Home > New South Federal Savings Bank > Securities
New South Federal Savings Bank, Securities
| 2009-09-30 | Rank | |
| Total securities | $157,479,000 | 821 |
| U.S. Government securities | $156,070,000 | 586 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $156,070,000 | 562 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $1,409,000 | 2,170 |
| Privately issued residential mortgage-backed securities | $1,409,000 | 1,059 |
| 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 | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $157,479,000 | 462 |
| Certificates of participation in pools of residential mortgages | $154,035,000 | 296 |
| Issued or guaranteed by U.S. | $154,035,000 | 293 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,444,000 | 2,122 |
| CMOs issued by government agencies or sponsored agencies | $2,035,000 | 2,128 |
| Privately issued | $1,409,000 | 1,015 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $157,479,000 | 712 |
| Total debt securities | $157,479,000 | 803 |
| 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 | $228,581,000 | 559 |
| U.S. Government securities | $227,165,000 | 398 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $227,165,000 | 382 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $1,416,000 | 2,215 |
| Privately issued residential mortgage-backed securities | $1,416,000 | 1,090 |
| 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 | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $228,581,000 | 336 |
| Certificates of participation in pools of residential mortgages | $177,442,000 | 268 |
| Issued or guaranteed by U.S. | $177,442,000 | 265 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $51,139,000 | 490 |
| CMOs issued by government agencies or sponsored agencies | $49,723,000 | 361 |
| Privately issued | $1,416,000 | 1,044 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $228,581,000 | 488 |
| Total debt securities | $228,581,000 | 543 |
| 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 | $270,445,000 | 478 |
| U.S. Government securities | $268,923,000 | 349 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $268,923,000 | 340 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $1,522,000 | 2,063 |
| Privately issued residential mortgage-backed securities | $1,522,000 | 1,095 |
| 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 | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $270,445,000 | 297 |
| Certificates of participation in pools of residential mortgages | $182,499,000 | 272 |
| Issued or guaranteed by U.S. | $182,499,000 | 266 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $87,946,000 | 339 |
| CMOs issued by government agencies or sponsored agencies | $86,424,000 | 240 |
| Privately issued | $1,522,000 | 1,049 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $270,445,000 | 410 |
| Total debt securities | $270,445,000 | 468 |
| 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 | $283,297,000 | 442 |
| U.S. Government securities | $281,553,000 | 322 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $281,553,000 | 313 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $1,744,000 | 1,922 |
| Privately issued residential mortgage-backed securities | $1,744,000 | 1,013 |
| 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 | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $283,297,000 | 279 |
| Certificates of participation in pools of residential mortgages | $189,032,000 | 256 |
| Issued or guaranteed by U.S. | $189,032,000 | 251 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $94,265,000 | 317 |
| CMOs issued by government agencies or sponsored agencies | $92,521,000 | 227 |
| Privately issued | $1,744,000 | 973 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $283,297,000 | 382 |
| Total debt securities | $283,297,000 | 434 |
| 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 | $249,630,000 | 485 |
| U.S. Government securities | $155,871,000 | 540 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $155,871,000 | 529 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $93,759,000 | 212 |
| Privately issued residential mortgage-backed securities | $93,759,000 | 144 |
| 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 | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $246,624,000 | 291 |
| Certificates of participation in pools of residential mortgages | $152,865,000 | 295 |
| Issued or guaranteed by U.S. | $152,865,000 | 290 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $93,759,000 | 303 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $93,759,000 | 136 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $249,630,000 | 411 |
| Total debt securities | $249,630,000 | 476 |
| 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 | $241,093,000 | 516 |
| U.S. Government securities | $144,328,000 | 593 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $144,328,000 | 580 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $96,765,000 | 219 |
| Privately issued residential mortgage-backed securities | $94,958,000 | 146 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,807,000 | 1,264 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $231,759,000 | 309 |
| Certificates of participation in pools of residential mortgages | $136,801,000 | 337 |
| Issued or guaranteed by U.S. | $136,801,000 | 331 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $94,958,000 | 298 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $94,958,000 | 137 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $241,093,000 | 448 |
| Total debt securities | $241,093,000 | 501 |
| 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 | $230,883,000 | 548 |
| U.S. Government securities | $230,883,000 | 381 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $230,883,000 | 370 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| 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 | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $209,804,000 | 342 |
| Certificates of participation in pools of residential mortgages | $116,085,000 | 373 |
| Issued or guaranteed by U.S. | $116,085,000 | 367 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $93,719,000 | 297 |
| CMOs issued by government agencies or sponsored agencies | $93,719,000 | 205 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $230,883,000 | 469 |
| Total debt securities | $230,883,000 | 530 |
| 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 | $179,849,000 | 668 |
| U.S. Government securities | $179,849,000 | 484 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $179,849,000 | 470 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| 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 | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $117,703,000 | 479 |
| Certificates of participation in pools of residential mortgages | $116,205,000 | 334 |
| Issued or guaranteed by U.S. | $116,205,000 | 329 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,498,000 | 2,408 |
| CMOs issued by government agencies or sponsored agencies | $1,498,000 | 2,109 |
| 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) | $1,000 | 3,658 |
| Available-for-sale securities (fair market value) | $179,848,000 | 570 |
| Total debt securities | $179,849,000 | 649 |
| 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 | $198,043,000 | 636 |
| U.S. Government securities | $198,043,000 | 453 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $198,043,000 | 440 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| 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 | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $115,141,000 | 479 |
| Certificates of participation in pools of residential mortgages | $113,643,000 | 334 |
| Issued or guaranteed by U.S. | $113,643,000 | 328 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,498,000 | 2,352 |
| CMOs issued by government agencies or sponsored agencies | $1,498,000 | 2,055 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $198,043,000 | 535 |
| Total debt securities | $198,043,000 | 611 |
| 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 | $207,566,000 | 596 |
| U.S. Government securities | $207,566,000 | 431 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $207,566,000 | 420 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| 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 | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $121,323,000 | 476 |
| Certificates of participation in pools of residential mortgages | $119,825,000 | 321 |
| Issued or guaranteed by U.S. | $119,825,000 | 314 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,498,000 | 2,321 |
| CMOs issued by government agencies or sponsored agencies | $1,498,000 | 2,042 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $207,566,000 | 500 |
| Total debt securities | $207,566,000 | 578 |
| 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 | $219,584,000 | 572 |
| U.S. Government securities | $219,584,000 | 418 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $219,584,000 | 406 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| 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 | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $130,127,000 | 454 |
| Certificates of participation in pools of residential mortgages | $128,629,000 | 311 |
| Issued or guaranteed by U.S. | $128,629,000 | 303 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,498,000 | 2,285 |
| CMOs issued by government agencies or sponsored agencies | $1,498,000 | 2,007 |
| 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) | $-7,000 | 8,657 |
| Available-for-sale securities (fair market value) | $219,591,000 | 478 |
| Total debt securities | $219,584,000 | 552 |
| 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 | $228,346,000 | 550 |
| U.S. Government securities | $228,346,000 | 412 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $228,346,000 | 402 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| 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 | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $137,263,000 | 438 |
| Certificates of participation in pools of residential mortgages | $135,775,000 | 299 |
| Issued or guaranteed by U.S. | $135,775,000 | 291 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,488,000 | 2,283 |
| CMOs issued by government agencies or sponsored agencies | $1,488,000 | 2,015 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $228,346,000 | 463 |
| Total debt securities | $228,346,000 | 534 |
| 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 | $251,628,000 | 514 |
| U.S. Government securities | $251,628,000 | 387 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $251,628,000 | 375 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| 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 | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $144,970,000 | 426 |
| Certificates of participation in pools of residential mortgages | $143,334,000 | 294 |
| Issued or guaranteed by U.S. | $143,334,000 | 286 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,636,000 | 2,202 |
| CMOs issued by government agencies or sponsored agencies | $1,636,000 | 1,934 |
| 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) | $-1,000 | 8,747 |
| Available-for-sale securities (fair market value) | $251,629,000 | 434 |
| Total debt securities | $251,628,000 | 497 |
| 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 | $264,187,000 | 497 |
| U.S. Government securities | $264,187,000 | 378 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $264,187,000 | 368 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| 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 | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $153,102,000 | 418 |
| Certificates of participation in pools of residential mortgages | $150,845,000 | 296 |
| Issued or guaranteed by U.S. | $150,845,000 | 289 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,257,000 | 2,005 |
| CMOs issued by government agencies or sponsored agencies | $2,257,000 | 1,749 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $264,187,000 | 423 |
| Total debt securities | $264,187,000 | 478 |
| 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 | $276,142,000 | 487 |
| U.S. Government securities | $276,142,000 | 371 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $276,142,000 | 358 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| 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 | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $164,396,000 | 401 |
| Certificates of participation in pools of residential mortgages | $161,549,000 | 284 |
| Issued or guaranteed by U.S. | $161,549,000 | 277 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,847,000 | 1,860 |
| CMOs issued by government agencies or sponsored agencies | $2,847,000 | 1,616 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $276,142,000 | 411 |
| Total debt securities | $276,142,000 | 475 |
| 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 | $282,774,000 | 482 |
| U.S. Government securities | $282,774,000 | 375 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $282,774,000 | 359 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| 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 | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $175,178,000 | 384 |
| Certificates of participation in pools of residential mortgages | $175,178,000 | 267 |
| Issued or guaranteed by U.S. | $175,178,000 | 262 |
| 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) | $-1,000 | 8,837 |
| Available-for-sale securities (fair market value) | $282,775,000 | 409 |
| Total debt securities | $282,774,000 | 471 |
| 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 | $288,917,000 | 474 |
| U.S. Government securities | $288,917,000 | 361 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $288,917,000 | 345 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| 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 | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $183,835,000 | 375 |
| Certificates of participation in pools of residential mortgages | $183,835,000 | 256 |
| Issued or guaranteed by U.S. | $183,835,000 | 251 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $288,917,000 | 399 |
| Total debt securities | $288,917,000 | 467 |
| 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 | $298,111,000 | 463 |
| U.S. Government securities | $298,111,000 | 353 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $298,111,000 | 339 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| 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 | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $197,967,000 | 360 |
| Certificates of participation in pools of residential mortgages | $197,967,000 | 250 |
| Issued or guaranteed by U.S. | $197,967,000 | 243 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $298,111,000 | 392 |
| Total debt securities | $298,111,000 | 454 |
| 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 | $266,992,000 | 512 |
| U.S. Government securities | $266,992,000 | 389 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $266,992,000 | 374 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| 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 | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $192,997,000 | 371 |
| Certificates of participation in pools of residential mortgages | $192,997,000 | 257 |
| Issued or guaranteed by U.S. | $192,997,000 | 251 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $266,992,000 | 433 |
| Total debt securities | $266,992,000 | 495 |
| 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 | $185,588,000 | 714 |
| U.S. Government securities | $185,588,000 | 566 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $185,588,000 | 541 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| 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 | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $136,593,000 | 492 |
| Certificates of participation in pools of residential mortgages | $136,593,000 | 354 |
| Issued or guaranteed by U.S. | $136,593,000 | 350 |
| 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) | $-3,023,000 | 8,984 |
| Available-for-sale securities (fair market value) | $188,611,000 | 592 |
| Total debt securities | $185,588,000 | 700 |
| 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 | $202,309,000 | 661 |
| U.S. Government securities | $202,309,000 | 532 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $202,309,000 | 505 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| 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 | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $138,828,000 | 485 |
| Certificates of participation in pools of residential mortgages | $138,828,000 | 351 |
| Issued or guaranteed by U.S. | $138,828,000 | 348 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $202,309,000 | 553 |
| Total debt securities | $202,309,000 | 646 |
| 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 | $210,576,000 | 634 |
| U.S. Government securities | $210,576,000 | 519 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $210,576,000 | 494 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| 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 | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $134,782,000 | 504 |
| Certificates of participation in pools of residential mortgages | $134,782,000 | 363 |
| Issued or guaranteed by U.S. | $134,782,000 | 360 |
| 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) | $-3,737,000 | 9,086 |
| Available-for-sale securities (fair market value) | $214,313,000 | 531 |
| Total debt securities | $210,576,000 | 620 |
| 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 | $224,414,000 | 624 |
| U.S. Government securities | $224,414,000 | 488 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $224,414,000 | 469 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| 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 | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $154,899,000 | 475 |
| Certificates of participation in pools of residential mortgages | $154,899,000 | 327 |
| Issued or guaranteed by U.S. | $154,899,000 | 322 |
| 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) | $-5,392,000 | 9,126 |
| Available-for-sale securities (fair market value) | $229,806,000 | 523 |
| Total debt securities | $224,414,000 | 603 |
| 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 | $269,397,000 | 544 |
| U.S. Government securities | $269,397,000 | 425 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $269,397,000 | 414 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| 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 | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $198,592,000 | 399 |
| Certificates of participation in pools of residential mortgages | $198,592,000 | 274 |
| Issued or guaranteed by U.S. | $198,592,000 | 266 |
| 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) | $-5,185,000 | 9,192 |
| Available-for-sale securities (fair market value) | $274,582,000 | 471 |
| Total debt securities | $269,397,000 | 524 |
| 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 | $230,090,000 | 614 |
| U.S. Government securities | $230,090,000 | 489 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $230,090,000 | 476 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| 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 | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $172,036,000 | 448 |
| Certificates of participation in pools of residential mortgages | $172,036,000 | 302 |
| Issued or guaranteed by U.S. | $172,036,000 | 295 |
| 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) | $-4,871,000 | 9,248 |
| Available-for-sale securities (fair market value) | $234,961,000 | 525 |
| Total debt securities | $230,090,000 | 595 |
| 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 | $285,712,000 | 510 |
| U.S. Government securities | $285,712,000 | 400 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $285,712,000 | 383 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| 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 | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $224,042,000 | 362 |
| Certificates of participation in pools of residential mortgages | $224,042,000 | 239 |
| Issued or guaranteed by U.S. | $224,042,000 | 233 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $285,712,000 | 435 |
| Total debt securities | $285,712,000 | 495 |
| 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 | $224,692,000 | 606 |
| U.S. Government securities | $224,692,000 | 487 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $224,692,000 | 470 |
| 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 | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $179,399,000 | 427 |
| Certificates of participation in pools of residential mortgages | $179,164,000 | 286 |
| Issued or guaranteed by U.S. | $179,164,000 | 281 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $235,000 | 3,857 |
| CMOs issued by government agencies or sponsored agencies | $235,000 | 3,681 |
| 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) | $235,000 | 4,285 |
| Available-for-sale securities (fair market value) | $224,457,000 | 522 |
| Total debt securities | $224,692,000 | 587 |
| 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 | $244,542,000 | 542 |
| U.S. Government securities | $244,542,000 | 429 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $244,542,000 | 408 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $208,655,000 | 358 |
| Certificates of participation in pools of residential mortgages | $208,154,000 | 234 |
| Issued or guaranteed by U.S. | $208,154,000 | 227 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $501,000 | 3,612 |
| CMOs issued by government agencies or sponsored agencies | $501,000 | 3,461 |
| 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) | $36,358,000 | 563 |
| Available-for-sale securities (fair market value) | $208,184,000 | 536 |
| Total debt securities | $244,542,000 | 524 |
| 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 | $294,606,000 | 419 |
| U.S. Government securities | $287,084,000 | 334 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $287,084,000 | 309 |
| Securities issued by states & political subdivisions | $7,500,000 | 2,183 |
| Other domestic debt securities | $22,000 | 4,093 |
| 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 | $22,000 | 3,531 |
| 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 | $243,326,000 | 295 |
| Certificates of participation in pools of residential mortgages | $241,423,000 | 198 |
| Issued or guaranteed by U.S. | $241,423,000 | 193 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,903,000 | 2,782 |
| CMOs issued by government agencies or sponsored agencies | $1,903,000 | 2,626 |
| 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) | $-6,099,000 | 9,628 |
| Available-for-sale securities (fair market value) | $300,705,000 | 358 |
| Total debt securities | $294,606,000 | 401 |
| 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 | $160,505,000 | 698 |
| U.S. Government securities | $160,483,000 | 533 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $160,483,000 | 499 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $22,000 | 3,821 |
| 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 | $22,000 | 3,313 |
| 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 | $112,697,000 | 449 |
| Certificates of participation in pools of residential mortgages | $109,705,000 | 301 |
| Issued or guaranteed by U.S. | $109,705,000 | 296 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,992,000 | 1,943 |
| CMOs issued by government agencies or sponsored agencies | $2,992,000 | 1,802 |
| 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) | $2,992,000 | 3,424 |
| Available-for-sale securities (fair market value) | $157,513,000 | 559 |
| Total debt securities | $160,505,000 | 658 |
| 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 | $125,433,000 | 922 |
| U.S. Government securities | $125,379,000 | 713 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $125,379,000 | 647 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $54,000 | 3,656 |
| 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 | $54,000 | 3,092 |
| 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 | $87,864,000 | 571 |
| Certificates of participation in pools of residential mortgages | $87,864,000 | 386 |
| Issued or guaranteed by U.S. | $87,864,000 | 378 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| 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) | $-1,000 | 10,232 |
| Available-for-sale securities (fair market value) | $125,434,000 | 710 |
| Total debt securities | $125,433,000 | 894 |
| 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 | $99,348,000 | 1,161 |
| U.S. Government securities | $98,406,000 | 923 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $98,406,000 | 796 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $942,000 | 2,311 |
| 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 | $942,000 | 1,913 |
| 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 | $54,546,000 | 839 |
| Certificates of participation in pools of residential mortgages | $54,546,000 | 596 |
| Issued or guaranteed by U.S. | $54,546,000 | 589 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $99,348,000 | 880 |
| Total debt securities | $99,348,000 | 1,124 |
| 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 | $183,225,000 | 658 |
| U.S. Government securities | $179,946,000 | 575 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $179,946,000 | 482 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $3,147,000 | 1,077 |
| 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 | $3,147,000 | 840 |
| Foreign debt securities | NA | NA |
| Equity securities | $132,000 | 6,053 |
| 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 | $140,556,000 | 451 |
| Certificates of participation in pools of residential mortgages | $140,556,000 | 312 |
| Issued or guaranteed by U.S. | $140,556,000 | 301 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| 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) | $605,000 | 6,663 |
| Available-for-sale securities (fair market value) | $182,620,000 | 489 |
| Total debt securities | $183,093,000 | 636 |
| 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 | $89,003,000 | 1,344 |
| U.S. Government securities | $83,993,000 | 1,151 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $83,993,000 | 904 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $5,479,000 | 844 |
| 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 | $5,479,000 | 584 |
| Foreign debt securities | NA | NA |
| Equity securities | $153,000 | 5,710 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $622,000 | 35 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $71,496,000 | 731 |
| Certificates of participation in pools of residential mortgages | $71,138,000 | 524 |
| Issued or guaranteed by U.S. | $71,138,000 | 518 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $358,000 | 4,716 |
| CMOs issued by government agencies or sponsored agencies | $358,000 | 4,543 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $89,003,000 | 928 |
| Total debt securities | $89,472,000 | 1,288 |
| 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 | $95,477,000 | 1,301 |
| U.S. Government securities | $84,983,000 | 1,201 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $84,983,000 | 898 |
| Securities issued by states & political subdivisions | $149,000 | 8,442 |
| Other domestic debt securities | $10,981,000 | 646 |
| 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 | $10,981,000 | 453 |
| Foreign debt securities | NA | NA |
| Equity securities | $226,000 | 4,821 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $862,000 | 30 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $72,875,000 | 754 |
| Certificates of participation in pools of residential mortgages | $72,512,000 | 529 |
| Issued or guaranteed by U.S. | $72,512,000 | 514 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $363,000 | 5,140 |
| CMOs issued by government agencies or sponsored agencies | $363,000 | 4,944 |
| 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) | $17,155,000 | 2,279 |
| Available-for-sale securities (fair market value) | $78,322,000 | 1,077 |
| Total debt securities | $96,113,000 | 1,266 |
| 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 | $95,643,000 | 1,350 |
| U.S. Government securities | $89,409,000 | 1,195 |
| U.S. Treasury securities | $3,000,000 | 7,090 |
| U.S. Government agency obligations | $86,409,000 | 866 |
| Securities issued by states & political subdivisions | $148,000 | 8,874 |
| Other domestic debt securities | $6,994,000 | 947 |
| 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 | $6,994,000 | 701 |
| Foreign debt securities | NA | NA |
| Equity securities | $226,000 | 4,561 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $1,134,000 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $77,027,000 | 754 |
| Certificates of participation in pools of residential mortgages | $77,027,000 | 525 |
| Issued or guaranteed by U.S. | $77,027,000 | 505 |
| 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) | $23,271,000 | 3,045 |
| Available-for-sale securities (fair market value) | $72,372,000 | 789 |
| Total debt securities | $96,551,000 | 1,305 |
| 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 | $83,131,000 | 1,656 |
| U.S. Government securities | $77,771,000 | 1,441 |
| U.S. Treasury securities | $2,250,000 | 8,148 |
| U.S. Government agency obligations | $75,521,000 | 993 |
| Securities issued by states & political subdivisions | $150,000 | 9,067 |
| Other domestic debt securities | $7,091,000 | 1,098 |
| 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 | $7,091,000 | 800 |
| Foreign debt securities | NA | NA |
| Equity securities | $226,000 | 4,351 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $2,107,000 | 20 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $66,421,000 | 912 |
| Certificates of participation in pools of residential mortgages | $66,421,000 | 600 |
| Issued or guaranteed by U.S. | $66,421,000 | 573 |
| 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 | $85,012,000 | 1,567 |
| 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 | $98,223,000 | 1,372 |
| U.S. Government securities | $90,842,000 | 1,203 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $90,842,000 | 798 |
| Securities issued by states & political subdivisions | $150,000 | 8,988 |
| Other domestic debt securities | $12,720,000 | 878 |
| 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 | $12,720,000 | 596 |
| Foreign debt securities | NA | NA |
| Equity securities | $226,000 | 3,766 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $5,715,000 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $87,842,000 | 725 |
| Certificates of participation in pools of residential mortgages | $86,842,000 | 485 |
| Issued or guaranteed by U.S. | $86,842,000 | 446 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,000,000 | 5,060 |
| CMOs issued by government agencies or sponsored agencies | $1,000,000 | 4,684 |
| 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 | $103,712,000 | 1,266 |
| 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 |