454 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $79,518,000 | 243 |
| Available-for-sale securities (fair market value) | $94,066,000 | 1,211 |
| Total debt securities | $173,584,000 | 738 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $160,667,000 | 804 |
| U.S. Government securities | $126,398,000 | 714 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $126,398,000 | 687 |
| Securities issued by states & political subdivisions | $22,507,000 | 1,096 |
| Other domestic debt securities | $11,762,000 | 806 |
| Privately issued residential mortgage-backed securities | $11,762,000 | 468 |
| 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 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $98,782,000 | 662 |
| Certificates of participation in pools of residential mortgages | $87,020,000 | 488 |
| Issued or guaranteed by U.S. | $87,020,000 | 485 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $11,762,000 | 1,257 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $11,762,000 | 448 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $84,378,000 | 239 |
| Available-for-sale securities (fair market value) | $76,289,000 | 1,447 |
| Total debt securities | $160,667,000 | 787 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $175,540,000 | 725 |
| U.S. Government securities | $137,438,000 | 650 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $137,438,000 | 617 |
| Securities issued by states & political subdivisions | $20,373,000 | 1,180 |
| Other domestic debt securities | $17,729,000 | 649 |
| Privately issued residential mortgage-backed securities | $17,729,000 | 380 |
| 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 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $117,728,000 | 575 |
| Certificates of participation in pools of residential mortgages | $99,999,000 | 450 |
| Issued or guaranteed by U.S. | $99,999,000 | 445 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $17,729,000 | 984 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $17,729,000 | 364 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $84,306,000 | 233 |
| Available-for-sale securities (fair market value) | $91,234,000 | 1,199 |
| Total debt securities | $175,540,000 | 710 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $178,367,000 | 706 |
| U.S. Government securities | $145,779,000 | 623 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $145,779,000 | 602 |
| Securities issued by states & political subdivisions | $13,979,000 | 1,645 |
| Other domestic debt securities | $18,609,000 | 592 |
| Privately issued residential mortgage-backed securities | $18,609,000 | 377 |
| 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 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $105,228,000 | 635 |
| Certificates of participation in pools of residential mortgages | $86,619,000 | 519 |
| Issued or guaranteed by U.S. | $86,619,000 | 512 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $18,609,000 | 942 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $18,609,000 | 360 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $75,700,000 | 254 |
| Available-for-sale securities (fair market value) | $102,667,000 | 1,059 |
| Total debt securities | $178,367,000 | 688 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $147,002,000 | 827 |
| U.S. Government securities | $110,589,000 | 772 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $110,589,000 | 755 |
| Securities issued by states & political subdivisions | $12,389,000 | 1,767 |
| Other domestic debt securities | $24,024,000 | 467 |
| Privately issued residential mortgage-backed securities | $24,024,000 | 304 |
| 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 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $99,143,000 | 650 |
| Certificates of participation in pools of residential mortgages | $75,119,000 | 574 |
| Issued or guaranteed by U.S. | $75,119,000 | 567 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $24,024,000 | 777 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $24,024,000 | 295 |
| 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) | $65,393,000 | 284 |
| Available-for-sale securities (fair market value) | $81,609,000 | 1,290 |
| Total debt securities | $147,002,000 | 813 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $142,145,000 | 827 |
| U.S. Government securities | $103,753,000 | 793 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $103,753,000 | 777 |
| Securities issued by states & political subdivisions | $12,388,000 | 1,735 |
| Other domestic debt securities | $26,004,000 | 458 |
| Privately issued residential mortgage-backed securities | $26,004,000 | 304 |
| 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 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $87,345,000 | 702 |
| Certificates of participation in pools of residential mortgages | $61,341,000 | 657 |
| Issued or guaranteed by U.S. | $61,341,000 | 649 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $26,004,000 | 697 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $26,004,000 | 291 |
| 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) | $66,496,000 | 277 |
| Available-for-sale securities (fair market value) | $75,649,000 | 1,348 |
| Total debt securities | $142,145,000 | 813 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $156,688,000 | 762 |
| U.S. Government securities | $114,618,000 | 720 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $114,618,000 | 705 |
| Securities issued by states & political subdivisions | $12,388,000 | 1,749 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $29,682,000 | 110 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $67,503,000 | 872 |
| Certificates of participation in pools of residential mortgages | $67,503,000 | 588 |
| Issued or guaranteed by U.S. | $67,503,000 | 581 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| 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) | $73,143,000 | 258 |
| Available-for-sale securities (fair market value) | $83,545,000 | 1,248 |
| Total debt securities | $127,006,000 | 943 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $150,074,000 | 797 |
| U.S. Government securities | $105,776,000 | 799 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $105,776,000 | 777 |
| Securities issued by states & political subdivisions | $11,791,000 | 1,824 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $32,507,000 | 114 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $63,304,000 | 897 |
| Certificates of participation in pools of residential mortgages | $63,304,000 | 606 |
| Issued or guaranteed by U.S. | $63,304,000 | 598 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| 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) | $73,688,000 | 238 |
| Available-for-sale securities (fair market value) | $76,386,000 | 1,349 |
| Total debt securities | $117,567,000 | 1,020 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $151,518,000 | 788 |
| U.S. Government securities | $97,149,000 | 860 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $97,149,000 | 835 |
| Securities issued by states & political subdivisions | $10,508,000 | 1,974 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $43,861,000 | 93 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $48,424,000 | 1,011 |
| Certificates of participation in pools of residential mortgages | $48,424,000 | 708 |
| Issued or guaranteed by U.S. | $48,424,000 | 699 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| 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) | $90,036,000 | 210 |
| Available-for-sale securities (fair market value) | $61,482,000 | 1,663 |
| Total debt securities | $107,657,000 | 1,096 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $134,844,000 | 884 |
| U.S. Government securities | $87,695,000 | 963 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $87,695,000 | 934 |
| Securities issued by states & political subdivisions | $8,319,000 | 2,311 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $38,830,000 | 94 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $39,121,000 | 1,104 |
| Certificates of participation in pools of residential mortgages | $39,121,000 | 794 |
| Issued or guaranteed by U.S. | $39,121,000 | 786 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| 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) | $87,720,000 | 211 |
| Available-for-sale securities (fair market value) | $47,124,000 | 2,100 |
| Total debt securities | $96,014,000 | 1,227 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $136,050,000 | 872 |
| U.S. Government securities | $88,861,000 | 967 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $88,861,000 | 937 |
| Securities issued by states & political subdivisions | $8,319,000 | 2,308 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $38,870,000 | 87 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $37,648,000 | 1,113 |
| Certificates of participation in pools of residential mortgages | $37,648,000 | 815 |
| Issued or guaranteed by U.S. | $37,648,000 | 805 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| 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) | $90,513,000 | 210 |
| Available-for-sale securities (fair market value) | $45,537,000 | 2,142 |
| Total debt securities | $97,180,000 | 1,224 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $131,799,000 | 901 |
| U.S. Government securities | $84,904,000 | 1,038 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $84,904,000 | 1,005 |
| Securities issued by states & political subdivisions | $7,823,000 | 2,418 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $39,072,000 | 87 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $33,113,000 | 1,222 |
| Certificates of participation in pools of residential mortgages | $33,113,000 | 884 |
| Issued or guaranteed by U.S. | $33,113,000 | 877 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $92,783,000 | 224 |
| Available-for-sale securities (fair market value) | $39,016,000 | 2,471 |
| Total debt securities | $92,727,000 | 1,262 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $133,977,000 | 909 |
| U.S. Government securities | $87,123,000 | 1,027 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $87,123,000 | 990 |
| Securities issued by states & political subdivisions | $7,822,000 | 2,419 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $39,032,000 | 85 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $34,796,000 | 1,201 |
| Certificates of participation in pools of residential mortgages | $34,796,000 | 870 |
| Issued or guaranteed by U.S. | $34,796,000 | 862 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $54,277,000 | 379 |
| Available-for-sale securities (fair market value) | $79,700,000 | 1,328 |
| Total debt securities | $94,945,000 | 1,263 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $135,162,000 | 918 |
| U.S. Government securities | $88,727,000 | 1,018 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $88,727,000 | 989 |
| Securities issued by states & political subdivisions | $7,323,000 | 2,505 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $39,112,000 | 81 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $36,425,000 | 1,185 |
| Certificates of participation in pools of residential mortgages | $36,425,000 | 859 |
| Issued or guaranteed by U.S. | $36,425,000 | 849 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $53,778,000 | 410 |
| Available-for-sale securities (fair market value) | $81,384,000 | 1,294 |
| Total debt securities | $96,050,000 | 1,253 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $136,440,000 | 906 |
| U.S. Government securities | $90,167,000 | 1,002 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $90,167,000 | 968 |
| Securities issued by states & political subdivisions | $7,323,000 | 2,493 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $38,950,000 | 80 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $37,979,000 | 1,165 |
| Certificates of participation in pools of residential mortgages | $37,979,000 | 848 |
| Issued or guaranteed by U.S. | $37,979,000 | 840 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $53,778,000 | 414 |
| Available-for-sale securities (fair market value) | $82,662,000 | 1,270 |
| Total debt securities | $97,490,000 | 1,239 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $138,906,000 | 897 |
| U.S. Government securities | $92,376,000 | 992 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $92,376,000 | 960 |
| Securities issued by states & political subdivisions | $7,498,000 | 2,440 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $39,032,000 | 82 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $40,142,000 | 1,119 |
| Certificates of participation in pools of residential mortgages | $40,142,000 | 814 |
| Issued or guaranteed by U.S. | $40,142,000 | 805 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $53,954,000 | 424 |
| Available-for-sale securities (fair market value) | $84,952,000 | 1,248 |
| Total debt securities | $99,874,000 | 1,229 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $140,379,000 | 897 |
| U.S. Government securities | $94,467,000 | 968 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $94,467,000 | 939 |
| Securities issued by states & political subdivisions | $6,800,000 | 2,577 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $39,112,000 | 85 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $42,170,000 | 1,092 |
| Certificates of participation in pools of residential mortgages | $42,170,000 | 800 |
| Issued or guaranteed by U.S. | $42,170,000 | 794 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $53,255,000 | 437 |
| Available-for-sale securities (fair market value) | $87,124,000 | 1,199 |
| Total debt securities | $101,267,000 | 1,199 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $140,868,000 | 874 |
| U.S. Government securities | $94,876,000 | 954 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $94,876,000 | 920 |
| Securities issued by states & political subdivisions | $6,799,000 | 2,569 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $39,193,000 | 85 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $42,540,000 | 1,096 |
| Certificates of participation in pools of residential mortgages | $42,540,000 | 803 |
| Issued or guaranteed by U.S. | $42,540,000 | 798 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $53,254,000 | 433 |
| Available-for-sale securities (fair market value) | $87,614,000 | 1,193 |
| Total debt securities | $101,675,000 | 1,181 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $138,807,000 | 886 |
| U.S. Government securities | $92,653,000 | 984 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $92,653,000 | 943 |
| Securities issued by states & political subdivisions | $6,799,000 | 2,533 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $39,355,000 | 85 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $40,222,000 | 1,159 |
| Certificates of participation in pools of residential mortgages | $40,222,000 | 850 |
| Issued or guaranteed by U.S. | $40,222,000 | 843 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $53,254,000 | 443 |
| Available-for-sale securities (fair market value) | $85,553,000 | 1,228 |
| Total debt securities | $99,452,000 | 1,216 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $135,444,000 | 919 |
| U.S. Government securities | $90,392,000 | 1,036 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $90,392,000 | 996 |
| Securities issued by states & political subdivisions | $5,536,000 | 2,875 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $39,516,000 | 89 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $41,038,000 | 1,176 |
| Certificates of participation in pools of residential mortgages | $41,038,000 | 852 |
| Issued or guaranteed by U.S. | $41,038,000 | 845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $51,992,000 | 456 |
| Available-for-sale securities (fair market value) | $83,452,000 | 1,279 |
| Total debt securities | $95,928,000 | 1,279 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $115,066,000 | 1,115 |
| U.S. Government securities | $74,937,000 | 1,242 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $74,937,000 | 1,194 |
| Securities issued by states & political subdivisions | $492,000 | 5,682 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $39,637,000 | 96 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $25,526,000 | 1,646 |
| Certificates of participation in pools of residential mortgages | $25,526,000 | 1,254 |
| Issued or guaranteed by U.S. | $25,526,000 | 1,245 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $46,947,000 | 490 |
| Available-for-sale securities (fair market value) | $68,119,000 | 1,548 |
| Total debt securities | $75,429,000 | 1,622 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $142,492,000 | 904 |
| U.S. Government securities | $101,864,000 | 918 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $101,864,000 | 885 |
| Securities issued by states & political subdivisions | $722,000 | 5,423 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $39,906,000 | 97 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $27,522,000 | 1,581 |
| Certificates of participation in pools of residential mortgages | $27,522,000 | 1,190 |
| Issued or guaranteed by U.S. | $27,522,000 | 1,181 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $50,808,000 | 452 |
| Available-for-sale securities (fair market value) | $91,684,000 | 1,190 |
| Total debt securities | $102,586,000 | 1,206 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $173,842,000 | 757 |
| U.S. Government securities | $120,921,000 | 806 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $120,921,000 | 775 |
| Securities issued by states & political subdivisions | $659,000 | 5,522 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $52,262,000 | 81 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $28,563,000 | 1,562 |
| Certificates of participation in pools of residential mortgages | $28,563,000 | 1,172 |
| Issued or guaranteed by U.S. | $28,563,000 | 1,163 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $50,830,000 | 459 |
| Available-for-sale securities (fair market value) | $123,012,000 | 890 |
| Total debt securities | $121,580,000 | 1,013 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $168,129,000 | 787 |
| U.S. Government securities | $114,945,000 | 855 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $114,945,000 | 823 |
| Securities issued by states & political subdivisions | $659,000 | 5,520 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $52,525,000 | 87 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $30,321,000 | 1,512 |
| Certificates of participation in pools of residential mortgages | $30,321,000 | 1,142 |
| Issued or guaranteed by U.S. | $30,321,000 | 1,134 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $52,470,000 | 416 |
| Available-for-sale securities (fair market value) | $115,659,000 | 967 |
| Total debt securities | $115,604,000 | 1,101 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $160,624,000 | 843 |
| U.S. Government securities | $107,449,000 | 930 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $107,449,000 | 892 |
| Securities issued by states & political subdivisions | $659,000 | 5,574 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $52,516,000 | 84 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $947,000 | 5,827 |
| Certificates of participation in pools of residential mortgages | $947,000 | 5,331 |
| Issued or guaranteed by U.S. | $947,000 | 5,309 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $127,988,000 | 171 |
| Available-for-sale securities (fair market value) | $32,636,000 | 3,005 |
| Total debt securities | $108,108,000 | 1,218 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $153,166,000 | 881 |
| U.S. Government securities | $119,564,000 | 835 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $119,564,000 | 802 |
| Securities issued by states & political subdivisions | $759,000 | 5,510 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $32,843,000 | 138 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,112,000 | 5,703 |
| Certificates of participation in pools of residential mortgages | $1,112,000 | 5,193 |
| Issued or guaranteed by U.S. | $1,112,000 | 5,169 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $121,409,000 | 185 |
| Available-for-sale securities (fair market value) | $31,757,000 | 3,016 |
| Total debt securities | $120,323,000 | 1,075 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $176,363,000 | 756 |
| U.S. Government securities | $152,620,000 | 662 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $152,620,000 | 639 |
| Securities issued by states & political subdivisions | $759,000 | 5,487 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,984,000 | 213 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,288,000 | 5,714 |
| Certificates of participation in pools of residential mortgages | $1,288,000 | 5,121 |
| Issued or guaranteed by U.S. | $1,288,000 | 5,102 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $147,122,000 | 152 |
| Available-for-sale securities (fair market value) | $29,241,000 | 3,130 |
| Total debt securities | $153,379,000 | 828 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $162,003,000 | 801 |
| U.S. Government securities | $138,235,000 | 702 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $138,235,000 | 674 |
| Securities issued by states & political subdivisions | $759,000 | 5,459 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $23,009,000 | 199 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,519,000 | 5,597 |
| Certificates of participation in pools of residential mortgages | $1,519,000 | 4,956 |
| Issued or guaranteed by U.S. | $1,519,000 | 4,941 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $147,701,000 | 149 |
| Available-for-sale securities (fair market value) | $14,302,000 | 4,898 |
| Total debt securities | $138,994,000 | 901 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $139,279,000 | 898 |
| U.S. Government securities | $125,382,000 | 739 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $125,382,000 | 707 |
| Securities issued by states & political subdivisions | $759,000 | 5,457 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $13,138,000 | 342 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,587,000 | 5,550 |
| Certificates of participation in pools of residential mortgages | $1,587,000 | 4,911 |
| Issued or guaranteed by U.S. | $1,587,000 | 4,895 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $121,851,000 | 169 |
| Available-for-sale securities (fair market value) | $17,428,000 | 4,358 |
| Total debt securities | $126,141,000 | 947 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $80,314,000 | 1,400 |
| U.S. Government securities | $66,304,000 | 1,213 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $66,304,000 | 1,149 |
| Securities issued by states & political subdivisions | $733,000 | 5,593 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $13,277,000 | 324 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,384,000 | 5,044 |
| Certificates of participation in pools of residential mortgages | $2,384,000 | 4,247 |
| Issued or guaranteed by U.S. | $2,384,000 | 4,231 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $46,200,000 | 438 |
| Available-for-sale securities (fair market value) | $34,114,000 | 2,535 |
| Total debt securities | $67,037,000 | 1,626 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $91,187,000 | 1,222 |
| U.S. Government securities | $76,560,000 | 1,081 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $76,560,000 | 1,004 |
| Securities issued by states & political subdivisions | $664,000 | 5,826 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $13,963,000 | 383 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,924,000 | 4,231 |
| Certificates of participation in pools of residential mortgages | $2,924,000 | 3,406 |
| Issued or guaranteed by U.S. | $2,924,000 | 3,393 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $77,372,000 | 334 |
| Available-for-sale securities (fair market value) | $13,815,000 | 4,821 |
| Total debt securities | $77,224,000 | 1,369 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $92,611,000 | 1,222 |
| U.S. Government securities | $78,698,000 | 1,096 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $78,698,000 | 996 |
| Securities issued by states & political subdivisions | $664,000 | 6,121 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $13,249,000 | 405 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,633,000 | 4,149 |
| Certificates of participation in pools of residential mortgages | $3,633,000 | 3,274 |
| Issued or guaranteed by U.S. | $3,633,000 | 3,259 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $77,363,000 | 362 |
| Available-for-sale securities (fair market value) | $15,248,000 | 4,710 |
| Total debt securities | $79,362,000 | 1,381 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $79,492,000 | 1,486 |
| U.S. Government securities | $64,927,000 | 1,378 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $64,927,000 | 1,172 |
| Securities issued by states & political subdivisions | $647,000 | 6,307 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $13,918,000 | 398 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,945,000 | 3,841 |
| Certificates of participation in pools of residential mortgages | $4,945,000 | 2,966 |
| Issued or guaranteed by U.S. | $4,945,000 | 2,953 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $62,367,000 | 467 |
| Available-for-sale securities (fair market value) | $17,125,000 | 4,247 |
| Total debt securities | $65,574,000 | 1,727 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $60,800,000 | 1,897 |
| U.S. Government securities | $51,581,000 | 1,777 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $51,581,000 | 1,398 |
| Securities issued by states & political subdivisions | $547,000 | 6,628 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,672,000 | 502 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,881,000 | 3,282 |
| Certificates of participation in pools of residential mortgages | $6,881,000 | 2,446 |
| Issued or guaranteed by U.S. | $6,881,000 | 2,432 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $34,107,000 | 1,021 |
| Available-for-sale securities (fair market value) | $26,693,000 | 2,881 |
| Total debt securities | $52,128,000 | 2,134 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $64,411,000 | 1,878 |
| U.S. Government securities | $54,774,000 | 1,782 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $54,774,000 | 1,332 |
| Securities issued by states & political subdivisions | $547,000 | 6,950 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,072,000 | 451 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-18,000 | 846 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,314,000 | 3,223 |
| Certificates of participation in pools of residential mortgages | $8,314,000 | 2,416 |
| Issued or guaranteed by U.S. | $8,314,000 | 2,394 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,555,000 | 1,084 |
| Available-for-sale securities (fair market value) | $26,856,000 | 3,003 |
| Total debt securities | $55,321,000 | 2,139 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $84,858,000 | 1,480 |
| U.S. Government securities | $72,651,000 | 1,406 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $72,651,000 | 1,042 |
| Securities issued by states & political subdivisions | $547,000 | 7,211 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $11,659,000 | 348 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-1,000 | 772 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,418,000 | 3,014 |
| Certificates of participation in pools of residential mortgages | $10,418,000 | 2,117 |
| Issued or guaranteed by U.S. | $10,418,000 | 2,091 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $55,413,000 | 748 |
| Available-for-sale securities (fair market value) | $29,445,000 | 2,867 |
| Total debt securities | $73,198,000 | 1,678 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $60,923,000 | 2,159 |
| U.S. Government securities | $59,384,000 | 1,797 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $59,384,000 | 1,210 |
| Securities issued by states & political subdivisions | $547,000 | 7,564 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,749,000 | 341 |
| Assets held in trading accounts for TFR Reporters | $9,739,000 | 8 |
| General valuation allowances for securities for TFR Reporters | $18,000 | 292 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,427,000 | 2,822 |
| Certificates of participation in pools of residential mortgages | $12,427,000 | 1,953 |
| Issued or guaranteed by U.S. | $12,427,000 | 1,928 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $59,913,000 | 1,241 |
| Available-for-sale securities (fair market value) | $1,010,000 | 9,648 |
| Total debt securities | $59,931,000 | 2,146 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $9,739,000 | 107 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $64,492,000 | 2,129 |
| U.S. Government securities | $62,074,000 | 1,772 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $62,074,000 | 1,190 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,468,000 | 522 |
| Assets held in trading accounts for TFR Reporters | $5,004,000 | 21 |
| General valuation allowances for securities for TFR Reporters | $46,000 | 189 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,077,000 | 2,536 |
| Certificates of participation in pools of residential mortgages | $17,077,000 | 1,682 |
| Issued or guaranteed by U.S. | $17,077,000 | 1,658 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $62,074,000 | 2,140 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $5,004,000 | 166 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $49,233,000 | 2,777 |
| U.S. Government securities | $49,108,000 | 2,172 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $49,108,000 | 1,408 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $199,000 | 3,969 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $74,000 | 242 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $26,256,000 | 1,891 |
| Certificates of participation in pools of residential mortgages | $26,256,000 | 1,218 |
| Issued or guaranteed by U.S. | $26,256,000 | 1,182 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $49,108,000 | 2,712 |
| 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 |