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Gilmore Bank, Securities
| 2013-06-30 | Rank | |
| Total securities | $30,116,000 | 3,693 |
| U.S. Government securities | $30,085,000 | 2,751 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $30,085,000 | 2,688 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $31,000 | 2,736 |
| Privately issued residential mortgage-backed securities | $31,000 | 921 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $15,680,000 | 2,673 |
| Certificates of participation in pools of residential mortgages | $15,649,000 | 2,092 |
| Issued or guaranteed by U.S. | $15,649,000 | 2,090 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $31,000 | 3,590 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $31,000 | 881 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $30,116,000 | 3,397 |
| Total debt securities | $30,117,000 | 3,659 |
| 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 | $32,116,000 | 3,596 |
| U.S. Government securities | $32,063,000 | 2,688 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $32,063,000 | 2,628 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $53,000 | 2,716 |
| Privately issued residential mortgage-backed securities | $53,000 | 935 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $17,141,000 | 2,587 |
| Certificates of participation in pools of residential mortgages | $17,088,000 | 2,005 |
| Issued or guaranteed by U.S. | $17,088,000 | 2,004 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $53,000 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $53,000 | 897 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $32,116,000 | 3,329 |
| Total debt securities | $32,115,000 | 3,556 |
| 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 | $33,403,000 | 3,468 |
| U.S. Government securities | $33,332,000 | 2,560 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $33,332,000 | 2,499 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $71,000 | 2,697 |
| Privately issued residential mortgage-backed securities | $71,000 | 950 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $18,297,000 | 2,502 |
| Certificates of participation in pools of residential mortgages | $18,226,000 | 1,892 |
| Issued or guaranteed by U.S. | $18,226,000 | 1,890 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $71,000 | 3,610 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $71,000 | 914 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $33,403,000 | 3,208 |
| Total debt securities | $33,403,000 | 3,438 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| 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 | $35,362,000 | 3,386 |
| U.S. Government securities | $35,269,000 | 2,514 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $35,269,000 | 2,459 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $93,000 | 2,768 |
| Privately issued residential mortgage-backed securities | $93,000 | 984 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $531,000 | 5,873 |
| Mortgage-backed securities | $23,334,000 | 2,287 |
| Certificates of participation in pools of residential mortgages | $22,710,000 | 1,692 |
| Issued or guaranteed by U.S. | $22,710,000 | 1,691 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $624,000 | 3,305 |
| CMOs issued by government agencies or sponsored agencies | $531,000 | 3,195 |
| Privately issued | $93,000 | 945 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $35,362,000 | 3,129 |
| Total debt securities | $35,363,000 | 3,362 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| 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 | $37,503,000 | 3,262 |
| U.S. Government securities | $37,403,000 | 2,435 |
| U.S. Treasury securities | $204,000 | 1,002 |
| U.S. Government agency obligations | $37,199,000 | 2,395 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $100,000 | 2,747 |
| Privately issued residential mortgage-backed securities | $100,000 | 1,031 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,226,000 | 5,623 |
| Mortgage-backed securities | $25,294,000 | 2,224 |
| Certificates of participation in pools of residential mortgages | $23,939,000 | 1,655 |
| Issued or guaranteed by U.S. | $23,939,000 | 1,654 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,355,000 | 2,993 |
| CMOs issued by government agencies or sponsored agencies | $1,255,000 | 2,890 |
| Privately issued | $100,000 | 991 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $37,503,000 | 3,010 |
| Total debt securities | $37,503,000 | 3,241 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,219 |
| Fair value | $3,005,000 | 1,249 |
| 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 | $39,265,000 | 3,203 |
| U.S. Government securities | $39,162,000 | 2,364 |
| U.S. Treasury securities | $204,000 | 1,084 |
| U.S. Government agency obligations | $38,958,000 | 2,316 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $103,000 | 2,732 |
| Privately issued residential mortgage-backed securities | $103,000 | 1,063 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $27,458,000 | 2,116 |
| Certificates of participation in pools of residential mortgages | $25,399,000 | 1,582 |
| Issued or guaranteed by U.S. | $25,399,000 | 1,579 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,059,000 | 2,779 |
| CMOs issued by government agencies or sponsored agencies | $1,956,000 | 2,689 |
| Privately issued | $103,000 | 1,023 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $39,265,000 | 2,949 |
| Total debt securities | $39,265,000 | 3,174 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,387 |
| Fair value | $3,024,000 | 1,386 |
| 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 | $32,389,000 | 3,514 |
| U.S. Government securities | $32,279,000 | 2,651 |
| U.S. Treasury securities | $205,000 | 1,006 |
| U.S. Government agency obligations | $32,074,000 | 2,606 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $110,000 | 2,717 |
| Privately issued residential mortgage-backed securities | $110,000 | 1,148 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $20,531,000 | 2,444 |
| Certificates of participation in pools of residential mortgages | $17,782,000 | 1,951 |
| Issued or guaranteed by U.S. | $17,782,000 | 1,950 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,749,000 | 2,558 |
| CMOs issued by government agencies or sponsored agencies | $2,639,000 | 2,390 |
| Privately issued | $110,000 | 1,090 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $32,389,000 | 3,242 |
| Total debt securities | $32,389,000 | 3,488 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,344 |
| Fair value | $3,043,000 | 1,343 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $35,007,000 | 3,301 |
| U.S. Government securities | $31,590,000 | 2,628 |
| U.S. Treasury securities | $206,000 | 1,053 |
| U.S. Government agency obligations | $31,384,000 | 2,578 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $3,417,000 | 1,267 |
| Privately issued residential mortgage-backed securities | $3,417,000 | 520 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $23,085,000 | 2,196 |
| Certificates of participation in pools of residential mortgages | $19,668,000 | 1,748 |
| Issued or guaranteed by U.S. | $19,668,000 | 1,743 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,417,000 | 2,370 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $3,417,000 | 490 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $35,007,000 | 3,014 |
| Total debt securities | $35,010,000 | 3,271 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $33,312,000 | 3,413 |
| U.S. Government securities | $29,583,000 | 2,835 |
| U.S. Treasury securities | $205,000 | 1,154 |
| U.S. Government agency obligations | $29,378,000 | 2,769 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $3,729,000 | 1,160 |
| Privately issued residential mortgage-backed securities | $3,729,000 | 513 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $205,000 | 5,934 |
| Mortgage-backed securities | $24,536,000 | 2,070 |
| Certificates of participation in pools of residential mortgages | $20,807,000 | 1,613 |
| Issued or guaranteed by U.S. | $20,807,000 | 1,611 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,729,000 | 2,276 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $3,729,000 | 488 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $33,312,000 | 3,126 |
| Total debt securities | $33,311,000 | 3,386 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $26,429,000 | 3,904 |
| U.S. Government securities | $22,370,000 | 3,413 |
| U.S. Treasury securities | $202,000 | 1,202 |
| U.S. Government agency obligations | $22,168,000 | 3,337 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $4,059,000 | 1,157 |
| Privately issued residential mortgage-backed securities | $4,059,000 | 526 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $357,000 | 5,887 |
| Mortgage-backed securities | $26,227,000 | 1,974 |
| Certificates of participation in pools of residential mortgages | $22,168,000 | 1,501 |
| Issued or guaranteed by U.S. | $22,168,000 | 1,497 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $4,059,000 | 2,152 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $4,059,000 | 504 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $26,429,000 | 3,596 |
| Total debt securities | $26,430,000 | 3,872 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $28,693,000 | 3,612 |
| U.S. Government securities | $23,977,000 | 3,097 |
| U.S. Treasury securities | $202,000 | 1,198 |
| U.S. Government agency obligations | $23,775,000 | 3,006 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $4,716,000 | 1,136 |
| Privately issued residential mortgage-backed securities | $4,716,000 | 523 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $381,000 | 5,936 |
| Mortgage-backed securities | $28,491,000 | 1,800 |
| Certificates of participation in pools of residential mortgages | $23,775,000 | 1,389 |
| Issued or guaranteed by U.S. | $23,775,000 | 1,382 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,716,000 | 2,024 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $4,716,000 | 501 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $28,693,000 | 3,311 |
| Total debt securities | $28,693,000 | 3,584 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $31,843,000 | 3,345 |
| U.S. Government securities | $26,650,000 | 2,862 |
| U.S. Treasury securities | $205,000 | 1,109 |
| U.S. Government agency obligations | $26,445,000 | 2,785 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $5,193,000 | 1,123 |
| Privately issued residential mortgage-backed securities | $5,193,000 | 555 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $920,000 | 5,778 |
| Mortgage-backed securities | $31,638,000 | 1,659 |
| Certificates of participation in pools of residential mortgages | $26,445,000 | 1,253 |
| Issued or guaranteed by U.S. | $26,445,000 | 1,245 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $5,193,000 | 1,936 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $5,193,000 | 531 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $31,843,000 | 3,043 |
| Total debt securities | $31,840,000 | 3,316 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $42,526,000 | 2,716 |
| U.S. Government securities | $37,073,000 | 2,251 |
| U.S. Treasury securities | $201,000 | 1,054 |
| U.S. Government agency obligations | $36,872,000 | 2,191 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $5,453,000 | 1,086 |
| Privately issued residential mortgage-backed securities | $5,453,000 | 576 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $988,000 | 5,801 |
| Mortgage-backed securities | $33,257,000 | 1,564 |
| Certificates of participation in pools of residential mortgages | $27,804,000 | 1,191 |
| Issued or guaranteed by U.S. | $27,804,000 | 1,185 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $5,453,000 | 1,843 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $5,453,000 | 554 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $42,526,000 | 2,431 |
| Total debt securities | $42,524,000 | 2,690 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $37,255,000 | 3,020 |
| U.S. Government securities | $31,365,000 | 2,621 |
| U.S. Treasury securities | $196,000 | 1,070 |
| U.S. Government agency obligations | $31,169,000 | 2,567 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $5,890,000 | 1,097 |
| Privately issued residential mortgage-backed securities | $5,890,000 | 581 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,085,000 | 5,779 |
| Mortgage-backed securities | $28,059,000 | 1,797 |
| Certificates of participation in pools of residential mortgages | $22,169,000 | 1,500 |
| Issued or guaranteed by U.S. | $22,169,000 | 1,496 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,890,000 | 1,745 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $5,890,000 | 560 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $37,255,000 | 2,709 |
| Total debt securities | $37,255,000 | 2,991 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $20,382,000 | 4,359 |
| U.S. Government securities | $14,053,000 | 4,257 |
| U.S. Treasury securities | $195,000 | 1,017 |
| U.S. Government agency obligations | $13,858,000 | 4,202 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $6,329,000 | 1,094 |
| Privately issued residential mortgage-backed securities | $6,329,000 | 592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,187,000 | 5,808 |
| Mortgage-backed securities | $20,187,000 | 2,272 |
| Certificates of participation in pools of residential mortgages | $13,858,000 | 2,168 |
| Issued or guaranteed by U.S. | $13,858,000 | 2,160 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $6,329,000 | 1,688 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $6,329,000 | 569 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $20,382,000 | 3,965 |
| Total debt securities | $20,383,000 | 4,328 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $15,318,000 | 5,023 |
| U.S. Government securities | $8,608,000 | 5,269 |
| U.S. Treasury securities | $200,000 | 976 |
| U.S. Government agency obligations | $8,408,000 | 5,216 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $6,710,000 | 1,115 |
| Privately issued residential mortgage-backed securities | $6,710,000 | 618 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,803,000 | 2,691 |
| Mortgage-backed securities | $15,118,000 | 2,738 |
| Certificates of participation in pools of residential mortgages | $8,408,000 | 2,898 |
| Issued or guaranteed by U.S. | $8,408,000 | 2,888 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $6,710,000 | 1,646 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $6,710,000 | 592 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $15,318,000 | 4,597 |
| Total debt securities | $15,317,000 | 4,978 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $19,620,000 | 4,480 |
| U.S. Government securities | $12,235,000 | 4,579 |
| U.S. Treasury securities | $199,000 | 968 |
| U.S. Government agency obligations | $12,036,000 | 4,511 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $7,385,000 | 1,083 |
| Privately issued residential mortgage-backed securities | $7,385,000 | 600 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,798,000 | 2,348 |
| Mortgage-backed securities | $16,307,000 | 2,638 |
| Certificates of participation in pools of residential mortgages | $8,922,000 | 2,867 |
| Issued or guaranteed by U.S. | $8,922,000 | 2,853 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $7,385,000 | 1,570 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $7,385,000 | 575 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $19,620,000 | 4,038 |
| Total debt securities | $19,620,000 | 4,439 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $21,243,000 | 4,289 |
| U.S. Government securities | $20,132,000 | 3,513 |
| U.S. Treasury securities | $199,000 | 910 |
| U.S. Government agency obligations | $19,933,000 | 3,458 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $1,111,000 | 2,266 |
| Privately issued residential mortgage-backed securities | $1,111,000 | 1,190 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,429,000 | 2,326 |
| Mortgage-backed securities | $17,929,000 | 2,564 |
| Certificates of participation in pools of residential mortgages | $9,617,000 | 2,828 |
| Issued or guaranteed by U.S. | $9,617,000 | 2,813 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $8,312,000 | 1,493 |
| CMOs issued by government agencies or sponsored agencies | $7,201,000 | 1,260 |
| Privately issued | $1,111,000 | 1,136 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $21,243,000 | 3,855 |
| Total debt securities | $21,243,000 | 4,253 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $22,187,000 | 4,186 |
| U.S. Government securities | $21,023,000 | 3,433 |
| U.S. Treasury securities | $250,000 | 858 |
| U.S. Government agency obligations | $20,773,000 | 3,390 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $1,164,000 | 2,184 |
| Privately issued residential mortgage-backed securities | $1,164,000 | 1,134 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,701,000 | 2,500 |
| Mortgage-backed securities | $18,808,000 | 2,430 |
| Certificates of participation in pools of residential mortgages | $10,096,000 | 2,711 |
| Issued or guaranteed by U.S. | $10,096,000 | 2,696 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $8,712,000 | 1,405 |
| CMOs issued by government agencies or sponsored agencies | $7,548,000 | 1,210 |
| Privately issued | $1,164,000 | 1,082 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $22,187,000 | 3,740 |
| Total debt securities | $22,186,000 | 4,145 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $23,260,000 | 3,999 |
| U.S. Government securities | $22,131,000 | 3,253 |
| U.S. Treasury securities | $252,000 | 897 |
| U.S. Government agency obligations | $21,879,000 | 3,207 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $1,129,000 | 2,150 |
| Privately issued residential mortgage-backed securities | $1,129,000 | 1,116 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,209,000 | 3,263 |
| Mortgage-backed securities | $19,222,000 | 2,306 |
| Certificates of participation in pools of residential mortgages | $10,289,000 | 2,639 |
| Issued or guaranteed by U.S. | $10,289,000 | 2,622 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $8,933,000 | 1,335 |
| CMOs issued by government agencies or sponsored agencies | $7,804,000 | 1,139 |
| Privately issued | $1,129,000 | 1,067 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $23,260,000 | 3,552 |
| Total debt securities | $23,260,000 | 3,962 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $23,926,000 | 3,978 |
| U.S. Government securities | $22,723,000 | 3,239 |
| U.S. Treasury securities | $252,000 | 897 |
| U.S. Government agency obligations | $22,471,000 | 3,206 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $1,203,000 | 2,141 |
| Privately issued residential mortgage-backed securities | $1,203,000 | 1,085 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,311,000 | 3,195 |
| Mortgage-backed securities | $19,892,000 | 2,251 |
| Certificates of participation in pools of residential mortgages | $10,591,000 | 2,565 |
| Issued or guaranteed by U.S. | $10,591,000 | 2,549 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $9,301,000 | 1,299 |
| CMOs issued by government agencies or sponsored agencies | $8,098,000 | 1,115 |
| Privately issued | $1,203,000 | 1,030 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $23,926,000 | 3,548 |
| Total debt securities | $23,926,000 | 3,930 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $28,216,000 | 3,577 |
| U.S. Government securities | $26,972,000 | 2,849 |
| U.S. Treasury securities | $253,000 | 932 |
| U.S. Government agency obligations | $26,719,000 | 2,818 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $1,244,000 | 2,045 |
| Privately issued residential mortgage-backed securities | $1,244,000 | 1,052 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,366,000 | 4,368 |
| Mortgage-backed securities | $21,350,000 | 2,074 |
| Certificates of participation in pools of residential mortgages | $11,517,000 | 2,343 |
| Issued or guaranteed by U.S. | $11,517,000 | 2,332 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $9,833,000 | 1,247 |
| CMOs issued by government agencies or sponsored agencies | $8,589,000 | 1,060 |
| Privately issued | $1,244,000 | 1,000 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $28,216,000 | 3,196 |
| Total debt securities | $28,216,000 | 3,526 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $33,586,000 | 3,187 |
| U.S. Government securities | $32,312,000 | 2,513 |
| U.S. Treasury securities | $1,253,000 | 671 |
| U.S. Government agency obligations | $31,059,000 | 2,544 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $1,274,000 | 1,875 |
| Privately issued residential mortgage-backed securities | $1,274,000 | 957 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,739,000 | 3,833 |
| Mortgage-backed securities | $15,889,000 | 2,249 |
| Certificates of participation in pools of residential mortgages | $5,924,000 | 3,021 |
| Issued or guaranteed by U.S. | $5,924,000 | 3,006 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $9,965,000 | 1,160 |
| CMOs issued by government agencies or sponsored agencies | $8,691,000 | 1,001 |
| Privately issued | $1,274,000 | 910 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $33,586,000 | 2,798 |
| Total debt securities | $33,586,000 | 3,146 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $33,738,000 | 3,171 |
| U.S. Government securities | $32,402,000 | 2,523 |
| U.S. Treasury securities | $1,250,000 | 704 |
| U.S. Government agency obligations | $31,152,000 | 2,554 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $1,336,000 | 1,815 |
| Privately issued residential mortgage-backed securities | $1,336,000 | 915 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,602,000 | 3,867 |
| Mortgage-backed securities | $16,305,000 | 2,057 |
| Certificates of participation in pools of residential mortgages | $6,087,000 | 2,823 |
| Issued or guaranteed by U.S. | $6,087,000 | 2,808 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $10,218,000 | 1,090 |
| CMOs issued by government agencies or sponsored agencies | $8,882,000 | 955 |
| Privately issued | $1,336,000 | 871 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $33,738,000 | 2,779 |
| Total debt securities | $33,739,000 | 3,128 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $30,003,000 | 3,428 |
| U.S. Government securities | $28,666,000 | 2,782 |
| U.S. Treasury securities | $1,241,000 | 801 |
| U.S. Government agency obligations | $27,425,000 | 2,838 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $1,337,000 | 1,747 |
| Privately issued residential mortgage-backed securities | $1,337,000 | 869 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,241,000 | 6,111 |
| Mortgage-backed securities | $12,779,000 | 2,326 |
| Certificates of participation in pools of residential mortgages | $6,389,000 | 2,674 |
| Issued or guaranteed by U.S. | $6,389,000 | 2,661 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $6,390,000 | 1,381 |
| CMOs issued by government agencies or sponsored agencies | $5,053,000 | 1,292 |
| Privately issued | $1,337,000 | 820 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $30,003,000 | 3,011 |
| Total debt securities | $30,003,000 | 3,386 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $32,534,000 | 3,263 |
| U.S. Government securities | $30,548,000 | 2,647 |
| U.S. Treasury securities | $2,240,000 | 662 |
| U.S. Government agency obligations | $28,308,000 | 2,759 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $1,986,000 | 1,533 |
| Privately issued residential mortgage-backed securities | $1,453,000 | 810 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $533,000 | 1,618 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,240,000 | 5,627 |
| Mortgage-backed securities | $13,608,000 | 2,240 |
| Certificates of participation in pools of residential mortgages | $6,876,000 | 2,568 |
| Issued or guaranteed by U.S. | $6,876,000 | 2,558 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $6,732,000 | 1,311 |
| CMOs issued by government agencies or sponsored agencies | $5,279,000 | 1,240 |
| Privately issued | $1,453,000 | 760 |
| 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) | $32,534,000 | 2,833 |
| Total debt securities | $32,534,000 | 3,220 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $33,566,000 | 3,201 |
| U.S. Government securities | $31,028,000 | 2,658 |
| U.S. Treasury securities | $2,234,000 | 714 |
| U.S. Government agency obligations | $28,794,000 | 2,738 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $2,538,000 | 1,393 |
| Privately issued residential mortgage-backed securities | $1,500,000 | 797 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,038,000 | 1,334 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,234,000 | 5,642 |
| Mortgage-backed securities | $14,245,000 | 2,175 |
| Certificates of participation in pools of residential mortgages | $7,289,000 | 2,496 |
| Issued or guaranteed by U.S. | $7,289,000 | 2,483 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $6,956,000 | 1,284 |
| CMOs issued by government agencies or sponsored agencies | $5,456,000 | 1,231 |
| Privately issued | $1,500,000 | 752 |
| 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) | $33,566,000 | 2,782 |
| Total debt securities | $33,566,000 | 3,165 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $34,107,000 | 3,210 |
| U.S. Government securities | $31,544,000 | 2,671 |
| U.S. Treasury securities | $2,233,000 | 736 |
| U.S. Government agency obligations | $29,311,000 | 2,735 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $2,563,000 | 1,380 |
| Privately issued residential mortgage-backed securities | $1,519,000 | 778 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,044,000 | 1,346 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,248,000 | 5,670 |
| Mortgage-backed securities | $14,773,000 | 2,132 |
| Certificates of participation in pools of residential mortgages | $7,607,000 | 2,451 |
| Issued or guaranteed by U.S. | $7,607,000 | 2,438 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $7,166,000 | 1,227 |
| CMOs issued by government agencies or sponsored agencies | $5,647,000 | 1,184 |
| Privately issued | $1,519,000 | 725 |
| 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) | $34,107,000 | 2,780 |
| Total debt securities | $34,108,000 | 3,168 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $33,948,000 | 3,197 |
| U.S. Government securities | $31,334,000 | 2,661 |
| U.S. Treasury securities | $2,214,000 | 783 |
| U.S. Government agency obligations | $29,120,000 | 2,731 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $2,614,000 | 1,371 |
| Privately issued residential mortgage-backed securities | $1,567,000 | 756 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,047,000 | 1,386 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,214,000 | 5,692 |
| Mortgage-backed securities | $15,101,000 | 2,099 |
| Certificates of participation in pools of residential mortgages | $7,797,000 | 2,427 |
| Issued or guaranteed by U.S. | $7,797,000 | 2,416 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $7,304,000 | 1,216 |
| CMOs issued by government agencies or sponsored agencies | $5,737,000 | 1,167 |
| Privately issued | $1,567,000 | 707 |
| 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) | $33,948,000 | 2,762 |
| Total debt securities | $33,947,000 | 3,162 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $34,298,000 | 3,198 |
| U.S. Government securities | $31,597,000 | 2,678 |
| U.S. Treasury securities | $1,228,000 | 1,045 |
| U.S. Government agency obligations | $30,369,000 | 2,683 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $2,701,000 | 1,385 |
| Privately issued residential mortgage-backed securities | $1,643,000 | 746 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,058,000 | 1,433 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,228,000 | 6,242 |
| Mortgage-backed securities | $16,099,000 | 2,057 |
| Certificates of participation in pools of residential mortgages | $8,473,000 | 2,371 |
| Issued or guaranteed by U.S. | $8,473,000 | 2,360 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $7,626,000 | 1,188 |
| CMOs issued by government agencies or sponsored agencies | $5,983,000 | 1,151 |
| Privately issued | $1,643,000 | 697 |
| 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) | $34,298,000 | 2,761 |
| Total debt securities | $34,298,000 | 3,148 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $35,177,000 | 3,139 |
| U.S. Government securities | $34,109,000 | 2,494 |
| U.S. Treasury securities | $1,232,000 | 1,060 |
| U.S. Government agency obligations | $32,877,000 | 2,491 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $1,068,000 | 2,013 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,068,000 | 1,528 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,232,000 | 6,259 |
| Mortgage-backed securities | $16,902,000 | 2,017 |
| Certificates of participation in pools of residential mortgages | $8,979,000 | 2,300 |
| Issued or guaranteed by U.S. | $8,979,000 | 2,289 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $7,923,000 | 1,160 |
| CMOs issued by government agencies or sponsored agencies | $7,923,000 | 973 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $35,177,000 | 2,706 |
| Total debt securities | $35,175,000 | 3,092 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $35,956,000 | 3,065 |
| U.S. Government securities | $34,874,000 | 2,433 |
| U.S. Treasury securities | $1,237,000 | 1,066 |
| U.S. Government agency obligations | $33,637,000 | 2,423 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $1,082,000 | 2,033 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,082,000 | 1,568 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,237,000 | 6,283 |
| Mortgage-backed securities | $17,537,000 | 1,967 |
| Certificates of participation in pools of residential mortgages | $12,113,000 | 1,951 |
| Issued or guaranteed by U.S. | $12,113,000 | 1,938 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,424,000 | 1,418 |
| CMOs issued by government agencies or sponsored agencies | $5,424,000 | 1,223 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $35,956,000 | 2,632 |
| Total debt securities | $35,954,000 | 3,010 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $35,691,000 | 3,127 |
| U.S. Government securities | $34,594,000 | 2,486 |
| U.S. Treasury securities | $1,248,000 | 1,093 |
| U.S. Government agency obligations | $33,346,000 | 2,473 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $1,097,000 | 2,079 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,097,000 | 1,637 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,248,000 | 6,278 |
| Mortgage-backed securities | $17,016,000 | 2,045 |
| Certificates of participation in pools of residential mortgages | $13,193,000 | 1,910 |
| Issued or guaranteed by U.S. | $13,193,000 | 1,897 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $3,823,000 | 1,690 |
| CMOs issued by government agencies or sponsored agencies | $3,823,000 | 1,469 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $35,691,000 | 2,683 |
| Total debt securities | $35,690,000 | 3,074 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $35,277,000 | 3,195 |
| U.S. Government securities | $34,177,000 | 2,553 |
| U.S. Treasury securities | $242,000 | 1,803 |
| U.S. Government agency obligations | $33,935,000 | 2,483 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $1,100,000 | 2,143 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,100,000 | 1,718 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $242,000 | 7,010 |
| Mortgage-backed securities | $18,005,000 | 2,044 |
| Certificates of participation in pools of residential mortgages | $13,981,000 | 1,885 |
| Issued or guaranteed by U.S. | $13,981,000 | 1,874 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,024,000 | 1,682 |
| CMOs issued by government agencies or sponsored agencies | $4,024,000 | 1,473 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $35,277,000 | 2,742 |
| Total debt securities | $35,276,000 | 3,143 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $39,139,000 | 2,952 |
| U.S. Government securities | $37,283,000 | 2,385 |
| U.S. Treasury securities | $248,000 | 1,789 |
| U.S. Government agency obligations | $37,035,000 | 2,306 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $1,127,000 | 2,181 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,127,000 | 1,775 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $729,000 | 1,349 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $248,000 | 7,020 |
| Mortgage-backed securities | $19,278,000 | 1,975 |
| Certificates of participation in pools of residential mortgages | $14,968,000 | 1,828 |
| Issued or guaranteed by U.S. | $14,968,000 | 1,820 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $4,310,000 | 1,656 |
| CMOs issued by government agencies or sponsored agencies | $4,310,000 | 1,465 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $39,139,000 | 2,531 |
| Total debt securities | $38,410,000 | 2,947 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,720 |
| Fair value | $1,507,000 | 1,716 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $38,883,000 | 2,954 |
| U.S. Government securities | $37,738,000 | 2,329 |
| U.S. Treasury securities | $250,000 | 1,799 |
| U.S. Government agency obligations | $37,488,000 | 2,262 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $1,145,000 | 2,209 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,145,000 | 1,832 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 7,050 |
| Mortgage-backed securities | $20,583,000 | 1,895 |
| Certificates of participation in pools of residential mortgages | $15,998,000 | 1,764 |
| Issued or guaranteed by U.S. | $15,998,000 | 1,756 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,585,000 | 1,587 |
| CMOs issued by government agencies or sponsored agencies | $4,585,000 | 1,414 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $38,883,000 | 2,528 |
| Total debt securities | $38,883,000 | 2,901 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,717 |
| Fair value | $1,508,000 | 1,717 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $39,488,000 | 2,981 |
| U.S. Government securities | $38,346,000 | 2,339 |
| U.S. Treasury securities | $245,000 | 1,929 |
| U.S. Government agency obligations | $38,101,000 | 2,270 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $1,142,000 | 2,296 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,142,000 | 1,921 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $245,000 | 7,096 |
| Mortgage-backed securities | $21,532,000 | 1,876 |
| Certificates of participation in pools of residential mortgages | $16,775,000 | 1,726 |
| Issued or guaranteed by U.S. | $16,775,000 | 1,718 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,757,000 | 1,595 |
| CMOs issued by government agencies or sponsored agencies | $4,757,000 | 1,410 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $39,488,000 | 2,539 |
| Total debt securities | $39,488,000 | 2,916 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,700 |
| Fair value | $1,495,000 | 1,702 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $44,147,000 | 2,727 |
| U.S. Government securities | $42,973,000 | 2,117 |
| U.S. Treasury securities | $256,000 | 1,874 |
| U.S. Government agency obligations | $42,717,000 | 2,055 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $1,174,000 | 2,378 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,174,000 | 1,999 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $256,000 | 7,077 |
| Mortgage-backed securities | $24,544,000 | 1,768 |
| Certificates of participation in pools of residential mortgages | $19,261,000 | 1,577 |
| Issued or guaranteed by U.S. | $19,261,000 | 1,567 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $5,283,000 | 1,572 |
| CMOs issued by government agencies or sponsored agencies | $5,283,000 | 1,384 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $44,147,000 | 2,338 |
| Total debt securities | $44,146,000 | 2,664 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,504 |
| Fair value | $1,503,000 | 1,558 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $45,219,000 | 2,694 |
| U.S. Government securities | $44,054,000 | 2,131 |
| U.S. Treasury securities | $502,000 | 1,807 |
| U.S. Government agency obligations | $43,552,000 | 2,078 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $1,165,000 | 2,420 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,165,000 | 2,118 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $502,000 | 6,880 |
| Mortgage-backed securities | $25,656,000 | 1,715 |
| Certificates of participation in pools of residential mortgages | $20,218,000 | 1,530 |
| Issued or guaranteed by U.S. | $20,218,000 | 1,519 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,438,000 | 1,532 |
| CMOs issued by government agencies or sponsored agencies | $5,438,000 | 1,429 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $45,219,000 | 2,326 |
| Total debt securities | $45,219,000 | 2,638 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,373 |
| Fair value | $1,474,000 | 1,458 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $43,281,000 | 2,744 |
| U.S. Government securities | $39,414,000 | 2,279 |
| U.S. Treasury securities | $507,000 | 1,818 |
| U.S. Government agency obligations | $38,907,000 | 2,226 |
| Securities issued by states & political subdivisions | $10,000 | 6,767 |
| Other domestic debt securities | $3,857,000 | 1,563 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,857,000 | 1,293 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $507,000 | 6,899 |
| Mortgage-backed securities | $16,049,000 | 2,300 |
| Certificates of participation in pools of residential mortgages | $13,318,000 | 2,024 |
| Issued or guaranteed by U.S. | $13,318,000 | 2,014 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,731,000 | 2,103 |
| CMOs issued by government agencies or sponsored agencies | $2,731,000 | 1,975 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $43,281,000 | 2,351 |
| Total debt securities | $43,281,000 | 2,673 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 698 |
| Fair value | $3,446,000 | 725 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $39,632,000 | 2,903 |
| U.S. Government securities | $35,647,000 | 2,379 |
| U.S. Treasury securities | $512,000 | 1,832 |
| U.S. Government agency obligations | $35,135,000 | 2,314 |
| Securities issued by states & political subdivisions | $10,000 | 6,790 |
| Other domestic debt securities | $3,975,000 | 1,597 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,975,000 | 1,332 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $512,000 | 6,908 |
| Mortgage-backed securities | $7,666,000 | 3,470 |
| Certificates of participation in pools of residential mortgages | $6,848,000 | 2,966 |
| Issued or guaranteed by U.S. | $6,848,000 | 2,954 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $818,000 | 3,181 |
| CMOs issued by government agencies or sponsored agencies | $818,000 | 3,028 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $39,632,000 | 2,499 |
| Total debt securities | $39,632,000 | 2,828 |
| Structured notes | ||
| Amortized cost | $5,500,000 | 344 |
| Fair value | $5,525,000 | 351 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $39,300,000 | 2,875 |
| U.S. Government securities | $35,449,000 | 2,382 |
| U.S. Treasury securities | $515,000 | 1,860 |
| U.S. Government agency obligations | $34,934,000 | 2,317 |
| Securities issued by states & political subdivisions | $26,000 | 6,746 |
| Other domestic debt securities | $3,825,000 | 1,639 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,825,000 | 1,372 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $515,000 | 6,949 |
| Mortgage-backed securities | $8,096,000 | 3,404 |
| Certificates of participation in pools of residential mortgages | $7,068,000 | 2,874 |
| Issued or guaranteed by U.S. | $7,068,000 | 2,864 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,028,000 | 3,089 |
| CMOs issued by government agencies or sponsored agencies | $1,028,000 | 2,950 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $39,300,000 | 2,464 |
| Total debt securities | $39,298,000 | 2,795 |
| Structured notes | ||
| Amortized cost | $3,649,000 | 398 |
| Fair value | $3,465,000 | 419 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $40,197,000 | 2,792 |
| U.S. Government securities | $36,369,000 | 2,320 |
| U.S. Treasury securities | $519,000 | 1,949 |
| U.S. Government agency obligations | $35,850,000 | 2,255 |
| Securities issued by states & political subdivisions | $26,000 | 6,779 |
| Other domestic debt securities | $3,802,000 | 1,620 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,802,000 | 1,378 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $519,000 | 6,972 |
| Mortgage-backed securities | $7,411,000 | 3,508 |
| Certificates of participation in pools of residential mortgages | $6,371,000 | 2,991 |
| Issued or guaranteed by U.S. | $6,371,000 | 2,979 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,040,000 | 3,105 |
| CMOs issued by government agencies or sponsored agencies | $1,040,000 | 2,968 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $40,197,000 | 2,375 |
| Total debt securities | $40,196,000 | 2,719 |
| Structured notes | ||
| Amortized cost | $4,997,000 | 211 |
| Fair value | $4,995,000 | 215 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $28,845,000 | 3,446 |
| U.S. Government securities | $25,177,000 | 2,933 |
| U.S. Treasury securities | $515,000 | 2,429 |
| U.S. Government agency obligations | $24,662,000 | 2,825 |
| Securities issued by states & political subdivisions | $53,000 | 6,883 |
| Other domestic debt securities | $3,615,000 | 1,701 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,615,000 | 1,393 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $515,000 | 7,144 |
| Mortgage-backed securities | $10,471,000 | 2,793 |
| Certificates of participation in pools of residential mortgages | $9,475,000 | 2,194 |
| Issued or guaranteed by U.S. | $9,475,000 | 2,179 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $996,000 | 3,313 |
| CMOs issued by government agencies or sponsored agencies | $996,000 | 3,147 |
| Privately issued | $0 | 1,359 |
| 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) | $28,845,000 | 2,903 |
| Total debt securities | $28,844,000 | 3,375 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $28,968,000 | 3,519 |
| U.S. Government securities | $25,830,000 | 2,987 |
| U.S. Treasury securities | $495,000 | 3,574 |
| U.S. Government agency obligations | $25,335,000 | 2,822 |
| Securities issued by states & political subdivisions | $3,138,000 | 3,633 |
| 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 | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $495,000 | 7,567 |
| Mortgage-backed securities | $1,149,000 | 5,402 |
| Certificates of participation in pools of residential mortgages | $1,051,000 | 4,731 |
| Issued or guaranteed by U.S. | $1,051,000 | 4,716 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $98,000 | 3,953 |
| CMOs issued by government agencies or sponsored agencies | $98,000 | 3,767 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $28,968,000 | 2,835 |
| Total debt securities | $28,968,000 | 3,434 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $41,060,000 | 2,743 |
| U.S. Government securities | $26,992,000 | 3,032 |
| U.S. Treasury securities | $472,000 | 4,706 |
| U.S. Government agency obligations | $26,520,000 | 2,764 |
| Securities issued by states & political subdivisions | $14,068,000 | 1,195 |
| 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 | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $472,000 | 7,767 |
| Mortgage-backed securities | $2,373,000 | 4,840 |
| Certificates of participation in pools of residential mortgages | $1,459,000 | 4,617 |
| Issued or guaranteed by U.S. | $1,459,000 | 4,604 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $914,000 | 3,129 |
| CMOs issued by government agencies or sponsored agencies | $914,000 | 2,982 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $41,060,000 | 2,121 |
| Total debt securities | $41,060,000 | 2,663 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $52,331,000 | 2,212 |
| U.S. Government securities | $37,315,000 | 2,311 |
| U.S. Treasury securities | $503,000 | 5,959 |
| U.S. Government agency obligations | $36,812,000 | 1,972 |
| Securities issued by states & political subdivisions | $15,016,000 | 1,097 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $503,000 | 7,722 |
| Mortgage-backed securities | $4,757,000 | 3,924 |
| Certificates of participation in pools of residential mortgages | $2,617,000 | 4,028 |
| Issued or guaranteed by U.S. | $2,617,000 | 4,008 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,140,000 | 2,571 |
| CMOs issued by government agencies or sponsored agencies | $2,140,000 | 2,444 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $52,331,000 | 1,662 |
| Total debt securities | $52,331,000 | 2,135 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $44,238,000 | 2,563 |
| U.S. Government securities | $30,679,000 | 2,865 |
| U.S. Treasury securities | $508,000 | 7,066 |
| U.S. Government agency obligations | $30,171,000 | 2,289 |
| Securities issued by states & political subdivisions | $13,559,000 | 1,043 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $508,000 | 8,079 |
| Mortgage-backed securities | $9,040,000 | 2,805 |
| Certificates of participation in pools of residential mortgages | $6,075,000 | 2,626 |
| Issued or guaranteed by U.S. | $6,075,000 | 2,616 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,965,000 | 2,258 |
| CMOs issued by government agencies or sponsored agencies | $2,965,000 | 2,161 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $44,238,000 | 1,818 |
| Total debt securities | $44,238,000 | 2,493 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,189 |
| Fair value | $1,016,000 | 1,161 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $42,492,000 | 2,835 |
| U.S. Government securities | $30,243,000 | 3,184 |
| U.S. Treasury securities | $512,000 | 7,944 |
| U.S. Government agency obligations | $29,731,000 | 2,408 |
| Securities issued by states & political subdivisions | $11,244,000 | 1,292 |
| Other domestic debt securities | $1,005,000 | 2,047 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,005,000 | 1,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $512,000 | 8,458 |
| Mortgage-backed securities | $11,632,000 | 2,675 |
| Certificates of participation in pools of residential mortgages | $7,454,000 | 2,568 |
| Issued or guaranteed by U.S. | $7,454,000 | 2,546 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $4,178,000 | 2,158 |
| CMOs issued by government agencies or sponsored agencies | $4,178,000 | 2,044 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $42,492,000 | 1,935 |
| Total debt securities | $42,492,000 | 2,746 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $41,412,000 | 3,041 |
| U.S. Government securities | $29,685,000 | 3,365 |
| U.S. Treasury securities | $1,516,000 | 7,693 |
| U.S. Government agency obligations | $28,169,000 | 2,487 |
| Securities issued by states & political subdivisions | $9,189,000 | 1,600 |
| Other domestic debt securities | $2,538,000 | 1,585 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,538,000 | 1,210 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $524,000 | 8,757 |
| Mortgage-backed securities | $16,077,000 | 2,270 |
| Certificates of participation in pools of residential mortgages | $8,844,000 | 2,338 |
| Issued or guaranteed by U.S. | $8,844,000 | 2,317 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $7,233,000 | 1,716 |
| CMOs issued by government agencies or sponsored agencies | $7,233,000 | 1,636 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $41,412,000 | 2,042 |
| Total debt securities | $41,412,000 | 2,968 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $52,186,000 | 2,522 |
| U.S. Government securities | $38,613,000 | 2,706 |
| U.S. Treasury securities | $10,292,000 | 3,313 |
| U.S. Government agency obligations | $28,321,000 | 2,386 |
| Securities issued by states & political subdivisions | $11,575,000 | 1,263 |
| Other domestic debt securities | $1,998,000 | 2,046 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,998,000 | 1,604 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $504,000 | 9,185 |
| Mortgage-backed securities | $19,348,000 | 2,083 |
| Certificates of participation in pools of residential mortgages | $9,876,000 | 2,262 |
| Issued or guaranteed by U.S. | $9,876,000 | 2,248 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $9,472,000 | 1,519 |
| CMOs issued by government agencies or sponsored agencies | $9,472,000 | 1,432 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $42,375,000 | 1,743 |
| Available-for-sale securities (fair market value) | $9,811,000 | 4,827 |
| Total debt securities | $52,186,000 | 2,461 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $45,377,000 | 3,066 |
| U.S. Government securities | $35,157,000 | 3,091 |
| U.S. Treasury securities | $7,432,000 | 4,402 |
| U.S. Government agency obligations | $27,725,000 | 2,475 |
| Securities issued by states & political subdivisions | $8,722,000 | 1,780 |
| Other domestic debt securities | $1,498,000 | 2,778 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,498,000 | 2,123 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $505,000 | 9,451 |
| Mortgage-backed securities | $20,215,000 | 2,257 |
| Certificates of participation in pools of residential mortgages | $12,228,000 | 2,173 |
| Issued or guaranteed by U.S. | $12,228,000 | 2,146 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $7,987,000 | 1,959 |
| CMOs issued by government agencies or sponsored agencies | $7,987,000 | 1,846 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $45,377,000 | 2,979 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $40,998,000 | 3,338 |
| U.S. Government securities | $29,600,000 | 3,603 |
| U.S. Treasury securities | $3,447,000 | 7,111 |
| U.S. Government agency obligations | $26,153,000 | 2,567 |
| Securities issued by states & political subdivisions | $8,522,000 | 1,604 |
| Other domestic debt securities | $2,876,000 | 2,408 |
| Privately issued residential mortgage-backed securities | $1,387,000 | 1,498 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,489,000 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,000 | 10,489 |
| Mortgage-backed securities | $22,330,000 | 2,112 |
| Certificates of participation in pools of residential mortgages | $14,941,000 | 1,889 |
| Issued or guaranteed by U.S. | $14,941,000 | 1,852 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $7,389,000 | 2,078 |
| CMOs issued by government agencies or sponsored agencies | $6,002,000 | 2,137 |
| Privately issued | $1,387,000 | 1,188 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $40,998,000 | 3,254 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |