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CapitalBank, Securities
| 2011-09-30 | Rank | |
| Total securities | $48,462,000 | 2,591 |
| U.S. Government securities | $45,205,000 | 1,987 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $45,205,000 | 1,935 |
| Securities issued by states & political subdivisions | $3,257,000 | 3,998 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,236,000 | 1,203 |
| Mortgage-backed securities | $45,205,000 | 1,365 |
| Certificates of participation in pools of residential mortgages | $45,205,000 | 921 |
| Issued or guaranteed by U.S. | $45,205,000 | 918 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $48,462,000 | 2,351 |
| Total debt securities | $48,462,000 | 2,565 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $55,257,000 | 2,351 |
| U.S. Government securities | $46,734,000 | 1,953 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $46,734,000 | 1,893 |
| Securities issued by states & political subdivisions | $8,523,000 | 2,748 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,581,000 | 1,178 |
| Mortgage-backed securities | $46,734,000 | 1,325 |
| Certificates of participation in pools of residential mortgages | $46,734,000 | 881 |
| Issued or guaranteed by U.S. | $46,734,000 | 878 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $55,257,000 | 2,126 |
| Total debt securities | $55,257,000 | 2,326 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $67,197,000 | 1,974 |
| U.S. Government securities | $58,421,000 | 1,630 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $58,421,000 | 1,579 |
| Securities issued by states & political subdivisions | $8,776,000 | 2,676 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,397,000 | 1,173 |
| Mortgage-backed securities | $50,857,000 | 1,217 |
| Certificates of participation in pools of residential mortgages | $50,857,000 | 778 |
| Issued or guaranteed by U.S. | $50,857,000 | 775 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $67,197,000 | 1,788 |
| Total debt securities | $67,197,000 | 1,956 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| 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 | $74,026,000 | 1,737 |
| U.S. Government securities | $63,229,000 | 1,445 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $63,229,000 | 1,391 |
| Securities issued by states & political subdivisions | $10,797,000 | 2,355 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,588,000 | 1,489 |
| Mortgage-backed securities | $55,403,000 | 1,083 |
| Certificates of participation in pools of residential mortgages | $55,403,000 | 687 |
| Issued or guaranteed by U.S. | $55,403,000 | 682 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $74,026,000 | 1,570 |
| Total debt securities | $74,026,000 | 1,723 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| 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 | $55,422,000 | 2,191 |
| U.S. Government securities | $42,972,000 | 1,957 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $42,972,000 | 1,889 |
| Securities issued by states & political subdivisions | $12,450,000 | 2,053 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,091,000 | 1,556 |
| Mortgage-backed securities | $35,002,000 | 1,536 |
| Certificates of participation in pools of residential mortgages | $35,002,000 | 994 |
| Issued or guaranteed by U.S. | $35,002,000 | 985 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $55,422,000 | 1,963 |
| Total debt securities | $55,422,000 | 2,161 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| 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 | $56,304,000 | 2,153 |
| U.S. Government securities | $42,195,000 | 2,040 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $42,195,000 | 1,971 |
| Securities issued by states & political subdivisions | $14,109,000 | 1,777 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,081,000 | 1,653 |
| Mortgage-backed securities | $34,146,000 | 1,530 |
| Certificates of participation in pools of residential mortgages | $34,146,000 | 1,014 |
| Issued or guaranteed by U.S. | $34,146,000 | 1,006 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $160,000 | 2,847 |
| Available-for-sale securities (fair market value) | $56,144,000 | 1,933 |
| Total debt securities | $56,304,000 | 2,132 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| 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 | $67,924,000 | 1,843 |
| U.S. Government securities | $52,285,000 | 1,709 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $52,285,000 | 1,655 |
| Securities issued by states & political subdivisions | $15,639,000 | 1,616 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,894,000 | 1,548 |
| Mortgage-backed securities | $23,593,000 | 2,042 |
| Certificates of participation in pools of residential mortgages | $23,593,000 | 1,439 |
| Issued or guaranteed by U.S. | $23,593,000 | 1,435 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $160,000 | 2,901 |
| Available-for-sale securities (fair market value) | $67,764,000 | 1,647 |
| Total debt securities | $67,924,000 | 1,822 |
| 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 | $68,985,000 | 1,815 |
| U.S. Government securities | $52,267,000 | 1,682 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $52,267,000 | 1,635 |
| Securities issued by states & political subdivisions | $16,718,000 | 1,512 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,631,000 | 1,721 |
| Mortgage-backed securities | $5,669,000 | 4,000 |
| Certificates of participation in pools of residential mortgages | $5,669,000 | 3,349 |
| Issued or guaranteed by U.S. | $5,669,000 | 3,341 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $160,000 | 2,957 |
| Available-for-sale securities (fair market value) | $68,825,000 | 1,613 |
| Total debt securities | $68,985,000 | 1,794 |
| 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 | $73,624,000 | 1,712 |
| U.S. Government securities | $52,152,000 | 1,658 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $52,152,000 | 1,609 |
| Securities issued by states & political subdivisions | $21,472,000 | 1,166 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,457,000 | 1,166 |
| Mortgage-backed securities | $7,099,000 | 3,800 |
| Certificates of participation in pools of residential mortgages | $7,099,000 | 3,138 |
| Issued or guaranteed by U.S. | $7,099,000 | 3,128 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $215,000 | 2,968 |
| Available-for-sale securities (fair market value) | $73,409,000 | 1,499 |
| Total debt securities | $73,624,000 | 1,690 |
| 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 | $65,624,000 | 1,867 |
| U.S. Government securities | $42,419,000 | 1,939 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $42,419,000 | 1,894 |
| Securities issued by states & political subdivisions | $23,205,000 | 1,015 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,801,000 | 1,125 |
| Mortgage-backed securities | $7,503,000 | 3,765 |
| Certificates of participation in pools of residential mortgages | $7,503,000 | 3,116 |
| Issued or guaranteed by U.S. | $7,503,000 | 3,104 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $215,000 | 3,018 |
| Available-for-sale securities (fair market value) | $65,409,000 | 1,637 |
| Total debt securities | $65,624,000 | 1,842 |
| 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 | $72,784,000 | 1,688 |
| U.S. Government securities | $46,044,000 | 1,820 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $46,044,000 | 1,777 |
| Securities issued by states & political subdivisions | $26,740,000 | 819 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| 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 | $49,295,000 | 1,102 |
| Mortgage-backed securities | $16,766,000 | 2,660 |
| Certificates of participation in pools of residential mortgages | $16,766,000 | 2,061 |
| Issued or guaranteed by U.S. | $16,766,000 | 2,047 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $215,000 | 3,055 |
| Available-for-sale securities (fair market value) | $72,569,000 | 1,484 |
| Total debt securities | $72,784,000 | 1,664 |
| 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 | $79,043,000 | 1,542 |
| U.S. Government securities | $50,550,000 | 1,690 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $50,550,000 | 1,665 |
| Securities issued by states & political subdivisions | $28,493,000 | 740 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| 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 | $61,682,000 | 923 |
| Mortgage-backed securities | $15,603,000 | 2,715 |
| Certificates of participation in pools of residential mortgages | $15,603,000 | 2,094 |
| Issued or guaranteed by U.S. | $15,603,000 | 2,080 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $215,000 | 3,068 |
| Available-for-sale securities (fair market value) | $78,828,000 | 1,345 |
| Total debt securities | $79,043,000 | 1,515 |
| 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 | $73,325,000 | 1,618 |
| U.S. Government securities | $44,579,000 | 1,839 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $44,579,000 | 1,804 |
| Securities issued by states & political subdivisions | $28,746,000 | 718 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| 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 | $70,202,000 | 787 |
| Mortgage-backed securities | $12,822,000 | 2,889 |
| Certificates of participation in pools of residential mortgages | $12,822,000 | 2,298 |
| Issued or guaranteed by U.S. | $12,822,000 | 2,285 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $270,000 | 3,036 |
| Available-for-sale securities (fair market value) | $73,055,000 | 1,400 |
| Total debt securities | $73,325,000 | 1,593 |
| 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 | $67,762,000 | 1,761 |
| U.S. Government securities | $38,031,000 | 2,158 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $38,031,000 | 2,117 |
| Securities issued by states & political subdivisions | $29,731,000 | 705 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| 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 | $67,009,000 | 812 |
| Mortgage-backed securities | $13,299,000 | 2,816 |
| Certificates of participation in pools of residential mortgages | $13,299,000 | 2,225 |
| Issued or guaranteed by U.S. | $13,299,000 | 2,214 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $270,000 | 3,047 |
| Available-for-sale securities (fair market value) | $67,492,000 | 1,535 |
| Total debt securities | $67,762,000 | 1,735 |
| 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 | $70,287,000 | 1,683 |
| U.S. Government securities | $40,752,000 | 2,019 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $40,752,000 | 1,980 |
| Securities issued by states & political subdivisions | $29,535,000 | 698 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| 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 | $69,160,000 | 779 |
| Mortgage-backed securities | $15,474,000 | 2,545 |
| Certificates of participation in pools of residential mortgages | $15,474,000 | 1,960 |
| Issued or guaranteed by U.S. | $15,474,000 | 1,949 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $270,000 | 3,088 |
| Available-for-sale securities (fair market value) | $70,017,000 | 1,484 |
| Total debt securities | $70,287,000 | 1,641 |
| 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 | $71,811,000 | 1,640 |
| U.S. Government securities | $42,162,000 | 1,953 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $42,162,000 | 1,912 |
| Securities issued by states & political subdivisions | $29,649,000 | 669 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| 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 | $71,176,000 | 749 |
| Mortgage-backed securities | $15,999,000 | 2,237 |
| Certificates of participation in pools of residential mortgages | $15,999,000 | 1,672 |
| Issued or guaranteed by U.S. | $15,999,000 | 1,662 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $270,000 | 3,133 |
| Available-for-sale securities (fair market value) | $71,541,000 | 1,432 |
| Total debt securities | $71,811,000 | 1,595 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| 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 | $72,947,000 | 1,631 |
| U.S. Government securities | $43,370,000 | 1,929 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $43,370,000 | 1,888 |
| Securities issued by states & political subdivisions | $29,577,000 | 662 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| 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 | $71,879,000 | 713 |
| Mortgage-backed securities | $14,445,000 | 2,224 |
| Certificates of participation in pools of residential mortgages | $14,445,000 | 1,679 |
| Issued or guaranteed by U.S. | $14,445,000 | 1,669 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $325,000 | 3,145 |
| Available-for-sale securities (fair market value) | $72,622,000 | 1,415 |
| Total debt securities | $72,947,000 | 1,590 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| 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 | $74,352,000 | 1,589 |
| U.S. Government securities | $48,199,000 | 1,759 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $48,199,000 | 1,709 |
| Securities issued by states & political subdivisions | $26,153,000 | 757 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| 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 | $71,476,000 | 730 |
| Mortgage-backed securities | $18,581,000 | 1,847 |
| Certificates of participation in pools of residential mortgages | $18,581,000 | 1,366 |
| Issued or guaranteed by U.S. | $18,581,000 | 1,358 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $325,000 | 3,173 |
| Available-for-sale securities (fair market value) | $74,027,000 | 1,378 |
| Total debt securities | $74,352,000 | 1,556 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $68,470,000 | 1,716 |
| U.S. Government securities | $42,923,000 | 1,985 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $42,923,000 | 1,928 |
| Securities issued by states & political subdivisions | $25,547,000 | 783 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| 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 | $67,850,000 | 767 |
| Mortgage-backed securities | $20,052,000 | 1,738 |
| Certificates of participation in pools of residential mortgages | $20,052,000 | 1,281 |
| Issued or guaranteed by U.S. | $20,052,000 | 1,273 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $325,000 | 3,236 |
| Available-for-sale securities (fair market value) | $68,145,000 | 1,484 |
| Total debt securities | $68,470,000 | 1,683 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| 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 | $65,876,000 | 1,802 |
| U.S. Government securities | $38,241,000 | 2,218 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $38,241,000 | 2,159 |
| Securities issued by states & political subdivisions | $27,635,000 | 703 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| 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 | $63,358,000 | 804 |
| Mortgage-backed securities | $20,999,000 | 1,692 |
| Certificates of participation in pools of residential mortgages | $20,999,000 | 1,261 |
| Issued or guaranteed by U.S. | $20,999,000 | 1,252 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $380,000 | 3,271 |
| Available-for-sale securities (fair market value) | $65,496,000 | 1,550 |
| Total debt securities | $65,876,000 | 1,769 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| 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 | $67,725,000 | 1,767 |
| U.S. Government securities | $39,525,000 | 2,179 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $39,525,000 | 2,120 |
| Securities issued by states & political subdivisions | $27,697,000 | 694 |
| Other domestic debt securities | $503,000 | 2,316 |
| 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 | $503,000 | 1,741 |
| 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 | $64,503,000 | 799 |
| Mortgage-backed securities | $21,923,000 | 1,643 |
| Certificates of participation in pools of residential mortgages | $21,923,000 | 1,239 |
| Issued or guaranteed by U.S. | $21,923,000 | 1,225 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $380,000 | 3,345 |
| Available-for-sale securities (fair market value) | $67,345,000 | 1,519 |
| Total debt securities | $67,725,000 | 1,731 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $67,569,000 | 1,780 |
| U.S. Government securities | $40,261,000 | 2,151 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $40,261,000 | 2,085 |
| Securities issued by states & political subdivisions | $26,803,000 | 692 |
| Other domestic debt securities | $505,000 | 2,332 |
| 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 | $505,000 | 1,766 |
| 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 | $64,423,000 | 809 |
| Mortgage-backed securities | $22,797,000 | 1,613 |
| Certificates of participation in pools of residential mortgages | $22,797,000 | 1,208 |
| Issued or guaranteed by U.S. | $22,797,000 | 1,199 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $380,000 | 3,400 |
| Available-for-sale securities (fair market value) | $67,189,000 | 1,521 |
| Total debt securities | $67,569,000 | 1,741 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| 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 | $71,192,000 | 1,702 |
| U.S. Government securities | $70,186,000 | 1,301 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $70,186,000 | 1,258 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $1,006,000 | 1,982 |
| 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 | $1,006,000 | 1,463 |
| 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 | $67,641,000 | 768 |
| Mortgage-backed securities | $24,412,000 | 1,558 |
| Certificates of participation in pools of residential mortgages | $24,412,000 | 1,170 |
| Issued or guaranteed by U.S. | $24,412,000 | 1,159 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $380,000 | 3,463 |
| Available-for-sale securities (fair market value) | $70,812,000 | 1,475 |
| Total debt securities | $71,191,000 | 1,669 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| 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 | $70,612,000 | 1,726 |
| U.S. Government securities | $40,980,000 | 2,142 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $40,980,000 | 2,062 |
| Securities issued by states & political subdivisions | $28,627,000 | 642 |
| Other domestic debt securities | $1,005,000 | 2,072 |
| 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 | $1,005,000 | 1,585 |
| 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 | $68,705,000 | 754 |
| Mortgage-backed securities | $25,873,000 | 1,508 |
| Certificates of participation in pools of residential mortgages | $25,873,000 | 1,143 |
| Issued or guaranteed by U.S. | $25,873,000 | 1,133 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $380,000 | 3,533 |
| Available-for-sale securities (fair market value) | $70,232,000 | 1,474 |
| Total debt securities | $70,613,000 | 1,688 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| 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 | $72,290,000 | 1,682 |
| U.S. Government securities | $42,027,000 | 2,074 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $42,027,000 | 2,005 |
| Securities issued by states & political subdivisions | $29,257,000 | 630 |
| Other domestic debt securities | $1,006,000 | 2,106 |
| 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 | $1,006,000 | 1,641 |
| 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 | $67,279,000 | 752 |
| Mortgage-backed securities | $26,755,000 | 1,502 |
| Certificates of participation in pools of residential mortgages | $26,755,000 | 1,137 |
| Issued or guaranteed by U.S. | $26,755,000 | 1,127 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $425,000 | 3,534 |
| Available-for-sale securities (fair market value) | $71,865,000 | 1,422 |
| Total debt securities | $72,290,000 | 1,635 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| 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 | $75,466,000 | 1,631 |
| U.S. Government securities | $44,147,000 | 2,007 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $44,147,000 | 1,933 |
| Securities issued by states & political subdivisions | $30,312,000 | 589 |
| Other domestic debt securities | $1,007,000 | 2,170 |
| 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 | $1,007,000 | 1,722 |
| 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 | $70,097,000 | 723 |
| Mortgage-backed securities | $28,783,000 | 1,466 |
| Certificates of participation in pools of residential mortgages | $28,783,000 | 1,100 |
| Issued or guaranteed by U.S. | $28,783,000 | 1,091 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $425,000 | 3,599 |
| Available-for-sale securities (fair market value) | $75,041,000 | 1,385 |
| Total debt securities | $75,466,000 | 1,589 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| 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 | $72,542,000 | 1,705 |
| U.S. Government securities | $41,292,000 | 2,180 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $41,292,000 | 2,102 |
| Securities issued by states & political subdivisions | $30,243,000 | 584 |
| Other domestic debt securities | $1,007,000 | 2,227 |
| 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 | $1,007,000 | 1,808 |
| 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 | $67,576,000 | 742 |
| Mortgage-backed securities | $16,457,000 | 2,160 |
| Certificates of participation in pools of residential mortgages | $16,457,000 | 1,693 |
| Issued or guaranteed by U.S. | $16,457,000 | 1,681 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $425,000 | 3,642 |
| Available-for-sale securities (fair market value) | $72,117,000 | 1,449 |
| Total debt securities | $72,542,000 | 1,660 |
| 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 | $71,544,000 | 1,747 |
| U.S. Government securities | $38,627,000 | 2,297 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $38,627,000 | 2,212 |
| Securities issued by states & political subdivisions | $31,908,000 | 559 |
| Other domestic debt securities | $1,009,000 | 2,301 |
| 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 | $1,009,000 | 1,901 |
| 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 | $70,615,000 | 719 |
| Mortgage-backed securities | $15,446,000 | 2,293 |
| Certificates of participation in pools of residential mortgages | $15,446,000 | 1,788 |
| Issued or guaranteed by U.S. | $15,446,000 | 1,780 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $425,000 | 3,691 |
| Available-for-sale securities (fair market value) | $71,119,000 | 1,486 |
| Total debt securities | $71,544,000 | 1,700 |
| 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 | $72,685,000 | 1,717 |
| U.S. Government securities | $39,624,000 | 2,226 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $39,624,000 | 2,147 |
| Securities issued by states & political subdivisions | $32,051,000 | 554 |
| Other domestic debt securities | $1,010,000 | 2,324 |
| 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 | $1,010,000 | 1,955 |
| 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 | $69,968,000 | 704 |
| Mortgage-backed securities | $16,380,000 | 2,216 |
| Certificates of participation in pools of residential mortgages | $16,380,000 | 1,735 |
| Issued or guaranteed by U.S. | $16,380,000 | 1,727 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $470,000 | 3,719 |
| Available-for-sale securities (fair market value) | $72,215,000 | 1,458 |
| Total debt securities | $72,685,000 | 1,675 |
| 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 | $71,722,000 | 1,761 |
| U.S. Government securities | $39,470,000 | 2,284 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $39,470,000 | 2,198 |
| Securities issued by states & political subdivisions | $31,242,000 | 562 |
| Other domestic debt securities | $1,010,000 | 2,416 |
| 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 | $1,010,000 | 2,049 |
| 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 | $69,419,000 | 668 |
| Mortgage-backed securities | $16,788,000 | 2,201 |
| Certificates of participation in pools of residential mortgages | $16,788,000 | 1,724 |
| Issued or guaranteed by U.S. | $16,788,000 | 1,716 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $470,000 | 3,751 |
| Available-for-sale securities (fair market value) | $71,252,000 | 1,497 |
| Total debt securities | $71,722,000 | 1,708 |
| 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 | $72,250,000 | 1,762 |
| U.S. Government securities | $37,302,000 | 2,370 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $37,302,000 | 2,301 |
| Securities issued by states & political subdivisions | $33,690,000 | 509 |
| Other domestic debt securities | $1,258,000 | 2,339 |
| 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 | $1,258,000 | 1,965 |
| 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 | $65,040,000 | 724 |
| Mortgage-backed securities | $12,562,000 | 2,676 |
| Certificates of participation in pools of residential mortgages | $10,503,000 | 2,338 |
| Issued or guaranteed by U.S. | $10,503,000 | 2,327 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,059,000 | 2,257 |
| CMOs issued by government agencies or sponsored agencies | $2,059,000 | 2,018 |
| 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) | $470,000 | 3,799 |
| Available-for-sale securities (fair market value) | $71,780,000 | 1,506 |
| Total debt securities | $72,250,000 | 1,700 |
| 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 | $42,668,000 | 2,837 |
| U.S. Government securities | $17,161,000 | 4,313 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $17,161,000 | 4,170 |
| Securities issued by states & political subdivisions | $24,747,000 | 742 |
| Other domestic debt securities | $760,000 | 2,779 |
| 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 | $760,000 | 2,465 |
| 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 | $42,075,000 | 1,040 |
| Mortgage-backed securities | $6,969,000 | 3,556 |
| Certificates of participation in pools of residential mortgages | $6,969,000 | 2,961 |
| Issued or guaranteed by U.S. | $6,969,000 | 2,947 |
| 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) | $470,000 | 3,853 |
| Available-for-sale securities (fair market value) | $42,198,000 | 2,469 |
| Total debt securities | $42,668,000 | 2,773 |
| 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 | $42,963,000 | 2,757 |
| U.S. Government securities | $17,293,000 | 4,182 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $17,293,000 | 4,021 |
| Securities issued by states & political subdivisions | $24,904,000 | 739 |
| Other domestic debt securities | $766,000 | 2,898 |
| 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 | $766,000 | 2,580 |
| 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 | $36,606,000 | 1,128 |
| Mortgage-backed securities | $8,040,000 | 3,340 |
| Certificates of participation in pools of residential mortgages | $8,040,000 | 2,729 |
| Issued or guaranteed by U.S. | $8,040,000 | 2,716 |
| 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) | $510,000 | 3,837 |
| Available-for-sale securities (fair market value) | $42,453,000 | 2,395 |
| Total debt securities | $42,963,000 | 2,688 |
| 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 | $46,500,000 | 2,549 |
| U.S. Government securities | $19,982,000 | 3,699 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $19,982,000 | 3,555 |
| Securities issued by states & political subdivisions | $25,753,000 | 693 |
| Other domestic debt securities | $765,000 | 2,975 |
| 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 | $765,000 | 2,644 |
| 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 | $40,235,000 | 1,008 |
| Mortgage-backed securities | $6,318,000 | 3,780 |
| Certificates of participation in pools of residential mortgages | $6,318,000 | 3,085 |
| Issued or guaranteed by U.S. | $6,318,000 | 3,073 |
| 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) | $510,000 | 3,864 |
| Available-for-sale securities (fair market value) | $45,990,000 | 2,194 |
| Total debt securities | $46,500,000 | 2,478 |
| 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 | $47,866,000 | 2,468 |
| U.S. Government securities | $20,978,000 | 3,576 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $20,978,000 | 3,427 |
| Securities issued by states & political subdivisions | $26,134,000 | 648 |
| Other domestic debt securities | $754,000 | 3,017 |
| 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 | $754,000 | 2,672 |
| 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 | $36,582,000 | 1,081 |
| Mortgage-backed securities | $7,739,000 | 3,466 |
| Certificates of participation in pools of residential mortgages | $7,739,000 | 2,724 |
| Issued or guaranteed by U.S. | $7,739,000 | 2,711 |
| 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) | $510,000 | 3,922 |
| Available-for-sale securities (fair market value) | $47,356,000 | 2,112 |
| Total debt securities | $47,866,000 | 2,400 |
| 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 | $50,646,000 | 2,322 |
| U.S. Government securities | $23,613,000 | 3,263 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $23,613,000 | 3,111 |
| Securities issued by states & political subdivisions | $26,283,000 | 640 |
| Other domestic debt securities | $750,000 | 3,034 |
| 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 | $750,000 | 2,693 |
| 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 | $46,652,000 | 866 |
| Mortgage-backed securities | $9,857,000 | 3,040 |
| Certificates of participation in pools of residential mortgages | $9,362,000 | 2,429 |
| Issued or guaranteed by U.S. | $9,362,000 | 2,415 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $495,000 | 3,630 |
| CMOs issued by government agencies or sponsored agencies | $495,000 | 3,475 |
| 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) | $550,000 | 3,972 |
| Available-for-sale securities (fair market value) | $50,096,000 | 1,982 |
| Total debt securities | $50,646,000 | 2,250 |
| 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 | $57,401,000 | 1,945 |
| U.S. Government securities | $31,313,000 | 2,449 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $31,313,000 | 2,317 |
| Securities issued by states & political subdivisions | $25,338,000 | 606 |
| Other domestic debt securities | $750,000 | 3,123 |
| 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 | $750,000 | 2,695 |
| 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 | $54,200,000 | 727 |
| Mortgage-backed securities | $18,165,000 | 1,978 |
| Certificates of participation in pools of residential mortgages | $14,405,000 | 1,649 |
| Issued or guaranteed by U.S. | $14,405,000 | 1,639 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,760,000 | 2,162 |
| CMOs issued by government agencies or sponsored agencies | $3,760,000 | 2,023 |
| 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) | $550,000 | 4,216 |
| Available-for-sale securities (fair market value) | $56,851,000 | 1,629 |
| Total debt securities | $57,401,000 | 1,874 |
| 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 | $18,291,000 | 4,936 |
| U.S. Government securities | $9,693,000 | 5,950 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $9,693,000 | 5,627 |
| Securities issued by states & political subdivisions | $7,583,000 | 2,070 |
| 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 | $1,015,000 | 2,499 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,322,000 | 2,740 |
| Mortgage-backed securities | $1,506,000 | 5,115 |
| Certificates of participation in pools of residential mortgages | $1,506,000 | 4,345 |
| Issued or guaranteed by U.S. | $1,506,000 | 4,322 |
| 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) | $18,291,000 | 4,048 |
| Total debt securities | $17,276,000 | 4,994 |
| 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 | $18,268,000 | 5,147 |
| U.S. Government securities | $10,274,000 | 6,013 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $10,274,000 | 5,506 |
| Securities issued by states & political subdivisions | $7,239,000 | 2,247 |
| 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 | $755,000 | 2,917 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,895,000 | 2,351 |
| Mortgage-backed securities | $2,237,000 | 4,931 |
| Certificates of participation in pools of residential mortgages | $2,237,000 | 4,040 |
| Issued or guaranteed by U.S. | $2,237,000 | 4,025 |
| 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) | $18,268,000 | 4,157 |
| Total debt securities | $17,513,000 | 5,160 |
| 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 | $21,708,000 | 4,579 |
| U.S. Government securities | $12,832,000 | 5,288 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $12,832,000 | 4,534 |
| Securities issued by states & political subdivisions | $7,906,000 | 2,107 |
| 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 | $970,000 | 2,374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,225,000 | 2,976 |
| Mortgage-backed securities | $3,654,000 | 4,405 |
| Certificates of participation in pools of residential mortgages | $3,654,000 | 3,494 |
| Issued or guaranteed by U.S. | $3,654,000 | 3,477 |
| 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) | $21,708,000 | 3,570 |
| Total debt securities | $20,738,000 | 4,613 |
| 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 | $24,042,000 | 4,323 |
| U.S. Government securities | $14,848,000 | 5,082 |
| U.S. Treasury securities | $5,995,000 | 2,799 |
| U.S. Government agency obligations | $8,853,000 | 5,649 |
| Securities issued by states & political subdivisions | $8,224,000 | 1,802 |
| 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 | $970,000 | 2,371 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,904,000 | 2,911 |
| Mortgage-backed securities | $278,000 | 7,410 |
| Certificates of participation in pools of residential mortgages | $278,000 | 6,691 |
| Issued or guaranteed by U.S. | $278,000 | 6,670 |
| 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) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $24,042,000 | 3,151 |
| Total debt securities | $23,072,000 | 4,347 |
| 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 |
| 1996-12-31 | Rank | |
| Total securities | $20,403,000 | 5,225 |
| U.S. Government securities | $14,115,000 | 5,711 |
| U.S. Treasury securities | $5,719,000 | 3,465 |
| U.S. Government agency obligations | $8,396,000 | 6,079 |
| Securities issued by states & political subdivisions | $5,366,000 | 2,680 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $922,000 | 2,443 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,192,000 | 1,764 |
| Mortgage-backed securities | $343,000 | 7,835 |
| Certificates of participation in pools of residential mortgages | $343,000 | 7,052 |
| Issued or guaranteed by U.S. | $343,000 | 7,033 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $20,403,000 | 3,749 |
| Total debt securities | $19,481,000 | 5,293 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $18,602,000 | 5,836 |
| U.S. Government securities | $13,152,000 | 6,227 |
| U.S. Treasury securities | $5,050,000 | 4,550 |
| U.S. Government agency obligations | $8,102,000 | 6,218 |
| Securities issued by states & political subdivisions | $4,551,000 | 3,018 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $899,000 | 2,335 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,270,000 | 2,882 |
| Mortgage-backed securities | $398,000 | 8,201 |
| Certificates of participation in pools of residential mortgages | $398,000 | 7,265 |
| Issued or guaranteed by U.S. | $398,000 | 7,231 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $18,602,000 | 4,194 |
| Total debt securities | $17,703,000 | 5,924 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $8,515,000 | 9,336 |
| U.S. Government securities | $5,932,000 | 9,686 |
| U.S. Treasury securities | $4,888,000 | 5,635 |
| U.S. Government agency obligations | $1,044,000 | 10,804 |
| Securities issued by states & political subdivisions | $1,684,000 | 5,595 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $899,000 | 2,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,419,000 | 5,075 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,684,000 | 10,271 |
| Available-for-sale securities (fair market value) | $6,831,000 | 5,969 |
| Total debt securities | $7,616,000 | 9,593 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $8,848,000 | 9,527 |
| U.S. Government securities | $6,631,000 | 9,618 |
| U.S. Treasury securities | $5,526,000 | 5,347 |
| U.S. Government agency obligations | $1,105,000 | 11,072 |
| Securities issued by states & political subdivisions | $1,318,000 | 6,274 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $899,000 | 2,259 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,364,000 | 5,000 |
| Mortgage-backed securities | $38,000 | 10,511 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $38,000 | 6,849 |
| CMOs issued by government agencies or sponsored agencies | $38,000 | 6,405 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $7,949,000 | 9,764 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $7,744,000 | 10,153 |
| U.S. Government securities | $7,137,000 | 9,486 |
| U.S. Treasury securities | $5,344,000 | 5,549 |
| U.S. Government agency obligations | $1,793,000 | 10,754 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $126,000 | 6,514 |
| Privately issued residential mortgage-backed securities | $50,000 | 3,781 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $76,000 | 5,383 |
| Foreign debt securities | NA | NA |
| Equity securities | $481,000 | 2,682 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,489,000 | 6,540 |
| Mortgage-backed securities | $514,000 | 9,736 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $514,000 | 5,782 |
| CMOs issued by government agencies or sponsored agencies | $464,000 | 5,583 |
| Privately issued | $50,000 | 3,250 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $7,263,000 | 10,246 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |