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Capital Bank, Securities
| 2011-03-31 | Rank | |
| Total securities | $297,234,000 | 489 |
| U.S. Government securities | $266,674,000 | 399 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $266,674,000 | 379 |
| Securities issued by states & political subdivisions | $21,548,000 | 1,358 |
| Other domestic debt securities | $6,688,000 | 900 |
| Privately issued residential mortgage-backed securities | $5,581,000 | 458 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $1,107,000 | 1,303 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $2,324,000 | 396 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,913,000 | 745 |
| Mortgage-backed securities | $258,329,000 | 316 |
| Certificates of participation in pools of residential mortgages | $238,643,000 | 193 |
| Issued or guaranteed by U.S. | $238,643,000 | 191 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $19,686,000 | 1,037 |
| CMOs issued by government agencies or sponsored agencies | $14,105,000 | 1,084 |
| Privately issued | $5,581,000 | 442 |
| 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) | $297,234,000 | 433 |
| Total debt securities | $294,529,000 | 486 |
| Structured notes | ||
| Amortized cost | $4,005,000 | 1,414 |
| Fair value | $4,007,000 | 1,422 |
| 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 | $215,625,000 | 660 |
| U.S. Government securities | $184,358,000 | 542 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $184,358,000 | 520 |
| Securities issued by states & political subdivisions | $21,008,000 | 1,362 |
| Other domestic debt securities | $7,887,000 | 882 |
| Privately issued residential mortgage-backed securities | $6,587,000 | 457 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $1,300,000 | 1,243 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,372,000 | 391 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,616,000 | 791 |
| Mortgage-backed securities | $172,010,000 | 415 |
| Certificates of participation in pools of residential mortgages | $150,950,000 | 288 |
| Issued or guaranteed by U.S. | $150,950,000 | 286 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $21,060,000 | 974 |
| CMOs issued by government agencies or sponsored agencies | $14,473,000 | 1,042 |
| Privately issued | $6,587,000 | 438 |
| 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) | $215,625,000 | 583 |
| Total debt securities | $212,751,000 | 656 |
| Structured notes | ||
| Amortized cost | $9,000,000 | 719 |
| Fair value | $9,018,000 | 714 |
| 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 | $188,079,000 | 729 |
| U.S. Government securities | $146,832,000 | 667 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $146,832,000 | 636 |
| Securities issued by states & political subdivisions | $23,462,000 | 1,166 |
| Other domestic debt securities | $15,494,000 | 580 |
| Privately issued residential mortgage-backed securities | $7,226,000 | 466 |
| Commercial mortgage-backed securities - Total | $6,968,000 | 81 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $1,300,000 | 1,237 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,291,000 | 437 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,748,000 | 749 |
| Mortgage-backed securities | $125,740,000 | 545 |
| Certificates of participation in pools of residential mortgages | $102,883,000 | 398 |
| Issued or guaranteed by U.S. | $102,883,000 | 396 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $15,889,000 | 1,150 |
| CMOs issued by government agencies or sponsored agencies | $8,663,000 | 1,383 |
| Privately issued | $7,226,000 | 445 |
| Commercial mortgage-backed securities | $6,968,000 | 81 |
| Commercial mortgage pass-through securities | $6,968,000 | 41 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $2,822,000 | 1,765 |
| Available-for-sale securities (fair market value) | $185,257,000 | 649 |
| Total debt securities | $185,285,000 | 727 |
| Structured notes | ||
| Amortized cost | $24,000,000 | 218 |
| Fair value | $24,075,000 | 222 |
| 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 | $220,799,000 | 604 |
| U.S. Government securities | $165,664,000 | 597 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $165,664,000 | 567 |
| Securities issued by states & political subdivisions | $36,479,000 | 655 |
| Other domestic debt securities | $16,410,000 | 560 |
| Privately issued residential mortgage-backed securities | $8,202,000 | 471 |
| Commercial mortgage-backed securities - Total | $6,908,000 | 78 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $1,300,000 | 1,199 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,246,000 | 458 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,683,000 | 643 |
| Mortgage-backed securities | $133,545,000 | 505 |
| Certificates of participation in pools of residential mortgages | $114,591,000 | 349 |
| Issued or guaranteed by U.S. | $114,591,000 | 346 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $12,046,000 | 1,268 |
| CMOs issued by government agencies or sponsored agencies | $3,844,000 | 1,842 |
| Privately issued | $8,202,000 | 456 |
| Commercial mortgage-backed securities | $6,908,000 | 78 |
| Commercial mortgage pass-through securities | $6,908,000 | 39 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $3,082,000 | 1,769 |
| Available-for-sale securities (fair market value) | $217,717,000 | 532 |
| Total debt securities | $218,051,000 | 596 |
| Structured notes | ||
| Amortized cost | $24,000,000 | 252 |
| Fair value | $24,064,000 | 258 |
| 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 | $224,767,000 | 589 |
| U.S. Government securities | $152,185,000 | 639 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $152,185,000 | 607 |
| Securities issued by states & political subdivisions | $54,484,000 | 375 |
| Other domestic debt securities | $16,880,000 | 566 |
| Privately issued residential mortgage-backed securities | $8,781,000 | 489 |
| Commercial mortgage-backed securities - Total | $6,799,000 | 83 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $1,300,000 | 1,218 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,218,000 | 596 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $160,165,000 | 388 |
| Mortgage-backed securities | $148,758,000 | 473 |
| Certificates of participation in pools of residential mortgages | $129,039,000 | 329 |
| Issued or guaranteed by U.S. | $129,039,000 | 325 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $12,920,000 | 1,219 |
| CMOs issued by government agencies or sponsored agencies | $4,139,000 | 1,736 |
| Privately issued | $8,781,000 | 470 |
| Commercial mortgage-backed securities | $6,799,000 | 83 |
| Commercial mortgage pass-through securities | $6,799,000 | 42 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $3,344,000 | 1,756 |
| Available-for-sale securities (fair market value) | $221,423,000 | 523 |
| Total debt securities | $223,046,000 | 586 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $239,506,000 | 540 |
| U.S. Government securities | $147,491,000 | 631 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $147,491,000 | 606 |
| Securities issued by states & political subdivisions | $73,194,000 | 240 |
| Other domestic debt securities | $17,669,000 | 577 |
| Privately issued residential mortgage-backed securities | $9,597,000 | 496 |
| Commercial mortgage-backed securities - Total | $6,772,000 | 80 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $1,300,000 | 1,250 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,152,000 | 626 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $154,809,000 | 404 |
| Mortgage-backed securities | $162,831,000 | 435 |
| Certificates of participation in pools of residential mortgages | $141,951,000 | 307 |
| Issued or guaranteed by U.S. | $141,951,000 | 304 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $14,108,000 | 1,160 |
| CMOs issued by government agencies or sponsored agencies | $4,511,000 | 1,652 |
| Privately issued | $9,597,000 | 478 |
| Commercial mortgage-backed securities | $6,772,000 | 80 |
| Commercial mortgage pass-through securities | $6,772,000 | 39 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $3,676,000 | 1,723 |
| Available-for-sale securities (fair market value) | $235,830,000 | 479 |
| Total debt securities | $237,852,000 | 538 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| 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 | $256,512,000 | 501 |
| U.S. Government securities | $157,676,000 | 580 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $157,676,000 | 556 |
| Securities issued by states & political subdivisions | $77,018,000 | 226 |
| Other domestic debt securities | $20,653,000 | 561 |
| Privately issued residential mortgage-backed securities | $11,814,000 | 467 |
| Commercial mortgage-backed securities - Total | $6,839,000 | 86 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $2,000,000 | 1,113 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $1,165,000 | 674 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $177,878,000 | 361 |
| Mortgage-backed securities | $175,291,000 | 428 |
| Certificates of participation in pools of residential mortgages | $151,811,000 | 303 |
| Issued or guaranteed by U.S. | $151,811,000 | 299 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $16,641,000 | 1,038 |
| CMOs issued by government agencies or sponsored agencies | $4,827,000 | 1,561 |
| Privately issued | $11,814,000 | 447 |
| Commercial mortgage-backed securities | $6,839,000 | 86 |
| Commercial mortgage pass-through securities | $6,839,000 | 40 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $3,880,000 | 1,759 |
| Available-for-sale securities (fair market value) | $252,632,000 | 436 |
| Total debt securities | $255,347,000 | 491 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| 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 | $262,237,000 | 493 |
| U.S. Government securities | $170,007,000 | 532 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $170,007,000 | 514 |
| Securities issued by states & political subdivisions | $72,839,000 | 247 |
| Other domestic debt securities | $18,286,000 | 635 |
| Privately issued residential mortgage-backed securities | $16,286,000 | 399 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $2,000,000 | 1,129 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $1,105,000 | 734 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $203,462,000 | 313 |
| Mortgage-backed securities | $185,248,000 | 402 |
| Certificates of participation in pools of residential mortgages | $163,496,000 | 290 |
| Issued or guaranteed by U.S. | $163,496,000 | 287 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $21,752,000 | 867 |
| CMOs issued by government agencies or sponsored agencies | $5,466,000 | 1,454 |
| Privately issued | $16,286,000 | 385 |
| 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) | $4,379,000 | 1,686 |
| Available-for-sale securities (fair market value) | $257,858,000 | 432 |
| Total debt securities | $261,132,000 | 481 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| 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 | $280,323,000 | 463 |
| U.S. Government securities | $189,738,000 | 468 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $189,738,000 | 454 |
| Securities issued by states & political subdivisions | $70,772,000 | 245 |
| Other domestic debt securities | $18,819,000 | 588 |
| Privately issued residential mortgage-backed securities | $16,819,000 | 396 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 1,141 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $994,000 | 773 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $230,324,000 | 283 |
| Mortgage-backed securities | $201,283,000 | 384 |
| Certificates of participation in pools of residential mortgages | $178,444,000 | 282 |
| Issued or guaranteed by U.S. | $178,444,000 | 275 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $22,839,000 | 833 |
| CMOs issued by government agencies or sponsored agencies | $6,020,000 | 1,391 |
| Privately issued | $16,819,000 | 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) | $4,805,000 | 1,656 |
| Available-for-sale securities (fair market value) | $275,518,000 | 405 |
| Total debt securities | $279,329,000 | 452 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| 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 | $271,850,000 | 460 |
| U.S. Government securities | $189,457,000 | 464 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $189,457,000 | 453 |
| Securities issued by states & political subdivisions | $70,730,000 | 235 |
| Other domestic debt securities | $10,600,000 | 797 |
| Privately issued residential mortgage-backed securities | $8,600,000 | 538 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 1,115 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $1,063,000 | 713 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $221,883,000 | 299 |
| Mortgage-backed securities | $192,608,000 | 378 |
| Certificates of participation in pools of residential mortgages | $177,662,000 | 272 |
| Issued or guaranteed by U.S. | $177,662,000 | 267 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $14,946,000 | 1,044 |
| CMOs issued by government agencies or sponsored agencies | $6,346,000 | 1,328 |
| Privately issued | $8,600,000 | 510 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,194,000 | 1,597 |
| Available-for-sale securities (fair market value) | $266,656,000 | 399 |
| Total debt securities | $270,787,000 | 451 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| 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 | $236,582,000 | 515 |
| U.S. Government securities | $156,401,000 | 539 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $156,401,000 | 527 |
| Securities issued by states & political subdivisions | $67,950,000 | 231 |
| Other domestic debt securities | $11,109,000 | 775 |
| Privately issued residential mortgage-backed securities | $9,109,000 | 528 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 1,095 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,122,000 | 708 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $216,039,000 | 293 |
| Mortgage-backed securities | $160,391,000 | 422 |
| Certificates of participation in pools of residential mortgages | $150,001,000 | 303 |
| Issued or guaranteed by U.S. | $150,001,000 | 298 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $10,390,000 | 1,242 |
| CMOs issued by government agencies or sponsored agencies | $1,281,000 | 2,291 |
| Privately issued | $9,109,000 | 501 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,347,000 | 1,599 |
| Available-for-sale securities (fair market value) | $231,235,000 | 440 |
| Total debt securities | $235,460,000 | 508 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| 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 | $238,425,000 | 521 |
| U.S. Government securities | $149,594,000 | 575 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $149,594,000 | 564 |
| Securities issued by states & political subdivisions | $77,155,000 | 201 |
| Other domestic debt securities | $10,573,000 | 849 |
| Privately issued residential mortgage-backed securities | $9,593,000 | 521 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $980,000 | 1,579 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $1,103,000 | 978 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $232,372,000 | 270 |
| Mortgage-backed securities | $154,091,000 | 436 |
| Certificates of participation in pools of residential mortgages | $143,147,000 | 321 |
| Issued or guaranteed by U.S. | $143,147,000 | 315 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $10,944,000 | 1,200 |
| CMOs issued by government agencies or sponsored agencies | $1,351,000 | 2,263 |
| Privately issued | $9,593,000 | 492 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,528,000 | 1,566 |
| Available-for-sale securities (fair market value) | $232,897,000 | 459 |
| Total debt securities | $237,322,000 | 510 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| 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 | $249,728,000 | 505 |
| U.S. Government securities | $160,005,000 | 533 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $160,005,000 | 525 |
| Securities issued by states & political subdivisions | $78,385,000 | 198 |
| Other domestic debt securities | $10,203,000 | 832 |
| Privately issued residential mortgage-backed securities | $10,203,000 | 485 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $1,135,000 | 997 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $221,740,000 | 286 |
| Mortgage-backed securities | $159,206,000 | 414 |
| Certificates of participation in pools of residential mortgages | $144,165,000 | 310 |
| Issued or guaranteed by U.S. | $144,165,000 | 303 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $15,041,000 | 948 |
| CMOs issued by government agencies or sponsored agencies | $4,838,000 | 1,419 |
| Privately issued | $10,203,000 | 459 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,895,000 | 1,540 |
| Available-for-sale securities (fair market value) | $243,833,000 | 446 |
| Total debt securities | $248,593,000 | 488 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| 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 | $251,510,000 | 490 |
| U.S. Government securities | $158,156,000 | 542 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $158,156,000 | 528 |
| Securities issued by states & political subdivisions | $81,561,000 | 190 |
| Other domestic debt securities | $10,641,000 | 768 |
| Privately issued residential mortgage-backed securities | $10,641,000 | 434 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $1,152,000 | 947 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $214,655,000 | 291 |
| Mortgage-backed securities | $129,751,000 | 452 |
| Certificates of participation in pools of residential mortgages | $114,362,000 | 340 |
| Issued or guaranteed by U.S. | $114,362,000 | 335 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $15,389,000 | 874 |
| CMOs issued by government agencies or sponsored agencies | $4,748,000 | 1,376 |
| Privately issued | $10,641,000 | 409 |
| 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) | $10,021,000 | 1,192 |
| Available-for-sale securities (fair market value) | $241,489,000 | 443 |
| Total debt securities | $250,358,000 | 480 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,023 |
| Fair value | $1,962,000 | 1,128 |
| 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 | $240,762,000 | 514 |
| U.S. Government securities | $147,071,000 | 585 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $147,071,000 | 573 |
| Securities issued by states & political subdivisions | $81,632,000 | 190 |
| Other domestic debt securities | $10,877,000 | 704 |
| Privately issued residential mortgage-backed securities | $10,877,000 | 400 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $1,182,000 | 905 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $231,738,000 | 267 |
| Mortgage-backed securities | $71,430,000 | 689 |
| Certificates of participation in pools of residential mortgages | $55,844,000 | 594 |
| Issued or guaranteed by U.S. | $55,844,000 | 586 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $15,586,000 | 830 |
| CMOs issued by government agencies or sponsored agencies | $4,709,000 | 1,347 |
| Privately issued | $10,877,000 | 379 |
| 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) | $10,141,000 | 1,235 |
| Available-for-sale securities (fair market value) | $230,621,000 | 468 |
| Total debt securities | $239,580,000 | 504 |
| Structured notes | ||
| Amortized cost | $5,919,000 | 543 |
| Fair value | $5,777,000 | 547 |
| 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 | $234,696,000 | 527 |
| U.S. Government securities | $142,555,000 | 611 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $142,555,000 | 599 |
| Securities issued by states & political subdivisions | $79,627,000 | 193 |
| Other domestic debt securities | $11,320,000 | 654 |
| Privately issued residential mortgage-backed securities | $11,320,000 | 383 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $1,194,000 | 909 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $133,008,000 | 405 |
| Mortgage-backed securities | $70,043,000 | 697 |
| Certificates of participation in pools of residential mortgages | $53,963,000 | 610 |
| Issued or guaranteed by U.S. | $53,963,000 | 599 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $16,080,000 | 791 |
| CMOs issued by government agencies or sponsored agencies | $4,760,000 | 1,327 |
| Privately issued | $11,320,000 | 363 |
| 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) | $10,314,000 | 1,235 |
| Available-for-sale securities (fair market value) | $224,382,000 | 467 |
| Total debt securities | $233,502,000 | 516 |
| Structured notes | ||
| Amortized cost | $5,990,000 | 565 |
| Fair value | $5,791,000 | 568 |
| 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 | $239,682,000 | 519 |
| U.S. Government securities | $147,249,000 | 600 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $147,249,000 | 586 |
| Securities issued by states & political subdivisions | $79,418,000 | 190 |
| Other domestic debt securities | $11,826,000 | 661 |
| Privately issued residential mortgage-backed securities | $11,826,000 | 376 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $1,189,000 | 935 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $166,161,000 | 346 |
| Mortgage-backed securities | $75,985,000 | 659 |
| Certificates of participation in pools of residential mortgages | $57,204,000 | 577 |
| Issued or guaranteed by U.S. | $57,204,000 | 567 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $18,781,000 | 708 |
| CMOs issued by government agencies or sponsored agencies | $6,955,000 | 1,064 |
| Privately issued | $11,826,000 | 354 |
| 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) | $10,525,000 | 1,242 |
| Available-for-sale securities (fair market value) | $229,157,000 | 461 |
| Total debt securities | $238,493,000 | 511 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 817 |
| Fair value | $3,916,000 | 862 |
| 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 | $231,145,000 | 538 |
| U.S. Government securities | $141,916,000 | 644 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $141,916,000 | 631 |
| Securities issued by states & political subdivisions | $76,260,000 | 200 |
| Other domestic debt securities | $12,236,000 | 629 |
| Privately issued residential mortgage-backed securities | $12,236,000 | 349 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $733,000 | 1,158 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $132,719,000 | 419 |
| Mortgage-backed securities | $78,175,000 | 658 |
| Certificates of participation in pools of residential mortgages | $58,837,000 | 576 |
| Issued or guaranteed by U.S. | $58,837,000 | 568 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $19,338,000 | 712 |
| CMOs issued by government agencies or sponsored agencies | $7,102,000 | 1,061 |
| Privately issued | $12,236,000 | 333 |
| 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) | $10,833,000 | 1,247 |
| Available-for-sale securities (fair market value) | $220,312,000 | 478 |
| Total debt securities | $230,412,000 | 523 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 878 |
| Fair value | $3,886,000 | 930 |
| 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 | $181,963,000 | 702 |
| U.S. Government securities | $139,759,000 | 682 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $139,759,000 | 665 |
| Securities issued by states & political subdivisions | $28,807,000 | 662 |
| Other domestic debt securities | $12,666,000 | 622 |
| Privately issued residential mortgage-backed securities | $12,666,000 | 354 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $731,000 | 1,182 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,974,000 | 475 |
| Mortgage-backed securities | $77,667,000 | 672 |
| Certificates of participation in pools of residential mortgages | $57,758,000 | 596 |
| Issued or guaranteed by U.S. | $57,758,000 | 587 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $19,909,000 | 685 |
| CMOs issued by government agencies or sponsored agencies | $7,243,000 | 1,019 |
| Privately issued | $12,666,000 | 334 |
| 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) | $11,020,000 | 1,271 |
| Available-for-sale securities (fair market value) | $170,943,000 | 616 |
| Total debt securities | $181,232,000 | 684 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,480 |
| Fair value | $1,883,000 | 1,658 |
| 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 | $188,037,000 | 682 |
| U.S. Government securities | $139,584,000 | 674 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $139,584,000 | 656 |
| Securities issued by states & political subdivisions | $34,627,000 | 511 |
| Other domestic debt securities | $13,113,000 | 609 |
| Privately issued residential mortgage-backed securities | $13,113,000 | 345 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $713,000 | 1,189 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,014,000 | 594 |
| Mortgage-backed securities | $82,284,000 | 639 |
| Certificates of participation in pools of residential mortgages | $61,852,000 | 566 |
| Issued or guaranteed by U.S. | $61,852,000 | 559 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $20,432,000 | 677 |
| CMOs issued by government agencies or sponsored agencies | $7,319,000 | 1,013 |
| Privately issued | $13,113,000 | 328 |
| 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) | $11,944,000 | 1,228 |
| Available-for-sale securities (fair market value) | $176,093,000 | 605 |
| Total debt securities | $187,324,000 | 667 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,533 |
| Fair value | $1,835,000 | 1,714 |
| 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 | $179,401,000 | 727 |
| U.S. Government securities | $129,213,000 | 727 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $129,213,000 | 703 |
| Securities issued by states & political subdivisions | $35,700,000 | 481 |
| Other domestic debt securities | $13,765,000 | 594 |
| Privately issued residential mortgage-backed securities | $13,765,000 | 335 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $723,000 | 1,213 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,341,000 | 680 |
| Mortgage-backed securities | $79,823,000 | 663 |
| Certificates of participation in pools of residential mortgages | $58,336,000 | 607 |
| Issued or guaranteed by U.S. | $58,336,000 | 599 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $21,487,000 | 656 |
| CMOs issued by government agencies or sponsored agencies | $7,722,000 | 987 |
| Privately issued | $13,765,000 | 317 |
| 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) | $12,138,000 | 1,252 |
| Available-for-sale securities (fair market value) | $167,263,000 | 638 |
| Total debt securities | $178,676,000 | 716 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,539 |
| Fair value | $1,881,000 | 1,709 |
| 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 | $161,473,000 | 789 |
| U.S. Government securities | $115,810,000 | 801 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $115,810,000 | 777 |
| Securities issued by states & political subdivisions | $30,609,000 | 599 |
| Other domestic debt securities | $14,319,000 | 602 |
| Privately issued residential mortgage-backed securities | $14,319,000 | 337 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $735,000 | 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 | $60,618,000 | 833 |
| Mortgage-backed securities | $74,622,000 | 700 |
| Certificates of participation in pools of residential mortgages | $52,337,000 | 670 |
| Issued or guaranteed by U.S. | $52,337,000 | 662 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $22,285,000 | 639 |
| CMOs issued by government agencies or sponsored agencies | $7,966,000 | 970 |
| Privately issued | $14,319,000 | 319 |
| 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) | $12,334,000 | 1,273 |
| Available-for-sale securities (fair market value) | $149,139,000 | 714 |
| Total debt securities | $160,738,000 | 771 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,536 |
| Fair value | $1,898,000 | 1,697 |
| 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 | $160,944,000 | 787 |
| U.S. Government securities | $114,231,000 | 803 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $114,231,000 | 775 |
| Securities issued by states & political subdivisions | $30,823,000 | 584 |
| Other domestic debt securities | $15,149,000 | 589 |
| Privately issued residential mortgage-backed securities | $15,149,000 | 321 |
| 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 | $741,000 | 1,248 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,929,000 | 805 |
| Mortgage-backed securities | $79,529,000 | 673 |
| Certificates of participation in pools of residential mortgages | $55,932,000 | 646 |
| Issued or guaranteed by U.S. | $55,932,000 | 637 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $23,597,000 | 621 |
| CMOs issued by government agencies or sponsored agencies | $8,448,000 | 952 |
| Privately issued | $15,149,000 | 303 |
| 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) | $12,623,000 | 1,263 |
| Available-for-sale securities (fair market value) | $148,321,000 | 716 |
| Total debt securities | $160,200,000 | 773 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,512 |
| Fair value | $1,927,000 | 1,672 |
| 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 | $161,378,000 | 776 |
| U.S. Government securities | $113,149,000 | 807 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $113,149,000 | 779 |
| Securities issued by states & political subdivisions | $30,971,000 | 570 |
| Other domestic debt securities | $16,503,000 | 581 |
| Privately issued residential mortgage-backed securities | $16,503,000 | 314 |
| 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 | $755,000 | 1,254 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,248,000 | 773 |
| Mortgage-backed securities | $87,088,000 | 639 |
| Certificates of participation in pools of residential mortgages | $60,434,000 | 615 |
| Issued or guaranteed by U.S. | $60,434,000 | 608 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $26,654,000 | 594 |
| CMOs issued by government agencies or sponsored agencies | $10,151,000 | 899 |
| Privately issued | $16,503,000 | 294 |
| 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) | $14,182,000 | 1,193 |
| Available-for-sale securities (fair market value) | $147,196,000 | 718 |
| Total debt securities | $160,623,000 | 757 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,508 |
| Fair value | $1,946,000 | 1,670 |
| 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 | $153,621,000 | 823 |
| U.S. Government securities | $114,726,000 | 816 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $114,726,000 | 785 |
| Securities issued by states & political subdivisions | $24,924,000 | 745 |
| Other domestic debt securities | $13,626,000 | 653 |
| Privately issued residential mortgage-backed securities | $13,626,000 | 329 |
| 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 | $345,000 | 1,563 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,913,000 | 765 |
| Mortgage-backed securities | $88,696,000 | 644 |
| Certificates of participation in pools of residential mortgages | $65,109,000 | 602 |
| Issued or guaranteed by U.S. | $65,109,000 | 596 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $23,587,000 | 647 |
| CMOs issued by government agencies or sponsored agencies | $9,961,000 | 934 |
| Privately issued | $13,626,000 | 304 |
| 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) | $14,046,000 | 1,214 |
| Available-for-sale securities (fair market value) | $139,575,000 | 758 |
| Total debt securities | $153,276,000 | 805 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,493 |
| Fair value | $1,893,000 | 1,657 |
| 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 | $154,282,000 | 839 |
| U.S. Government securities | $120,060,000 | 801 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $120,060,000 | 763 |
| Securities issued by states & political subdivisions | $25,130,000 | 756 |
| Other domestic debt securities | $9,092,000 | 843 |
| Privately issued residential mortgage-backed securities | $9,092,000 | 375 |
| 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 | $67,266,000 | 740 |
| Mortgage-backed securities | $88,980,000 | 668 |
| Certificates of participation in pools of residential mortgages | $68,997,000 | 598 |
| Issued or guaranteed by U.S. | $68,997,000 | 594 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $19,983,000 | 738 |
| CMOs issued by government agencies or sponsored agencies | $10,891,000 | 909 |
| Privately issued | $9,092,000 | 347 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,336,000 | 1,257 |
| Available-for-sale securities (fair market value) | $140,946,000 | 770 |
| Total debt securities | $154,282,000 | 819 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,463 |
| Fair value | $1,931,000 | 1,615 |
| 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 | $149,653,000 | 859 |
| U.S. Government securities | $119,530,000 | 813 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $119,530,000 | 781 |
| Securities issued by states & political subdivisions | $25,329,000 | 744 |
| Other domestic debt securities | $4,794,000 | 1,180 |
| Privately issued residential mortgage-backed securities | $4,794,000 | 450 |
| 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 | $62,397,000 | 787 |
| Mortgage-backed securities | $85,230,000 | 693 |
| Certificates of participation in pools of residential mortgages | $67,784,000 | 602 |
| Issued or guaranteed by U.S. | $67,784,000 | 598 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $17,446,000 | 801 |
| CMOs issued by government agencies or sponsored agencies | $12,652,000 | 833 |
| Privately issued | $4,794,000 | 420 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,980,000 | 2,061 |
| Available-for-sale securities (fair market value) | $144,673,000 | 761 |
| Total debt securities | $149,653,000 | 837 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,484 |
| Fair value | $1,935,000 | 1,617 |
| 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 | $145,250,000 | 898 |
| U.S. Government securities | $120,780,000 | 807 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $120,780,000 | 776 |
| Securities issued by states & political subdivisions | $24,470,000 | 760 |
| 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 | $64,518,000 | 729 |
| Mortgage-backed securities | $86,380,000 | 688 |
| Certificates of participation in pools of residential mortgages | $72,019,000 | 586 |
| Issued or guaranteed by U.S. | $72,019,000 | 581 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $14,361,000 | 900 |
| CMOs issued by government agencies or sponsored agencies | $14,361,000 | 761 |
| 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) | $145,250,000 | 771 |
| Total debt securities | $145,250,000 | 868 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,462 |
| Fair value | $1,848,000 | 1,604 |
| 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 | $154,512,000 | 855 |
| U.S. Government securities | $128,060,000 | 771 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $128,060,000 | 746 |
| Securities issued by states & political subdivisions | $26,452,000 | 698 |
| 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 | $68,808,000 | 676 |
| Mortgage-backed securities | $94,244,000 | 667 |
| Certificates of participation in pools of residential mortgages | $80,042,000 | 551 |
| Issued or guaranteed by U.S. | $80,042,000 | 544 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $14,202,000 | 939 |
| CMOs issued by government agencies or sponsored agencies | $14,202,000 | 809 |
| 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) | $154,512,000 | 729 |
| Total debt securities | $154,512,000 | 828 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,296 |
| Fair value | $1,949,000 | 1,415 |
| 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 | $160,227,000 | 845 |
| U.S. Government securities | $134,451,000 | 768 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $134,451,000 | 740 |
| Securities issued by states & political subdivisions | $25,383,000 | 726 |
| Other domestic debt securities | $393,000 | 3,216 |
| Privately issued residential mortgage-backed securities | $393,000 | 775 |
| 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 | $73,266,000 | 621 |
| Mortgage-backed securities | $99,463,000 | 655 |
| Certificates of participation in pools of residential mortgages | $88,532,000 | 521 |
| Issued or guaranteed by U.S. | $88,532,000 | 515 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $10,931,000 | 1,070 |
| CMOs issued by government agencies or sponsored agencies | $10,538,000 | 1,020 |
| Privately issued | $393,000 | 673 |
| 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) | $160,227,000 | 726 |
| Total debt securities | $160,227,000 | 822 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 612 |
| Fair value | $4,823,000 | 657 |
| 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 | $161,258,000 | 837 |
| U.S. Government securities | $135,713,000 | 757 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $135,713,000 | 725 |
| Securities issued by states & political subdivisions | $25,042,000 | 735 |
| Other domestic debt securities | $503,000 | 3,184 |
| Privately issued residential mortgage-backed securities | $503,000 | 782 |
| 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 | $73,192,000 | 621 |
| Mortgage-backed securities | $104,072,000 | 629 |
| Certificates of participation in pools of residential mortgages | $90,553,000 | 520 |
| Issued or guaranteed by U.S. | $90,553,000 | 515 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $13,519,000 | 965 |
| CMOs issued by government agencies or sponsored agencies | $13,016,000 | 912 |
| Privately issued | $503,000 | 681 |
| 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) | $161,258,000 | 716 |
| Total debt securities | $161,258,000 | 805 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 493 |
| Fair value | $4,657,000 | 546 |
| 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 | $156,257,000 | 850 |
| U.S. Government securities | $130,518,000 | 754 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $130,518,000 | 728 |
| Securities issued by states & political subdivisions | $22,240,000 | 842 |
| Other domestic debt securities | $3,499,000 | 1,722 |
| Privately issued residential mortgage-backed securities | $3,499,000 | 445 |
| 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 | $39,529,000 | 1,025 |
| Mortgage-backed securities | $111,582,000 | 608 |
| Certificates of participation in pools of residential mortgages | $88,280,000 | 508 |
| Issued or guaranteed by U.S. | $88,280,000 | 503 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $23,302,000 | 742 |
| CMOs issued by government agencies or sponsored agencies | $19,803,000 | 765 |
| Privately issued | $3,499,000 | 395 |
| 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) | $156,257,000 | 731 |
| Total debt securities | $156,257,000 | 816 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 391 |
| Fair value | $5,000,000 | 414 |
| 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 | $150,407,000 | 862 |
| U.S. Government securities | $122,357,000 | 786 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $122,357,000 | 756 |
| Securities issued by states & political subdivisions | $21,624,000 | 825 |
| Other domestic debt securities | $6,426,000 | 1,209 |
| Privately issued residential mortgage-backed securities | $5,428,000 | 392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $998,000 | 2,508 |
| 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 | $58,554,000 | 738 |
| Mortgage-backed securities | $112,180,000 | 596 |
| Certificates of participation in pools of residential mortgages | $86,666,000 | 507 |
| Issued or guaranteed by U.S. | $86,666,000 | 500 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $25,514,000 | 718 |
| CMOs issued by government agencies or sponsored agencies | $20,086,000 | 765 |
| Privately issued | $5,428,000 | 345 |
| 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) | $150,407,000 | 737 |
| Total debt securities | $150,407,000 | 829 |
| Structured notes | ||
| Amortized cost | $133,000 | 1,725 |
| Fair value | $133,000 | 1,727 |
| 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 | $150,311,000 | 846 |
| U.S. Government securities | $122,072,000 | 760 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $122,072,000 | 726 |
| Securities issued by states & political subdivisions | $20,050,000 | 874 |
| Other domestic debt securities | $8,189,000 | 1,049 |
| Privately issued residential mortgage-backed securities | $7,172,000 | 338 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,017,000 | 2,465 |
| 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 | $60,869,000 | 698 |
| Mortgage-backed securities | $113,551,000 | 570 |
| Certificates of participation in pools of residential mortgages | $90,560,000 | 455 |
| Issued or guaranteed by U.S. | $90,560,000 | 449 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $22,991,000 | 755 |
| CMOs issued by government agencies or sponsored agencies | $15,819,000 | 890 |
| Privately issued | $7,172,000 | 300 |
| 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) | $150,311,000 | 711 |
| Total debt securities | $150,311,000 | 809 |
| Structured notes | ||
| Amortized cost | $2,341,000 | 440 |
| Fair value | $2,343,000 | 440 |
| 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 | $71,202,000 | 1,575 |
| U.S. Government securities | $59,440,000 | 1,371 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $59,440,000 | 1,301 |
| Securities issued by states & political subdivisions | $5,584,000 | 2,671 |
| Other domestic debt securities | $6,178,000 | 1,255 |
| 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 | $6,178,000 | 999 |
| 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 | $40,672,000 | 931 |
| Mortgage-backed securities | $42,447,000 | 1,078 |
| Certificates of participation in pools of residential mortgages | $33,747,000 | 874 |
| Issued or guaranteed by U.S. | $33,747,000 | 867 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $8,700,000 | 1,391 |
| CMOs issued by government agencies or sponsored agencies | $8,700,000 | 1,301 |
| 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) | $71,202,000 | 1,312 |
| Total debt securities | $71,202,000 | 1,521 |
| 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 | $61,947,000 | 1,773 |
| U.S. Government securities | $60,164,000 | 1,317 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $60,164,000 | 1,222 |
| Securities issued by states & political subdivisions | $783,000 | 5,641 |
| 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 | $0 | 313 |
| Equity securities | $1,000,000 | 2,521 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,907,000 | 2,040 |
| Mortgage-backed securities | $23,308,000 | 1,323 |
| Certificates of participation in pools of residential mortgages | $23,308,000 | 961 |
| Issued or guaranteed by U.S. | $23,308,000 | 951 |
| 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) | $61,947,000 | 1,384 |
| Total debt securities | $60,947,000 | 1,720 |
| 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 | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $46,580,000 | 2,434 |
| U.S. Government securities | $45,580,000 | 1,840 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $45,580,000 | 1,651 |
| 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 | $0 | 343 |
| Equity securities | $1,000,000 | 2,404 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,095,000 | 1,258 |
| Mortgage-backed securities | $19,402,000 | 1,646 |
| Certificates of participation in pools of residential mortgages | $19,402,000 | 1,173 |
| Issued or guaranteed by U.S. | $19,402,000 | 1,164 |
| 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) | $46,580,000 | 1,864 |
| Total debt securities | $45,580,000 | 2,395 |
| 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 | $21,996,000 | 4,541 |
| U.S. Government securities | $21,746,000 | 3,678 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $21,746,000 | 3,130 |
| 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 | $0 | 363 |
| Equity securities | $250,000 | 5,009 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,011,000 | 3,278 |
| Mortgage-backed securities | $9,739,000 | 2,757 |
| Certificates of participation in pools of residential mortgages | $9,739,000 | 2,024 |
| Issued or guaranteed by U.S. | $9,739,000 | 2,011 |
| 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) | $2,000,000 | 4,758 |
| Available-for-sale securities (fair market value) | $19,996,000 | 3,797 |
| Total debt securities | $21,746,000 | 4,455 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $19,532,000 | 5,000 |
| U.S. Government securities | $19,379,000 | 4,195 |
| U.S. Treasury securities | $3,014,000 | 4,254 |
| U.S. Government agency obligations | $16,365,000 | 3,765 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $153,000 | 5,821 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $5,357,000 | 3,712 |
| Certificates of participation in pools of residential mortgages | $5,357,000 | 2,802 |
| Issued or guaranteed by U.S. | $5,357,000 | 2,790 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,002,000 | 3,226 |
| Available-for-sale securities (fair market value) | $11,530,000 | 5,301 |
| Total debt securities | $19,379,000 | 4,919 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |