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Franklin Security Bank, Securities
| 2014-03-31 | Rank | |
| Total securities | $55,806,000 | 2,465 |
| U.S. Government securities | $35,125,000 | 2,494 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $35,125,000 | 2,422 |
| Securities issued by states & political subdivisions | $19,378,000 | 1,893 |
| Other domestic debt securities | $1,303,000 | 1,695 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $58,000 | 257 |
| Other domestic debt securities - All other | $1,245,000 | 1,334 |
| 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 | $51,959,000 | 1,137 |
| Mortgage-backed securities | $35,125,000 | 1,645 |
| Certificates of participation in pools of residential mortgages | $27,434,000 | 1,400 |
| Issued or guaranteed by U.S. | $27,434,000 | 1,400 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $7,691,000 | 1,536 |
| CMOs issued by government agencies or sponsored agencies | $7,691,000 | 1,470 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $58,000 | 2,466 |
| Available-for-sale securities (fair market value) | $55,748,000 | 2,244 |
| Total debt securities | $55,807,000 | 2,446 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| 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 | $56,920,000 | 2,408 |
| U.S. Government securities | $36,703,000 | 2,388 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $36,703,000 | 2,325 |
| Securities issued by states & political subdivisions | $18,932,000 | 1,921 |
| Other domestic debt securities | $1,285,000 | 1,742 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $58,000 | 281 |
| Other domestic debt securities - All other | $1,227,000 | 1,364 |
| 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 | $53,319,000 | 1,109 |
| Mortgage-backed securities | $36,703,000 | 1,596 |
| Certificates of participation in pools of residential mortgages | $28,284,000 | 1,385 |
| Issued or guaranteed by U.S. | $28,284,000 | 1,384 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $8,419,000 | 1,481 |
| CMOs issued by government agencies or sponsored agencies | $8,419,000 | 1,416 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $58,000 | 2,490 |
| Available-for-sale securities (fair market value) | $56,862,000 | 2,192 |
| Total debt securities | $56,920,000 | 2,386 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| 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 | $58,648,000 | 2,368 |
| U.S. Government securities | $38,453,000 | 2,326 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $38,453,000 | 2,266 |
| Securities issued by states & political subdivisions | $18,935,000 | 1,941 |
| Other domestic debt securities | $1,260,000 | 1,795 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $69,000 | 305 |
| Other domestic debt securities - All other | $1,191,000 | 1,404 |
| 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 | $52,696,000 | 1,092 |
| Mortgage-backed securities | $38,453,000 | 1,558 |
| Certificates of participation in pools of residential mortgages | $29,276,000 | 1,351 |
| Issued or guaranteed by U.S. | $29,276,000 | 1,348 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $9,177,000 | 1,436 |
| CMOs issued by government agencies or sponsored agencies | $9,177,000 | 1,368 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $69,000 | 2,480 |
| Available-for-sale securities (fair market value) | $58,579,000 | 2,152 |
| Total debt securities | $58,648,000 | 2,349 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| 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 | $61,481,000 | 2,277 |
| U.S. Government securities | $41,073,000 | 2,186 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $41,073,000 | 2,125 |
| Securities issued by states & political subdivisions | $19,032,000 | 1,929 |
| Other domestic debt securities | $1,376,000 | 1,812 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $139,000 | 293 |
| Other domestic debt securities - All other | $1,237,000 | 1,425 |
| 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 | $21,337,000 | 2,128 |
| Mortgage-backed securities | $41,073,000 | 1,468 |
| Certificates of participation in pools of residential mortgages | $30,954,000 | 1,274 |
| Issued or guaranteed by U.S. | $30,954,000 | 1,273 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $10,119,000 | 1,381 |
| CMOs issued by government agencies or sponsored agencies | $10,119,000 | 1,309 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $139,000 | 2,349 |
| Available-for-sale securities (fair market value) | $61,342,000 | 2,082 |
| Total debt securities | $61,481,000 | 2,254 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| 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 | $63,572,000 | 2,238 |
| U.S. Government securities | $44,702,000 | 2,069 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $44,702,000 | 2,016 |
| Securities issued by states & political subdivisions | $17,458,000 | 2,037 |
| Other domestic debt securities | $1,412,000 | 1,802 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $141,000 | 290 |
| Other domestic debt securities - All other | $1,271,000 | 1,401 |
| 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 | $25,734,000 | 1,902 |
| Mortgage-backed securities | $44,702,000 | 1,411 |
| Certificates of participation in pools of residential mortgages | $33,265,000 | 1,228 |
| Issued or guaranteed by U.S. | $33,265,000 | 1,226 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $11,437,000 | 1,343 |
| CMOs issued by government agencies or sponsored agencies | $11,437,000 | 1,268 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $141,000 | 2,348 |
| Available-for-sale securities (fair market value) | $63,431,000 | 2,056 |
| Total debt securities | $63,572,000 | 2,217 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| 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 | $70,862,000 | 2,020 |
| U.S. Government securities | $54,010,000 | 1,740 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $54,010,000 | 1,691 |
| Securities issued by states & political subdivisions | $15,435,000 | 2,178 |
| Other domestic debt securities | $1,417,000 | 1,777 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $142,000 | 296 |
| Other domestic debt securities - All other | $1,275,000 | 1,362 |
| 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 | $29,596,000 | 1,685 |
| Mortgage-backed securities | $52,002,000 | 1,258 |
| Certificates of participation in pools of residential mortgages | $39,719,000 | 1,041 |
| Issued or guaranteed by U.S. | $39,719,000 | 1,040 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $12,283,000 | 1,336 |
| CMOs issued by government agencies or sponsored agencies | $12,283,000 | 1,255 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $142,000 | 2,371 |
| Available-for-sale securities (fair market value) | $70,720,000 | 1,837 |
| Total debt securities | $70,861,000 | 2,000 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,223 |
| Fair value | $2,009,000 | 1,240 |
| 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 | $69,619,000 | 2,060 |
| U.S. Government securities | $61,498,000 | 1,610 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $61,498,000 | 1,559 |
| Securities issued by states & political subdivisions | $6,681,000 | 3,375 |
| Other domestic debt securities | $1,440,000 | 1,817 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $171,000 | 295 |
| Other domestic debt securities - All other | $1,269,000 | 1,413 |
| 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 | $32,413,000 | 1,589 |
| Mortgage-backed securities | $59,483,000 | 1,171 |
| Certificates of participation in pools of residential mortgages | $41,730,000 | 1,049 |
| Issued or guaranteed by U.S. | $41,730,000 | 1,048 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $13,161,000 | 1,362 |
| CMOs issued by government agencies or sponsored agencies | $13,161,000 | 1,269 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $4,592,000 | 274 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $4,592,000 | 157 |
| Held to maturity securities (book value) | $171,000 | 2,399 |
| Available-for-sale securities (fair market value) | $69,448,000 | 1,875 |
| Total debt securities | $69,619,000 | 2,034 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,316 |
| Fair value | $2,015,000 | 1,319 |
| 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 | $63,322,000 | 2,219 |
| U.S. Government securities | $58,211,000 | 1,709 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $58,211,000 | 1,666 |
| Securities issued by states & political subdivisions | $1,173,000 | 4,892 |
| Other domestic debt securities | $3,938,000 | 1,206 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $169,000 | 291 |
| Other domestic debt securities - All other | $3,769,000 | 879 |
| 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 | $28,409,000 | 1,776 |
| Mortgage-backed securities | $56,193,000 | 1,281 |
| Certificates of participation in pools of residential mortgages | $40,025,000 | 1,122 |
| Issued or guaranteed by U.S. | $40,025,000 | 1,120 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $11,679,000 | 1,476 |
| CMOs issued by government agencies or sponsored agencies | $11,679,000 | 1,371 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $4,489,000 | 261 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $4,489,000 | 152 |
| Held to maturity securities (book value) | $169,000 | 2,433 |
| Available-for-sale securities (fair market value) | $63,153,000 | 2,035 |
| Total debt securities | $63,323,000 | 2,197 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,486 |
| Fair value | $2,018,000 | 1,487 |
| 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 | $69,808,000 | 2,043 |
| U.S. Government securities | $65,843,000 | 1,583 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $65,843,000 | 1,538 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $3,965,000 | 1,189 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $170,000 | 297 |
| Other domestic debt securities - All other | $3,795,000 | 869 |
| 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 | $39,302,000 | 1,373 |
| Mortgage-backed securities | $63,819,000 | 1,151 |
| Certificates of participation in pools of residential mortgages | $49,143,000 | 929 |
| Issued or guaranteed by U.S. | $49,143,000 | 929 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $10,257,000 | 1,600 |
| CMOs issued by government agencies or sponsored agencies | $10,257,000 | 1,497 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $4,419,000 | 235 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $4,419,000 | 138 |
| Held to maturity securities (book value) | $170,000 | 2,485 |
| Available-for-sale securities (fair market value) | $69,638,000 | 1,868 |
| Total debt securities | $69,808,000 | 2,030 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,667 |
| Fair value | $2,023,000 | 1,666 |
| 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 | $69,579,000 | 1,996 |
| U.S. Government securities | $65,669,000 | 1,514 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $65,669,000 | 1,469 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $3,910,000 | 1,180 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,910,000 | 800 |
| 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 | $63,640,000 | 1,097 |
| Certificates of participation in pools of residential mortgages | $50,883,000 | 851 |
| Issued or guaranteed by U.S. | $50,883,000 | 849 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $12,757,000 | 1,410 |
| CMOs issued by government agencies or sponsored agencies | $12,757,000 | 1,254 |
| Privately issued | $0 | 1,216 |
| 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) | $1,614,000 | 1,894 |
| Available-for-sale securities (fair market value) | $67,965,000 | 1,850 |
| Total debt securities | $69,579,000 | 1,978 |
| 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 | $57,278,000 | 2,269 |
| U.S. Government securities | $57,110,000 | 1,649 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $57,110,000 | 1,604 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $168,000 | 2,654 |
| 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 | $168,000 | 1,976 |
| 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 | $55,075,000 | 1,196 |
| Certificates of participation in pools of residential mortgages | $45,182,000 | 922 |
| Issued or guaranteed by U.S. | $45,182,000 | 919 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $9,893,000 | 1,598 |
| CMOs issued by government agencies or sponsored agencies | $9,893,000 | 1,434 |
| Privately issued | $0 | 1,235 |
| 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) | $-1,217,000 | 7,443 |
| Available-for-sale securities (fair market value) | $58,495,000 | 2,016 |
| Total debt securities | $57,278,000 | 2,249 |
| 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 | $41,126,000 | 2,946 |
| U.S. Government securities | $40,959,000 | 2,174 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $40,959,000 | 2,115 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $167,000 | 2,603 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $167,000 | 1,906 |
| 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 | $32,893,000 | 1,702 |
| Certificates of participation in pools of residential mortgages | $30,858,000 | 1,208 |
| Issued or guaranteed by U.S. | $30,858,000 | 1,203 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,035,000 | 2,707 |
| CMOs issued by government agencies or sponsored agencies | $2,035,000 | 2,484 |
| Privately issued | $0 | 1,265 |
| 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) | $-1,491,000 | 7,520 |
| Available-for-sale securities (fair market value) | $42,617,000 | 2,604 |
| Total debt securities | $41,126,000 | 2,925 |
| 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 | $65,304,000 | 2,030 |
| U.S. Government securities | $65,137,000 | 1,505 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $65,137,000 | 1,447 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $167,000 | 2,663 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $167,000 | 1,952 |
| 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 | $57,142,000 | 1,107 |
| Certificates of participation in pools of residential mortgages | $55,122,000 | 727 |
| Issued or guaranteed by U.S. | $55,122,000 | 723 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,020,000 | 2,652 |
| CMOs issued by government agencies or sponsored agencies | $2,020,000 | 2,415 |
| Privately issued | $0 | 1,299 |
| 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) | $-1,436,000 | 7,582 |
| Available-for-sale securities (fair market value) | $66,740,000 | 1,799 |
| Total debt securities | $65,304,000 | 2,011 |
| 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 | $49,203,000 | 2,446 |
| U.S. Government securities | $42,455,000 | 2,002 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $42,455,000 | 1,938 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $6,748,000 | 960 |
| Privately issued residential mortgage-backed securities | $6,582,000 | 458 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $166,000 | 1,964 |
| 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 | $49,037,000 | 1,204 |
| Certificates of participation in pools of residential mortgages | $42,455,000 | 865 |
| Issued or guaranteed by U.S. | $42,455,000 | 857 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,582,000 | 1,789 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $6,582,000 | 439 |
| 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) | $-1,483,000 | 7,666 |
| Available-for-sale securities (fair market value) | $50,686,000 | 2,159 |
| Total debt securities | $49,203,000 | 2,420 |
| 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 | $55,101,000 | 2,201 |
| U.S. Government securities | $46,179,000 | 1,863 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $46,179,000 | 1,792 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $8,922,000 | 845 |
| Privately issued residential mortgage-backed securities | $8,757,000 | 425 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $165,000 | 1,998 |
| 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 | $54,936,000 | 1,060 |
| Certificates of participation in pools of residential mortgages | $46,179,000 | 772 |
| Issued or guaranteed by U.S. | $46,179,000 | 767 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $8,757,000 | 1,567 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $8,757,000 | 407 |
| 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) | $-1,186,000 | 7,767 |
| Available-for-sale securities (fair market value) | $56,287,000 | 1,939 |
| Total debt securities | $55,101,000 | 2,171 |
| 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 | $60,620,000 | 2,021 |
| U.S. Government securities | $50,337,000 | 1,739 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $50,337,000 | 1,678 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $10,283,000 | 765 |
| Privately issued residential mortgage-backed securities | $10,120,000 | 427 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $163,000 | 1,957 |
| 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 | $60,457,000 | 967 |
| Certificates of participation in pools of residential mortgages | $50,337,000 | 717 |
| Issued or guaranteed by U.S. | $50,337,000 | 711 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $10,120,000 | 1,417 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $10,120,000 | 410 |
| 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) | $-1,485,000 | 7,836 |
| Available-for-sale securities (fair market value) | $62,105,000 | 1,777 |
| Total debt securities | $60,620,000 | 2,004 |
| 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 | $49,313,000 | 2,424 |
| U.S. Government securities | $38,332,000 | 2,237 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,332,000 | 2,171 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $10,981,000 | 751 |
| Privately issued residential mortgage-backed securities | $10,791,000 | 433 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $190,000 | 1,971 |
| 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 | $49,123,000 | 1,173 |
| Certificates of participation in pools of residential mortgages | $38,332,000 | 984 |
| Issued or guaranteed by U.S. | $38,332,000 | 977 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $10,791,000 | 1,327 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $10,791,000 | 414 |
| 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) | $-1,608,000 | 7,942 |
| Available-for-sale securities (fair market value) | $50,921,000 | 2,115 |
| Total debt securities | $49,313,000 | 2,402 |
| 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 | $56,416,000 | 2,161 |
| U.S. Government securities | $44,291,000 | 1,939 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $44,291,000 | 1,880 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $12,125,000 | 730 |
| Privately issued residential mortgage-backed securities | $11,935,000 | 430 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $190,000 | 2,015 |
| 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 | $56,226,000 | 1,078 |
| Certificates of participation in pools of residential mortgages | $44,291,000 | 885 |
| Issued or guaranteed by U.S. | $44,291,000 | 878 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $11,935,000 | 1,248 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $11,935,000 | 412 |
| 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) | $-1,786,000 | 8,018 |
| Available-for-sale securities (fair market value) | $58,202,000 | 1,871 |
| Total debt securities | $56,416,000 | 2,132 |
| 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 | $61,803,000 | 2,011 |
| U.S. Government securities | $48,662,000 | 1,759 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $48,662,000 | 1,707 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $13,141,000 | 756 |
| Privately issued residential mortgage-backed securities | $12,951,000 | 446 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $190,000 | 2,118 |
| 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 | $61,613,000 | 1,006 |
| Certificates of participation in pools of residential mortgages | $48,662,000 | 830 |
| Issued or guaranteed by U.S. | $48,662,000 | 819 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $12,951,000 | 1,196 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $12,951,000 | 427 |
| 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) | $-2,097,000 | 8,104 |
| Available-for-sale securities (fair market value) | $63,900,000 | 1,711 |
| Total debt securities | $61,803,000 | 1,977 |
| 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 | $68,537,000 | 1,794 |
| U.S. Government securities | $54,126,000 | 1,569 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $54,126,000 | 1,526 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $14,411,000 | 731 |
| Privately issued residential mortgage-backed securities | $14,222,000 | 426 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $189,000 | 2,213 |
| 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 | $68,348,000 | 925 |
| Certificates of participation in pools of residential mortgages | $54,126,000 | 765 |
| Issued or guaranteed by U.S. | $54,126,000 | 756 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $14,222,000 | 1,115 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $14,222,000 | 412 |
| 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) | $-2,504,000 | 8,201 |
| Available-for-sale securities (fair market value) | $71,041,000 | 1,517 |
| Total debt securities | $68,537,000 | 1,773 |
| 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 | $76,431,000 | 1,618 |
| U.S. Government securities | $59,944,000 | 1,432 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $59,944,000 | 1,398 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $16,487,000 | 649 |
| Privately issued residential mortgage-backed securities | $16,298,000 | 403 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $189,000 | 2,336 |
| 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 | $76,242,000 | 848 |
| Certificates of participation in pools of residential mortgages | $59,944,000 | 715 |
| Issued or guaranteed by U.S. | $59,944,000 | 705 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $16,298,000 | 1,020 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $16,298,000 | 385 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-2,454,000 | 8,255 |
| Available-for-sale securities (fair market value) | $78,885,000 | 1,370 |
| Total debt securities | $76,431,000 | 1,592 |
| 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 | $80,345,000 | 1,518 |
| U.S. Government securities | $62,650,000 | 1,380 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $62,650,000 | 1,353 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $17,695,000 | 583 |
| Privately issued residential mortgage-backed securities | $17,279,000 | 374 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $416,000 | 2,007 |
| 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 | $79,929,000 | 798 |
| Certificates of participation in pools of residential mortgages | $62,650,000 | 672 |
| Issued or guaranteed by U.S. | $62,650,000 | 663 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $17,279,000 | 948 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $17,279,000 | 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) | $-2,731,000 | 8,310 |
| Available-for-sale securities (fair market value) | $83,076,000 | 1,270 |
| Total debt securities | $80,345,000 | 1,491 |
| 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 | $64,384,000 | 1,804 |
| U.S. Government securities | $61,290,000 | 1,375 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $61,290,000 | 1,347 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $3,094,000 | 1,505 |
| Privately issued residential mortgage-backed securities | $2,641,000 | 876 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $453,000 | 1,957 |
| 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 | $63,434,000 | 935 |
| Certificates of participation in pools of residential mortgages | $60,793,000 | 665 |
| Issued or guaranteed by U.S. | $60,793,000 | 658 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,641,000 | 2,179 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $2,641,000 | 837 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-2,752,000 | 8,391 |
| Available-for-sale securities (fair market value) | $67,136,000 | 1,522 |
| Total debt securities | $64,384,000 | 1,783 |
| 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 | $61,747,000 | 1,917 |
| U.S. Government securities | $58,587,000 | 1,447 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $58,587,000 | 1,421 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $3,160,000 | 1,537 |
| Privately issued residential mortgage-backed securities | $2,755,000 | 868 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $405,000 | 2,021 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| 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 | $60,848,000 | 968 |
| Certificates of participation in pools of residential mortgages | $58,093,000 | 686 |
| Issued or guaranteed by U.S. | $58,093,000 | 676 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,755,000 | 2,151 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $2,755,000 | 824 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-2,330,000 | 8,458 |
| Available-for-sale securities (fair market value) | $64,077,000 | 1,622 |
| Total debt securities | $61,747,000 | 1,890 |
| 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 | $61,865,000 | 1,909 |
| U.S. Government securities | $58,449,000 | 1,430 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $58,449,000 | 1,394 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $3,416,000 | 1,424 |
| Privately issued residential mortgage-backed securities | $2,955,000 | 805 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $461,000 | 1,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| 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 | $61,404,000 | 920 |
| Certificates of participation in pools of residential mortgages | $58,449,000 | 657 |
| Issued or guaranteed by U.S. | $58,449,000 | 647 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,955,000 | 2,078 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $2,955,000 | 766 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-2,346,000 | 8,500 |
| Available-for-sale securities (fair market value) | $64,211,000 | 1,626 |
| Total debt securities | $61,865,000 | 1,867 |
| 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 | $59,765,000 | 1,950 |
| U.S. Government securities | $56,172,000 | 1,501 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $56,172,000 | 1,474 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $3,593,000 | 1,302 |
| Privately issued residential mortgage-backed securities | $3,103,000 | 727 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $490,000 | 1,792 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| 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 | $59,275,000 | 860 |
| Certificates of participation in pools of residential mortgages | $56,172,000 | 621 |
| Issued or guaranteed by U.S. | $56,172,000 | 612 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,103,000 | 1,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $3,103,000 | 690 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-2,127,000 | 8,542 |
| Available-for-sale securities (fair market value) | $61,892,000 | 1,654 |
| Total debt securities | $59,765,000 | 1,899 |
| 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 | $52,237,000 | 2,208 |
| U.S. Government securities | $48,574,000 | 1,727 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $48,574,000 | 1,690 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $3,663,000 | 1,254 |
| Privately issued residential mortgage-backed securities | $3,163,000 | 690 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,687 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| 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 | $51,737,000 | 890 |
| Certificates of participation in pools of residential mortgages | $48,574,000 | 665 |
| Issued or guaranteed by U.S. | $48,574,000 | 656 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $3,163,000 | 1,871 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $3,163,000 | 654 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-2,203,000 | 8,566 |
| Available-for-sale securities (fair market value) | $54,440,000 | 1,841 |
| Total debt securities | $52,237,000 | 2,159 |
| 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 | $37,528,000 | 2,904 |
| U.S. Government securities | $33,776,000 | 2,423 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,776,000 | 2,355 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $3,752,000 | 1,181 |
| Privately issued residential mortgage-backed securities | $3,251,000 | 643 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $501,000 | 1,641 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| 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 | $37,027,000 | 1,126 |
| Certificates of participation in pools of residential mortgages | $33,776,000 | 877 |
| Issued or guaranteed by U.S. | $33,776,000 | 869 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,251,000 | 1,836 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $3,251,000 | 606 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-2,370,000 | 8,621 |
| Available-for-sale securities (fair market value) | $39,898,000 | 2,425 |
| Total debt securities | $37,528,000 | 2,861 |
| 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 | $30,192,000 | 3,437 |
| U.S. Government securities | $26,206,000 | 3,007 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,206,000 | 2,930 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $3,986,000 | 1,156 |
| Privately issued residential mortgage-backed securities | $3,484,000 | 613 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $502,000 | 1,671 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| 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 | $29,690,000 | 1,315 |
| Certificates of participation in pools of residential mortgages | $25,767,000 | 1,057 |
| Issued or guaranteed by U.S. | $25,767,000 | 1,049 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $3,923,000 | 1,695 |
| CMOs issued by government agencies or sponsored agencies | $439,000 | 2,671 |
| Privately issued | $3,484,000 | 571 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $30,192,000 | 2,992 |
| Total debt securities | $30,192,000 | 3,399 |
| 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 | $32,198,000 | 3,293 |
| U.S. Government securities | $28,104,000 | 2,877 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,104,000 | 2,801 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $4,094,000 | 1,127 |
| Privately issued residential mortgage-backed securities | $3,590,000 | 592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $504,000 | 1,698 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| 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 | $31,694,000 | 1,276 |
| Certificates of participation in pools of residential mortgages | $27,634,000 | 1,014 |
| Issued or guaranteed by U.S. | $27,634,000 | 1,004 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $4,060,000 | 1,673 |
| CMOs issued by government agencies or sponsored agencies | $470,000 | 2,630 |
| Privately issued | $3,590,000 | 560 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $32,198,000 | 2,859 |
| Total debt securities | $32,198,000 | 3,248 |
| 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 | $31,059,000 | 3,428 |
| U.S. Government securities | $26,857,000 | 3,018 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,857,000 | 2,929 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $4,202,000 | 1,114 |
| Privately issued residential mortgage-backed securities | $3,698,000 | 583 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $504,000 | 1,736 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| 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 | $30,555,000 | 1,313 |
| Certificates of participation in pools of residential mortgages | $26,355,000 | 1,073 |
| Issued or guaranteed by U.S. | $26,355,000 | 1,063 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $4,200,000 | 1,609 |
| CMOs issued by government agencies or sponsored agencies | $502,000 | 2,557 |
| Privately issued | $3,698,000 | 548 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $31,059,000 | 2,968 |
| Total debt securities | $31,059,000 | 3,383 |
| 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 | $32,723,000 | 3,290 |
| U.S. Government securities | $28,457,000 | 2,884 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,457,000 | 2,791 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $4,266,000 | 1,107 |
| Privately issued residential mortgage-backed securities | $3,762,000 | 567 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $504,000 | 1,769 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| 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 | $32,219,000 | 1,293 |
| Certificates of participation in pools of residential mortgages | $27,929,000 | 1,034 |
| Issued or guaranteed by U.S. | $27,929,000 | 1,024 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,290,000 | 1,575 |
| CMOs issued by government agencies or sponsored agencies | $528,000 | 2,521 |
| Privately issued | $3,762,000 | 533 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $32,723,000 | 2,846 |
| Total debt securities | $32,723,000 | 3,250 |
| 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 | $35,599,000 | 3,126 |
| U.S. Government securities | $31,142,000 | 2,710 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,142,000 | 2,625 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $4,457,000 | 1,128 |
| Privately issued residential mortgage-backed securities | $3,953,000 | 561 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $504,000 | 1,861 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| 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 | $35,095,000 | 1,240 |
| Certificates of participation in pools of residential mortgages | $30,580,000 | 974 |
| Issued or guaranteed by U.S. | $30,580,000 | 965 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,515,000 | 1,550 |
| CMOs issued by government agencies or sponsored agencies | $562,000 | 2,494 |
| Privately issued | $3,953,000 | 525 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $35,599,000 | 2,697 |
| Total debt securities | $35,599,000 | 3,080 |
| 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 | $35,311,000 | 3,127 |
| U.S. Government securities | $30,710,000 | 2,736 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,710,000 | 2,646 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $4,601,000 | 1,112 |
| Privately issued residential mortgage-backed securities | $4,097,000 | 539 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $504,000 | 1,971 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| 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 | $34,807,000 | 1,243 |
| Certificates of participation in pools of residential mortgages | $30,115,000 | 1,003 |
| Issued or guaranteed by U.S. | $30,115,000 | 995 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $4,692,000 | 1,525 |
| CMOs issued by government agencies or sponsored agencies | $595,000 | 2,481 |
| Privately issued | $4,097,000 | 504 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $35,311,000 | 2,694 |
| Total debt securities | $35,311,000 | 3,076 |
| 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 | $38,732,000 | 2,891 |
| U.S. Government securities | $33,821,000 | 2,483 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,821,000 | 2,409 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $4,911,000 | 1,086 |
| Privately issued residential mortgage-backed securities | $4,407,000 | 518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $504,000 | 2,055 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| 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 | $38,228,000 | 1,174 |
| Certificates of participation in pools of residential mortgages | $33,192,000 | 955 |
| Issued or guaranteed by U.S. | $33,192,000 | 948 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,036,000 | 1,476 |
| CMOs issued by government agencies or sponsored agencies | $629,000 | 2,480 |
| Privately issued | $4,407,000 | 485 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 4,281 |
| Available-for-sale securities (fair market value) | $38,731,000 | 2,489 |
| Total debt securities | $38,732,000 | 2,846 |
| 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 | $42,816,000 | 2,691 |
| U.S. Government securities | $37,710,000 | 2,312 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $37,710,000 | 2,236 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $5,106,000 | 1,079 |
| Privately issued residential mortgage-backed securities | $4,603,000 | 503 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $503,000 | 2,162 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| 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 | $42,313,000 | 1,122 |
| Certificates of participation in pools of residential mortgages | $37,049,000 | 903 |
| Issued or guaranteed by U.S. | $37,049,000 | 896 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $5,264,000 | 1,469 |
| CMOs issued by government agencies or sponsored agencies | $661,000 | 2,533 |
| Privately issued | $4,603,000 | 472 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $42,816,000 | 2,285 |
| Total debt securities | $42,816,000 | 2,640 |
| 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 | $42,278,000 | 2,762 |
| U.S. Government securities | $37,027,000 | 2,392 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $37,027,000 | 2,312 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $5,251,000 | 1,098 |
| Privately issued residential mortgage-backed securities | $4,748,000 | 488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $503,000 | 2,260 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| 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 | $41,775,000 | 1,157 |
| Certificates of participation in pools of residential mortgages | $36,338,000 | 954 |
| Issued or guaranteed by U.S. | $36,338,000 | 945 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,437,000 | 1,480 |
| CMOs issued by government agencies or sponsored agencies | $689,000 | 2,565 |
| Privately issued | $4,748,000 | 454 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $42,278,000 | 2,350 |
| Total debt securities | $42,278,000 | 2,716 |
| 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 | $41,835,000 | 2,790 |
| U.S. Government securities | $36,215,000 | 2,444 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,215,000 | 2,347 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $5,620,000 | 1,086 |
| Privately issued residential mortgage-backed securities | $5,118,000 | 463 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $502,000 | 2,336 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| 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 | $41,333,000 | 1,184 |
| Certificates of participation in pools of residential mortgages | $35,242,000 | 994 |
| Issued or guaranteed by U.S. | $35,242,000 | 987 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $6,091,000 | 1,408 |
| CMOs issued by government agencies or sponsored agencies | $973,000 | 2,443 |
| Privately issued | $5,118,000 | 431 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $41,835,000 | 2,388 |
| Total debt securities | $41,835,000 | 2,736 |
| 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 | $37,184,000 | 3,078 |
| U.S. Government securities | $31,291,000 | 2,748 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,291,000 | 2,637 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $5,893,000 | 1,070 |
| Privately issued residential mortgage-backed securities | $5,391,000 | 430 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $502,000 | 2,393 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| 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 | $36,682,000 | 1,288 |
| Certificates of participation in pools of residential mortgages | $29,880,000 | 1,121 |
| Issued or guaranteed by U.S. | $29,880,000 | 1,113 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,802,000 | 1,337 |
| CMOs issued by government agencies or sponsored agencies | $1,411,000 | 2,209 |
| Privately issued | $5,391,000 | 399 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 4,516 |
| Available-for-sale securities (fair market value) | $37,183,000 | 2,630 |
| Total debt securities | $37,184,000 | 3,015 |
| 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 | $35,152,000 | 3,249 |
| U.S. Government securities | $29,039,000 | 2,939 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,039,000 | 2,825 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $6,113,000 | 1,077 |
| Privately issued residential mortgage-backed securities | $5,611,000 | 417 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $502,000 | 2,506 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| 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 | $33,393,000 | 1,387 |
| Certificates of participation in pools of residential mortgages | $26,101,000 | 1,254 |
| Issued or guaranteed by U.S. | $26,101,000 | 1,246 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,292,000 | 1,313 |
| CMOs issued by government agencies or sponsored agencies | $1,681,000 | 2,133 |
| Privately issued | $5,611,000 | 392 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $35,152,000 | 2,805 |
| Total debt securities | $35,152,000 | 3,190 |
| 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 | $37,723,000 | 3,069 |
| U.S. Government securities | $30,527,000 | 2,773 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,527,000 | 2,684 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $7,196,000 | 1,040 |
| Privately issued residential mortgage-backed securities | $6,694,000 | 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 | $502,000 | 2,597 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| 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 | $35,947,000 | 1,356 |
| Certificates of participation in pools of residential mortgages | $26,594,000 | 1,247 |
| Issued or guaranteed by U.S. | $26,594,000 | 1,238 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $9,353,000 | 1,194 |
| CMOs issued by government agencies or sponsored agencies | $2,659,000 | 1,853 |
| Privately issued | $6,694,000 | 371 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $37,723,000 | 2,653 |
| Total debt securities | $37,723,000 | 2,999 |
| 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 | $37,909,000 | 3,108 |
| U.S. Government securities | $37,409,000 | 2,434 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $37,409,000 | 2,357 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $500,000 | 3,086 |
| 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 | $500,000 | 2,754 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| 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 | $36,126,000 | 1,368 |
| Certificates of participation in pools of residential mortgages | $27,730,000 | 1,214 |
| Issued or guaranteed by U.S. | $27,730,000 | 1,204 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $8,396,000 | 1,241 |
| CMOs issued by government agencies or sponsored agencies | $8,396,000 | 1,147 |
| 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) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $37,909,000 | 2,680 |
| Total debt securities | $37,909,000 | 3,044 |
| 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 | $35,953,000 | 3,185 |
| U.S. Government securities | $35,453,000 | 2,495 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $35,453,000 | 2,409 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $500,000 | 3,201 |
| 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 | $500,000 | 2,864 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| 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 | $34,165,000 | 1,399 |
| Certificates of participation in pools of residential mortgages | $25,424,000 | 1,274 |
| Issued or guaranteed by U.S. | $25,424,000 | 1,271 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $8,741,000 | 1,213 |
| CMOs issued by government agencies or sponsored agencies | $8,741,000 | 1,132 |
| 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) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $35,953,000 | 2,747 |
| Total debt securities | $35,953,000 | 3,120 |
| 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 | $36,036,000 | 3,111 |
| U.S. Government securities | $35,537,000 | 2,384 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $35,537,000 | 2,290 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $499,000 | 3,299 |
| 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 | $499,000 | 2,945 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| 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 | $35,537,000 | 1,351 |
| Certificates of participation in pools of residential mortgages | $27,999,000 | 1,193 |
| Issued or guaranteed by U.S. | $27,999,000 | 1,188 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $7,538,000 | 1,430 |
| CMOs issued by government agencies or sponsored agencies | $7,538,000 | 1,327 |
| 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) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $36,036,000 | 2,679 |
| Total debt securities | $36,036,000 | 3,028 |
| 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 | $30,883,000 | 3,452 |
| U.S. Government securities | $30,386,000 | 2,678 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,386,000 | 2,572 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $497,000 | 3,338 |
| 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 | $497,000 | 2,971 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| 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 | $30,386,000 | 1,510 |
| Certificates of participation in pools of residential mortgages | $23,599,000 | 1,345 |
| Issued or guaranteed by U.S. | $23,599,000 | 1,341 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $6,787,000 | 1,549 |
| CMOs issued by government agencies or sponsored agencies | $6,787,000 | 1,451 |
| 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) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $30,883,000 | 2,986 |
| Total debt securities | $30,883,000 | 3,376 |
| 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 | $29,803,000 | 3,543 |
| U.S. Government securities | $28,520,000 | 2,822 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,520,000 | 2,691 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $1,283,000 | 2,617 |
| 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 | $1,283,000 | 2,286 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| 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 | $28,520,000 | 1,553 |
| Certificates of participation in pools of residential mortgages | $21,453,000 | 1,388 |
| Issued or guaranteed by U.S. | $21,453,000 | 1,383 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $7,067,000 | 1,535 |
| CMOs issued by government agencies or sponsored agencies | $7,067,000 | 1,435 |
| 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) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $29,803,000 | 3,033 |
| Total debt securities | $29,803,000 | 3,472 |
| 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 | $25,134,000 | 3,842 |
| U.S. Government securities | $25,134,000 | 2,939 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,134,000 | 2,783 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $25,134,000 | 1,559 |
| Certificates of participation in pools of residential mortgages | $10,185,000 | 2,084 |
| Issued or guaranteed by U.S. | $10,185,000 | 2,070 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $14,949,000 | 1,011 |
| CMOs issued by government agencies or sponsored agencies | $14,949,000 | 918 |
| 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) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $25,134,000 | 3,241 |
| Total debt securities | $25,134,000 | 3,756 |
| 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 | $21,239,000 | 4,449 |
| U.S. Government securities | $21,239,000 | 3,493 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,239,000 | 3,237 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,239,000 | 1,420 |
| Certificates of participation in pools of residential mortgages | $9,772,000 | 1,767 |
| Issued or guaranteed by U.S. | $9,772,000 | 1,756 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $11,467,000 | 924 |
| CMOs issued by government agencies or sponsored agencies | $11,467,000 | 831 |
| 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) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $21,239,000 | 3,619 |
| Total debt securities | $21,239,000 | 4,333 |
| 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 | $5,781,000 | 8,405 |
| U.S. Government securities | $5,781,000 | 7,708 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,781,000 | 7,179 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,781,000 | 3,350 |
| Certificates of participation in pools of residential mortgages | $2,874,000 | 3,656 |
| Issued or guaranteed by U.S. | $2,874,000 | 3,639 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,907,000 | 2,113 |
| CMOs issued by government agencies or sponsored agencies | $2,907,000 | 1,959 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $5,781,000 | 7,165 |
| Total debt securities | $5,781,000 | 8,296 |
| 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 |