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Harrington Bank, FSB, Securities
| 2014-03-31 | Rank | |
| Total securities | $31,766,000 | 3,591 |
| U.S. Government securities | $26,216,000 | 2,993 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $26,216,000 | 2,917 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $5,550,000 | 886 |
| Privately issued residential mortgage-backed securities | $2,249,000 | 322 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $3,301,000 | 236 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,882,000 | 2,791 |
| Mortgage-backed securities | $25,426,000 | 2,048 |
| Certificates of participation in pools of residential mortgages | $15,870,000 | 2,059 |
| Issued or guaranteed by U.S. | $15,870,000 | 2,058 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $9,556,000 | 1,387 |
| CMOs issued by government agencies or sponsored agencies | $7,307,000 | 1,496 |
| Privately issued | $2,249,000 | 309 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $31,766,000 | 3,276 |
| Total debt securities | $31,766,000 | 3,560 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $38,352,000 | 3,212 |
| U.S. Government securities | $31,795,000 | 2,647 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $31,795,000 | 2,572 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $6,557,000 | 849 |
| Privately issued residential mortgage-backed securities | $3,220,000 | 289 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $3,337,000 | 237 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,750,000 | 2,914 |
| Mortgage-backed securities | $31,899,000 | 1,781 |
| Certificates of participation in pools of residential mortgages | $19,310,000 | 1,810 |
| Issued or guaranteed by U.S. | $19,310,000 | 1,809 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $12,589,000 | 1,201 |
| CMOs issued by government agencies or sponsored agencies | $9,369,000 | 1,342 |
| Privately issued | $3,220,000 | 279 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $38,352,000 | 2,925 |
| Total debt securities | $38,353,000 | 3,180 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $27,768,000 | 3,881 |
| U.S. Government securities | $20,140,000 | 3,500 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $20,140,000 | 3,411 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $7,628,000 | 800 |
| Privately issued residential mortgage-backed securities | $4,113,000 | 276 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $3,515,000 | 234 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,734,000 | 2,777 |
| Mortgage-backed securities | $23,853,000 | 2,132 |
| Certificates of participation in pools of residential mortgages | $13,517,000 | 2,282 |
| Issued or guaranteed by U.S. | $13,517,000 | 2,280 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $10,336,000 | 1,350 |
| CMOs issued by government agencies or sponsored agencies | $6,223,000 | 1,635 |
| Privately issued | $4,113,000 | 262 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $27,768,000 | 3,563 |
| Total debt securities | $27,769,000 | 3,849 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $20,844,000 | 4,426 |
| U.S. Government securities | $12,854,000 | 4,291 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $12,854,000 | 4,188 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $7,990,000 | 790 |
| Privately issued residential mortgage-backed securities | $4,261,000 | 282 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $3,729,000 | 226 |
| 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 | $14,331,000 | 2,703 |
| Mortgage-backed securities | $16,674,000 | 2,601 |
| Certificates of participation in pools of residential mortgages | $7,749,000 | 2,955 |
| Issued or guaranteed by U.S. | $7,749,000 | 2,953 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $8,925,000 | 1,473 |
| CMOs issued by government agencies or sponsored agencies | $4,664,000 | 1,884 |
| Privately issued | $4,261,000 | 267 |
| 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) | $20,844,000 | 4,077 |
| Total debt securities | $20,844,000 | 4,394 |
| 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 | $21,862,000 | 4,343 |
| U.S. Government securities | $13,679,000 | 4,234 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $13,679,000 | 4,125 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $8,183,000 | 803 |
| Privately issued residential mortgage-backed securities | $4,442,000 | 288 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $3,741,000 | 217 |
| 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 | $13,877,000 | 2,793 |
| Mortgage-backed securities | $17,672,000 | 2,553 |
| Certificates of participation in pools of residential mortgages | $8,195,000 | 2,929 |
| Issued or guaranteed by U.S. | $8,195,000 | 2,928 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $9,477,000 | 1,476 |
| CMOs issued by government agencies or sponsored agencies | $5,035,000 | 1,878 |
| Privately issued | $4,442,000 | 278 |
| 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) | $21,862,000 | 4,014 |
| Total debt securities | $21,862,000 | 4,318 |
| 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 | $22,398,000 | 4,264 |
| U.S. Government securities | $14,448,000 | 4,067 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $14,448,000 | 3,970 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $7,950,000 | 788 |
| Privately issued residential mortgage-backed securities | $4,204,000 | 308 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $3,746,000 | 192 |
| 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 | $14,398,000 | 2,726 |
| Mortgage-backed securities | $18,180,000 | 2,519 |
| Certificates of participation in pools of residential mortgages | $8,534,000 | 2,866 |
| Issued or guaranteed by U.S. | $8,534,000 | 2,864 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $9,646,000 | 1,532 |
| CMOs issued by government agencies or sponsored agencies | $5,442,000 | 1,879 |
| Privately issued | $4,204,000 | 301 |
| 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) | $22,398,000 | 3,926 |
| Total debt securities | $22,398,000 | 4,239 |
| 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 | $23,361,000 | 4,223 |
| U.S. Government securities | $15,285,000 | 4,070 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $15,285,000 | 3,989 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $8,076,000 | 809 |
| Privately issued residential mortgage-backed securities | $4,298,000 | 339 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $3,778,000 | 183 |
| 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 | $14,869,000 | 2,694 |
| Mortgage-backed securities | $19,114,000 | 2,581 |
| Certificates of participation in pools of residential mortgages | $9,000,000 | 2,934 |
| Issued or guaranteed by U.S. | $9,000,000 | 2,933 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $10,114,000 | 1,574 |
| CMOs issued by government agencies or sponsored agencies | $5,816,000 | 1,896 |
| Privately issued | $4,298,000 | 328 |
| 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) | $23,361,000 | 3,883 |
| Total debt securities | $23,361,000 | 4,193 |
| 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 | $30,591,000 | 3,678 |
| U.S. Government securities | $22,425,000 | 3,402 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $22,425,000 | 3,334 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $8,166,000 | 822 |
| Privately issued residential mortgage-backed securities | $4,382,000 | 363 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $3,784,000 | 173 |
| 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 | $9,522,000 | 3,426 |
| Mortgage-backed securities | $26,322,000 | 2,165 |
| Certificates of participation in pools of residential mortgages | $11,746,000 | 2,625 |
| Issued or guaranteed by U.S. | $11,746,000 | 2,624 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $14,576,000 | 1,300 |
| CMOs issued by government agencies or sponsored agencies | $10,194,000 | 1,486 |
| Privately issued | $4,382,000 | 352 |
| 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) | $30,591,000 | 3,414 |
| Total debt securities | $30,591,000 | 3,650 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| 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 | $31,837,000 | 3,626 |
| U.S. Government securities | $23,627,000 | 3,362 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $23,627,000 | 3,293 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $8,210,000 | 817 |
| Privately issued residential mortgage-backed securities | $4,446,000 | 378 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $3,764,000 | 148 |
| 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 | $9,773,000 | 3,401 |
| Mortgage-backed securities | $27,597,000 | 2,109 |
| Certificates of participation in pools of residential mortgages | $12,517,000 | 2,535 |
| Issued or guaranteed by U.S. | $12,517,000 | 2,529 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $15,080,000 | 1,315 |
| CMOs issued by government agencies or sponsored agencies | $10,634,000 | 1,476 |
| Privately issued | $4,446,000 | 366 |
| 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) | $31,837,000 | 3,357 |
| Total debt securities | $31,837,000 | 3,600 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| 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 | $26,271,000 | 3,987 |
| U.S. Government securities | $17,905,000 | 3,861 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,905,000 | 3,786 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $8,366,000 | 807 |
| Privately issued residential mortgage-backed securities | $8,366,000 | 337 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $26,271,000 | 2,083 |
| Certificates of participation in pools of residential mortgages | $17,905,000 | 1,938 |
| Issued or guaranteed by U.S. | $17,905,000 | 1,937 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $8,366,000 | 1,714 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $8,366,000 | 327 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $26,271,000 | 3,663 |
| Total debt securities | $26,271,000 | 3,959 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $27,006,000 | 3,839 |
| U.S. Government securities | $18,570,000 | 3,741 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,570,000 | 3,656 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $8,436,000 | 790 |
| Privately issued residential mortgage-backed securities | $8,436,000 | 345 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $27,006,000 | 1,984 |
| Certificates of participation in pools of residential mortgages | $18,570,000 | 1,830 |
| Issued or guaranteed by U.S. | $18,570,000 | 1,825 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $8,436,000 | 1,709 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $8,436,000 | 333 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 2,942 |
| Available-for-sale securities (fair market value) | $27,005,000 | 3,534 |
| Total debt securities | $27,006,000 | 3,798 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $28,063,000 | 3,774 |
| U.S. Government securities | $19,287,000 | 3,737 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,287,000 | 3,644 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $8,776,000 | 755 |
| Privately issued residential mortgage-backed securities | $8,776,000 | 363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $28,063,000 | 1,897 |
| Certificates of participation in pools of residential mortgages | $19,287,000 | 1,712 |
| Issued or guaranteed by U.S. | $19,287,000 | 1,709 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $8,776,000 | 1,661 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $8,776,000 | 347 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 2,999 |
| Available-for-sale securities (fair market value) | $28,062,000 | 3,477 |
| Total debt securities | $28,063,000 | 3,744 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $28,849,000 | 3,712 |
| U.S. Government securities | $19,825,000 | 3,672 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,825,000 | 3,566 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $9,024,000 | 764 |
| Privately issued residential mortgage-backed securities | $9,024,000 | 373 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $28,849,000 | 1,841 |
| Certificates of participation in pools of residential mortgages | $19,825,000 | 1,648 |
| Issued or guaranteed by U.S. | $19,825,000 | 1,644 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $9,024,000 | 1,612 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $9,024,000 | 359 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $28,849,000 | 3,417 |
| Total debt securities | $28,849,000 | 3,681 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $29,607,000 | 3,533 |
| U.S. Government securities | $20,443,000 | 3,428 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,443,000 | 3,329 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $9,164,000 | 803 |
| Privately issued residential mortgage-backed securities | $9,164,000 | 390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $29,607,000 | 1,750 |
| Certificates of participation in pools of residential mortgages | $20,443,000 | 1,531 |
| Issued or guaranteed by U.S. | $20,443,000 | 1,524 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $9,164,000 | 1,561 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $9,164,000 | 374 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $29,607,000 | 3,240 |
| Total debt securities | $29,607,000 | 3,504 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $31,455,000 | 3,370 |
| U.S. Government securities | $21,946,000 | 3,240 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,946,000 | 3,133 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $9,509,000 | 813 |
| Privately issued residential mortgage-backed securities | $9,509,000 | 405 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $31,455,000 | 1,671 |
| Certificates of participation in pools of residential mortgages | $21,946,000 | 1,430 |
| Issued or guaranteed by U.S. | $21,946,000 | 1,426 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $9,509,000 | 1,510 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $9,509,000 | 389 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $31,455,000 | 3,068 |
| Total debt securities | $31,455,000 | 3,341 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $30,741,000 | 3,426 |
| U.S. Government securities | $20,049,000 | 3,488 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,049,000 | 3,401 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $10,692,000 | 746 |
| Privately issued residential mortgage-backed securities | $10,692,000 | 415 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $30,741,000 | 1,658 |
| Certificates of participation in pools of residential mortgages | $20,049,000 | 1,535 |
| Issued or guaranteed by U.S. | $20,049,000 | 1,528 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $10,692,000 | 1,370 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $10,692,000 | 399 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $30,741,000 | 3,106 |
| Total debt securities | $30,741,000 | 3,391 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $30,620,000 | 3,459 |
| U.S. Government securities | $19,042,000 | 3,661 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,042,000 | 3,575 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $11,578,000 | 727 |
| Privately issued residential mortgage-backed securities | $11,578,000 | 418 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $30,620,000 | 1,696 |
| Certificates of participation in pools of residential mortgages | $19,042,000 | 1,687 |
| Issued or guaranteed by U.S. | $19,042,000 | 1,684 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $11,578,000 | 1,278 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $11,578,000 | 399 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $30,620,000 | 3,138 |
| Total debt securities | $30,620,000 | 3,428 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $30,791,000 | 3,429 |
| U.S. Government securities | $18,312,000 | 3,702 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,312,000 | 3,633 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $12,479,000 | 720 |
| Privately issued residential mortgage-backed securities | $12,479,000 | 421 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $30,791,000 | 1,695 |
| Certificates of participation in pools of residential mortgages | $18,312,000 | 1,799 |
| Issued or guaranteed by U.S. | $18,312,000 | 1,793 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $12,479,000 | 1,227 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $12,479,000 | 404 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $30,791,000 | 3,105 |
| Total debt securities | $30,791,000 | 3,399 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $31,649,000 | 3,372 |
| U.S. Government securities | $17,042,000 | 3,844 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,042,000 | 3,771 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $14,607,000 | 705 |
| Privately issued residential mortgage-backed securities | $13,209,000 | 441 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,398,000 | 1,312 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $30,251,000 | 1,763 |
| Certificates of participation in pools of residential mortgages | $17,042,000 | 1,945 |
| Issued or guaranteed by U.S. | $17,042,000 | 1,936 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $13,209,000 | 1,186 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $13,209,000 | 422 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $31,649,000 | 3,029 |
| Total debt securities | $31,649,000 | 3,331 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $34,034,000 | 3,144 |
| U.S. Government securities | $17,590,000 | 3,755 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,590,000 | 3,673 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $16,444,000 | 677 |
| Privately issued residential mortgage-backed securities | $14,718,000 | 415 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,726,000 | 1,220 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $32,308,000 | 1,699 |
| Certificates of participation in pools of residential mortgages | $17,590,000 | 1,946 |
| Issued or guaranteed by U.S. | $17,590,000 | 1,935 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $14,718,000 | 1,086 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $14,718,000 | 401 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $34,034,000 | 2,815 |
| Total debt securities | $34,034,000 | 3,111 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $34,809,000 | 3,107 |
| U.S. Government securities | $18,019,000 | 3,770 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,019,000 | 3,690 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $16,790,000 | 640 |
| Privately issued residential mortgage-backed securities | $15,384,000 | 417 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,406,000 | 1,358 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $33,403,000 | 1,669 |
| Certificates of participation in pools of residential mortgages | $18,019,000 | 1,963 |
| Issued or guaranteed by U.S. | $18,019,000 | 1,950 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $15,384,000 | 1,060 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $15,384,000 | 399 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $34,809,000 | 2,772 |
| Total debt securities | $34,809,000 | 3,072 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $40,171,000 | 2,757 |
| U.S. Government securities | $18,328,000 | 3,773 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,328,000 | 3,697 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $21,843,000 | 501 |
| Privately issued residential mortgage-backed securities | $16,676,000 | 383 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,167,000 | 633 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $35,004,000 | 1,556 |
| Certificates of participation in pools of residential mortgages | $18,328,000 | 1,881 |
| Issued or guaranteed by U.S. | $18,328,000 | 1,870 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $16,676,000 | 972 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $16,676,000 | 367 |
| 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) | $40,171,000 | 2,457 |
| Total debt securities | $40,171,000 | 2,724 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $40,210,000 | 2,713 |
| U.S. Government securities | $19,109,000 | 3,622 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,109,000 | 3,552 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $21,101,000 | 506 |
| Privately issued residential mortgage-backed securities | $16,328,000 | 389 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,773,000 | 658 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $35,437,000 | 1,473 |
| Certificates of participation in pools of residential mortgages | $19,109,000 | 1,744 |
| Issued or guaranteed by U.S. | $19,109,000 | 1,734 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $16,328,000 | 935 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $16,328,000 | 373 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000,000 | 2,550 |
| Available-for-sale securities (fair market value) | $39,210,000 | 2,448 |
| Total debt securities | $40,210,000 | 2,686 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $46,707,000 | 2,461 |
| U.S. Government securities | $19,888,000 | 3,559 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,888,000 | 3,492 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $26,819,000 | 458 |
| Privately issued residential mortgage-backed securities | $18,042,000 | 377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,777,000 | 484 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $37,930,000 | 1,375 |
| Certificates of participation in pools of residential mortgages | $19,888,000 | 1,695 |
| Issued or guaranteed by U.S. | $19,888,000 | 1,686 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $18,042,000 | 865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $18,042,000 | 356 |
| 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) | $46,707,000 | 2,163 |
| Total debt securities | $46,707,000 | 2,408 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $48,711,000 | 2,358 |
| U.S. Government securities | $20,934,000 | 3,408 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,934,000 | 3,348 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $27,777,000 | 448 |
| Privately issued residential mortgage-backed securities | $19,433,000 | 355 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,344,000 | 490 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $40,367,000 | 1,277 |
| Certificates of participation in pools of residential mortgages | $20,934,000 | 1,570 |
| Issued or guaranteed by U.S. | $20,934,000 | 1,559 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $19,433,000 | 810 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $19,433,000 | 333 |
| 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) | $348,000 | 3,022 |
| Available-for-sale securities (fair market value) | $48,363,000 | 2,100 |
| Total debt securities | $48,711,000 | 2,306 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $53,546,000 | 2,165 |
| U.S. Government securities | $28,256,000 | 2,804 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,256,000 | 2,743 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $25,290,000 | 445 |
| Privately issued residential mortgage-backed securities | $16,067,000 | 356 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,223,000 | 451 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $44,323,000 | 1,074 |
| Certificates of participation in pools of residential mortgages | $38,320,000 | 855 |
| Issued or guaranteed by U.S. | $22,253,000 | 1,289 |
| Privately issued | $16,067,000 | 53 |
| Collaterized mortgage obligations | $6,003,000 | 1,502 |
| CMOs issued by government agencies or sponsored agencies | $6,003,000 | 1,245 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $53,546,000 | 1,895 |
| Total debt securities | $53,546,000 | 2,125 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $44,393,000 | 2,548 |
| U.S. Government securities | $24,713,000 | 3,135 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,713,000 | 3,068 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $19,680,000 | 494 |
| Privately issued residential mortgage-backed securities | $13,712,000 | 368 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,968,000 | 583 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $38,425,000 | 1,116 |
| Certificates of participation in pools of residential mortgages | $32,109,000 | 924 |
| Issued or guaranteed by U.S. | $18,397,000 | 1,405 |
| Privately issued | $13,712,000 | 57 |
| Collaterized mortgage obligations | $6,316,000 | 1,425 |
| CMOs issued by government agencies or sponsored agencies | $6,316,000 | 1,179 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $44,393,000 | 2,224 |
| Total debt securities | $44,393,000 | 2,502 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $38,323,000 | 2,866 |
| U.S. Government securities | $27,106,000 | 2,929 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,106,000 | 2,861 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $11,217,000 | 657 |
| Privately issued residential mortgage-backed securities | $6,353,000 | 504 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,864,000 | 637 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $33,459,000 | 1,217 |
| Certificates of participation in pools of residential mortgages | $26,172,000 | 1,066 |
| Issued or guaranteed by U.S. | $19,819,000 | 1,298 |
| Privately issued | $6,353,000 | 78 |
| Collaterized mortgage obligations | $7,287,000 | 1,285 |
| CMOs issued by government agencies or sponsored agencies | $7,287,000 | 1,055 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $38,323,000 | 2,500 |
| Total debt securities | $38,323,000 | 2,825 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $39,731,000 | 2,796 |
| U.S. Government securities | $28,267,000 | 2,827 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,267,000 | 2,761 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $11,464,000 | 671 |
| Privately issued residential mortgage-backed securities | $6,396,000 | 492 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,068,000 | 631 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $34,663,000 | 1,181 |
| Certificates of participation in pools of residential mortgages | $26,927,000 | 1,026 |
| Issued or guaranteed by U.S. | $20,531,000 | 1,252 |
| Privately issued | $6,396,000 | 75 |
| Collaterized mortgage obligations | $7,736,000 | 1,220 |
| CMOs issued by government agencies or sponsored agencies | $7,736,000 | 1,011 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $39,731,000 | 2,433 |
| Total debt securities | $39,731,000 | 2,754 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $39,220,000 | 2,854 |
| U.S. Government securities | $29,010,000 | 2,799 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,010,000 | 2,726 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $10,210,000 | 691 |
| Privately issued residential mortgage-backed securities | $6,999,000 | 468 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,211,000 | 817 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $36,009,000 | 1,174 |
| Certificates of participation in pools of residential mortgages | $27,619,000 | 1,015 |
| Issued or guaranteed by U.S. | $20,620,000 | 1,265 |
| Privately issued | $6,999,000 | 65 |
| Collaterized mortgage obligations | $8,390,000 | 1,160 |
| CMOs issued by government agencies or sponsored agencies | $8,390,000 | 960 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $39,220,000 | 2,471 |
| Total debt securities | $39,220,000 | 2,810 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $38,278,000 | 2,933 |
| U.S. Government securities | $16,693,000 | 4,246 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,693,000 | 4,127 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $21,585,000 | 469 |
| Privately issued residential mortgage-backed securities | $21,585,000 | 273 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $38,278,000 | 1,143 |
| Certificates of participation in pools of residential mortgages | $30,479,000 | 955 |
| Issued or guaranteed by U.S. | $8,894,000 | 2,243 |
| Privately issued | $21,585,000 | 52 |
| Collaterized mortgage obligations | $7,799,000 | 1,169 |
| CMOs issued by government agencies or sponsored agencies | $7,799,000 | 978 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $38,278,000 | 2,516 |
| Total debt securities | $38,278,000 | 2,897 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $38,188,000 | 2,933 |
| U.S. Government securities | $16,915,000 | 4,216 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,915,000 | 4,091 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $21,273,000 | 474 |
| Privately issued residential mortgage-backed securities | $21,273,000 | 273 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $38,188,000 | 1,159 |
| Certificates of participation in pools of residential mortgages | $30,791,000 | 956 |
| Issued or guaranteed by U.S. | $9,518,000 | 2,160 |
| Privately issued | $21,273,000 | 52 |
| Collaterized mortgage obligations | $7,397,000 | 1,205 |
| CMOs issued by government agencies or sponsored agencies | $7,397,000 | 1,008 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $38,188,000 | 2,521 |
| Total debt securities | $38,188,000 | 2,897 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $38,998,000 | 2,919 |
| U.S. Government securities | $16,534,000 | 4,310 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,534,000 | 4,175 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $22,464,000 | 465 |
| Privately issued residential mortgage-backed securities | $22,464,000 | 266 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $38,998,000 | 1,144 |
| Certificates of participation in pools of residential mortgages | $32,625,000 | 937 |
| Issued or guaranteed by U.S. | $10,161,000 | 2,114 |
| Privately issued | $22,464,000 | 51 |
| Collaterized mortgage obligations | $6,373,000 | 1,313 |
| CMOs issued by government agencies or sponsored agencies | $6,373,000 | 1,112 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $38,998,000 | 2,513 |
| Total debt securities | $38,998,000 | 2,872 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $40,873,000 | 2,794 |
| U.S. Government securities | $17,551,000 | 4,147 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,551,000 | 4,015 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $23,322,000 | 461 |
| Privately issued residential mortgage-backed securities | $23,322,000 | 263 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $40,873,000 | 1,118 |
| Certificates of participation in pools of residential mortgages | $35,201,000 | 904 |
| Issued or guaranteed by U.S. | $11,879,000 | 1,936 |
| Privately issued | $23,322,000 | 45 |
| Collaterized mortgage obligations | $5,672,000 | 1,385 |
| CMOs issued by government agencies or sponsored agencies | $5,672,000 | 1,188 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $40,873,000 | 2,417 |
| Total debt securities | $40,873,000 | 2,755 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $34,468,000 | 3,166 |
| U.S. Government securities | $13,489,000 | 4,796 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,489,000 | 4,661 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $20,979,000 | 495 |
| Privately issued residential mortgage-backed securities | $20,979,000 | 270 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $34,468,000 | 1,261 |
| Certificates of participation in pools of residential mortgages | $32,670,000 | 966 |
| Issued or guaranteed by U.S. | $11,691,000 | 1,986 |
| Privately issued | $20,979,000 | 47 |
| Collaterized mortgage obligations | $1,798,000 | 2,139 |
| CMOs issued by government agencies or sponsored agencies | $1,798,000 | 1,900 |
| 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) | $34,468,000 | 2,737 |
| Total debt securities | $34,468,000 | 3,113 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $35,825,000 | 3,117 |
| U.S. Government securities | $13,644,000 | 4,809 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,644,000 | 4,672 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $22,181,000 | 487 |
| Privately issued residential mortgage-backed securities | $22,181,000 | 273 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $35,825,000 | 1,252 |
| Certificates of participation in pools of residential mortgages | $33,829,000 | 970 |
| Issued or guaranteed by U.S. | $11,648,000 | 2,058 |
| Privately issued | $22,181,000 | 49 |
| Collaterized mortgage obligations | $1,996,000 | 2,117 |
| CMOs issued by government agencies or sponsored agencies | $1,996,000 | 1,878 |
| 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) | $35,825,000 | 2,677 |
| Total debt securities | $35,825,000 | 3,065 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $28,376,000 | 3,775 |
| U.S. Government securities | $12,075,000 | 5,195 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,075,000 | 5,043 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $16,301,000 | 588 |
| Privately issued residential mortgage-backed securities | $16,301,000 | 309 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $28,376,000 | 1,507 |
| Certificates of participation in pools of residential mortgages | $26,200,000 | 1,224 |
| Issued or guaranteed by U.S. | $9,899,000 | 2,322 |
| Privately issued | $16,301,000 | 47 |
| Collaterized mortgage obligations | $2,176,000 | 2,090 |
| CMOs issued by government agencies or sponsored agencies | $2,176,000 | 1,870 |
| 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) | $28,376,000 | 3,263 |
| Total debt securities | $28,376,000 | 3,719 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $29,870,000 | 3,641 |
| U.S. Government securities | $13,057,000 | 5,005 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,057,000 | 4,850 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $16,813,000 | 595 |
| Privately issued residential mortgage-backed securities | $16,813,000 | 302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $29,870,000 | 1,490 |
| Certificates of participation in pools of residential mortgages | $27,505,000 | 1,186 |
| Issued or guaranteed by U.S. | $10,692,000 | 2,265 |
| Privately issued | $16,813,000 | 47 |
| Collaterized mortgage obligations | $2,365,000 | 2,071 |
| CMOs issued by government agencies or sponsored agencies | $2,365,000 | 1,849 |
| 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) | $29,870,000 | 3,148 |
| Total debt securities | $29,870,000 | 3,579 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $30,171,000 | 3,611 |
| U.S. Government securities | $12,684,000 | 5,098 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,684,000 | 4,943 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $17,487,000 | 577 |
| Privately issued residential mortgage-backed securities | $17,487,000 | 274 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $30,171,000 | 1,486 |
| Certificates of participation in pools of residential mortgages | $27,671,000 | 1,185 |
| Issued or guaranteed by U.S. | $10,184,000 | 2,341 |
| Privately issued | $17,487,000 | 43 |
| Collaterized mortgage obligations | $2,500,000 | 2,029 |
| CMOs issued by government agencies or sponsored agencies | $2,500,000 | 1,814 |
| 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) | $30,171,000 | 3,119 |
| Total debt securities | $30,171,000 | 3,544 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $32,028,000 | 3,485 |
| U.S. Government securities | $14,202,000 | 4,857 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,202,000 | 4,693 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $17,826,000 | 585 |
| Privately issued residential mortgage-backed securities | $17,826,000 | 261 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $32,028,000 | 1,433 |
| Certificates of participation in pools of residential mortgages | $28,991,000 | 1,155 |
| Issued or guaranteed by U.S. | $11,165,000 | 2,235 |
| Privately issued | $17,826,000 | 40 |
| Collaterized mortgage obligations | $3,037,000 | 1,919 |
| CMOs issued by government agencies or sponsored agencies | $3,037,000 | 1,711 |
| 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) | $32,028,000 | 2,999 |
| Total debt securities | $32,028,000 | 3,419 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $31,364,000 | 3,536 |
| U.S. Government securities | $12,435,000 | 5,135 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,435,000 | 4,998 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $18,929,000 | 600 |
| Privately issued residential mortgage-backed securities | $18,929,000 | 264 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $31,364,000 | 1,476 |
| Certificates of participation in pools of residential mortgages | $31,364,000 | 1,108 |
| Issued or guaranteed by U.S. | $12,435,000 | 2,112 |
| Privately issued | $18,929,000 | 39 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $31,364,000 | 3,061 |
| Total debt securities | $31,364,000 | 3,468 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $27,787,000 | 3,928 |
| U.S. Government securities | $11,839,000 | 5,341 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,839,000 | 5,185 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $15,948,000 | 644 |
| Privately issued residential mortgage-backed securities | $15,948,000 | 228 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $27,787,000 | 1,624 |
| Certificates of participation in pools of residential mortgages | $27,787,000 | 1,210 |
| Issued or guaranteed by U.S. | $11,839,000 | 2,191 |
| Privately issued | $15,948,000 | 49 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $27,787,000 | 3,385 |
| Total debt securities | $27,787,000 | 3,857 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $18,871,000 | 4,891 |
| U.S. Government securities | $12,334,000 | 5,084 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,334,000 | 4,931 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $6,537,000 | 1,148 |
| Privately issued residential mortgage-backed securities | $6,537,000 | 336 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,871,000 | 2,083 |
| Certificates of participation in pools of residential mortgages | $18,871,000 | 1,588 |
| Issued or guaranteed by U.S. | $12,334,000 | 2,114 |
| Privately issued | $6,537,000 | 64 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $18,871,000 | 4,272 |
| Total debt securities | $18,871,000 | 4,807 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $27,464,000 | 3,787 |
| U.S. Government securities | $14,109,000 | 4,673 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,109,000 | 4,527 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $13,355,000 | 765 |
| Privately issued residential mortgage-backed securities | $13,355,000 | 250 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $27,464,000 | 1,647 |
| Certificates of participation in pools of residential mortgages | $27,464,000 | 1,214 |
| Issued or guaranteed by U.S. | $14,109,000 | 1,922 |
| Privately issued | $13,355,000 | 49 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $27,464,000 | 3,276 |
| Total debt securities | $27,464,000 | 3,708 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $24,345,000 | 4,097 |
| U.S. Government securities | $18,851,000 | 3,859 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,851,000 | 3,701 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $5,494,000 | 1,321 |
| Privately issued residential mortgage-backed securities | $5,494,000 | 390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,345,000 | 1,793 |
| Certificates of participation in pools of residential mortgages | $24,345,000 | 1,317 |
| Issued or guaranteed by U.S. | $18,851,000 | 1,544 |
| Privately issued | $5,494,000 | 74 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $24,345,000 | 3,533 |
| Total debt securities | $24,345,000 | 4,017 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $22,991,000 | 4,238 |
| U.S. Government securities | $22,991,000 | 3,330 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,991,000 | 3,171 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,991,000 | 1,812 |
| Certificates of participation in pools of residential mortgages | $22,991,000 | 1,319 |
| Issued or guaranteed by U.S. | $22,991,000 | 1,315 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $22,991,000 | 3,641 |
| Total debt securities | $22,991,000 | 4,156 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $19,341,000 | 4,633 |
| U.S. Government securities | $19,341,000 | 3,612 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,341,000 | 3,436 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,341,000 | 1,885 |
| Certificates of participation in pools of residential mortgages | $19,341,000 | 1,329 |
| Issued or guaranteed by U.S. | $19,341,000 | 1,319 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $19,341,000 | 3,926 |
| Total debt securities | $19,341,000 | 4,540 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |