Home > Atlantic Southern Bank > Securities
Atlantic Southern Bank, Securities
| 2011-03-31 | Rank | |
| Total securities | $25,283,000 | 4,001 |
| U.S. Government securities | $22,032,000 | 3,447 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $22,032,000 | 3,347 |
| Securities issued by states & political subdivisions | $2,980,000 | 4,038 |
| Other domestic debt securities | $191,000 | 2,644 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $191,000 | 1,944 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $80,000 | 1,056 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,787,000 | 4,037 |
| Mortgage-backed securities | $16,989,000 | 2,535 |
| Certificates of participation in pools of residential mortgages | $1,168,000 | 4,687 |
| Issued or guaranteed by U.S. | $1,168,000 | 4,680 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $15,821,000 | 1,183 |
| CMOs issued by government agencies or sponsored agencies | $15,821,000 | 1,024 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $25,283,000 | 3,688 |
| Total debt securities | $25,203,000 | 3,975 |
| Structured notes | ||
| Amortized cost | $250,000 | 3,104 |
| Fair value | $191,000 | 3,164 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $26,606,000 | 3,767 |
| U.S. Government securities | $23,138,000 | 3,170 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $23,138,000 | 3,071 |
| Securities issued by states & political subdivisions | $3,227,000 | 3,949 |
| Other domestic debt securities | $212,000 | 2,758 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $212,000 | 1,931 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $29,000 | 1,157 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,146,000 | 2,278 |
| Mortgage-backed securities | $18,068,000 | 2,355 |
| Certificates of participation in pools of residential mortgages | $1,354,000 | 4,518 |
| Issued or guaranteed by U.S. | $1,354,000 | 4,512 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $16,714,000 | 1,134 |
| CMOs issued by government agencies or sponsored agencies | $16,714,000 | 964 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $26,606,000 | 3,462 |
| Total debt securities | $26,578,000 | 3,734 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,989 |
| Fair value | $212,000 | 3,037 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $40,722,000 | 2,821 |
| U.S. Government securities | $25,157,000 | 2,962 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $25,157,000 | 2,870 |
| Securities issued by states & political subdivisions | $15,331,000 | 1,735 |
| Other domestic debt securities | $215,000 | 2,837 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $215,000 | 1,956 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $19,000 | 1,249 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,636,000 | 2,080 |
| Mortgage-backed securities | $20,053,000 | 2,209 |
| Certificates of participation in pools of residential mortgages | $1,923,000 | 4,266 |
| Issued or guaranteed by U.S. | $1,923,000 | 4,259 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $18,130,000 | 1,063 |
| CMOs issued by government agencies or sponsored agencies | $18,130,000 | 905 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $40,722,000 | 2,539 |
| Total debt securities | $40,701,000 | 2,793 |
| Structured notes | ||
| Amortized cost | $250,000 | 3,018 |
| Fair value | $215,000 | 3,070 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $72,335,000 | 1,742 |
| U.S. Government securities | $56,726,000 | 1,577 |
| U.S. Treasury securities | $20,522,000 | 184 |
| U.S. Government agency obligations | $36,204,000 | 2,229 |
| Securities issued by states & political subdivisions | $15,337,000 | 1,659 |
| Other domestic debt securities | $253,000 | 2,781 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $253,000 | 1,861 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $19,000 | 1,304 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,487,000 | 2,000 |
| Mortgage-backed securities | $24,726,000 | 1,920 |
| Certificates of participation in pools of residential mortgages | $3,976,000 | 3,623 |
| Issued or guaranteed by U.S. | $3,976,000 | 3,615 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $20,750,000 | 938 |
| CMOs issued by government agencies or sponsored agencies | $20,750,000 | 792 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $72,335,000 | 1,541 |
| Total debt securities | $72,315,000 | 1,725 |
| Structured notes | ||
| Amortized cost | $2,750,000 | 1,733 |
| Fair value | $2,755,000 | 1,740 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $107,848,000 | 1,234 |
| U.S. Government securities | $92,194,000 | 1,014 |
| U.S. Treasury securities | $43,065,000 | 114 |
| U.S. Government agency obligations | $49,129,000 | 1,765 |
| Securities issued by states & political subdivisions | $15,344,000 | 1,642 |
| Other domestic debt securities | $257,000 | 2,836 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $257,000 | 1,877 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $53,000 | 1,237 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,178,000 | 1,843 |
| Mortgage-backed securities | $24,011,000 | 2,010 |
| Certificates of participation in pools of residential mortgages | $4,385,000 | 3,615 |
| Issued or guaranteed by U.S. | $4,385,000 | 3,609 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $19,626,000 | 953 |
| CMOs issued by government agencies or sponsored agencies | $19,626,000 | 780 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $107,848,000 | 1,090 |
| Total debt securities | $107,795,000 | 1,216 |
| Structured notes | ||
| Amortized cost | $2,750,000 | 1,531 |
| Fair value | $2,767,000 | 1,526 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $126,940,000 | 1,016 |
| U.S. Government securities | $111,486,000 | 814 |
| U.S. Treasury securities | $57,157,000 | 84 |
| U.S. Government agency obligations | $54,329,000 | 1,574 |
| Securities issued by states & political subdivisions | $15,156,000 | 1,646 |
| Other domestic debt securities | $259,000 | 2,898 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $259,000 | 1,920 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $39,000 | 1,314 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,004,000 | 2,042 |
| Mortgage-backed securities | $26,712,000 | 1,894 |
| Certificates of participation in pools of residential mortgages | $4,604,000 | 3,649 |
| Issued or guaranteed by U.S. | $4,604,000 | 3,641 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $22,108,000 | 887 |
| CMOs issued by government agencies or sponsored agencies | $22,108,000 | 709 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $126,940,000 | 878 |
| Total debt securities | $126,903,000 | 1,006 |
| Structured notes | ||
| Amortized cost | $2,750,000 | 1,292 |
| Fair value | $2,762,000 | 1,283 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $180,170,000 | 718 |
| U.S. Government securities | $164,584,000 | 556 |
| U.S. Treasury securities | $100,205,000 | 53 |
| U.S. Government agency obligations | $64,379,000 | 1,334 |
| Securities issued by states & political subdivisions | $15,239,000 | 1,618 |
| Other domestic debt securities | $262,000 | 2,993 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $262,000 | 2,011 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $85,000 | 1,283 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,645,000 | 4,212 |
| Mortgage-backed securities | $25,319,000 | 2,007 |
| Certificates of participation in pools of residential mortgages | $5,254,000 | 3,578 |
| Issued or guaranteed by U.S. | $5,254,000 | 3,567 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $20,065,000 | 932 |
| CMOs issued by government agencies or sponsored agencies | $20,065,000 | 725 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $180,170,000 | 614 |
| Total debt securities | $180,085,000 | 706 |
| Structured notes | ||
| Amortized cost | $2,750,000 | 919 |
| Fair value | $2,750,000 | 921 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $147,803,000 | 855 |
| U.S. Government securities | $132,324,000 | 675 |
| U.S. Treasury securities | $67,919,000 | 60 |
| U.S. Government agency obligations | $64,405,000 | 1,305 |
| Securities issued by states & political subdivisions | $15,187,000 | 1,576 |
| Other domestic debt securities | $261,000 | 3,060 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $261,000 | 2,083 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $31,000 | 1,436 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,612,000 | 3,987 |
| Mortgage-backed securities | $21,343,000 | 2,272 |
| Certificates of participation in pools of residential mortgages | $5,916,000 | 3,449 |
| Issued or guaranteed by U.S. | $5,916,000 | 3,436 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $15,427,000 | 1,056 |
| CMOs issued by government agencies or sponsored agencies | $15,427,000 | 825 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $147,803,000 | 736 |
| Total debt securities | $147,772,000 | 836 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,832 |
| Fair value | $261,000 | 1,829 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $89,663,000 | 1,382 |
| U.S. Government securities | $71,755,000 | 1,206 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $71,755,000 | 1,169 |
| Securities issued by states & political subdivisions | $16,246,000 | 1,414 |
| Other domestic debt securities | $1,627,000 | 2,012 |
| Privately issued residential mortgage-backed securities | $1,366,000 | 1,135 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $261,000 | 2,201 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $35,000 | 1,429 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,299,000 | 3,699 |
| Mortgage-backed securities | $56,842,000 | 1,107 |
| Certificates of participation in pools of residential mortgages | $39,264,000 | 1,064 |
| Issued or guaranteed by U.S. | $39,264,000 | 1,052 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $17,578,000 | 975 |
| CMOs issued by government agencies or sponsored agencies | $16,212,000 | 789 |
| Privately issued | $1,366,000 | 1,085 |
| 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) | $89,663,000 | 1,209 |
| Total debt securities | $89,628,000 | 1,359 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,570 |
| Fair value | $261,000 | 1,563 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $100,619,000 | 1,220 |
| U.S. Government securities | $80,048,000 | 1,069 |
| U.S. Treasury securities | $252,000 | 853 |
| U.S. Government agency obligations | $79,796,000 | 1,047 |
| Securities issued by states & political subdivisions | $20,298,000 | 1,078 |
| Other domestic debt securities | $250,000 | 2,935 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,150 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $23,000 | 1,468 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,106,000 | 3,126 |
| Mortgage-backed securities | $62,035,000 | 990 |
| Certificates of participation in pools of residential mortgages | $45,569,000 | 909 |
| Issued or guaranteed by U.S. | $45,569,000 | 901 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $16,466,000 | 982 |
| CMOs issued by government agencies or sponsored agencies | $16,466,000 | 763 |
| 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) | $100,619,000 | 1,054 |
| Total debt securities | $100,596,000 | 1,197 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,598 |
| Fair value | $250,000 | 1,618 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $101,369,000 | 1,167 |
| U.S. Government securities | $80,203,000 | 1,029 |
| U.S. Treasury securities | $253,000 | 890 |
| U.S. Government agency obligations | $79,950,000 | 1,011 |
| Securities issued by states & political subdivisions | $20,826,000 | 1,015 |
| Other domestic debt securities | $250,000 | 2,882 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,110 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $90,000 | 1,395 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,792,000 | 3,323 |
| Mortgage-backed securities | $61,838,000 | 959 |
| Certificates of participation in pools of residential mortgages | $45,354,000 | 871 |
| Issued or guaranteed by U.S. | $45,354,000 | 861 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $16,484,000 | 926 |
| CMOs issued by government agencies or sponsored agencies | $16,484,000 | 706 |
| 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) | $101,369,000 | 1,012 |
| Total debt securities | $101,280,000 | 1,156 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,599 |
| Fair value | $250,000 | 1,607 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $85,248,000 | 1,414 |
| U.S. Government securities | $59,431,000 | 1,433 |
| U.S. Treasury securities | $253,000 | 889 |
| U.S. Government agency obligations | $59,178,000 | 1,410 |
| Securities issued by states & political subdivisions | $24,416,000 | 894 |
| Other domestic debt securities | $250,000 | 2,859 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,125 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $1,151,000 | 962 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,763,000 | 3,118 |
| Mortgage-backed securities | $40,339,000 | 1,325 |
| Certificates of participation in pools of residential mortgages | $40,339,000 | 963 |
| Issued or guaranteed by U.S. | $40,339,000 | 951 |
| 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) | $85,248,000 | 1,224 |
| Total debt securities | $84,097,000 | 1,402 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,641 |
| Fair value | $250,000 | 1,653 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $76,171,000 | 1,555 |
| U.S. Government securities | $51,898,000 | 1,606 |
| U.S. Treasury securities | $257,000 | 924 |
| U.S. Government agency obligations | $51,641,000 | 1,578 |
| Securities issued by states & political subdivisions | $22,958,000 | 938 |
| Other domestic debt securities | $250,000 | 2,831 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,095 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $1,065,000 | 1,015 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,003,000 | 3,193 |
| Mortgage-backed securities | $31,604,000 | 1,551 |
| Certificates of participation in pools of residential mortgages | $31,604,000 | 1,115 |
| Issued or guaranteed by U.S. | $31,604,000 | 1,104 |
| 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) | $76,171,000 | 1,354 |
| Total debt securities | $75,105,000 | 1,549 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,797 |
| Fair value | $250,000 | 1,817 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $74,387,000 | 1,591 |
| U.S. Government securities | $51,591,000 | 1,620 |
| U.S. Treasury securities | $254,000 | 1,023 |
| U.S. Government agency obligations | $51,337,000 | 1,593 |
| Securities issued by states & political subdivisions | $21,346,000 | 1,004 |
| Other domestic debt securities | $250,000 | 2,664 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 1,971 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $1,200,000 | 932 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,412,000 | 2,744 |
| Mortgage-backed securities | $23,844,000 | 1,701 |
| Certificates of participation in pools of residential mortgages | $23,844,000 | 1,236 |
| Issued or guaranteed by U.S. | $23,844,000 | 1,224 |
| 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) | $74,387,000 | 1,385 |
| Total debt securities | $73,187,000 | 1,573 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,399 |
| Fair value | $1,250,000 | 1,400 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $76,148,000 | 1,561 |
| U.S. Government securities | $55,098,000 | 1,548 |
| U.S. Treasury securities | $251,000 | 1,105 |
| U.S. Government agency obligations | $54,847,000 | 1,523 |
| Securities issued by states & political subdivisions | $20,579,000 | 1,014 |
| Other domestic debt securities | $250,000 | 2,618 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 1,940 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $221,000 | 1,441 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,898,000 | 3,280 |
| Mortgage-backed securities | $26,265,000 | 1,469 |
| Certificates of participation in pools of residential mortgages | $26,254,000 | 1,066 |
| Issued or guaranteed by U.S. | $26,254,000 | 1,059 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $11,000 | 3,562 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 3,215 |
| 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) | $76,148,000 | 1,349 |
| Total debt securities | $75,928,000 | 1,527 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,590 |
| Fair value | $1,249,000 | 1,594 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $71,123,000 | 1,656 |
| U.S. Government securities | $51,786,000 | 1,639 |
| U.S. Treasury securities | $248,000 | 1,231 |
| U.S. Government agency obligations | $51,538,000 | 1,600 |
| Securities issued by states & political subdivisions | $18,856,000 | 1,095 |
| Other domestic debt securities | $250,000 | 2,564 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 1,910 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $231,000 | 1,437 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,526,000 | 2,403 |
| Mortgage-backed securities | $24,030,000 | 1,546 |
| Certificates of participation in pools of residential mortgages | $24,009,000 | 1,129 |
| Issued or guaranteed by U.S. | $24,009,000 | 1,122 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $21,000 | 3,503 |
| CMOs issued by government agencies or sponsored agencies | $21,000 | 3,165 |
| 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) | $71,123,000 | 1,434 |
| Total debt securities | $70,892,000 | 1,626 |
| Structured notes | ||
| Amortized cost | $1,502,000 | 1,516 |
| Fair value | $1,502,000 | 1,514 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $68,759,000 | 1,709 |
| U.S. Government securities | $48,579,000 | 1,761 |
| U.S. Treasury securities | $250,000 | 1,302 |
| U.S. Government agency obligations | $48,329,000 | 1,721 |
| Securities issued by states & political subdivisions | $19,680,000 | 1,040 |
| Other domestic debt securities | $500,000 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,690 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,925,000 | 3,269 |
| Mortgage-backed securities | $22,651,000 | 1,598 |
| Certificates of participation in pools of residential mortgages | $22,616,000 | 1,172 |
| Issued or guaranteed by U.S. | $22,616,000 | 1,163 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $35,000 | 3,449 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 3,139 |
| 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) | $68,759,000 | 1,470 |
| Total debt securities | $68,759,000 | 1,677 |
| Structured notes | ||
| Amortized cost | $749,000 | 2,201 |
| Fair value | $743,000 | 2,197 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $57,596,000 | 2,046 |
| U.S. Government securities | $43,693,000 | 1,973 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $43,693,000 | 1,907 |
| Securities issued by states & political subdivisions | $13,653,000 | 1,536 |
| Other domestic debt securities | $250,000 | 2,620 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,008 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,904,000 | 4,298 |
| Mortgage-backed securities | $18,453,000 | 1,858 |
| Certificates of participation in pools of residential mortgages | $18,453,000 | 1,385 |
| Issued or guaranteed by U.S. | $18,453,000 | 1,378 |
| 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) | $57,596,000 | 1,760 |
| Total debt securities | $57,596,000 | 2,005 |
| Structured notes | ||
| Amortized cost | $2,248,000 | 1,356 |
| Fair value | $2,236,000 | 1,352 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $48,472,000 | 2,402 |
| U.S. Government securities | $38,590,000 | 2,229 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $38,590,000 | 2,168 |
| Securities issued by states & political subdivisions | $9,632,000 | 2,063 |
| Other domestic debt securities | $250,000 | 2,665 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,048 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,334,000 | 4,828 |
| Mortgage-backed securities | $12,975,000 | 2,298 |
| Certificates of participation in pools of residential mortgages | $12,975,000 | 1,779 |
| Issued or guaranteed by U.S. | $12,975,000 | 1,768 |
| 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) | $48,472,000 | 2,071 |
| Total debt securities | $48,472,000 | 2,359 |
| Structured notes | ||
| Amortized cost | $2,247,000 | 1,435 |
| Fair value | $2,228,000 | 1,431 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $43,080,000 | 2,664 |
| U.S. Government securities | $35,750,000 | 2,393 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $35,750,000 | 2,322 |
| Securities issued by states & political subdivisions | $7,080,000 | 2,545 |
| Other domestic debt securities | $250,000 | 2,705 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,110 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,022,000 | 5,805 |
| Mortgage-backed securities | $9,440,000 | 2,700 |
| Certificates of participation in pools of residential mortgages | $9,440,000 | 2,181 |
| Issued or guaranteed by U.S. | $9,440,000 | 2,168 |
| 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) | $43,080,000 | 2,282 |
| Total debt securities | $43,080,000 | 2,624 |
| Structured notes | ||
| Amortized cost | $3,247,000 | 1,195 |
| Fair value | $3,181,000 | 1,190 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $38,411,000 | 2,951 |
| U.S. Government securities | $31,560,000 | 2,682 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $31,560,000 | 2,602 |
| Securities issued by states & political subdivisions | $6,601,000 | 2,631 |
| Other domestic debt securities | $250,000 | 2,782 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,215 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,565,000 | 6,056 |
| Mortgage-backed securities | $10,085,000 | 2,661 |
| Certificates of participation in pools of residential mortgages | $10,085,000 | 2,143 |
| Issued or guaranteed by U.S. | $10,085,000 | 2,131 |
| 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) | $38,411,000 | 2,545 |
| Total debt securities | $38,411,000 | 2,901 |
| Structured notes | ||
| Amortized cost | $4,245,000 | 986 |
| Fair value | $4,175,000 | 984 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $34,526,000 | 3,176 |
| U.S. Government securities | $29,163,000 | 2,859 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $29,163,000 | 2,764 |
| Securities issued by states & political subdivisions | $5,113,000 | 3,032 |
| Other domestic debt securities | $250,000 | 2,862 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,327 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,580,000 | 6,068 |
| Mortgage-backed securities | $10,626,000 | 2,613 |
| Certificates of participation in pools of residential mortgages | $10,626,000 | 2,090 |
| Issued or guaranteed by U.S. | $10,626,000 | 2,074 |
| 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) | $34,526,000 | 2,741 |
| Total debt securities | $34,526,000 | 3,134 |
| Structured notes | ||
| Amortized cost | $4,244,000 | 987 |
| Fair value | $4,177,000 | 986 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $32,020,000 | 3,369 |
| U.S. Government securities | $26,889,000 | 3,016 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $26,889,000 | 2,922 |
| Securities issued by states & political subdivisions | $4,881,000 | 3,107 |
| Other domestic debt securities | $250,000 | 2,915 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,398 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,610,000 | 6,064 |
| Mortgage-backed securities | $10,217,000 | 2,697 |
| Certificates of participation in pools of residential mortgages | $10,217,000 | 2,167 |
| Issued or guaranteed by U.S. | $10,217,000 | 2,156 |
| 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) | $32,020,000 | 2,906 |
| Total debt securities | $32,021,000 | 3,318 |
| Structured notes | ||
| Amortized cost | $4,244,000 | 961 |
| Fair value | $4,195,000 | 962 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $27,159,000 | 3,825 |
| U.S. Government securities | $22,923,000 | 3,453 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $22,923,000 | 3,330 |
| Securities issued by states & political subdivisions | $3,987,000 | 3,411 |
| Other domestic debt securities | $249,000 | 2,995 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $249,000 | 2,504 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $653,000 | 6,658 |
| Mortgage-backed securities | $8,834,000 | 2,976 |
| Certificates of participation in pools of residential mortgages | $8,834,000 | 2,419 |
| Issued or guaranteed by U.S. | $8,834,000 | 2,410 |
| 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) | $27,159,000 | 3,316 |
| Total debt securities | $27,159,000 | 3,766 |
| Structured notes | ||
| Amortized cost | $4,244,000 | 960 |
| Fair value | $4,225,000 | 958 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $22,234,000 | 4,423 |
| U.S. Government securities | $19,025,000 | 4,016 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $19,025,000 | 3,871 |
| Securities issued by states & political subdivisions | $2,959,000 | 3,803 |
| Other domestic debt securities | $250,000 | 3,025 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,559 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,167,000 | 6,381 |
| Mortgage-backed securities | $7,297,000 | 3,341 |
| Certificates of participation in pools of residential mortgages | $7,297,000 | 2,738 |
| Issued or guaranteed by U.S. | $7,297,000 | 2,729 |
| 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) | $22,234,000 | 3,843 |
| Total debt securities | $22,233,000 | 4,368 |
| Structured notes | ||
| Amortized cost | $3,492,000 | 1,145 |
| Fair value | $3,433,000 | 1,131 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $19,136,000 | 4,852 |
| U.S. Government securities | $16,615,000 | 4,342 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $16,615,000 | 4,209 |
| Securities issued by states & political subdivisions | $2,271,000 | 4,183 |
| Other domestic debt securities | $250,000 | 3,077 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,625 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,203,000 | 6,350 |
| Mortgage-backed securities | $7,214,000 | 3,423 |
| Certificates of participation in pools of residential mortgages | $7,214,000 | 2,811 |
| Issued or guaranteed by U.S. | $7,214,000 | 2,803 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $19,136,000 | 4,213 |
| Total debt securities | $19,135,000 | 4,792 |
| Structured notes | ||
| Amortized cost | $2,494,000 | 1,365 |
| Fair value | $2,478,000 | 1,362 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $19,114,000 | 4,821 |
| U.S. Government securities | $17,097,000 | 4,225 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $17,097,000 | 4,097 |
| Securities issued by states & political subdivisions | $1,767,000 | 4,530 |
| Other domestic debt securities | $250,000 | 3,129 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,690 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,036,000 | 4,963 |
| Mortgage-backed securities | $7,613,000 | 3,361 |
| Certificates of participation in pools of residential mortgages | $7,613,000 | 2,755 |
| Issued or guaranteed by U.S. | $7,613,000 | 2,748 |
| 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) | $19,114,000 | 4,190 |
| Total debt securities | $19,114,000 | 4,761 |
| Structured notes | ||
| Amortized cost | $2,493,000 | 1,389 |
| Fair value | $2,497,000 | 1,370 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $13,175,000 | 5,912 |
| U.S. Government securities | $11,636,000 | 5,397 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $11,636,000 | 5,242 |
| Securities issued by states & political subdivisions | $1,289,000 | 4,886 |
| Other domestic debt securities | $250,000 | 3,232 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,803 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,287,000 | 4,851 |
| Mortgage-backed securities | $5,746,000 | 3,819 |
| Certificates of participation in pools of residential mortgages | $5,746,000 | 3,196 |
| Issued or guaranteed by U.S. | $5,746,000 | 3,188 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $13,175,000 | 5,183 |
| Total debt securities | $13,175,000 | 5,839 |
| Structured notes | ||
| Amortized cost | $993,000 | 2,204 |
| Fair value | $974,000 | 2,156 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $13,028,000 | 5,928 |
| U.S. Government securities | $12,778,000 | 5,064 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $12,778,000 | 4,930 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $250,000 | 3,342 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,887 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,046,000 | 4,898 |
| Mortgage-backed securities | $6,419,000 | 3,698 |
| Certificates of participation in pools of residential mortgages | $6,419,000 | 3,055 |
| Issued or guaranteed by U.S. | $6,419,000 | 3,045 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $13,028,000 | 5,207 |
| Total debt securities | $13,027,000 | 5,843 |
| Structured notes | ||
| Amortized cost | $496,000 | 2,355 |
| Fair value | $500,000 | 2,306 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $11,642,000 | 6,277 |
| U.S. Government securities | $11,392,000 | 5,440 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $11,392,000 | 5,275 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $250,000 | 3,390 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 3,027 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,361,000 | 5,141 |
| Mortgage-backed securities | $5,689,000 | 3,868 |
| Certificates of participation in pools of residential mortgages | $5,689,000 | 3,243 |
| Issued or guaranteed by U.S. | $5,689,000 | 3,231 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $11,642,000 | 5,552 |
| Total debt securities | $11,642,000 | 6,192 |
| Structured notes | ||
| Amortized cost | $891,000 | 1,876 |
| Fair value | $891,000 | 1,875 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $10,758,000 | 6,386 |
| U.S. Government securities | $10,508,000 | 5,495 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $10,508,000 | 5,336 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $250,000 | 3,504 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 3,134 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,212,000 | 4,737 |
| Mortgage-backed securities | $6,042,000 | 3,746 |
| Certificates of participation in pools of residential mortgages | $6,042,000 | 3,145 |
| Issued or guaranteed by U.S. | $6,042,000 | 3,129 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $10,758,000 | 5,660 |
| Total debt securities | $10,758,000 | 6,293 |
| Structured notes | ||
| Amortized cost | $641,000 | 1,710 |
| Fair value | $642,000 | 1,709 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $6,619,000 | 7,328 |
| U.S. Government securities | $6,619,000 | 6,525 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $6,619,000 | 6,346 |
| 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 | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,350,000 | 5,082 |
| Mortgage-backed securities | $3,386,000 | 4,662 |
| Certificates of participation in pools of residential mortgages | $3,386,000 | 3,987 |
| Issued or guaranteed by U.S. | $3,386,000 | 3,974 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $6,619,000 | 6,507 |
| Total debt securities | $6,619,000 | 7,238 |
| Structured notes | ||
| Amortized cost | $395,000 | 1,810 |
| Fair value | $398,000 | 1,810 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $7,425,000 | 7,153 |
| U.S. Government securities | $7,425,000 | 6,316 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $7,425,000 | 6,137 |
| 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 | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,350,000 | 5,113 |
| Mortgage-backed securities | $2,933,000 | 4,907 |
| Certificates of participation in pools of residential mortgages | $2,933,000 | 4,222 |
| Issued or guaranteed by U.S. | $2,933,000 | 4,205 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $7,425,000 | 6,343 |
| Total debt securities | $7,425,000 | 7,055 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $6,349,000 | 7,440 |
| U.S. Government securities | $6,349,000 | 6,696 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $6,349,000 | 6,497 |
| 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 | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,750,000 | 6,048 |
| Mortgage-backed securities | $3,361,000 | 4,716 |
| Certificates of participation in pools of residential mortgages | $3,361,000 | 4,002 |
| Issued or guaranteed by U.S. | $3,361,000 | 3,989 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $6,349,000 | 6,593 |
| Total debt securities | $6,349,000 | 7,357 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $3,027,000 | 8,559 |
| U.S. Government securities | $3,027,000 | 8,056 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $3,027,000 | 7,833 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $2,519,000 | 4,977 |
| Certificates of participation in pools of residential mortgages | $2,519,000 | 4,160 |
| Issued or guaranteed by U.S. | $2,519,000 | 4,144 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $3,027,000 | 7,614 |
| Total debt securities | $3,027,000 | 8,466 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |