Home > Queen City Federal Savings Bank > Securities
Queen City Federal Savings Bank, Securities
| 2011-06-30 | Rank | |
| Total securities | $69,213,000 | 1,943 |
| U.S. Government securities | $69,213,000 | 1,419 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $69,213,000 | 1,376 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| 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 | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $61,037,000 | 1,076 |
| Certificates of participation in pools of residential mortgages | $38,054,000 | 1,018 |
| Issued or guaranteed by U.S. | $38,054,000 | 1,014 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $22,983,000 | 960 |
| CMOs issued by government agencies or sponsored agencies | $22,983,000 | 824 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $69,213,000 | 1,758 |
| Total debt securities | $69,213,000 | 1,923 |
| 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 | $65,744,000 | 2,021 |
| U.S. Government securities | $65,744,000 | 1,489 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $65,744,000 | 1,430 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| 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 | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $52,526,000 | 1,182 |
| Certificates of participation in pools of residential mortgages | $34,627,000 | 1,061 |
| Issued or guaranteed by U.S. | $34,627,000 | 1,055 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $17,899,000 | 1,096 |
| CMOs issued by government agencies or sponsored agencies | $17,899,000 | 944 |
| 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) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $65,744,000 | 1,829 |
| Total debt securities | $65,744,000 | 2,003 |
| 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 | $65,134,000 | 1,952 |
| U.S. Government securities | $65,134,000 | 1,411 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $65,134,000 | 1,357 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| 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 | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $46,808,000 | 1,254 |
| Certificates of participation in pools of residential mortgages | $29,360,000 | 1,172 |
| Issued or guaranteed by U.S. | $29,360,000 | 1,161 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $17,448,000 | 1,104 |
| CMOs issued by government agencies or sponsored agencies | $17,448,000 | 937 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $65,134,000 | 1,765 |
| Total debt securities | $65,134,000 | 1,932 |
| 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 | $56,490,000 | 2,155 |
| U.S. Government securities | $56,490,000 | 1,570 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $56,490,000 | 1,506 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| 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 | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $31,023,000 | 1,684 |
| Certificates of participation in pools of residential mortgages | $23,264,000 | 1,369 |
| Issued or guaranteed by U.S. | $23,264,000 | 1,364 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $7,759,000 | 1,659 |
| CMOs issued by government agencies or sponsored agencies | $7,759,000 | 1,460 |
| 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) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $56,490,000 | 1,932 |
| Total debt securities | $56,490,000 | 2,126 |
| 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 | $49,926,000 | 2,366 |
| U.S. Government securities | $49,926,000 | 1,756 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $49,926,000 | 1,694 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| 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 | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,523,000 | 4,384 |
| Certificates of participation in pools of residential mortgages | $3,523,000 | 3,754 |
| Issued or guaranteed by U.S. | $3,523,000 | 3,747 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $49,926,000 | 2,123 |
| Total debt securities | $49,926,000 | 2,343 |
| 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 | $53,501,000 | 2,263 |
| U.S. Government securities | $53,501,000 | 1,667 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $53,501,000 | 1,617 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| 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 | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,251,000 | 4,279 |
| Certificates of participation in pools of residential mortgages | $4,251,000 | 3,649 |
| Issued or guaranteed by U.S. | $4,251,000 | 3,643 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $53,501,000 | 2,018 |
| Total debt securities | $53,501,000 | 2,236 |
| 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 | $48,044,000 | 2,452 |
| U.S. Government securities | $48,044,000 | 1,813 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $48,044,000 | 1,754 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| 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 | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,673,000 | 3,817 |
| Certificates of participation in pools of residential mortgages | $6,673,000 | 3,146 |
| Issued or guaranteed by U.S. | $6,673,000 | 3,139 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| 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) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $48,044,000 | 2,174 |
| Total debt securities | $48,044,000 | 2,421 |
| 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 | $43,887,000 | 2,660 |
| U.S. Government securities | $43,887,000 | 1,931 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $43,887,000 | 1,873 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| 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 | $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 | $7,405,000 | 3,741 |
| Certificates of participation in pools of residential mortgages | $7,405,000 | 3,085 |
| Issued or guaranteed by U.S. | $7,405,000 | 3,075 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| 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) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $43,887,000 | 2,357 |
| Total debt securities | $43,887,000 | 2,626 |
| 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 | $38,333,000 | 2,895 |
| U.S. Government securities | $38,333,000 | 2,141 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,333,000 | 2,096 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| 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 | $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 | $8,050,000 | 3,659 |
| Certificates of participation in pools of residential mortgages | $8,050,000 | 3,023 |
| Issued or guaranteed by U.S. | $8,050,000 | 3,011 |
| 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) | $1,000 | 3,448 |
| Available-for-sale securities (fair market value) | $38,332,000 | 2,580 |
| Total debt securities | $38,333,000 | 2,864 |
| 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 | $42,939,000 | 2,626 |
| U.S. Government securities | $42,939,000 | 1,948 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $42,939,000 | 1,907 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| 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 | $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 | $8,988,000 | 3,574 |
| Certificates of participation in pools of residential mortgages | $8,988,000 | 2,929 |
| Issued or guaranteed by U.S. | $8,988,000 | 2,914 |
| 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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $42,939,000 | 2,343 |
| Total debt securities | $42,939,000 | 2,596 |
| 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 | $36,091,000 | 3,025 |
| U.S. Government securities | $36,091,000 | 2,266 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,091,000 | 2,228 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| 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 | $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 | $9,750,000 | 3,381 |
| Certificates of participation in pools of residential mortgages | $9,750,000 | 2,756 |
| Issued or guaranteed by U.S. | $9,750,000 | 2,741 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $36,091,000 | 2,683 |
| Total debt securities | $36,091,000 | 2,987 |
| 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 | $36,758,000 | 2,928 |
| U.S. Government securities | $36,758,000 | 2,187 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,758,000 | 2,143 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| 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 | $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 | $9,948,000 | 3,270 |
| Certificates of participation in pools of residential mortgages | $9,948,000 | 2,672 |
| Issued or guaranteed by U.S. | $9,948,000 | 2,657 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $36,758,000 | 2,585 |
| Total debt securities | $36,758,000 | 2,890 |
| 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 | $23,434,000 | 4,030 |
| U.S. Government securities | $23,434,000 | 3,171 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,434,000 | 3,111 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| 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 | $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 | $10,434,000 | 3,194 |
| Certificates of participation in pools of residential mortgages | $10,434,000 | 2,589 |
| Issued or guaranteed by U.S. | $10,434,000 | 2,572 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $23,434,000 | 3,594 |
| Total debt securities | $23,434,000 | 3,985 |
| 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 | $22,070,000 | 4,176 |
| U.S. Government securities | $22,070,000 | 3,289 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,070,000 | 3,236 |
| 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 | $10,996,000 | 3,046 |
| Certificates of participation in pools of residential mortgages | $10,996,000 | 2,420 |
| Issued or guaranteed by U.S. | $10,996,000 | 2,406 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $22,070,000 | 3,746 |
| Total debt securities | $22,070,000 | 4,121 |
| 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 | $26,186,000 | 3,769 |
| U.S. Government securities | $26,186,000 | 2,962 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,186,000 | 2,905 |
| 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 | $11,225,000 | 2,737 |
| Certificates of participation in pools of residential mortgages | $11,225,000 | 2,142 |
| Issued or guaranteed by U.S. | $11,225,000 | 2,130 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $26,186,000 | 3,336 |
| Total debt securities | $26,186,000 | 3,719 |
| 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 | $25,572,000 | 3,823 |
| U.S. Government securities | $25,572,000 | 3,051 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,572,000 | 2,990 |
| 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 | $11,591,000 | 2,521 |
| Certificates of participation in pools of residential mortgages | $11,591,000 | 1,935 |
| Issued or guaranteed by U.S. | $11,591,000 | 1,926 |
| 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) | $2,000 | 3,699 |
| Available-for-sale securities (fair market value) | $25,570,000 | 3,381 |
| Total debt securities | $25,572,000 | 3,769 |
| 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 | $28,791,000 | 3,513 |
| U.S. Government securities | $28,791,000 | 2,767 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,791,000 | 2,704 |
| 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 | $11,811,000 | 2,429 |
| Certificates of participation in pools of residential mortgages | $11,811,000 | 1,860 |
| Issued or guaranteed by U.S. | $11,811,000 | 1,855 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $28,791,000 | 3,083 |
| Total debt securities | $28,791,000 | 3,475 |
| 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 | $36,220,000 | 3,016 |
| U.S. Government securities | $36,220,000 | 2,297 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,220,000 | 2,231 |
| 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 | $12,247,000 | 2,372 |
| Certificates of participation in pools of residential mortgages | $12,247,000 | 1,829 |
| Issued or guaranteed by U.S. | $12,247,000 | 1,823 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $36,220,000 | 2,620 |
| Total debt securities | $36,220,000 | 2,977 |
| 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 | $41,888,000 | 2,696 |
| U.S. Government securities | $41,888,000 | 2,048 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,888,000 | 1,991 |
| 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 | $12,923,000 | 2,303 |
| Certificates of participation in pools of residential mortgages | $12,923,000 | 1,778 |
| Issued or guaranteed by U.S. | $12,923,000 | 1,769 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $41,888,000 | 2,350 |
| Total debt securities | $41,888,000 | 2,662 |
| 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 | $48,426,000 | 2,407 |
| U.S. Government securities | $48,426,000 | 1,827 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $48,426,000 | 1,777 |
| 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 | $13,479,000 | 2,257 |
| Certificates of participation in pools of residential mortgages | $13,479,000 | 1,738 |
| Issued or guaranteed by U.S. | $13,479,000 | 1,727 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $48,426,000 | 2,074 |
| Total debt securities | $48,426,000 | 2,365 |
| 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 | $57,625,000 | 2,060 |
| U.S. Government securities | $57,625,000 | 1,561 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $57,625,000 | 1,518 |
| 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 | $13,735,000 | 2,231 |
| Certificates of participation in pools of residential mortgages | $13,735,000 | 1,737 |
| Issued or guaranteed by U.S. | $13,735,000 | 1,726 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $57,625,000 | 1,755 |
| Total debt securities | $57,625,000 | 2,017 |
| 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 | $65,714,000 | 1,846 |
| U.S. Government securities | $65,714,000 | 1,384 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $65,714,000 | 1,340 |
| 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 | $14,418,000 | 2,182 |
| Certificates of participation in pools of residential mortgages | $14,418,000 | 1,695 |
| Issued or guaranteed by U.S. | $14,418,000 | 1,685 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $65,714,000 | 1,572 |
| Total debt securities | $65,714,000 | 1,802 |
| 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 | $69,507,000 | 1,745 |
| U.S. Government securities | $69,507,000 | 1,305 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $69,507,000 | 1,261 |
| 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 | $14,894,000 | 2,159 |
| Certificates of participation in pools of residential mortgages | $14,894,000 | 1,677 |
| Issued or guaranteed by U.S. | $14,894,000 | 1,665 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $69,507,000 | 1,486 |
| Total debt securities | $69,507,000 | 1,709 |
| 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 | $88,608,000 | 1,387 |
| U.S. Government securities | $66,614,000 | 1,345 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $66,614,000 | 1,296 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $21,994,000 | 486 |
| 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 | $21,994,000 | 264 |
| 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 | $5,002,000 | 3,727 |
| Certificates of participation in pools of residential mortgages | $5,002,000 | 3,139 |
| Issued or guaranteed by U.S. | $5,002,000 | 3,126 |
| 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) | $88,608,000 | 266 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $88,608,000 | 1,360 |
| 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 | $93,173,000 | 1,323 |
| U.S. Government securities | $86,063,000 | 1,053 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $86,063,000 | 1,016 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $7,110,000 | 915 |
| 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 | $7,110,000 | 594 |
| 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 | $53,894,000 | 916 |
| Certificates of participation in pools of residential mortgages | $23,578,000 | 1,277 |
| Issued or guaranteed by U.S. | $23,578,000 | 1,267 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $30,316,000 | 543 |
| CMOs issued by government agencies or sponsored agencies | $30,316,000 | 435 |
| 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) | $93,173,000 | 249 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $93,173,000 | 1,297 |
| 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 | $99,333,000 | 1,273 |
| U.S. Government securities | $92,224,000 | 1,017 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $92,224,000 | 976 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $7,109,000 | 950 |
| 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 | $7,109,000 | 646 |
| 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 | $63,057,000 | 831 |
| Certificates of participation in pools of residential mortgages | $25,497,000 | 1,244 |
| Issued or guaranteed by U.S. | $25,497,000 | 1,234 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $37,560,000 | 484 |
| CMOs issued by government agencies or sponsored agencies | $37,560,000 | 390 |
| 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) | $99,333,000 | 236 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $99,333,000 | 1,242 |
| 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 | $103,551,000 | 1,242 |
| U.S. Government securities | $96,418,000 | 990 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $96,418,000 | 949 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $7,133,000 | 965 |
| 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 | $7,133,000 | 675 |
| 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 | $69,995,000 | 795 |
| Certificates of participation in pools of residential mortgages | $26,867,000 | 1,209 |
| Issued or guaranteed by U.S. | $26,867,000 | 1,200 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $43,128,000 | 457 |
| CMOs issued by government agencies or sponsored agencies | $43,128,000 | 363 |
| 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) | $103,551,000 | 222 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $103,551,000 | 1,207 |
| 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 | $99,977,000 | 1,275 |
| U.S. Government securities | $92,844,000 | 1,017 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $92,844,000 | 974 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $7,133,000 | 956 |
| 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 | $7,133,000 | 680 |
| 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 | $72,650,000 | 775 |
| Certificates of participation in pools of residential mortgages | $26,132,000 | 1,232 |
| Issued or guaranteed by U.S. | $26,132,000 | 1,222 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $46,518,000 | 438 |
| CMOs issued by government agencies or sponsored agencies | $46,518,000 | 353 |
| 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) | $99,977,000 | 220 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $99,977,000 | 1,238 |
| 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 | $102,634,000 | 1,269 |
| U.S. Government securities | $95,480,000 | 1,016 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $95,480,000 | 971 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $7,154,000 | 976 |
| 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 | $7,154,000 | 704 |
| 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 | $76,245,000 | 766 |
| Certificates of participation in pools of residential mortgages | $25,361,000 | 1,275 |
| Issued or guaranteed by U.S. | $25,361,000 | 1,266 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $50,884,000 | 418 |
| CMOs issued by government agencies or sponsored agencies | $50,884,000 | 341 |
| 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) | $102,634,000 | 213 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $102,634,000 | 1,234 |
| 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 | $98,516,000 | 1,336 |
| U.S. Government securities | $92,363,000 | 1,032 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $92,363,000 | 988 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $6,153,000 | 1,134 |
| 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 | $6,153,000 | 843 |
| 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 | $83,957,000 | 731 |
| Certificates of participation in pools of residential mortgages | $15,081,000 | 1,873 |
| Issued or guaranteed by U.S. | $15,081,000 | 1,864 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $68,876,000 | 372 |
| CMOs issued by government agencies or sponsored agencies | $68,876,000 | 299 |
| 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) | $98,516,000 | 221 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $98,516,000 | 1,290 |
| 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 | $103,190,000 | 1,326 |
| U.S. Government securities | $97,036,000 | 1,024 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $97,036,000 | 983 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $6,154,000 | 1,134 |
| 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 | $6,154,000 | 906 |
| 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 | $85,622,000 | 730 |
| Certificates of participation in pools of residential mortgages | $4,849,000 | 3,465 |
| Issued or guaranteed by U.S. | $4,849,000 | 3,454 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $80,773,000 | 334 |
| CMOs issued by government agencies or sponsored agencies | $80,773,000 | 293 |
| 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) | $103,190,000 | 212 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $103,190,000 | 1,281 |
| 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 | $107,016,000 | 1,241 |
| U.S. Government securities | $100,856,000 | 974 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $100,856,000 | 932 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $6,160,000 | 1,194 |
| 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 | $6,160,000 | 967 |
| 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 | $90,440,000 | 696 |
| Certificates of participation in pools of residential mortgages | $5,576,000 | 3,260 |
| Issued or guaranteed by U.S. | $5,576,000 | 3,245 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $84,864,000 | 328 |
| CMOs issued by government agencies or sponsored agencies | $84,864,000 | 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) | $107,016,000 | 203 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $107,016,000 | 1,199 |
| 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 | $94,100,000 | 1,375 |
| U.S. Government securities | $88,765,000 | 1,058 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $88,765,000 | 1,017 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $5,335,000 | 1,331 |
| 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 | $5,335,000 | 1,074 |
| 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 | $87,333,000 | 714 |
| Certificates of participation in pools of residential mortgages | $7,043,000 | 2,925 |
| Issued or guaranteed by U.S. | $7,043,000 | 2,912 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $80,290,000 | 363 |
| CMOs issued by government agencies or sponsored agencies | $80,290,000 | 316 |
| 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) | $94,100,000 | 225 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $94,100,000 | 1,319 |
| 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 | $96,790,000 | 1,311 |
| U.S. Government securities | $91,451,000 | 1,035 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $91,451,000 | 987 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $5,339,000 | 1,346 |
| 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 | $5,339,000 | 1,093 |
| 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 | $88,011,000 | 710 |
| Certificates of participation in pools of residential mortgages | $7,628,000 | 2,743 |
| Issued or guaranteed by U.S. | $7,628,000 | 2,730 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $80,383,000 | 362 |
| CMOs issued by government agencies or sponsored agencies | $80,383,000 | 313 |
| 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) | $96,790,000 | 229 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $96,790,000 | 1,263 |
| 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 | $87,655,000 | 1,406 |
| U.S. Government securities | $85,528,000 | 1,067 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $85,528,000 | 1,014 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $2,127,000 | 2,126 |
| 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 | $2,127,000 | 1,842 |
| 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 | $79,080,000 | 739 |
| Certificates of participation in pools of residential mortgages | $7,784,000 | 2,694 |
| Issued or guaranteed by U.S. | $7,784,000 | 2,685 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $71,296,000 | 377 |
| CMOs issued by government agencies or sponsored agencies | $71,296,000 | 330 |
| 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) | $87,655,000 | 245 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $87,655,000 | 1,358 |
| 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 | $73,936,000 | 1,514 |
| U.S. Government securities | $73,718,000 | 1,097 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $73,718,000 | 1,034 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $218,000 | 3,754 |
| 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 | $218,000 | 3,259 |
| 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 | $63,531,000 | 797 |
| Certificates of participation in pools of residential mortgages | $12,744,000 | 1,795 |
| Issued or guaranteed by U.S. | $12,744,000 | 1,784 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $50,787,000 | 455 |
| CMOs issued by government agencies or sponsored agencies | $50,787,000 | 405 |
| 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) | $73,936,000 | 280 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $73,936,000 | 1,462 |
| 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 | $69,618,000 | 1,573 |
| U.S. Government securities | $69,310,000 | 1,157 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $69,310,000 | 1,087 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $308,000 | 3,226 |
| 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 | $308,000 | 2,821 |
| 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 | $48,896,000 | 785 |
| Certificates of participation in pools of residential mortgages | $15,811,000 | 1,257 |
| Issued or guaranteed by U.S. | $15,811,000 | 1,249 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $33,085,000 | 496 |
| CMOs issued by government agencies or sponsored agencies | $33,085,000 | 430 |
| 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) | $69,618,000 | 374 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $69,618,000 | 1,496 |
| 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 | $81,377,000 | 1,408 |
| U.S. Government securities | $81,016,000 | 1,059 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $81,016,000 | 965 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $361,000 | 3,057 |
| 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 | $361,000 | 2,616 |
| 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 | $58,629,000 | 769 |
| Certificates of participation in pools of residential mortgages | $18,666,000 | 1,214 |
| Issued or guaranteed by U.S. | $18,666,000 | 1,207 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $39,963,000 | 472 |
| CMOs issued by government agencies or sponsored agencies | $39,963,000 | 417 |
| 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) | $81,377,000 | 349 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $81,377,000 | 1,353 |
| 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 | $65,950,000 | 1,784 |
| U.S. Government securities | $63,822,000 | 1,396 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $63,822,000 | 1,192 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $2,128,000 | 1,659 |
| 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 | $2,128,000 | 1,351 |
| 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 | $49,252,000 | 911 |
| Certificates of participation in pools of residential mortgages | $16,522,000 | 1,399 |
| Issued or guaranteed by U.S. | $16,522,000 | 1,389 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $32,730,000 | 550 |
| CMOs issued by government agencies or sponsored agencies | $32,730,000 | 492 |
| 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) | $65,950,000 | 439 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $65,950,000 | 1,718 |
| 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 | $69,808,000 | 1,644 |
| U.S. Government securities | $67,263,000 | 1,340 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $67,263,000 | 1,072 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $2,545,000 | 1,198 |
| 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 | $2,545,000 | 940 |
| 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 | $36,328,000 | 1,105 |
| Certificates of participation in pools of residential mortgages | $4,142,000 | 3,217 |
| Issued or guaranteed by U.S. | $4,142,000 | 3,203 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $32,186,000 | 507 |
| CMOs issued by government agencies or sponsored agencies | $32,186,000 | 467 |
| 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) | $58,550,000 | 603 |
| Available-for-sale securities (fair market value) | $11,258,000 | 5,383 |
| Total debt securities | $69,808,000 | 1,578 |
| 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 | $71,914,000 | 1,685 |
| U.S. Government securities | $68,569,000 | 1,415 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $68,569,000 | 1,081 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $3,345,000 | 1,126 |
| 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 | $3,345,000 | 814 |
| 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 | $38,028,000 | 1,139 |
| Certificates of participation in pools of residential mortgages | $3,942,000 | 3,628 |
| Issued or guaranteed by U.S. | $3,942,000 | 3,609 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $34,086,000 | 523 |
| CMOs issued by government agencies or sponsored agencies | $34,086,000 | 484 |
| 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) | $53,190,000 | 770 |
| Available-for-sale securities (fair market value) | $18,724,000 | 4,025 |
| Total debt securities | $71,914,000 | 1,629 |
| 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 | $82,538,000 | 1,532 |
| U.S. Government securities | $74,378,000 | 1,377 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $74,378,000 | 1,016 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $8,160,000 | 786 |
| 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 | $8,160,000 | 559 |
| 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 | $42,421,000 | 1,093 |
| Certificates of participation in pools of residential mortgages | $4,021,000 | 3,683 |
| Issued or guaranteed by U.S. | $4,021,000 | 3,652 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $38,400,000 | 529 |
| CMOs issued by government agencies or sponsored agencies | $38,400,000 | 485 |
| 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) | $57,387,000 | 727 |
| Available-for-sale securities (fair market value) | $25,151,000 | 3,294 |
| Total debt securities | $82,538,000 | 1,486 |
| 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 | $82,229,000 | 1,572 |
| U.S. Government securities | $66,559,000 | 1,598 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $66,559,000 | 1,084 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $15,676,000 | 554 |
| 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 | $15,676,000 | 372 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $6,000 | 348 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $33,714,000 | 1,365 |
| Certificates of participation in pools of residential mortgages | $3,679,000 | 3,957 |
| Issued or guaranteed by U.S. | $3,679,000 | 3,931 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $30,035,000 | 674 |
| CMOs issued by government agencies or sponsored agencies | $30,035,000 | 628 |
| 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) | $45,581,000 | 1,614 |
| Available-for-sale securities (fair market value) | $36,648,000 | 1,557 |
| Total debt securities | $82,235,000 | 1,532 |
| 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 | $81,789,000 | 1,691 |
| U.S. Government securities | $57,133,000 | 1,912 |
| U.S. Treasury securities | $460,000 | 11,014 |
| U.S. Government agency obligations | $56,673,000 | 1,285 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $24,661,000 | 482 |
| 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 | $24,661,000 | 313 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $5,000 | 334 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $30,459,000 | 1,646 |
| Certificates of participation in pools of residential mortgages | $3,777,000 | 4,382 |
| Issued or guaranteed by U.S. | $3,777,000 | 4,344 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $26,682,000 | 832 |
| CMOs issued by government agencies or sponsored agencies | $26,682,000 | 772 |
| 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 | $81,794,000 | 1,637 |
| 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 | $86,741,000 | 1,552 |
| U.S. Government securities | $50,982,000 | 2,107 |
| U.S. Treasury securities | $934,000 | 10,605 |
| U.S. Government agency obligations | $50,048,000 | 1,388 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $29,948,000 | 465 |
| 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 | $29,948,000 | 298 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,817,000 | 540 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $6,000 | 485 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $34,324,000 | 1,525 |
| Certificates of participation in pools of residential mortgages | $1,098,000 | 7,348 |
| Issued or guaranteed by U.S. | $1,098,000 | 7,291 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $33,226,000 | 701 |
| CMOs issued by government agencies or sponsored agencies | $33,226,000 | 616 |
| 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 | $80,930,000 | 1,622 |
| 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 |