Home > Cape Fear Bank > Securities
Cape Fear Bank, Securities
| 2009-03-31 | Rank | |
| Total securities | $50,509,000 | 2,313 |
| U.S. Government securities | $29,970,000 | 2,681 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $29,970,000 | 2,620 |
| Securities issued by states & political subdivisions | $19,855,000 | 1,142 |
| Other domestic debt securities | $684,000 | 2,579 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $684,000 | 1,778 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,027,000 | 1,106 |
| Mortgage-backed securities | $27,866,000 | 1,905 |
| Certificates of participation in pools of residential mortgages | $25,876,000 | 1,494 |
| Issued or guaranteed by U.S. | $25,876,000 | 1,482 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,990,000 | 2,513 |
| CMOs issued by government agencies or sponsored agencies | $1,990,000 | 2,141 |
| 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) | $50,509,000 | 2,033 |
| Total debt securities | $50,509,000 | 2,286 |
| Structured notes | ||
| Amortized cost | $2,018,000 | 572 |
| Fair value | $2,104,000 | 559 |
| 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 | $60,227,000 | 1,957 |
| U.S. Government securities | $31,033,000 | 2,601 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $31,033,000 | 2,550 |
| Securities issued by states & political subdivisions | $28,462,000 | 741 |
| Other domestic debt securities | $732,000 | 2,499 |
| 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 | $732,000 | 1,717 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,495,000 | 959 |
| Mortgage-backed securities | $28,936,000 | 1,820 |
| Certificates of participation in pools of residential mortgages | $26,847,000 | 1,410 |
| Issued or guaranteed by U.S. | $26,847,000 | 1,402 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,089,000 | 2,394 |
| CMOs issued by government agencies or sponsored agencies | $2,089,000 | 2,077 |
| 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) | $60,227,000 | 1,715 |
| Total debt securities | $60,227,000 | 1,936 |
| Structured notes | ||
| Amortized cost | $2,080,000 | 606 |
| Fair value | $2,097,000 | 597 |
| 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 | $63,121,000 | 1,845 |
| U.S. Government securities | $35,428,000 | 2,245 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $35,428,000 | 2,199 |
| Securities issued by states & political subdivisions | $26,877,000 | 772 |
| Other domestic debt securities | $816,000 | 2,381 |
| 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 | $816,000 | 1,621 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,444,000 | 1,797 |
| Mortgage-backed securities | $32,249,000 | 1,596 |
| Certificates of participation in pools of residential mortgages | $29,388,000 | 1,245 |
| Issued or guaranteed by U.S. | $29,388,000 | 1,232 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,861,000 | 2,125 |
| CMOs issued by government agencies or sponsored agencies | $2,861,000 | 1,782 |
| 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) | $63,121,000 | 1,621 |
| Total debt securities | $63,121,000 | 1,821 |
| Structured notes | ||
| Amortized cost | $3,171,000 | 424 |
| Fair value | $3,179,000 | 422 |
| 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 | $65,473,000 | 1,820 |
| U.S. Government securities | $35,140,000 | 2,299 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $35,140,000 | 2,250 |
| Securities issued by states & political subdivisions | $29,481,000 | 710 |
| Other domestic debt securities | $852,000 | 2,370 |
| 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 | $852,000 | 1,658 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,842,000 | 2,406 |
| Mortgage-backed securities | $31,874,000 | 1,595 |
| Certificates of participation in pools of residential mortgages | $28,922,000 | 1,263 |
| Issued or guaranteed by U.S. | $28,922,000 | 1,249 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,952,000 | 2,098 |
| CMOs issued by government agencies or sponsored agencies | $2,952,000 | 1,763 |
| 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) | $65,473,000 | 1,592 |
| Total debt securities | $65,473,000 | 1,796 |
| Structured notes | ||
| Amortized cost | $3,251,000 | 452 |
| Fair value | $3,266,000 | 446 |
| 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 | $68,204,000 | 1,734 |
| U.S. Government securities | $37,308,000 | 2,188 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $37,308,000 | 2,147 |
| Securities issued by states & political subdivisions | $30,044,000 | 691 |
| Other domestic debt securities | $852,000 | 2,298 |
| 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 | $852,000 | 1,613 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,033,000 | 2,896 |
| Mortgage-backed securities | $33,405,000 | 1,477 |
| Certificates of participation in pools of residential mortgages | $28,969,000 | 1,199 |
| Issued or guaranteed by U.S. | $28,969,000 | 1,188 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,436,000 | 1,775 |
| CMOs issued by government agencies or sponsored agencies | $4,436,000 | 1,474 |
| 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) | $68,204,000 | 1,527 |
| Total debt securities | $68,204,000 | 1,689 |
| Structured notes | ||
| Amortized cost | $3,369,000 | 464 |
| Fair value | $3,403,000 | 460 |
| 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 | $70,227,000 | 1,677 |
| U.S. Government securities | $39,483,000 | 2,081 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $39,483,000 | 2,038 |
| Securities issued by states & political subdivisions | $29,892,000 | 667 |
| Other domestic debt securities | $852,000 | 2,139 |
| 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 | $852,000 | 1,508 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,283,000 | 3,029 |
| Mortgage-backed securities | $33,462,000 | 1,315 |
| Certificates of participation in pools of residential mortgages | $27,550,000 | 1,106 |
| Issued or guaranteed by U.S. | $27,550,000 | 1,098 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $5,912,000 | 1,514 |
| CMOs issued by government agencies or sponsored agencies | $5,912,000 | 1,254 |
| 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) | $70,227,000 | 1,460 |
| Total debt securities | $70,227,000 | 1,631 |
| Structured notes | ||
| Amortized cost | $4,549,000 | 550 |
| Fair value | $4,528,000 | 554 |
| 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 | $71,836,000 | 1,658 |
| U.S. Government securities | $42,743,000 | 1,956 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $42,743,000 | 1,912 |
| Securities issued by states & political subdivisions | $28,240,000 | 696 |
| Other domestic debt securities | $853,000 | 2,094 |
| 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 | $853,000 | 1,481 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,402,000 | 3,028 |
| Mortgage-backed securities | $34,675,000 | 1,206 |
| Certificates of participation in pools of residential mortgages | $26,402,000 | 1,062 |
| Issued or guaranteed by U.S. | $26,402,000 | 1,055 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $8,273,000 | 1,235 |
| CMOs issued by government agencies or sponsored agencies | $8,273,000 | 1,004 |
| 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) | $71,836,000 | 1,434 |
| Total debt securities | $71,836,000 | 1,618 |
| Structured notes | ||
| Amortized cost | $4,122,000 | 713 |
| Fair value | $4,085,000 | 714 |
| 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 | $72,293,000 | 1,631 |
| U.S. Government securities | $43,583,000 | 1,942 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $43,583,000 | 1,885 |
| Securities issued by states & political subdivisions | $28,185,000 | 696 |
| Other domestic debt securities | $525,000 | 2,218 |
| 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 | $525,000 | 1,594 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,559,000 | 4,380 |
| Mortgage-backed securities | $33,480,000 | 1,216 |
| Certificates of participation in pools of residential mortgages | $24,934,000 | 1,102 |
| Issued or guaranteed by U.S. | $24,934,000 | 1,094 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $8,546,000 | 1,169 |
| CMOs issued by government agencies or sponsored agencies | $8,546,000 | 941 |
| 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) | $72,293,000 | 1,408 |
| Total debt securities | $72,293,000 | 1,598 |
| Structured notes | ||
| Amortized cost | $3,754,000 | 843 |
| Fair value | $3,683,000 | 839 |
| 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 | $70,941,000 | 1,662 |
| U.S. Government securities | $44,892,000 | 1,911 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $44,892,000 | 1,850 |
| Securities issued by states & political subdivisions | $25,524,000 | 785 |
| Other domestic debt securities | $525,000 | 2,223 |
| 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 | $525,000 | 1,625 |
| 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 | $5,856,000 | 4,312 |
| Mortgage-backed securities | $35,094,000 | 1,173 |
| Certificates of participation in pools of residential mortgages | $24,008,000 | 1,120 |
| Issued or guaranteed by U.S. | $24,008,000 | 1,112 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $11,086,000 | 996 |
| CMOs issued by government agencies or sponsored agencies | $11,086,000 | 787 |
| 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) | $70,941,000 | 1,431 |
| Total debt securities | $70,941,000 | 1,625 |
| Structured notes | ||
| Amortized cost | $3,888,000 | 871 |
| Fair value | $3,861,000 | 871 |
| 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 | $69,565,000 | 1,708 |
| U.S. Government securities | $44,577,000 | 1,943 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $44,577,000 | 1,880 |
| Securities issued by states & political subdivisions | $24,463,000 | 818 |
| Other domestic debt securities | $525,000 | 2,243 |
| 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 | $525,000 | 1,664 |
| 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 | $6,085,000 | 4,243 |
| Mortgage-backed securities | $34,663,000 | 1,205 |
| Certificates of participation in pools of residential mortgages | $24,229,000 | 1,136 |
| Issued or guaranteed by U.S. | $24,229,000 | 1,126 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $10,434,000 | 1,028 |
| CMOs issued by government agencies or sponsored agencies | $10,434,000 | 838 |
| 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) | $69,565,000 | 1,476 |
| Total debt securities | $69,565,000 | 1,675 |
| Structured notes | ||
| Amortized cost | $4,012,000 | 876 |
| Fair value | $3,978,000 | 883 |
| 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 | $63,326,000 | 1,883 |
| U.S. Government securities | $42,509,000 | 2,043 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $42,509,000 | 1,987 |
| Securities issued by states & political subdivisions | $20,288,000 | 991 |
| Other domestic debt securities | $529,000 | 2,279 |
| 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 | $529,000 | 1,700 |
| 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 | $6,256,000 | 4,243 |
| Mortgage-backed securities | $32,010,000 | 1,281 |
| Certificates of participation in pools of residential mortgages | $22,337,000 | 1,223 |
| Issued or guaranteed by U.S. | $22,337,000 | 1,210 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $9,673,000 | 1,051 |
| CMOs issued by government agencies or sponsored agencies | $9,673,000 | 864 |
| 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) | $63,326,000 | 1,610 |
| Total debt securities | $63,326,000 | 1,841 |
| Structured notes | ||
| Amortized cost | $3,620,000 | 1,060 |
| Fair value | $3,581,000 | 1,055 |
| 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 | $58,643,000 | 2,036 |
| U.S. Government securities | $40,585,000 | 2,131 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $40,585,000 | 2,068 |
| Securities issued by states & political subdivisions | $17,535,000 | 1,132 |
| Other domestic debt securities | $523,000 | 2,303 |
| 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 | $523,000 | 1,747 |
| 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 | $6,391,000 | 4,216 |
| Mortgage-backed securities | $30,111,000 | 1,344 |
| Certificates of participation in pools of residential mortgages | $22,262,000 | 1,234 |
| Issued or guaranteed by U.S. | $22,262,000 | 1,226 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $7,849,000 | 1,166 |
| CMOs issued by government agencies or sponsored agencies | $7,849,000 | 969 |
| 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) | $58,643,000 | 1,738 |
| Total debt securities | $58,643,000 | 1,997 |
| Structured notes | ||
| Amortized cost | $3,761,000 | 1,096 |
| Fair value | $3,664,000 | 1,092 |
| 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 | $54,350,000 | 2,184 |
| U.S. Government securities | $36,702,000 | 2,377 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $36,702,000 | 2,314 |
| Securities issued by states & political subdivisions | $17,114,000 | 1,169 |
| Other domestic debt securities | $534,000 | 2,365 |
| 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 | $534,000 | 1,821 |
| 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 | $6,786,000 | 4,088 |
| Mortgage-backed securities | $26,951,000 | 1,460 |
| Certificates of participation in pools of residential mortgages | $22,358,000 | 1,242 |
| Issued or guaranteed by U.S. | $22,358,000 | 1,232 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,593,000 | 1,537 |
| CMOs issued by government agencies or sponsored agencies | $4,593,000 | 1,319 |
| 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) | $54,350,000 | 1,861 |
| Total debt securities | $54,350,000 | 2,141 |
| Structured notes | ||
| Amortized cost | $3,927,000 | 1,081 |
| Fair value | $3,863,000 | 1,079 |
| 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 | $48,655,000 | 2,426 |
| U.S. Government securities | $30,983,000 | 2,713 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $30,983,000 | 2,623 |
| Securities issued by states & political subdivisions | $17,148,000 | 1,162 |
| Other domestic debt securities | $524,000 | 2,454 |
| 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 | $524,000 | 1,939 |
| 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 | $7,077,000 | 3,997 |
| Mortgage-backed securities | $25,125,000 | 1,550 |
| Certificates of participation in pools of residential mortgages | $21,369,000 | 1,309 |
| Issued or guaranteed by U.S. | $21,369,000 | 1,300 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $3,756,000 | 1,664 |
| CMOs issued by government agencies or sponsored agencies | $3,756,000 | 1,439 |
| 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) | $48,655,000 | 2,070 |
| Total debt securities | $48,655,000 | 2,383 |
| Structured notes | ||
| Amortized cost | $2,465,000 | 1,456 |
| Fair value | $2,444,000 | 1,452 |
| 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 | $43,662,000 | 2,629 |
| U.S. Government securities | $27,004,000 | 3,004 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $27,004,000 | 2,910 |
| Securities issued by states & political subdivisions | $16,658,000 | 1,198 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| 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 | $7,183,000 | 3,968 |
| Mortgage-backed securities | $21,471,000 | 1,731 |
| Certificates of participation in pools of residential mortgages | $18,576,000 | 1,467 |
| Issued or guaranteed by U.S. | $18,576,000 | 1,457 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,895,000 | 1,852 |
| CMOs issued by government agencies or sponsored agencies | $2,895,000 | 1,619 |
| 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) | $43,662,000 | 2,249 |
| Total debt securities | $43,662,000 | 2,585 |
| Structured notes | ||
| Amortized cost | $1,604,000 | 1,761 |
| Fair value | $1,590,000 | 1,762 |
| 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 | $33,202,000 | 3,329 |
| U.S. Government securities | $26,640,000 | 3,073 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $26,640,000 | 2,956 |
| Securities issued by states & political subdivisions | $6,562,000 | 2,586 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| 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 | $1,069,000 | 6,381 |
| Mortgage-backed securities | $21,429,000 | 1,791 |
| Certificates of participation in pools of residential mortgages | $18,394,000 | 1,519 |
| Issued or guaranteed by U.S. | $18,394,000 | 1,506 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $3,035,000 | 1,852 |
| CMOs issued by government agencies or sponsored agencies | $3,035,000 | 1,628 |
| 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) | $33,202,000 | 2,864 |
| Total debt securities | $33,202,000 | 3,279 |
| Structured notes | ||
| Amortized cost | $1,744,000 | 1,734 |
| Fair value | $1,741,000 | 1,721 |
| 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 | $28,386,000 | 3,773 |
| U.S. Government securities | $25,693,000 | 3,211 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $25,693,000 | 3,087 |
| Securities issued by states & political subdivisions | $2,693,000 | 3,958 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| 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 | $1,095,000 | 6,416 |
| Mortgage-backed securities | $22,778,000 | 1,751 |
| Certificates of participation in pools of residential mortgages | $20,493,000 | 1,442 |
| Issued or guaranteed by U.S. | $20,493,000 | 1,430 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,285,000 | 2,053 |
| CMOs issued by government agencies or sponsored agencies | $2,285,000 | 1,833 |
| 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) | $28,386,000 | 3,261 |
| Total debt securities | $28,386,000 | 3,717 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $26,436,000 | 3,953 |
| U.S. Government securities | $26,033,000 | 3,168 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $26,033,000 | 3,040 |
| Securities issued by states & political subdivisions | $403,000 | 5,803 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| 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 | $1,289,000 | 6,289 |
| Mortgage-backed securities | $21,579,000 | 1,844 |
| Certificates of participation in pools of residential mortgages | $19,692,000 | 1,510 |
| Issued or guaranteed by U.S. | $19,692,000 | 1,497 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,887,000 | 2,235 |
| CMOs issued by government agencies or sponsored agencies | $1,887,000 | 1,996 |
| 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) | $26,436,000 | 3,426 |
| Total debt securities | $26,436,000 | 3,892 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $25,816,000 | 4,010 |
| U.S. Government securities | $25,407,000 | 3,218 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $25,407,000 | 3,102 |
| Securities issued by states & political subdivisions | $409,000 | 5,838 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $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 | $1,372,000 | 6,286 |
| Mortgage-backed securities | $20,928,000 | 1,878 |
| Certificates of participation in pools of residential mortgages | $19,966,000 | 1,485 |
| Issued or guaranteed by U.S. | $19,966,000 | 1,474 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $962,000 | 2,701 |
| CMOs issued by government agencies or sponsored agencies | $962,000 | 2,456 |
| 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) | $25,816,000 | 3,481 |
| Total debt securities | $25,816,000 | 3,943 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $21,490,000 | 4,597 |
| U.S. Government securities | $21,490,000 | 3,736 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $21,490,000 | 3,603 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| 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 | $1,380,000 | 6,310 |
| Mortgage-backed securities | $18,106,000 | 2,112 |
| Certificates of participation in pools of residential mortgages | $17,163,000 | 1,692 |
| Issued or guaranteed by U.S. | $17,163,000 | 1,683 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $943,000 | 2,761 |
| CMOs issued by government agencies or sponsored agencies | $943,000 | 2,515 |
| 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) | $21,490,000 | 3,990 |
| Total debt securities | $21,490,000 | 4,529 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $18,410,000 | 5,004 |
| U.S. Government securities | $18,410,000 | 4,062 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $18,410,000 | 3,911 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| 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 | $1,321,000 | 6,313 |
| Mortgage-backed securities | $15,880,000 | 2,336 |
| Certificates of participation in pools of residential mortgages | $15,880,000 | 1,805 |
| Issued or guaranteed by U.S. | $15,880,000 | 1,797 |
| 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) | $18,410,000 | 4,369 |
| Total debt securities | $18,410,000 | 4,931 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $18,174,000 | 5,076 |
| U.S. Government securities | $18,174,000 | 4,171 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $18,174,000 | 4,027 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| 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 | $1,338,000 | 6,263 |
| Mortgage-backed securities | $15,670,000 | 2,344 |
| Certificates of participation in pools of residential mortgages | $15,670,000 | 1,841 |
| Issued or guaranteed by U.S. | $15,670,000 | 1,826 |
| 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) | $18,174,000 | 4,435 |
| Total debt securities | $18,174,000 | 4,994 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $15,612,000 | 5,428 |
| U.S. Government securities | $15,612,000 | 4,444 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $15,612,000 | 4,288 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| 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 | $1,361,000 | 6,274 |
| Mortgage-backed securities | $14,611,000 | 2,448 |
| Certificates of participation in pools of residential mortgages | $14,611,000 | 1,922 |
| Issued or guaranteed by U.S. | $14,611,000 | 1,914 |
| 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) | $15,612,000 | 4,750 |
| Total debt securities | $15,612,000 | 5,339 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $15,375,000 | 5,411 |
| U.S. Government securities | $15,375,000 | 4,414 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $15,375,000 | 4,254 |
| 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 | $1,638,000 | 6,069 |
| Mortgage-backed securities | $14,852,000 | 2,455 |
| Certificates of participation in pools of residential mortgages | $14,852,000 | 1,873 |
| Issued or guaranteed by U.S. | $14,852,000 | 1,862 |
| 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) | $15,375,000 | 4,724 |
| Total debt securities | $15,375,000 | 5,309 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $16,549,000 | 5,243 |
| U.S. Government securities | $16,549,000 | 4,242 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $16,549,000 | 4,059 |
| 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 | $1,879,000 | 5,948 |
| Mortgage-backed securities | $16,043,000 | 2,328 |
| Certificates of participation in pools of residential mortgages | $16,043,000 | 1,746 |
| Issued or guaranteed by U.S. | $16,043,000 | 1,741 |
| 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) | $16,549,000 | 4,536 |
| Total debt securities | $16,549,000 | 5,144 |
| 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 | $13,936,000 | 5,653 |
| U.S. Government securities | $13,936,000 | 4,665 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $13,936,000 | 4,489 |
| 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 | $2,024,000 | 5,863 |
| Mortgage-backed securities | $11,152,000 | 2,858 |
| Certificates of participation in pools of residential mortgages | $11,152,000 | 2,195 |
| Issued or guaranteed by U.S. | $11,152,000 | 2,182 |
| 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) | $13,936,000 | 4,909 |
| Total debt securities | $13,936,000 | 5,560 |
| 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 | $9,475,000 | 6,638 |
| U.S. Government securities | $9,475,000 | 5,657 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $9,475,000 | 5,422 |
| 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 | $1,771,000 | 6,114 |
| Mortgage-backed securities | $8,960,000 | 3,045 |
| Certificates of participation in pools of residential mortgages | $8,960,000 | 2,260 |
| Issued or guaranteed by U.S. | $8,960,000 | 2,245 |
| 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) | $9,475,000 | 5,750 |
| Total debt securities | $9,475,000 | 6,543 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $7,414,000 | 7,543 |
| U.S. Government securities | $7,293,000 | 6,792 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $7,293,000 | 6,416 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $121,000 | 6,582 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 7,050 |
| Mortgage-backed securities | $3,321,000 | 4,015 |
| Certificates of participation in pools of residential mortgages | $3,321,000 | 3,233 |
| Issued or guaranteed by U.S. | $3,321,000 | 3,218 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| 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 | 5,708 |
| Available-for-sale securities (fair market value) | $7,414,000 | 6,443 |
| Total debt securities | $7,293,000 | 7,461 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $6,016,000 | 8,332 |
| U.S. Government securities | $5,896,000 | 7,662 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $5,896,000 | 7,133 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $120,000 | 6,526 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,397,000 | 5,445 |
| Mortgage-backed securities | $1,549,000 | 5,396 |
| Certificates of participation in pools of residential mortgages | $1,549,000 | 4,534 |
| Issued or guaranteed by U.S. | $1,549,000 | 4,521 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $6,016,000 | 7,103 |
| Total debt securities | $5,896,000 | 8,257 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $7,677,000 | 7,809 |
| U.S. Government securities | $7,651,000 | 6,893 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $7,651,000 | 6,037 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $26,000 | 7,501 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $2,628,000 | 4,955 |
| Certificates of participation in pools of residential mortgages | $2,628,000 | 4,018 |
| Issued or guaranteed by U.S. | $2,628,000 | 3,998 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $7,677,000 | 6,454 |
| Total debt securities | $7,651,000 | 7,684 |
| Structured notes | ||
| Amortized cost | $500,000 | 941 |
| Fair value | $498,000 | 1,044 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |