Home > Natick Federal Savings Bank > Securities
Natick Federal Savings Bank, Securities
| 2012-06-30 | Rank | |
| Total securities | $28,561,000 | 3,811 |
| U.S. Government securities | $9,721,000 | 4,931 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $9,721,000 | 4,833 |
| Securities issued by states & political subdivisions | $1,805,000 | 4,620 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $17,035,000 | 102 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $9,721,000 | 3,508 |
| Certificates of participation in pools of residential mortgages | $6,611,000 | 3,371 |
| Issued or guaranteed by U.S. | $6,611,000 | 3,370 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,110,000 | 2,488 |
| CMOs issued by government agencies or sponsored agencies | $3,110,000 | 2,373 |
| Privately issued | $0 | 1,117 |
| 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) | $11,526,000 | 913 |
| Available-for-sale securities (fair market value) | $17,035,000 | 4,491 |
| Total debt securities | $11,526,000 | 5,476 |
| 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 | $29,860,000 | 3,739 |
| U.S. Government securities | $7,302,000 | 5,449 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $7,302,000 | 5,348 |
| Securities issued by states & political subdivisions | $2,275,000 | 4,397 |
| Other domestic debt securities | $3,248,000 | 1,282 |
| Privately issued residential mortgage-backed securities | $3,248,000 | 438 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $17,035,000 | 97 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $10,550,000 | 3,428 |
| Certificates of participation in pools of residential mortgages | $7,302,000 | 3,241 |
| Issued or guaranteed by U.S. | $7,302,000 | 3,239 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,248,000 | 2,477 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $3,248,000 | 420 |
| 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) | $12,825,000 | 876 |
| Available-for-sale securities (fair market value) | $17,035,000 | 4,516 |
| Total debt securities | $12,825,000 | 5,366 |
| 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 | $31,844,000 | 3,552 |
| U.S. Government securities | $12,533,000 | 4,552 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,533,000 | 4,464 |
| Securities issued by states & political subdivisions | $2,276,000 | 4,380 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $17,035,000 | 100 |
| 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 | $11,533,000 | 3,226 |
| Certificates of participation in pools of residential mortgages | $8,131,000 | 2,995 |
| Issued or guaranteed by U.S. | $8,131,000 | 2,995 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,402,000 | 2,410 |
| CMOs issued by government agencies or sponsored agencies | $3,402,000 | 2,227 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,809,000 | 830 |
| Available-for-sale securities (fair market value) | $17,035,000 | 4,464 |
| Total debt securities | $14,809,000 | 5,097 |
| 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 | $32,838,000 | 3,410 |
| U.S. Government securities | $13,458,000 | 4,384 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,458,000 | 4,288 |
| Securities issued by states & political subdivisions | $2,276,000 | 4,342 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $17,104,000 | 107 |
| 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 | $12,458,000 | 3,075 |
| Certificates of participation in pools of residential mortgages | $8,900,000 | 2,825 |
| Issued or guaranteed by U.S. | $8,900,000 | 2,821 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,558,000 | 2,342 |
| CMOs issued by government agencies or sponsored agencies | $3,558,000 | 2,154 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,734,000 | 793 |
| Available-for-sale securities (fair market value) | $17,104,000 | 4,419 |
| Total debt securities | $15,734,000 | 4,953 |
| 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 | $32,651,000 | 3,459 |
| U.S. Government securities | $13,247,000 | 4,518 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,247,000 | 4,399 |
| Securities issued by states & political subdivisions | $2,277,000 | 4,338 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $17,127,000 | 102 |
| 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 | $10,247,000 | 3,285 |
| Certificates of participation in pools of residential mortgages | $9,753,000 | 2,664 |
| Issued or guaranteed by U.S. | $9,753,000 | 2,656 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $494,000 | 3,340 |
| CMOs issued by government agencies or sponsored agencies | $494,000 | 3,068 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,524,000 | 810 |
| Available-for-sale securities (fair market value) | $17,127,000 | 4,480 |
| Total debt securities | $15,524,000 | 5,032 |
| 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 | $39,480,000 | 2,993 |
| U.S. Government securities | $20,099,000 | 3,643 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,099,000 | 3,537 |
| Securities issued by states & political subdivisions | $2,277,000 | 4,317 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $17,104,000 | 104 |
| 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 | $11,099,000 | 3,111 |
| Certificates of participation in pools of residential mortgages | $10,605,000 | 2,477 |
| Issued or guaranteed by U.S. | $10,605,000 | 2,472 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $494,000 | 3,298 |
| CMOs issued by government agencies or sponsored agencies | $494,000 | 3,020 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,376,000 | 618 |
| Available-for-sale securities (fair market value) | $17,104,000 | 4,481 |
| Total debt securities | $22,376,000 | 4,255 |
| 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 | $33,751,000 | 3,232 |
| U.S. Government securities | $14,300,000 | 4,159 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,300,000 | 4,042 |
| Securities issued by states & political subdivisions | $2,278,000 | 4,303 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| 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 | $17,173,000 | 102 |
| 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 | $12,300,000 | 2,877 |
| Certificates of participation in pools of residential mortgages | $11,718,000 | 2,248 |
| Issued or guaranteed by U.S. | $11,718,000 | 2,242 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $582,000 | 3,235 |
| CMOs issued by government agencies or sponsored agencies | $582,000 | 2,947 |
| Privately issued | $0 | 1,350 |
| 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) | $16,578,000 | 776 |
| Available-for-sale securities (fair market value) | $17,173,000 | 4,360 |
| Total debt securities | $16,578,000 | 4,792 |
| 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 | $35,472,000 | 3,119 |
| U.S. Government securities | $15,882,000 | 3,924 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,882,000 | 3,812 |
| Securities issued by states & political subdivisions | $2,278,000 | 4,235 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $17,312,000 | 105 |
| 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 | $13,882,000 | 2,686 |
| Certificates of participation in pools of residential mortgages | $13,151,000 | 2,047 |
| Issued or guaranteed by U.S. | $13,151,000 | 2,041 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $731,000 | 3,135 |
| CMOs issued by government agencies or sponsored agencies | $731,000 | 2,834 |
| Privately issued | $0 | 1,417 |
| 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) | $18,160,000 | 739 |
| Available-for-sale securities (fair market value) | $17,312,000 | 4,272 |
| Total debt securities | $18,160,000 | 4,528 |
| 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 | $36,772,000 | 3,036 |
| U.S. Government securities | $17,367,000 | 3,775 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,367,000 | 3,683 |
| Securities issued by states & political subdivisions | $2,278,000 | 4,182 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $17,127,000 | 100 |
| 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 | $15,367,000 | 2,536 |
| Certificates of participation in pools of residential mortgages | $14,636,000 | 1,921 |
| Issued or guaranteed by U.S. | $14,636,000 | 1,914 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $731,000 | 3,063 |
| CMOs issued by government agencies or sponsored agencies | $731,000 | 2,746 |
| Privately issued | $0 | 1,445 |
| 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) | $19,645,000 | 716 |
| Available-for-sale securities (fair market value) | $17,127,000 | 4,319 |
| Total debt securities | $19,645,000 | 4,395 |
| 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 | $38,855,000 | 2,925 |
| U.S. Government securities | $19,505,000 | 3,607 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,505,000 | 3,523 |
| Securities issued by states & political subdivisions | $2,454,000 | 4,093 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| 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 | $16,896,000 | 96 |
| 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 | $17,505,000 | 2,443 |
| Certificates of participation in pools of residential mortgages | $16,139,000 | 1,890 |
| Issued or guaranteed by U.S. | $16,139,000 | 1,887 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,366,000 | 2,716 |
| CMOs issued by government agencies or sponsored agencies | $1,366,000 | 2,396 |
| Privately issued | $0 | 1,481 |
| 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) | $21,959,000 | 663 |
| Available-for-sale securities (fair market value) | $16,896,000 | 4,377 |
| Total debt securities | $21,959,000 | 4,190 |
| 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 | $42,107,000 | 2,747 |
| U.S. Government securities | $22,780,000 | 3,241 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,780,000 | 3,166 |
| Securities issued by states & political subdivisions | $2,454,000 | 4,110 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $16,873,000 | 103 |
| 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 | $20,114,000 | 2,281 |
| Certificates of participation in pools of residential mortgages | $17,555,000 | 1,848 |
| Issued or guaranteed by U.S. | $17,555,000 | 1,842 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,559,000 | 2,295 |
| CMOs issued by government agencies or sponsored agencies | $2,559,000 | 2,011 |
| Privately issued | $0 | 1,512 |
| 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) | $25,234,000 | 611 |
| Available-for-sale securities (fair market value) | $16,873,000 | 4,335 |
| Total debt securities | $25,234,000 | 3,830 |
| 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 | $43,247,000 | 2,687 |
| U.S. Government securities | $23,919,000 | 3,114 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,919,000 | 3,045 |
| Securities issued by states & political subdivisions | $2,455,000 | 4,147 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $16,873,000 | 122 |
| 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 | $21,919,000 | 2,207 |
| Certificates of participation in pools of residential mortgages | $18,718,000 | 1,822 |
| Issued or guaranteed by U.S. | $18,718,000 | 1,817 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,201,000 | 2,159 |
| CMOs issued by government agencies or sponsored agencies | $3,201,000 | 1,855 |
| Privately issued | $0 | 1,566 |
| 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) | $26,374,000 | 619 |
| Available-for-sale securities (fair market value) | $16,873,000 | 4,382 |
| Total debt securities | $26,374,000 | 3,753 |
| 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 | $39,108,000 | 2,848 |
| U.S. Government securities | $20,335,000 | 3,432 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,335,000 | 3,357 |
| Securities issued by states & political subdivisions | $2,455,000 | 4,126 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $16,318,000 | 143 |
| 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 | $20,335,000 | 2,342 |
| Certificates of participation in pools of residential mortgages | $20,335,000 | 1,739 |
| Issued or guaranteed by U.S. | $20,335,000 | 1,732 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| 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) | $22,790,000 | 684 |
| Available-for-sale securities (fair market value) | $16,318,000 | 4,430 |
| Total debt securities | $22,790,000 | 4,054 |
| 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 | $40,877,000 | 2,739 |
| U.S. Government securities | $21,995,000 | 3,312 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,995,000 | 3,248 |
| Securities issued by states & political subdivisions | $2,656,000 | 3,952 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $16,226,000 | 152 |
| 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 | $21,995,000 | 2,255 |
| Certificates of participation in pools of residential mortgages | $21,995,000 | 1,684 |
| Issued or guaranteed by U.S. | $21,995,000 | 1,673 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| 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) | $24,651,000 | 644 |
| Available-for-sale securities (fair market value) | $16,226,000 | 4,427 |
| Total debt securities | $24,651,000 | 3,889 |
| 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 | $42,709,000 | 2,622 |
| U.S. Government securities | $23,180,000 | 3,191 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,180,000 | 3,123 |
| Securities issued by states & political subdivisions | $2,656,000 | 3,920 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $16,873,000 | 130 |
| 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 | $23,180,000 | 2,137 |
| Certificates of participation in pools of residential mortgages | $23,180,000 | 1,593 |
| Issued or guaranteed by U.S. | $23,180,000 | 1,583 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| 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) | $25,836,000 | 618 |
| Available-for-sale securities (fair market value) | $16,873,000 | 4,350 |
| Total debt securities | $25,836,000 | 3,771 |
| 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 | $45,641,000 | 2,439 |
| U.S. Government securities | $24,193,000 | 3,033 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,193,000 | 2,972 |
| Securities issued by states & political subdivisions | $2,657,000 | 3,900 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $18,791,000 | 113 |
| 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 | $24,193,000 | 1,970 |
| Certificates of participation in pools of residential mortgages | $24,193,000 | 1,469 |
| Issued or guaranteed by U.S. | $24,193,000 | 1,458 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| 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) | $26,850,000 | 605 |
| Available-for-sale securities (fair market value) | $18,791,000 | 4,050 |
| Total debt securities | $26,850,000 | 3,610 |
| 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 | $48,702,000 | 2,369 |
| U.S. Government securities | $25,450,000 | 2,965 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,450,000 | 2,913 |
| Securities issued by states & political subdivisions | $2,658,000 | 3,928 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $20,594,000 | 158 |
| 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 | $25,450,000 | 1,879 |
| Certificates of participation in pools of residential mortgages | $25,450,000 | 1,394 |
| Issued or guaranteed by U.S. | $25,450,000 | 1,383 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,108,000 | 572 |
| Available-for-sale securities (fair market value) | $20,594,000 | 3,911 |
| Total debt securities | $28,108,000 | 3,571 |
| 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 | $48,324,000 | 2,376 |
| U.S. Government securities | $23,639,000 | 3,134 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,639,000 | 3,080 |
| Securities issued by states & political subdivisions | $2,658,000 | 3,945 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,027,000 | 169 |
| 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 | $23,639,000 | 1,919 |
| Certificates of participation in pools of residential mortgages | $23,639,000 | 1,429 |
| Issued or guaranteed by U.S. | $23,639,000 | 1,417 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,324,000 | 615 |
| Available-for-sale securities (fair market value) | $23,000,000 | 3,624 |
| Total debt securities | $26,297,000 | 3,703 |
| 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 | $46,702,000 | 2,435 |
| U.S. Government securities | $21,785,000 | 3,367 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,785,000 | 3,302 |
| Securities issued by states & political subdivisions | $2,659,000 | 3,937 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,258,000 | 155 |
| 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 | $21,785,000 | 1,810 |
| Certificates of participation in pools of residential mortgages | $21,785,000 | 1,327 |
| Issued or guaranteed by U.S. | $21,785,000 | 1,319 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,702,000 | 674 |
| Available-for-sale securities (fair market value) | $23,000,000 | 3,637 |
| Total debt securities | $24,444,000 | 3,894 |
| 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 | $53,868,000 | 2,142 |
| U.S. Government securities | $28,973,000 | 2,779 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,973,000 | 2,719 |
| Securities issued by states & political subdivisions | $2,660,000 | 3,940 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,235,000 | 155 |
| 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 | $22,978,000 | 1,629 |
| Certificates of participation in pools of residential mortgages | $22,978,000 | 1,175 |
| Issued or guaranteed by U.S. | $22,978,000 | 1,169 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,868,000 | 567 |
| Available-for-sale securities (fair market value) | $23,000,000 | 3,627 |
| Total debt securities | $31,633,000 | 3,273 |
| 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 | $58,248,000 | 1,965 |
| U.S. Government securities | $33,330,000 | 2,458 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,330,000 | 2,389 |
| Securities issued by states & political subdivisions | $2,660,000 | 3,947 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,258,000 | 137 |
| 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 | $24,343,000 | 1,537 |
| Certificates of participation in pools of residential mortgages | $24,343,000 | 1,119 |
| Issued or guaranteed by U.S. | $24,343,000 | 1,112 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $35,248,000 | 514 |
| Available-for-sale securities (fair market value) | $23,000,000 | 3,610 |
| Total debt securities | $35,990,000 | 2,955 |
| 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 | $62,537,000 | 1,872 |
| U.S. Government securities | $37,502,000 | 2,234 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $37,502,000 | 2,170 |
| Securities issued by states & political subdivisions | $2,661,000 | 3,962 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,374,000 | 137 |
| 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 | $25,515,000 | 1,469 |
| Certificates of participation in pools of residential mortgages | $25,515,000 | 1,066 |
| Issued or guaranteed by U.S. | $25,515,000 | 1,058 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $39,537,000 | 481 |
| Available-for-sale securities (fair market value) | $23,000,000 | 3,606 |
| Total debt securities | $40,163,000 | 2,731 |
| 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 | $66,829,000 | 1,778 |
| U.S. Government securities | $41,817,000 | 2,052 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,817,000 | 1,997 |
| Securities issued by states & political subdivisions | $2,661,000 | 3,968 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,351,000 | 140 |
| 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 | $26,831,000 | 1,446 |
| Certificates of participation in pools of residential mortgages | $26,831,000 | 1,044 |
| Issued or guaranteed by U.S. | $26,831,000 | 1,035 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $43,829,000 | 455 |
| Available-for-sale securities (fair market value) | $23,000,000 | 3,632 |
| Total debt securities | $44,478,000 | 2,535 |
| 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 | $69,362,000 | 1,740 |
| U.S. Government securities | $44,303,000 | 1,974 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $44,303,000 | 1,911 |
| Securities issued by states & political subdivisions | $2,662,000 | 3,947 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,397,000 | 135 |
| 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 | $26,330,000 | 1,462 |
| Certificates of participation in pools of residential mortgages | $26,330,000 | 1,075 |
| Issued or guaranteed by U.S. | $26,330,000 | 1,065 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $66,362,000 | 321 |
| Available-for-sale securities (fair market value) | $3,000,000 | 7,055 |
| Total debt securities | $46,965,000 | 2,426 |
| 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 | $76,824,000 | 1,575 |
| U.S. Government securities | $51,857,000 | 1,722 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $51,857,000 | 1,671 |
| Securities issued by states & political subdivisions | $2,662,000 | 3,922 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,305,000 | 138 |
| 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 | $27,903,000 | 1,419 |
| Certificates of participation in pools of residential mortgages | $27,903,000 | 1,036 |
| Issued or guaranteed by U.S. | $27,903,000 | 1,026 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $73,824,000 | 301 |
| Available-for-sale securities (fair market value) | $3,000,000 | 7,090 |
| Total debt securities | $54,519,000 | 2,113 |
| 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 | $80,838,000 | 1,518 |
| U.S. Government securities | $55,824,000 | 1,620 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $55,824,000 | 1,570 |
| Securities issued by states & political subdivisions | $2,663,000 | 3,972 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,351,000 | 137 |
| 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 | $26,903,000 | 1,465 |
| Certificates of participation in pools of residential mortgages | $26,903,000 | 1,081 |
| Issued or guaranteed by U.S. | $26,903,000 | 1,073 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $75,838,000 | 302 |
| Available-for-sale securities (fair market value) | $5,000,000 | 6,678 |
| Total debt securities | $58,487,000 | 2,012 |
| 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 | $89,575,000 | 1,369 |
| U.S. Government securities | $64,532,000 | 1,410 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $64,532,000 | 1,360 |
| Securities issued by states & political subdivisions | $2,664,000 | 3,982 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,379,000 | 140 |
| 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 | $28,342,000 | 1,416 |
| Certificates of participation in pools of residential mortgages | $28,342,000 | 1,055 |
| Issued or guaranteed by U.S. | $28,342,000 | 1,046 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $84,575,000 | 281 |
| Available-for-sale securities (fair market value) | $5,000,000 | 6,697 |
| Total debt securities | $67,196,000 | 1,767 |
| 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 | $85,793,000 | 1,422 |
| U.S. Government securities | $60,686,000 | 1,487 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $60,686,000 | 1,430 |
| Securities issued by states & political subdivisions | $2,664,000 | 3,983 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,443,000 | 137 |
| 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 | $29,890,000 | 1,386 |
| Certificates of participation in pools of residential mortgages | $29,890,000 | 1,043 |
| Issued or guaranteed by U.S. | $29,890,000 | 1,034 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $80,793,000 | 291 |
| Available-for-sale securities (fair market value) | $5,000,000 | 6,706 |
| Total debt securities | $63,350,000 | 1,851 |
| 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 | $79,052,000 | 1,554 |
| U.S. Government securities | $54,786,000 | 1,652 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $54,786,000 | 1,584 |
| Securities issued by states & political subdivisions | $1,730,000 | 4,535 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,536,000 | 142 |
| 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 | $31,846,000 | 1,355 |
| Certificates of participation in pools of residential mortgages | $31,846,000 | 1,017 |
| Issued or guaranteed by U.S. | $31,846,000 | 1,008 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $74,052,000 | 324 |
| Available-for-sale securities (fair market value) | $5,000,000 | 6,740 |
| Total debt securities | $56,516,000 | 2,061 |
| 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 | $80,812,000 | 1,546 |
| U.S. Government securities | $56,454,000 | 1,644 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $56,454,000 | 1,575 |
| Securities issued by states & political subdivisions | $1,730,000 | 4,544 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,628,000 | 147 |
| 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 | $33,537,000 | 1,352 |
| Certificates of participation in pools of residential mortgages | $33,537,000 | 1,020 |
| Issued or guaranteed by U.S. | $33,537,000 | 1,011 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $75,812,000 | 313 |
| Available-for-sale securities (fair market value) | $5,000,000 | 6,802 |
| Total debt securities | $58,184,000 | 2,055 |
| 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 | $78,618,000 | 1,609 |
| U.S. Government securities | $54,190,000 | 1,714 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $54,190,000 | 1,642 |
| Securities issued by states & political subdivisions | $1,730,000 | 4,545 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,698,000 | 161 |
| 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 | $31,235,000 | 1,444 |
| Certificates of participation in pools of residential mortgages | $31,235,000 | 1,079 |
| Issued or guaranteed by U.S. | $31,235,000 | 1,072 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $73,618,000 | 325 |
| Available-for-sale securities (fair market value) | $5,000,000 | 6,847 |
| Total debt securities | $55,920,000 | 2,153 |
| 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 | $77,647,000 | 1,618 |
| U.S. Government securities | $53,329,000 | 1,730 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $53,329,000 | 1,672 |
| Securities issued by states & political subdivisions | $1,597,000 | 4,637 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,721,000 | 167 |
| 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 | $26,344,000 | 1,625 |
| Certificates of participation in pools of residential mortgages | $26,344,000 | 1,222 |
| Issued or guaranteed by U.S. | $26,344,000 | 1,212 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $71,647,000 | 322 |
| Available-for-sale securities (fair market value) | $6,000,000 | 6,625 |
| Total debt securities | $54,926,000 | 2,172 |
| 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 | $82,094,000 | 1,573 |
| U.S. Government securities | $57,776,000 | 1,637 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $57,776,000 | 1,577 |
| Securities issued by states & political subdivisions | $1,597,000 | 4,659 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,721,000 | 172 |
| 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 | $27,746,000 | 1,592 |
| Certificates of participation in pools of residential mortgages | $27,746,000 | 1,200 |
| Issued or guaranteed by U.S. | $27,746,000 | 1,192 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $73,094,000 | 320 |
| Available-for-sale securities (fair market value) | $9,000,000 | 6,038 |
| Total debt securities | $59,373,000 | 2,051 |
| 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 | $78,153,000 | 1,650 |
| U.S. Government securities | $53,697,000 | 1,731 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $53,697,000 | 1,674 |
| Securities issued by states & political subdivisions | $1,597,000 | 4,650 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,859,000 | 191 |
| 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 | $20,631,000 | 1,972 |
| Certificates of participation in pools of residential mortgages | $20,631,000 | 1,504 |
| Issued or guaranteed by U.S. | $20,631,000 | 1,491 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $69,153,000 | 313 |
| Available-for-sale securities (fair market value) | $9,000,000 | 6,028 |
| Total debt securities | $55,294,000 | 2,172 |
| 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 | $75,894,000 | 1,738 |
| U.S. Government securities | $51,438,000 | 1,846 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $51,438,000 | 1,782 |
| Securities issued by states & political subdivisions | $1,597,000 | 4,683 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,859,000 | 192 |
| 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 | $12,300,000 | 2,695 |
| Certificates of participation in pools of residential mortgages | $12,300,000 | 2,162 |
| Issued or guaranteed by U.S. | $12,300,000 | 2,145 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $60,896,000 | 362 |
| Available-for-sale securities (fair market value) | $14,998,000 | 4,907 |
| Total debt securities | $53,035,000 | 2,315 |
| 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 | $66,956,000 | 1,898 |
| U.S. Government securities | $42,798,000 | 2,124 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $42,798,000 | 2,052 |
| Securities issued by states & political subdivisions | $1,299,000 | 4,949 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,859,000 | 206 |
| 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 | $3,582,000 | 4,506 |
| Certificates of participation in pools of residential mortgages | $3,582,000 | 3,888 |
| Issued or guaranteed by U.S. | $3,582,000 | 3,875 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,100,000 | 835 |
| Available-for-sale securities (fair market value) | $43,856,000 | 2,324 |
| Total debt securities | $44,097,000 | 2,630 |
| 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 | $56,548,000 | 2,153 |
| U.S. Government securities | $32,695,000 | 2,558 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,695,000 | 2,455 |
| Securities issued by states & political subdivisions | $855,000 | 5,390 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,998,000 | 211 |
| 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 | $5,374,000 | 4,023 |
| Certificates of participation in pools of residential mortgages | $4,203,000 | 3,705 |
| Issued or guaranteed by U.S. | $4,203,000 | 3,696 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,171,000 | 2,892 |
| CMOs issued by government agencies or sponsored agencies | $1,171,000 | 2,739 |
| 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) | $8,058,000 | 1,634 |
| Available-for-sale securities (fair market value) | $48,490,000 | 2,090 |
| Total debt securities | $33,550,000 | 3,200 |
| 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 | $56,708,000 | 2,119 |
| U.S. Government securities | $36,710,000 | 2,323 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,710,000 | 2,227 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $19,998,000 | 229 |
| 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 | $9,362,000 | 3,163 |
| Certificates of participation in pools of residential mortgages | $7,051,000 | 2,888 |
| Issued or guaranteed by U.S. | $7,051,000 | 2,878 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,311,000 | 2,454 |
| CMOs issued by government agencies or sponsored agencies | $2,311,000 | 2,321 |
| 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) | $7,666,000 | 1,716 |
| Available-for-sale securities (fair market value) | $49,042,000 | 2,049 |
| Total debt securities | $36,710,000 | 2,948 |
| 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 | $42,539,000 | 2,654 |
| U.S. Government securities | $31,539,000 | 2,587 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,539,000 | 2,483 |
| 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 | $11,000,000 | 384 |
| 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 | $10,207,000 | 2,975 |
| Certificates of participation in pools of residential mortgages | $7,598,000 | 2,719 |
| Issued or guaranteed by U.S. | $7,598,000 | 2,710 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,609,000 | 2,406 |
| CMOs issued by government agencies or sponsored agencies | $2,609,000 | 2,290 |
| 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) | $19,975,000 | 927 |
| Available-for-sale securities (fair market value) | $22,564,000 | 3,689 |
| Total debt securities | $31,539,000 | 3,314 |
| 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 | $23,025,000 | 4,095 |
| U.S. Government securities | $23,025,000 | 3,164 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,025,000 | 2,998 |
| 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 | $15,109,000 | 2,240 |
| Certificates of participation in pools of residential mortgages | $10,955,000 | 1,984 |
| Issued or guaranteed by U.S. | $10,955,000 | 1,971 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $4,154,000 | 2,056 |
| CMOs issued by government agencies or sponsored agencies | $4,154,000 | 1,927 |
| 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) | $13,318,000 | 1,274 |
| Available-for-sale securities (fair market value) | $9,707,000 | 5,700 |
| Total debt securities | $23,025,000 | 4,018 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $21,121,000 | 4,469 |
| U.S. Government securities | $21,121,000 | 3,510 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,121,000 | 3,251 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,240,000 | 1,593 |
| Certificates of participation in pools of residential mortgages | $16,249,000 | 1,229 |
| Issued or guaranteed by U.S. | $16,249,000 | 1,221 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,991,000 | 2,301 |
| CMOs issued by government agencies or sponsored agencies | $1,991,000 | 2,162 |
| 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) | $15,706,000 | 1,372 |
| Available-for-sale securities (fair market value) | $5,415,000 | 7,101 |
| Total debt securities | $21,121,000 | 4,351 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $14,906,000 | 5,816 |
| U.S. Government securities | $14,906,000 | 4,788 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,906,000 | 4,314 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,906,000 | 1,973 |
| Certificates of participation in pools of residential mortgages | $12,915,000 | 1,564 |
| Issued or guaranteed by U.S. | $12,915,000 | 1,553 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,991,000 | 2,440 |
| CMOs issued by government agencies or sponsored agencies | $1,991,000 | 2,299 |
| 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) | $9,444,000 | 2,188 |
| Available-for-sale securities (fair market value) | $5,462,000 | 7,276 |
| Total debt securities | $14,906,000 | 5,718 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $21,867,000 | 4,556 |
| U.S. Government securities | $21,867,000 | 3,665 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,867,000 | 3,111 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,867,000 | 1,771 |
| Certificates of participation in pools of residential mortgages | $16,419,000 | 1,407 |
| Issued or guaranteed by U.S. | $16,419,000 | 1,397 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,448,000 | 2,447 |
| CMOs issued by government agencies or sponsored agencies | $2,448,000 | 2,323 |
| 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) | $16,349,000 | 1,633 |
| Available-for-sale securities (fair market value) | $5,518,000 | 7,174 |
| Total debt securities | $21,867,000 | 4,439 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $30,982,000 | 3,534 |
| U.S. Government securities | $30,982,000 | 2,838 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,982,000 | 2,234 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,982,000 | 1,430 |
| Certificates of participation in pools of residential mortgages | $22,534,000 | 1,129 |
| Issued or guaranteed by U.S. | $22,534,000 | 1,116 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,448,000 | 2,471 |
| CMOs issued by government agencies or sponsored agencies | $2,448,000 | 2,362 |
| 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) | $21,090,000 | 1,593 |
| Available-for-sale securities (fair market value) | $9,892,000 | 5,773 |
| Total debt securities | $30,982,000 | 3,434 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $29,352,000 | 3,969 |
| U.S. Government securities | $29,352,000 | 3,266 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,352,000 | 2,438 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $0 | 312 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,352,000 | 1,649 |
| Certificates of participation in pools of residential mortgages | $20,904,000 | 1,291 |
| Issued or guaranteed by U.S. | $20,904,000 | 1,273 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,448,000 | 2,810 |
| CMOs issued by government agencies or sponsored agencies | $2,448,000 | 2,694 |
| 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) | $21,626,000 | 1,782 |
| Available-for-sale securities (fair market value) | $7,726,000 | 6,720 |
| Total debt securities | $29,352,000 | 3,893 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $30,438,000 | 4,021 |
| U.S. Government securities | $30,438,000 | 3,292 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $30,438,000 | 2,298 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 335 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,438,000 | 1,795 |
| Certificates of participation in pools of residential mortgages | $19,994,000 | 1,334 |
| Issued or guaranteed by U.S. | $19,994,000 | 1,314 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,444,000 | 3,141 |
| CMOs issued by government agencies or sponsored agencies | $2,444,000 | 2,999 |
| 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) | $24,613,000 | 1,663 |
| Available-for-sale securities (fair market value) | $5,825,000 | 7,659 |
| Total debt securities | $30,438,000 | 3,926 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $30,741,000 | 4,184 |
| U.S. Government securities | $28,664,000 | 3,619 |
| U.S. Treasury securities | $2,016,000 | 8,168 |
| U.S. Government agency obligations | $26,648,000 | 2,516 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,077,000 | 1,260 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $0 | 406 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,541,000 | 2,535 |
| Certificates of participation in pools of residential mortgages | $14,541,000 | 1,742 |
| Issued or guaranteed by U.S. | $14,541,000 | 1,722 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,664,000 | 2,540 |
| Available-for-sale securities (fair market value) | $2,077,000 | 8,785 |
| Total debt securities | $28,664,000 | 4,352 |
| 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 | $26,751,000 | 4,931 |
| U.S. Government securities | $22,678,000 | 4,613 |
| U.S. Treasury securities | $2,062,000 | 8,311 |
| U.S. Government agency obligations | $20,616,000 | 3,223 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,105,000 | 864 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $32,000 | 215 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,604,000 | 2,588 |
| Certificates of participation in pools of residential mortgages | $16,604,000 | 1,727 |
| Issued or guaranteed by U.S. | $16,604,000 | 1,702 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $22,678,000 | 5,473 |
| 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 | $25,249,000 | 5,127 |
| U.S. Government securities | $21,347,000 | 4,811 |
| U.S. Treasury securities | $2,109,000 | 8,539 |
| U.S. Government agency obligations | $19,238,000 | 3,348 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,914,000 | 777 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $12,000 | 430 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,242,000 | 2,575 |
| Certificates of participation in pools of residential mortgages | $15,657,000 | 1,819 |
| Issued or guaranteed by U.S. | $15,657,000 | 1,784 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,585,000 | 4,378 |
| CMOs issued by government agencies or sponsored agencies | $1,585,000 | 4,030 |
| 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 | $21,347,000 | 5,743 |
| 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 |