Home > Marine Bank > Securities
Marine Bank, Securities
| 2009-03-31 | Rank | |
| Total securities | $86,588,000 | 1,423 |
| U.S. Government securities | $32,851,000 | 2,461 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $32,851,000 | 2,403 |
| Securities issued by states & political subdivisions | $19,164,000 | 1,186 |
| Other domestic debt securities | $34,573,000 | 393 |
| Privately issued residential mortgage-backed securities | $33,151,000 | 277 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,422,000 | 1,353 |
| 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 | $82,277,000 | 715 |
| Mortgage-backed securities | $64,446,000 | 984 |
| Certificates of participation in pools of residential mortgages | $8,289,000 | 3,037 |
| Issued or guaranteed by U.S. | $8,289,000 | 3,024 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $56,157,000 | 456 |
| CMOs issued by government agencies or sponsored agencies | $23,006,000 | 628 |
| Privately issued | $33,151,000 | 267 |
| 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) | $86,588,000 | 1,248 |
| Total debt securities | $86,588,000 | 1,403 |
| 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 | $107,171,000 | 1,136 |
| U.S. Government securities | $50,069,000 | 1,707 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $50,069,000 | 1,679 |
| Securities issued by states & political subdivisions | $19,026,000 | 1,160 |
| Other domestic debt securities | $37,876,000 | 355 |
| Privately issued residential mortgage-backed securities | $36,319,000 | 249 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,557,000 | 1,265 |
| Foreign debt securities | $200,000 | 109 |
| 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 | $85,582,000 | 689 |
| Mortgage-backed securities | $69,862,000 | 890 |
| Certificates of participation in pools of residential mortgages | $8,676,000 | 2,929 |
| Issued or guaranteed by U.S. | $8,676,000 | 2,915 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $61,186,000 | 413 |
| CMOs issued by government agencies or sponsored agencies | $24,867,000 | 563 |
| Privately issued | $36,319,000 | 240 |
| 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) | $107,171,000 | 980 |
| Total debt securities | $107,171,000 | 1,118 |
| 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 | $113,246,000 | 1,050 |
| U.S. Government securities | $51,206,000 | 1,604 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $51,206,000 | 1,578 |
| Securities issued by states & political subdivisions | $19,033,000 | 1,127 |
| Other domestic debt securities | $42,807,000 | 342 |
| Privately issued residential mortgage-backed securities | $40,191,000 | 241 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,616,000 | 951 |
| Foreign debt securities | $200,000 | 119 |
| 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 | $92,137,000 | 619 |
| Mortgage-backed securities | $75,246,000 | 791 |
| Certificates of participation in pools of residential mortgages | $9,066,000 | 2,788 |
| Issued or guaranteed by U.S. | $9,066,000 | 2,773 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $66,180,000 | 377 |
| CMOs issued by government agencies or sponsored agencies | $25,989,000 | 511 |
| Privately issued | $40,191,000 | 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 | 3,569 |
| Available-for-sale securities (fair market value) | $113,246,000 | 900 |
| Total debt securities | $113,246,000 | 1,035 |
| 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 | $119,382,000 | 1,025 |
| U.S. Government securities | $54,512,000 | 1,538 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $54,512,000 | 1,510 |
| Securities issued by states & political subdivisions | $18,797,000 | 1,171 |
| Other domestic debt securities | $45,873,000 | 338 |
| Privately issued residential mortgage-backed securities | $42,626,000 | 239 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,247,000 | 913 |
| Foreign debt securities | $200,000 | 126 |
| 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 | $104,657,000 | 535 |
| Mortgage-backed securities | $73,527,000 | 796 |
| Certificates of participation in pools of residential mortgages | $7,506,000 | 3,036 |
| Issued or guaranteed by U.S. | $7,506,000 | 3,023 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $66,021,000 | 373 |
| CMOs issued by government agencies or sponsored agencies | $23,395,000 | 535 |
| Privately issued | $42,626,000 | 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 | 3,596 |
| Available-for-sale securities (fair market value) | $119,382,000 | 890 |
| Total debt securities | $119,382,000 | 1,005 |
| 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 | $125,383,000 | 972 |
| U.S. Government securities | $57,155,000 | 1,454 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $57,155,000 | 1,420 |
| Securities issued by states & political subdivisions | $19,547,000 | 1,112 |
| Other domestic debt securities | $48,481,000 | 319 |
| Privately issued residential mortgage-backed securities | $44,895,000 | 220 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,586,000 | 852 |
| Foreign debt securities | $200,000 | 136 |
| 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 | $107,038,000 | 512 |
| Mortgage-backed securities | $77,970,000 | 735 |
| Certificates of participation in pools of residential mortgages | $8,025,000 | 2,851 |
| Issued or guaranteed by U.S. | $8,025,000 | 2,840 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $69,945,000 | 357 |
| CMOs issued by government agencies or sponsored agencies | $25,050,000 | 502 |
| Privately issued | $44,895,000 | 208 |
| 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) | $125,383,000 | 850 |
| Total debt securities | $125,383,000 | 947 |
| 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 | $120,910,000 | 1,001 |
| U.S. Government securities | $56,645,000 | 1,488 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $56,645,000 | 1,462 |
| Securities issued by states & political subdivisions | $19,174,000 | 1,121 |
| Other domestic debt securities | $44,891,000 | 326 |
| Privately issued residential mortgage-backed securities | $41,001,000 | 232 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,890,000 | 779 |
| Foreign debt securities | $200,000 | 143 |
| 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 | $99,767,000 | 549 |
| Mortgage-backed securities | $72,540,000 | 717 |
| Certificates of participation in pools of residential mortgages | $8,320,000 | 2,527 |
| Issued or guaranteed by U.S. | $8,320,000 | 2,513 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $64,220,000 | 383 |
| CMOs issued by government agencies or sponsored agencies | $23,219,000 | 505 |
| Privately issued | $41,001,000 | 221 |
| 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) | $120,910,000 | 867 |
| Total debt securities | $120,910,000 | 976 |
| 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 | $99,510,000 | 1,215 |
| U.S. Government securities | $61,259,000 | 1,388 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $61,259,000 | 1,360 |
| Securities issued by states & political subdivisions | $18,793,000 | 1,116 |
| Other domestic debt securities | $19,258,000 | 503 |
| Privately issued residential mortgage-backed securities | $17,308,000 | 328 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,950,000 | 1,071 |
| Foreign debt securities | $200,000 | 144 |
| 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 | $67,529,000 | 767 |
| Mortgage-backed securities | $50,733,000 | 914 |
| Certificates of participation in pools of residential mortgages | $8,784,000 | 2,290 |
| Issued or guaranteed by U.S. | $8,784,000 | 2,279 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $41,949,000 | 459 |
| CMOs issued by government agencies or sponsored agencies | $24,641,000 | 477 |
| Privately issued | $17,308,000 | 308 |
| 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) | $99,510,000 | 1,063 |
| Total debt securities | $99,510,000 | 1,187 |
| 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 | $92,081,000 | 1,303 |
| U.S. Government securities | $61,658,000 | 1,386 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $61,658,000 | 1,354 |
| Securities issued by states & political subdivisions | $18,435,000 | 1,131 |
| Other domestic debt securities | $11,788,000 | 640 |
| Privately issued residential mortgage-backed securities | $9,788,000 | 408 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 998 |
| Foreign debt securities | $200,000 | 144 |
| 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 | $57,569,000 | 877 |
| Mortgage-backed securities | $43,490,000 | 1,002 |
| Certificates of participation in pools of residential mortgages | $9,090,000 | 2,193 |
| Issued or guaranteed by U.S. | $9,090,000 | 2,183 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $34,400,000 | 514 |
| CMOs issued by government agencies or sponsored agencies | $24,612,000 | 470 |
| Privately issued | $9,788,000 | 388 |
| 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) | $92,081,000 | 1,134 |
| Total debt securities | $92,081,000 | 1,281 |
| 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 | $119,046,000 | 1,019 |
| U.S. Government securities | $89,389,000 | 983 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $89,389,000 | 948 |
| Securities issued by states & political subdivisions | $19,156,000 | 1,072 |
| Other domestic debt securities | $10,301,000 | 709 |
| Privately issued residential mortgage-backed securities | $9,377,000 | 414 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $924,000 | 182 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $200,000 | 153 |
| 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 | $66,139,000 | 780 |
| Mortgage-backed securities | $57,228,000 | 813 |
| Certificates of participation in pools of residential mortgages | $15,639,000 | 1,542 |
| Issued or guaranteed by U.S. | $15,639,000 | 1,536 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $41,589,000 | 449 |
| CMOs issued by government agencies or sponsored agencies | $32,212,000 | 404 |
| Privately issued | $9,377,000 | 391 |
| 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) | $119,046,000 | 866 |
| Total debt securities | $119,046,000 | 989 |
| 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 | $124,754,000 | 989 |
| U.S. Government securities | $94,761,000 | 938 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $94,761,000 | 907 |
| Securities issued by states & political subdivisions | $19,071,000 | 1,058 |
| Other domestic debt securities | $10,722,000 | 668 |
| Privately issued residential mortgage-backed securities | $9,681,000 | 397 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,041,000 | 168 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $200,000 | 153 |
| 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 | $85,009,000 | 634 |
| Mortgage-backed securities | $62,082,000 | 779 |
| Certificates of participation in pools of residential mortgages | $16,526,000 | 1,498 |
| Issued or guaranteed by U.S. | $16,526,000 | 1,491 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $45,556,000 | 427 |
| CMOs issued by government agencies or sponsored agencies | $35,875,000 | 398 |
| Privately issued | $9,681,000 | 377 |
| 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) | $124,754,000 | 843 |
| Total debt securities | $124,754,000 | 956 |
| 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 | $133,278,000 | 927 |
| U.S. Government securities | $103,462,000 | 875 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $103,462,000 | 847 |
| Securities issued by states & political subdivisions | $19,064,000 | 1,060 |
| Other domestic debt securities | $10,552,000 | 683 |
| Privately issued residential mortgage-backed securities | $10,090,000 | 385 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $462,000 | 213 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $200,000 | 153 |
| 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 | $89,156,000 | 601 |
| Mortgage-backed securities | $67,872,000 | 747 |
| Certificates of participation in pools of residential mortgages | $17,409,000 | 1,466 |
| Issued or guaranteed by U.S. | $17,409,000 | 1,456 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $50,463,000 | 403 |
| CMOs issued by government agencies or sponsored agencies | $40,373,000 | 363 |
| Privately issued | $10,090,000 | 363 |
| 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) | $133,278,000 | 783 |
| Total debt securities | $133,278,000 | 907 |
| 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 | $104,074,000 | 1,195 |
| U.S. Government securities | $80,908,000 | 1,124 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $80,908,000 | 1,088 |
| Securities issued by states & political subdivisions | $14,272,000 | 1,417 |
| Other domestic debt securities | $8,794,000 | 773 |
| Privately issued residential mortgage-backed securities | $8,263,000 | 418 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $531,000 | 205 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $100,000 | 180 |
| 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 | $90,382,000 | 598 |
| Mortgage-backed securities | $53,214,000 | 893 |
| Certificates of participation in pools of residential mortgages | $12,006,000 | 1,880 |
| Issued or guaranteed by U.S. | $12,006,000 | 1,869 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $41,208,000 | 454 |
| CMOs issued by government agencies or sponsored agencies | $32,945,000 | 402 |
| Privately issued | $8,263,000 | 395 |
| 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) | $104,074,000 | 1,010 |
| Total debt securities | $104,074,000 | 1,166 |
| 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 | $115,400,000 | 1,090 |
| U.S. Government securities | $93,133,000 | 985 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $93,133,000 | 952 |
| Securities issued by states & political subdivisions | $9,722,000 | 1,994 |
| Other domestic debt securities | $12,445,000 | 629 |
| Privately issued residential mortgage-backed securities | $8,529,000 | 420 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $592,000 | 211 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,324,000 | 851 |
| Foreign debt securities | $100,000 | 186 |
| 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 | $54,183,000 | 919 |
| Mortgage-backed securities | $58,995,000 | 832 |
| Certificates of participation in pools of residential mortgages | $13,221,000 | 1,798 |
| Issued or guaranteed by U.S. | $13,221,000 | 1,786 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $45,774,000 | 423 |
| CMOs issued by government agencies or sponsored agencies | $37,245,000 | 377 |
| Privately issued | $8,529,000 | 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 | 4,162 |
| Available-for-sale securities (fair market value) | $115,400,000 | 915 |
| Total debt securities | $115,400,000 | 1,057 |
| 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 | $99,533,000 | 1,255 |
| U.S. Government securities | $81,629,000 | 1,109 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $81,629,000 | 1,071 |
| Securities issued by states & political subdivisions | $8,664,000 | 2,189 |
| Other domestic debt securities | $9,140,000 | 776 |
| Privately issued residential mortgage-backed securities | $6,230,000 | 463 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,910,000 | 962 |
| Foreign debt securities | $100,000 | 182 |
| 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 | $34,748,000 | 1,326 |
| Mortgage-backed securities | $49,374,000 | 964 |
| Certificates of participation in pools of residential mortgages | $8,664,000 | 2,343 |
| Issued or guaranteed by U.S. | $8,664,000 | 2,333 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $40,710,000 | 452 |
| CMOs issued by government agencies or sponsored agencies | $34,480,000 | 394 |
| Privately issued | $6,230,000 | 440 |
| 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) | $99,533,000 | 1,071 |
| Total debt securities | $99,533,000 | 1,227 |
| 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 | $97,628,000 | 1,261 |
| U.S. Government securities | $91,971,000 | 996 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $91,971,000 | 956 |
| Securities issued by states & political subdivisions | $2,049,000 | 4,342 |
| Other domestic debt securities | $3,508,000 | 1,280 |
| 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 | $3,508,000 | 896 |
| Foreign debt securities | $100,000 | 187 |
| 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 | $34,226,000 | 1,319 |
| Mortgage-backed securities | $48,433,000 | 980 |
| Certificates of participation in pools of residential mortgages | $5,254,000 | 3,077 |
| Issued or guaranteed by U.S. | $5,254,000 | 3,063 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $43,179,000 | 428 |
| CMOs issued by government agencies or sponsored agencies | $43,179,000 | 337 |
| 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) | $97,628,000 | 1,069 |
| Total debt securities | $97,629,000 | 1,224 |
| 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 | $91,464,000 | 1,347 |
| U.S. Government securities | $85,010,000 | 1,072 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $85,010,000 | 1,033 |
| Securities issued by states & political subdivisions | $3,848,000 | 3,465 |
| Other domestic debt securities | $2,506,000 | 1,530 |
| 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 | $2,506,000 | 1,130 |
| Foreign debt securities | $100,000 | 190 |
| 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 | $40,225,000 | 1,123 |
| Mortgage-backed securities | $37,881,000 | 1,207 |
| Certificates of participation in pools of residential mortgages | $4,070,000 | 3,486 |
| Issued or guaranteed by U.S. | $4,070,000 | 3,469 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $33,811,000 | 502 |
| CMOs issued by government agencies or sponsored agencies | $33,811,000 | 402 |
| 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) | $91,464,000 | 1,156 |
| Total debt securities | $91,463,000 | 1,319 |
| 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 | $91,062,000 | 1,384 |
| U.S. Government securities | $84,539,000 | 1,097 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $84,539,000 | 1,057 |
| Securities issued by states & political subdivisions | $3,918,000 | 3,434 |
| Other domestic debt securities | $2,505,000 | 1,576 |
| 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 | $2,505,000 | 1,196 |
| Foreign debt securities | $100,000 | 195 |
| 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 | $46,891,000 | 1,005 |
| Mortgage-backed securities | $35,507,000 | 1,304 |
| Certificates of participation in pools of residential mortgages | $4,391,000 | 3,440 |
| Issued or guaranteed by U.S. | $4,391,000 | 3,430 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $31,116,000 | 543 |
| CMOs issued by government agencies or sponsored agencies | $31,116,000 | 437 |
| 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) | $3,867,000 | 2,241 |
| Available-for-sale securities (fair market value) | $87,195,000 | 1,227 |
| Total debt securities | $91,061,000 | 1,350 |
| 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 | $80,949,000 | 1,559 |
| U.S. Government securities | $73,921,000 | 1,261 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $73,921,000 | 1,213 |
| Securities issued by states & political subdivisions | $4,425,000 | 3,247 |
| Other domestic debt securities | $2,503,000 | 1,630 |
| 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 | $2,503,000 | 1,250 |
| Foreign debt securities | $100,000 | 195 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,963,000 | 910 |
| Mortgage-backed securities | $35,433,000 | 1,329 |
| Certificates of participation in pools of residential mortgages | $4,772,000 | 3,375 |
| Issued or guaranteed by U.S. | $4,772,000 | 3,363 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $30,661,000 | 572 |
| CMOs issued by government agencies or sponsored agencies | $30,661,000 | 453 |
| 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) | $3,883,000 | 2,257 |
| Available-for-sale securities (fair market value) | $77,066,000 | 1,393 |
| Total debt securities | $80,950,000 | 1,517 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| 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 | $86,855,000 | 1,474 |
| U.S. Government securities | $81,925,000 | 1,139 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $81,925,000 | 1,096 |
| Securities issued by states & political subdivisions | $4,830,000 | 3,120 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $100,000 | 198 |
| 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 | $62,153,000 | 791 |
| Mortgage-backed securities | $35,446,000 | 1,317 |
| Certificates of participation in pools of residential mortgages | $5,139,000 | 3,281 |
| Issued or guaranteed by U.S. | $5,139,000 | 3,275 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $30,307,000 | 572 |
| CMOs issued by government agencies or sponsored agencies | $30,307,000 | 462 |
| 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) | $4,286,000 | 2,181 |
| Available-for-sale securities (fair market value) | $82,569,000 | 1,309 |
| Total debt securities | $86,856,000 | 1,429 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| 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 | $85,940,000 | 1,506 |
| U.S. Government securities | $80,015,000 | 1,185 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $80,015,000 | 1,138 |
| Securities issued by states & political subdivisions | $5,825,000 | 2,801 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $100,000 | 197 |
| 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 | $55,849,000 | 839 |
| Mortgage-backed securities | $37,669,000 | 1,282 |
| Certificates of participation in pools of residential mortgages | $5,554,000 | 3,249 |
| Issued or guaranteed by U.S. | $5,554,000 | 3,241 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $32,115,000 | 558 |
| CMOs issued by government agencies or sponsored agencies | $32,115,000 | 453 |
| 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) | $4,307,000 | 2,184 |
| Available-for-sale securities (fair market value) | $81,633,000 | 1,340 |
| Total debt securities | $85,939,000 | 1,463 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| 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 | $89,847,000 | 1,453 |
| U.S. Government securities | $81,007,000 | 1,164 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $81,007,000 | 1,118 |
| Securities issued by states & political subdivisions | $6,143,000 | 2,732 |
| Other domestic debt securities | $2,597,000 | 1,769 |
| 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 | $2,597,000 | 1,420 |
| Foreign debt securities | $100,000 | 205 |
| 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 | $32,081,000 | 1,328 |
| Mortgage-backed securities | $42,471,000 | 1,212 |
| Certificates of participation in pools of residential mortgages | $6,329,000 | 3,078 |
| Issued or guaranteed by U.S. | $6,329,000 | 3,067 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $36,142,000 | 534 |
| CMOs issued by government agencies or sponsored agencies | $36,142,000 | 442 |
| 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) | $4,356,000 | 2,152 |
| Available-for-sale securities (fair market value) | $85,491,000 | 1,307 |
| Total debt securities | $89,848,000 | 1,410 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| 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 | $82,294,000 | 1,627 |
| U.S. Government securities | $76,051,000 | 1,306 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $76,051,000 | 1,255 |
| Securities issued by states & political subdivisions | $6,143,000 | 2,761 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $100,000 | 217 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,909,000 | 1,640 |
| Mortgage-backed securities | $41,368,000 | 1,245 |
| Certificates of participation in pools of residential mortgages | $6,923,000 | 2,966 |
| Issued or guaranteed by U.S. | $6,923,000 | 2,952 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $34,445,000 | 547 |
| CMOs issued by government agencies or sponsored agencies | $34,445,000 | 495 |
| 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) | $4,380,000 | 2,187 |
| Available-for-sale securities (fair market value) | $77,914,000 | 1,458 |
| Total debt securities | $82,294,000 | 1,573 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $76,326,000 | 1,720 |
| U.S. Government securities | $69,715,000 | 1,370 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $69,715,000 | 1,327 |
| Securities issued by states & political subdivisions | $6,511,000 | 2,657 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $100,000 | 223 |
| 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 | $27,396,000 | 1,452 |
| Mortgage-backed securities | $40,275,000 | 1,268 |
| Certificates of participation in pools of residential mortgages | $7,631,000 | 2,808 |
| Issued or guaranteed by U.S. | $7,631,000 | 2,794 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $32,644,000 | 568 |
| CMOs issued by government agencies or sponsored agencies | $32,644,000 | 520 |
| 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) | $4,835,000 | 2,110 |
| Available-for-sale securities (fair market value) | $71,491,000 | 1,538 |
| Total debt securities | $76,326,000 | 1,661 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $75,340,000 | 1,667 |
| U.S. Government securities | $65,267,000 | 1,400 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $65,267,000 | 1,346 |
| Securities issued by states & political subdivisions | $9,973,000 | 1,932 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $100,000 | 222 |
| 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 | $38,874,000 | 1,037 |
| Mortgage-backed securities | $32,136,000 | 1,463 |
| Certificates of participation in pools of residential mortgages | $9,967,000 | 2,413 |
| Issued or guaranteed by U.S. | $9,967,000 | 2,400 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $22,169,000 | 771 |
| CMOs issued by government agencies or sponsored agencies | $22,169,000 | 704 |
| 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) | $7,918,000 | 1,645 |
| Available-for-sale securities (fair market value) | $67,422,000 | 1,564 |
| Total debt securities | $75,340,000 | 1,614 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $84,179,000 | 1,487 |
| U.S. Government securities | $69,331,000 | 1,316 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $69,331,000 | 1,259 |
| Securities issued by states & political subdivisions | $10,647,000 | 1,719 |
| Other domestic debt securities | $4,101,000 | 1,567 |
| 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 | $4,101,000 | 1,299 |
| Foreign debt securities | $100,000 | 218 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,222,000 | 1,162 |
| Mortgage-backed securities | $36,209,000 | 1,335 |
| Certificates of participation in pools of residential mortgages | $11,832,000 | 2,145 |
| Issued or guaranteed by U.S. | $11,832,000 | 2,137 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $24,377,000 | 742 |
| CMOs issued by government agencies or sponsored agencies | $24,377,000 | 678 |
| 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) | $8,670,000 | 1,585 |
| Available-for-sale securities (fair market value) | $75,509,000 | 1,392 |
| Total debt securities | $84,178,000 | 1,448 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $80,138,000 | 1,538 |
| U.S. Government securities | $70,199,000 | 1,280 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $70,199,000 | 1,212 |
| Securities issued by states & political subdivisions | $9,839,000 | 1,824 |
| 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 | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $100,000 | 223 |
| 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 | $41,109,000 | 982 |
| Mortgage-backed securities | $40,047,000 | 1,209 |
| Certificates of participation in pools of residential mortgages | $13,150,000 | 1,958 |
| Issued or guaranteed by U.S. | $13,150,000 | 1,947 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $26,897,000 | 686 |
| CMOs issued by government agencies or sponsored agencies | $26,897,000 | 633 |
| 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) | $8,900,000 | 1,599 |
| Available-for-sale securities (fair market value) | $71,238,000 | 1,453 |
| Total debt securities | $80,137,000 | 1,492 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $60,564,000 | 1,852 |
| U.S. Government securities | $48,106,000 | 1,677 |
| U.S. Treasury securities | $2,059,000 | 1,361 |
| U.S. Government agency obligations | $46,047,000 | 1,650 |
| Securities issued by states & political subdivisions | $10,364,000 | 1,669 |
| Other domestic debt securities | $1,994,000 | 2,275 |
| Privately issued residential mortgage-backed securities | $1,994,000 | 626 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $100,000 | 228 |
| 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 | $35,146,000 | 1,070 |
| Mortgage-backed securities | $33,323,000 | 1,285 |
| Certificates of participation in pools of residential mortgages | $5,871,000 | 2,913 |
| Issued or guaranteed by U.S. | $5,871,000 | 2,896 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $27,452,000 | 677 |
| CMOs issued by government agencies or sponsored agencies | $25,458,000 | 637 |
| Privately issued | $1,994,000 | 561 |
| 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) | $15,018,000 | 1,165 |
| Available-for-sale securities (fair market value) | $45,546,000 | 1,975 |
| Total debt securities | $60,564,000 | 1,784 |
| 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 | $59,212,000 | 1,856 |
| U.S. Government securities | $43,075,000 | 1,853 |
| U.S. Treasury securities | $2,016,000 | 1,898 |
| U.S. Government agency obligations | $41,059,000 | 1,812 |
| Securities issued by states & political subdivisions | $10,228,000 | 1,626 |
| Other domestic debt securities | $4,991,000 | 1,215 |
| Privately issued residential mortgage-backed securities | $1,990,000 | 574 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,001,000 | 1,328 |
| Foreign debt securities | $100,000 | 220 |
| Equity securities | $818,000 | 2,864 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,570,000 | 2,283 |
| Mortgage-backed securities | $22,875,000 | 1,343 |
| Certificates of participation in pools of residential mortgages | $8,405,000 | 1,936 |
| Issued or guaranteed by U.S. | $8,405,000 | 1,924 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $14,470,000 | 822 |
| CMOs issued by government agencies or sponsored agencies | $12,480,000 | 792 |
| Privately issued | $1,990,000 | 505 |
| 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) | $13,476,000 | 1,553 |
| Available-for-sale securities (fair market value) | $45,736,000 | 1,904 |
| Total debt securities | $58,394,000 | 1,804 |
| 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 | $34,084,000 | 3,236 |
| U.S. Government securities | $24,946,000 | 3,233 |
| U.S. Treasury securities | $1,985,000 | 2,838 |
| U.S. Government agency obligations | $22,961,000 | 3,105 |
| Securities issued by states & political subdivisions | $5,144,000 | 2,866 |
| Other domestic debt securities | $3,219,000 | 1,487 |
| Privately issued residential mortgage-backed securities | $3,119,000 | 491 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,969 |
| Foreign debt securities | NA | NA |
| Equity securities | $775,000 | 2,870 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,891,000 | 2,014 |
| Mortgage-backed securities | $25,086,000 | 1,377 |
| Certificates of participation in pools of residential mortgages | $8,665,000 | 2,058 |
| Issued or guaranteed by U.S. | $8,665,000 | 2,048 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $16,421,000 | 830 |
| CMOs issued by government agencies or sponsored agencies | $13,302,000 | 825 |
| Privately issued | $3,119,000 | 435 |
| 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) | $13,404,000 | 1,740 |
| Available-for-sale securities (fair market value) | $20,680,000 | 3,800 |
| Total debt securities | $33,309,000 | 3,200 |
| 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 | $22,188,000 | 4,502 |
| U.S. Government securities | $16,951,000 | 4,406 |
| U.S. Treasury securities | $1,011,000 | 5,000 |
| U.S. Government agency obligations | $15,940,000 | 3,935 |
| Securities issued by states & political subdivisions | $490,000 | 6,612 |
| Other domestic debt securities | $4,347,000 | 1,196 |
| Privately issued residential mortgage-backed securities | $3,742,000 | 425 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $605,000 | 2,106 |
| Foreign debt securities | NA | NA |
| Equity securities | $400,000 | 4,034 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 7,158 |
| Mortgage-backed securities | $19,682,000 | 1,720 |
| Certificates of participation in pools of residential mortgages | $9,433,000 | 2,071 |
| Issued or guaranteed by U.S. | $9,433,000 | 2,060 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $10,249,000 | 1,162 |
| CMOs issued by government agencies or sponsored agencies | $6,507,000 | 1,439 |
| Privately issued | $3,742,000 | 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) | $3,460,000 | 3,989 |
| Available-for-sale securities (fair market value) | $18,728,000 | 3,990 |
| Total debt securities | $21,788,000 | 4,451 |
| 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 | $10,183,000 | 7,348 |
| U.S. Government securities | $9,460,000 | 6,660 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $9,460,000 | 5,410 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $516,000 | 2,285 |
| 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 | $516,000 | 1,803 |
| Foreign debt securities | NA | NA |
| Equity securities | $207,000 | 5,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $2,971,000 | 4,797 |
| Certificates of participation in pools of residential mortgages | $2,971,000 | 3,769 |
| Issued or guaranteed by U.S. | $2,971,000 | 3,755 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| 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) | $10,183,000 | 5,684 |
| Total debt securities | $9,976,000 | 7,294 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $9,254,000 | 8,189 |
| U.S. Government securities | $8,094,000 | 7,774 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $8,094,000 | 6,206 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $1,008,000 | 2,039 |
| 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 | $1,008,000 | 1,537 |
| Foreign debt securities | NA | NA |
| Equity securities | $152,000 | 5,722 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $3,597,000 | 4,891 |
| Certificates of participation in pools of residential mortgages | $3,597,000 | 3,771 |
| Issued or guaranteed by U.S. | $3,597,000 | 3,750 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| 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) | $3,597,000 | 5,345 |
| Available-for-sale securities (fair market value) | $5,657,000 | 7,468 |
| Total debt securities | $9,090,000 | 8,128 |
| 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 | $16,813,000 | 6,246 |
| U.S. Government securities | $10,154,000 | 7,246 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $10,154,000 | 5,421 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $6,491,000 | 912 |
| 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 | $6,491,000 | 665 |
| Foreign debt securities | NA | NA |
| Equity securities | $168,000 | 5,359 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $4,092,000 | 4,906 |
| Certificates of participation in pools of residential mortgages | $4,092,000 | 3,653 |
| Issued or guaranteed by U.S. | $4,092,000 | 3,623 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| 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) | $4,092,000 | 5,421 |
| Available-for-sale securities (fair market value) | $12,721,000 | 5,368 |
| Total debt securities | $16,433,000 | 6,221 |
| 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 | $18,857,000 | 6,134 |
| U.S. Government securities | $8,666,000 | 8,350 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $8,666,000 | 5,904 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $10,025,000 | 748 |
| 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 | $10,025,000 | 532 |
| Foreign debt securities | NA | NA |
| Equity securities | $166,000 | 5,135 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $4,788,000 | 4,797 |
| Certificates of participation in pools of residential mortgages | $4,788,000 | 3,471 |
| Issued or guaranteed by U.S. | $4,788,000 | 3,448 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| 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) | $18,691,000 | 3,644 |
| Available-for-sale securities (fair market value) | $166,000 | 10,587 |
| Total debt securities | $18,691,000 | 6,068 |
| 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 | $14,736,000 | 7,491 |
| U.S. Government securities | $4,327,000 | 10,907 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $4,327,000 | 8,364 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $10,152,000 | 860 |
| 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 | $10,152,000 | 610 |
| Foreign debt securities | NA | NA |
| Equity securities | $257,000 | 4,124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $4,327,000 | 5,643 |
| Certificates of participation in pools of residential mortgages | $4,327,000 | 4,098 |
| Issued or guaranteed by U.S. | $4,327,000 | 4,059 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $14,479,000 | 7,430 |
| 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 | $9,133,000 | 9,516 |
| U.S. Government securities | $638,000 | 13,360 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $638,000 | 11,957 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $8,500,000 | 1,160 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,500,000 | 800 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $5,000 | 495 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $638,000 | 9,509 |
| Certificates of participation in pools of residential mortgages | $638,000 | 8,245 |
| Issued or guaranteed by U.S. | $638,000 | 8,184 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $9,138,000 | 9,380 |
| 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 |