Home > Citrus Bank > Securities
Citrus Bank, Securities
| 2008-06-30 | Rank | |
| Total securities | $27,167,000 | 3,685 |
| U.S. Government securities | $20,425,000 | 3,489 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $20,425,000 | 3,425 |
| Securities issued by states & political subdivisions | $1,717,000 | 4,399 |
| Other domestic debt securities | $5,025,000 | 1,239 |
| Privately issued residential mortgage-backed securities | $5,025,000 | 688 |
| 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 | $10,475,000 | 3,300 |
| Mortgage-backed securities | $18,315,000 | 2,377 |
| Certificates of participation in pools of residential mortgages | $6,727,000 | 3,215 |
| Issued or guaranteed by U.S. | $6,727,000 | 3,199 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $11,588,000 | 1,149 |
| CMOs issued by government agencies or sponsored agencies | $6,563,000 | 1,239 |
| Privately issued | $5,025,000 | 655 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $27,167,000 | 3,267 |
| Total debt securities | $27,167,000 | 3,647 |
| 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 | $28,701,000 | 3,530 |
| U.S. Government securities | $21,689,000 | 3,325 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $21,689,000 | 3,270 |
| Securities issued by states & political subdivisions | $1,731,000 | 4,397 |
| Other domestic debt securities | $5,281,000 | 1,172 |
| Privately issued residential mortgage-backed securities | $5,281,000 | 638 |
| 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 | $11,187,000 | 3,162 |
| Mortgage-backed securities | $19,706,000 | 2,194 |
| Certificates of participation in pools of residential mortgages | $7,122,000 | 3,023 |
| Issued or guaranteed by U.S. | $7,122,000 | 3,010 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $12,584,000 | 1,088 |
| CMOs issued by government agencies or sponsored agencies | $7,303,000 | 1,167 |
| Privately issued | $5,281,000 | 603 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $28,701,000 | 3,157 |
| Total debt securities | $28,701,000 | 3,478 |
| 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 | $29,923,000 | 3,451 |
| U.S. Government securities | $23,605,000 | 3,210 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $23,605,000 | 3,142 |
| Securities issued by states & political subdivisions | $1,706,000 | 4,422 |
| Other domestic debt securities | $4,612,000 | 1,173 |
| Privately issued residential mortgage-backed securities | $4,612,000 | 639 |
| 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 | $12,217,000 | 3,040 |
| Mortgage-backed securities | $20,093,000 | 1,908 |
| Certificates of participation in pools of residential mortgages | $7,307,000 | 2,707 |
| Issued or guaranteed by U.S. | $7,307,000 | 2,693 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $12,786,000 | 988 |
| CMOs issued by government agencies or sponsored agencies | $8,174,000 | 1,051 |
| Privately issued | $4,612,000 | 602 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $29,923,000 | 3,060 |
| Total debt securities | $29,923,000 | 3,400 |
| 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 | $31,426,000 | 3,341 |
| U.S. Government securities | $27,184,000 | 2,916 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $27,184,000 | 2,855 |
| Securities issued by states & political subdivisions | $1,669,000 | 4,446 |
| Other domestic debt securities | $2,573,000 | 1,435 |
| Privately issued residential mortgage-backed securities | $2,573,000 | 751 |
| 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 | $12,750,000 | 2,969 |
| Mortgage-backed securities | $19,230,000 | 1,854 |
| Certificates of participation in pools of residential mortgages | $7,534,000 | 2,499 |
| Issued or guaranteed by U.S. | $7,534,000 | 2,487 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $11,696,000 | 1,000 |
| CMOs issued by government agencies or sponsored agencies | $9,123,000 | 936 |
| Privately issued | $2,573,000 | 714 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $31,426,000 | 2,929 |
| Total debt securities | $31,426,000 | 3,298 |
| 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 | $34,688,000 | 3,100 |
| U.S. Government securities | $30,382,000 | 2,652 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $30,382,000 | 2,587 |
| Securities issued by states & political subdivisions | $1,639,000 | 4,478 |
| Other domestic debt securities | $2,667,000 | 1,356 |
| Privately issued residential mortgage-backed securities | $2,667,000 | 696 |
| 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 | $13,530,000 | 2,855 |
| Mortgage-backed securities | $20,674,000 | 1,723 |
| Certificates of participation in pools of residential mortgages | $7,593,000 | 2,436 |
| Issued or guaranteed by U.S. | $7,593,000 | 2,424 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $13,081,000 | 905 |
| CMOs issued by government agencies or sponsored agencies | $10,414,000 | 829 |
| Privately issued | $2,667,000 | 658 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $34,688,000 | 2,705 |
| Total debt securities | $34,688,000 | 3,056 |
| 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 | $35,285,000 | 3,073 |
| U.S. Government securities | $30,760,000 | 2,634 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $30,760,000 | 2,566 |
| Securities issued by states & political subdivisions | $1,693,000 | 4,466 |
| Other domestic debt securities | $2,832,000 | 1,334 |
| Privately issued residential mortgage-backed securities | $2,832,000 | 663 |
| 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 | $14,705,000 | 2,726 |
| Mortgage-backed securities | $26,165,000 | 1,450 |
| Certificates of participation in pools of residential mortgages | $12,989,000 | 1,757 |
| Issued or guaranteed by U.S. | $12,989,000 | 1,751 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $13,176,000 | 895 |
| CMOs issued by government agencies or sponsored agencies | $10,344,000 | 836 |
| Privately issued | $2,832,000 | 621 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $35,285,000 | 2,669 |
| Total debt securities | $35,285,000 | 3,036 |
| 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 | $37,583,000 | 2,963 |
| U.S. Government securities | $32,981,000 | 2,539 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $32,981,000 | 2,474 |
| Securities issued by states & political subdivisions | $1,674,000 | 4,487 |
| Other domestic debt securities | $2,928,000 | 1,315 |
| Privately issued residential mortgage-backed securities | $2,928,000 | 635 |
| 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 | $26,193,000 | 1,767 |
| Mortgage-backed securities | $28,512,000 | 1,371 |
| Certificates of participation in pools of residential mortgages | $13,416,000 | 1,732 |
| Issued or guaranteed by U.S. | $13,416,000 | 1,723 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $15,096,000 | 826 |
| CMOs issued by government agencies or sponsored agencies | $12,168,000 | 760 |
| Privately issued | $2,928,000 | 601 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $37,583,000 | 2,570 |
| Total debt securities | $37,583,000 | 2,920 |
| 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 | $40,771,000 | 2,780 |
| U.S. Government securities | $36,042,000 | 2,373 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $36,042,000 | 2,302 |
| Securities issued by states & political subdivisions | $1,683,000 | 4,499 |
| Other domestic debt securities | $3,046,000 | 1,270 |
| Privately issued residential mortgage-backed securities | $3,046,000 | 622 |
| 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 | $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 | $26,393,000 | 1,722 |
| Mortgage-backed securities | $31,208,000 | 1,296 |
| Certificates of participation in pools of residential mortgages | $14,079,000 | 1,687 |
| Issued or guaranteed by U.S. | $14,079,000 | 1,677 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $17,129,000 | 763 |
| CMOs issued by government agencies or sponsored agencies | $14,083,000 | 681 |
| Privately issued | $3,046,000 | 579 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $40,771,000 | 2,390 |
| Total debt securities | $40,771,000 | 2,744 |
| 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 | $42,850,000 | 2,676 |
| U.S. Government securities | $38,128,000 | 2,253 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $38,128,000 | 2,179 |
| Securities issued by states & political subdivisions | $1,613,000 | 4,547 |
| Other domestic debt securities | $3,109,000 | 1,254 |
| Privately issued residential mortgage-backed securities | $3,109,000 | 601 |
| 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 | $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 | $20,869,000 | 2,089 |
| Mortgage-backed securities | $33,441,000 | 1,260 |
| Certificates of participation in pools of residential mortgages | $14,390,000 | 1,671 |
| Issued or guaranteed by U.S. | $14,390,000 | 1,662 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $19,051,000 | 704 |
| CMOs issued by government agencies or sponsored agencies | $15,942,000 | 628 |
| Privately issued | $3,109,000 | 562 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $42,850,000 | 2,293 |
| Total debt securities | $42,850,000 | 2,633 |
| 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 | $49,347,000 | 2,392 |
| U.S. Government securities | $44,474,000 | 2,002 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $44,474,000 | 1,938 |
| Securities issued by states & political subdivisions | $1,654,000 | 4,548 |
| Other domestic debt securities | $3,219,000 | 1,277 |
| Privately issued residential mortgage-backed securities | $3,219,000 | 603 |
| 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 | $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 | $19,904,000 | 2,164 |
| Mortgage-backed securities | $37,370,000 | 1,180 |
| Certificates of participation in pools of residential mortgages | $15,423,000 | 1,604 |
| Issued or guaranteed by U.S. | $15,423,000 | 1,596 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $21,947,000 | 646 |
| CMOs issued by government agencies or sponsored agencies | $18,728,000 | 572 |
| Privately issued | $3,219,000 | 563 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $49,347,000 | 2,052 |
| Total debt securities | $49,347,000 | 2,340 |
| 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 | $62,713,000 | 1,927 |
| U.S. Government securities | $55,952,000 | 1,629 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $55,952,000 | 1,571 |
| Securities issued by states & political subdivisions | $1,713,000 | 4,542 |
| Other domestic debt securities | $5,048,000 | 1,058 |
| Privately issued residential mortgage-backed securities | $3,342,000 | 568 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,706,000 | 1,295 |
| 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 | $18,501,000 | 2,273 |
| Mortgage-backed securities | $40,966,000 | 1,117 |
| Certificates of participation in pools of residential mortgages | $16,324,000 | 1,569 |
| Issued or guaranteed by U.S. | $16,324,000 | 1,558 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $24,642,000 | 602 |
| CMOs issued by government agencies or sponsored agencies | $21,300,000 | 523 |
| Privately issued | $3,342,000 | 532 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $62,713,000 | 1,646 |
| Total debt securities | $62,713,000 | 1,890 |
| 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 | $75,068,000 | 1,623 |
| U.S. Government securities | $61,910,000 | 1,461 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $61,910,000 | 1,407 |
| Securities issued by states & political subdivisions | $991,000 | 5,106 |
| Other domestic debt securities | $12,167,000 | 671 |
| Privately issued residential mortgage-backed securities | $2,975,000 | 585 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,487,000 | 99 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,705,000 | 1,342 |
| 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 | $18,888,000 | 2,206 |
| Mortgage-backed securities | $42,988,000 | 1,086 |
| Certificates of participation in pools of residential mortgages | $15,484,000 | 1,644 |
| Issued or guaranteed by U.S. | $15,484,000 | 1,632 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $27,504,000 | 560 |
| CMOs issued by government agencies or sponsored agencies | $24,529,000 | 483 |
| Privately issued | $2,975,000 | 549 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $75,068,000 | 1,378 |
| Total debt securities | $75,068,000 | 1,571 |
| 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 | $80,479,000 | 1,527 |
| U.S. Government securities | $67,919,000 | 1,346 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $67,919,000 | 1,296 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $12,560,000 | 666 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,856,000 | 90 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,704,000 | 1,401 |
| 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 | $14,675,000 | 2,641 |
| Mortgage-backed securities | $41,421,000 | 1,137 |
| Certificates of participation in pools of residential mortgages | $14,278,000 | 1,811 |
| Issued or guaranteed by U.S. | $14,278,000 | 1,797 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $27,143,000 | 586 |
| CMOs issued by government agencies or sponsored agencies | $27,143,000 | 472 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $80,479,000 | 1,300 |
| Total debt securities | $80,480,000 | 1,490 |
| 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 | $76,712,000 | 1,611 |
| U.S. Government securities | $69,834,000 | 1,325 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $69,834,000 | 1,271 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $6,878,000 | 963 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,075,000 | 111 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,803,000 | 1,437 |
| 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 | $15,029,000 | 2,597 |
| Mortgage-backed securities | $37,398,000 | 1,258 |
| Certificates of participation in pools of residential mortgages | $14,959,000 | 1,813 |
| Issued or guaranteed by U.S. | $14,959,000 | 1,801 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $22,439,000 | 671 |
| CMOs issued by government agencies or sponsored agencies | $22,439,000 | 551 |
| 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) | $43,000 | 4,226 |
| Available-for-sale securities (fair market value) | $76,669,000 | 1,374 |
| Total debt securities | $76,712,000 | 1,572 |
| 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 | $63,343,000 | 1,963 |
| U.S. Government securities | $61,541,000 | 1,510 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $61,541,000 | 1,452 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $1,802,000 | 1,878 |
| 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 | $1,802,000 | 1,503 |
| 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 | $9,414,000 | 3,468 |
| Mortgage-backed securities | $27,556,000 | 1,566 |
| Certificates of participation in pools of residential mortgages | $16,123,000 | 1,744 |
| Issued or guaranteed by U.S. | $16,123,000 | 1,734 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $11,433,000 | 1,026 |
| CMOs issued by government agencies or sponsored agencies | $11,433,000 | 880 |
| 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) | $46,000 | 4,287 |
| Available-for-sale securities (fair market value) | $63,297,000 | 1,651 |
| Total debt securities | $63,343,000 | 1,913 |
| 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 | $66,136,000 | 1,872 |
| U.S. Government securities | $62,336,000 | 1,494 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $62,336,000 | 1,436 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $3,800,000 | 1,335 |
| 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 | $3,800,000 | 1,010 |
| 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 | $9,464,000 | 3,422 |
| Mortgage-backed securities | $26,367,000 | 1,624 |
| Certificates of participation in pools of residential mortgages | $16,872,000 | 1,696 |
| Issued or guaranteed by U.S. | $16,872,000 | 1,687 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $9,495,000 | 1,124 |
| CMOs issued by government agencies or sponsored agencies | $9,495,000 | 980 |
| 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) | $48,000 | 4,344 |
| Available-for-sale securities (fair market value) | $66,088,000 | 1,574 |
| Total debt securities | $66,136,000 | 1,819 |
| 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 | $61,797,000 | 2,030 |
| U.S. Government securities | $59,897,000 | 1,580 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $59,897,000 | 1,517 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $1,900,000 | 1,933 |
| 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 | $1,900,000 | 1,595 |
| 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 | $5,561,000 | 4,395 |
| Mortgage-backed securities | $25,945,000 | 1,664 |
| Certificates of participation in pools of residential mortgages | $17,269,000 | 1,682 |
| Issued or guaranteed by U.S. | $17,269,000 | 1,673 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $8,676,000 | 1,192 |
| CMOs issued by government agencies or sponsored agencies | $8,676,000 | 1,044 |
| 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) | $55,000 | 4,378 |
| Available-for-sale securities (fair market value) | $61,742,000 | 1,706 |
| Total debt securities | $61,797,000 | 1,974 |
| 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 | $71,133,000 | 1,785 |
| U.S. Government securities | $59,242,000 | 1,582 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $59,242,000 | 1,521 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $11,891,000 | 790 |
| 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 | $11,891,000 | 540 |
| 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 | $5,651,000 | 4,328 |
| Mortgage-backed securities | $29,976,000 | 1,524 |
| Certificates of participation in pools of residential mortgages | $19,089,000 | 1,591 |
| Issued or guaranteed by U.S. | $19,089,000 | 1,581 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $10,887,000 | 1,091 |
| CMOs issued by government agencies or sponsored agencies | $10,887,000 | 950 |
| 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) | $62,000 | 4,411 |
| Available-for-sale securities (fair market value) | $71,071,000 | 1,521 |
| Total debt securities | $71,134,000 | 1,719 |
| 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 | $53,925,000 | 2,335 |
| U.S. Government securities | $53,925,000 | 1,767 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $53,925,000 | 1,701 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $530,000 | 6,830 |
| Mortgage-backed securities | $24,745,000 | 1,763 |
| Certificates of participation in pools of residential mortgages | $12,163,000 | 2,175 |
| Issued or guaranteed by U.S. | $12,163,000 | 2,159 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $12,582,000 | 986 |
| CMOs issued by government agencies or sponsored agencies | $12,582,000 | 916 |
| 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) | $66,000 | 4,458 |
| Available-for-sale securities (fair market value) | $53,859,000 | 1,992 |
| Total debt securities | $53,925,000 | 2,277 |
| 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 | $43,496,000 | 2,732 |
| U.S. Government securities | $43,496,000 | 2,096 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $43,496,000 | 2,022 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $501,000 | 6,929 |
| Mortgage-backed securities | $27,356,000 | 1,618 |
| Certificates of participation in pools of residential mortgages | $12,668,000 | 2,094 |
| Issued or guaranteed by U.S. | $12,668,000 | 2,084 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $14,688,000 | 927 |
| CMOs issued by government agencies or sponsored agencies | $14,688,000 | 864 |
| 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) | $74,000 | 4,475 |
| Available-for-sale securities (fair market value) | $43,422,000 | 2,345 |
| Total debt securities | $43,496,000 | 2,665 |
| 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 | $42,096,000 | 2,762 |
| U.S. Government securities | $42,096,000 | 2,082 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $42,096,000 | 2,008 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $502,000 | 6,943 |
| Mortgage-backed securities | $33,562,000 | 1,420 |
| Certificates of participation in pools of residential mortgages | $14,290,000 | 1,917 |
| Issued or guaranteed by U.S. | $14,290,000 | 1,906 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $19,272,000 | 837 |
| CMOs issued by government agencies or sponsored agencies | $19,272,000 | 773 |
| 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) | $578,000 | 3,799 |
| Available-for-sale securities (fair market value) | $41,518,000 | 2,398 |
| Total debt securities | $42,096,000 | 2,685 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,576 |
| Fair value | $504,000 | 1,645 |
| 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 | $44,123,000 | 2,606 |
| U.S. Government securities | $44,123,000 | 1,964 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $44,123,000 | 1,895 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $505,000 | 6,973 |
| Mortgage-backed securities | $31,550,000 | 1,471 |
| Certificates of participation in pools of residential mortgages | $7,059,000 | 2,884 |
| Issued or guaranteed by U.S. | $7,059,000 | 2,874 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $24,491,000 | 738 |
| CMOs issued by government agencies or sponsored agencies | $24,491,000 | 676 |
| 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) | $590,000 | 3,834 |
| Available-for-sale securities (fair market value) | $43,533,000 | 2,268 |
| Total debt securities | $44,123,000 | 2,539 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,320 |
| Fair value | $511,000 | 1,339 |
| 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 | $43,473,000 | 2,611 |
| U.S. Government securities | $43,473,000 | 1,970 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $43,473,000 | 1,890 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $512,000 | 6,986 |
| Mortgage-backed securities | $30,883,000 | 1,469 |
| Certificates of participation in pools of residential mortgages | $2,061,000 | 4,611 |
| Issued or guaranteed by U.S. | $2,061,000 | 4,594 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $28,822,000 | 667 |
| CMOs issued by government agencies or sponsored agencies | $28,822,000 | 605 |
| 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) | $601,000 | 3,915 |
| Available-for-sale securities (fair market value) | $42,872,000 | 2,243 |
| Total debt securities | $43,473,000 | 2,542 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,148 |
| Fair value | $512,000 | 1,183 |
| 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 | $7,099,000 | 7,288 |
| U.S. Government securities | $7,099,000 | 6,419 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $7,099,000 | 6,183 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $4,027,000 | 4,301 |
| Certificates of participation in pools of residential mortgages | $274,000 | 6,086 |
| Issued or guaranteed by U.S. | $274,000 | 6,063 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,753,000 | 2,164 |
| CMOs issued by government agencies or sponsored agencies | $3,753,000 | 2,025 |
| 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) | $648,000 | 4,125 |
| Available-for-sale securities (fair market value) | $6,451,000 | 6,559 |
| Total debt securities | $7,099,000 | 7,186 |
| Structured notes | ||
| Amortized cost | $500,000 | 530 |
| Fair value | $500,000 | 582 |
| 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 | $13,681,000 | 5,839 |
| U.S. Government securities | $13,203,000 | 4,950 |
| U.S. Treasury securities | $3,006,000 | 1,537 |
| U.S. Government agency obligations | $10,197,000 | 5,467 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $478,000 | 3,935 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $2,309,000 | 4,585 |
| Certificates of participation in pools of residential mortgages | $322,000 | 5,781 |
| Issued or guaranteed by U.S. | $322,000 | 5,761 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,987,000 | 2,306 |
| CMOs issued by government agencies or sponsored agencies | $1,987,000 | 2,167 |
| 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) | $680,000 | 4,734 |
| Available-for-sale securities (fair market value) | $13,001,000 | 5,012 |
| Total debt securities | $13,203,000 | 5,822 |
| Structured notes | ||
| Amortized cost | $489,000 | 647 |
| Fair value | $467,000 | 622 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $6,675,000 | 8,098 |
| U.S. Government securities | $6,216,000 | 7,518 |
| U.S. Treasury securities | $3,000,000 | 2,190 |
| U.S. Government agency obligations | $3,216,000 | 8,357 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $459,000 | 3,908 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $2,731,000 | 4,626 |
| Certificates of participation in pools of residential mortgages | $733,000 | 5,374 |
| Issued or guaranteed by U.S. | $733,000 | 5,365 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,998,000 | 2,438 |
| CMOs issued by government agencies or sponsored agencies | $1,998,000 | 2,297 |
| 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) | $1,039,000 | 4,822 |
| Available-for-sale securities (fair market value) | $5,636,000 | 7,215 |
| Total debt securities | $6,216,000 | 8,148 |
| Structured notes | ||
| Amortized cost | $485,000 | 956 |
| Fair value | $410,000 | 995 |
| 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 | $5,982,000 | 8,411 |
| U.S. Government securities | $5,596,000 | 7,759 |
| U.S. Treasury securities | $1,618,000 | 4,245 |
| U.S. Government agency obligations | $3,978,000 | 7,726 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $386,000 | 4,100 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $3,497,000 | 4,485 |
| Certificates of participation in pools of residential mortgages | $1,051,000 | 5,200 |
| Issued or guaranteed by U.S. | $1,051,000 | 5,182 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,446,000 | 2,449 |
| CMOs issued by government agencies or sponsored agencies | $2,446,000 | 2,325 |
| 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) | $1,307,000 | 5,201 |
| Available-for-sale securities (fair market value) | $4,675,000 | 7,477 |
| Total debt securities | $5,596,000 | 8,428 |
| Structured notes | ||
| Amortized cost | $481,000 | 1,191 |
| Fair value | $446,000 | 1,198 |
| 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 | $9,283,000 | 7,637 |
| U.S. Government securities | $8,605,000 | 7,001 |
| U.S. Treasury securities | $606,000 | 6,959 |
| U.S. Government agency obligations | $7,999,000 | 5,973 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $251,000 | 2,788 |
| 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 | $251,000 | 2,221 |
| Foreign debt securities | NA | NA |
| Equity securities | $427,000 | 3,960 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $108,000 | 8,695 |
| Mortgage-backed securities | $6,027,000 | 3,512 |
| Certificates of participation in pools of residential mortgages | $2,022,000 | 4,364 |
| Issued or guaranteed by U.S. | $2,022,000 | 4,350 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $4,005,000 | 1,944 |
| CMOs issued by government agencies or sponsored agencies | $4,005,000 | 1,865 |
| 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) | $3,487,000 | 4,791 |
| Available-for-sale securities (fair market value) | $5,796,000 | 7,139 |
| Total debt securities | $8,856,000 | 7,666 |
| Structured notes | ||
| Amortized cost | $974,000 | 1,495 |
| Fair value | $934,000 | 1,492 |
| 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 | $9,499,000 | 8,113 |
| U.S. Government securities | $8,873,000 | 7,448 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $8,873,000 | 5,888 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $252,000 | 3,208 |
| 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 | $252,000 | 2,467 |
| Foreign debt securities | NA | NA |
| Equity securities | $374,000 | 4,085 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,694,000 | 5,348 |
| Mortgage-backed securities | $6,911,000 | 3,595 |
| Certificates of participation in pools of residential mortgages | $2,394,000 | 4,452 |
| Issued or guaranteed by U.S. | $2,394,000 | 4,433 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $4,517,000 | 2,068 |
| CMOs issued by government agencies or sponsored agencies | $4,517,000 | 1,956 |
| 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) | $4,203,000 | 5,060 |
| Available-for-sale securities (fair market value) | $5,296,000 | 7,637 |
| Total debt securities | $9,125,000 | 8,113 |
| Structured notes | ||
| Amortized cost | $967,000 | 2,035 |
| Fair value | $831,000 | 2,112 |
| 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 | $10,319,000 | 8,161 |
| U.S. Government securities | $9,718,000 | 7,429 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $9,718,000 | 5,584 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $253,000 | 3,808 |
| 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 | $253,000 | 2,986 |
| Foreign debt securities | NA | NA |
| Equity securities | $348,000 | 3,960 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,818,000 | 6,123 |
| Mortgage-backed securities | $7,764,000 | 3,595 |
| Certificates of participation in pools of residential mortgages | $2,902,000 | 4,226 |
| Issued or guaranteed by U.S. | $2,902,000 | 4,200 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $4,862,000 | 2,216 |
| CMOs issued by government agencies or sponsored agencies | $4,862,000 | 2,095 |
| 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) | $4,748,000 | 5,120 |
| Available-for-sale securities (fair market value) | $5,571,000 | 7,760 |
| Total debt securities | $9,971,000 | 8,166 |
| Structured notes | ||
| Amortized cost | $959,000 | 2,912 |
| Fair value | $899,000 | 2,953 |
| 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 | $13,228,000 | 7,624 |
| U.S. Government securities | $12,433,000 | 6,813 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $12,433,000 | 4,608 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $391,000 | 3,922 |
| Privately issued residential mortgage-backed securities | $138,000 | 2,000 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $253,000 | 3,439 |
| Foreign debt securities | NA | NA |
| Equity securities | $404,000 | 3,464 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,138,000 | 4,191 |
| Mortgage-backed securities | $9,633,000 | 3,305 |
| Certificates of participation in pools of residential mortgages | $3,269,000 | 4,193 |
| Issued or guaranteed by U.S. | $3,269,000 | 4,166 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $6,364,000 | 1,980 |
| CMOs issued by government agencies or sponsored agencies | $6,226,000 | 1,905 |
| Privately issued | $138,000 | 1,698 |
| 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) | $7,596,000 | 6,645 |
| Available-for-sale securities (fair market value) | $5,632,000 | 6,532 |
| Total debt securities | $12,824,000 | 7,644 |
| 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 | $15,762,000 | 7,164 |
| U.S. Government securities | $15,205,000 | 6,210 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $15,205,000 | 4,127 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $254,000 | 4,999 |
| 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 | $254,000 | 3,889 |
| Foreign debt securities | NA | NA |
| Equity securities | $303,000 | 3,870 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $13,206,000 | 3,053 |
| Certificates of participation in pools of residential mortgages | $4,387,000 | 4,062 |
| Issued or guaranteed by U.S. | $4,387,000 | 4,026 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $8,819,000 | 1,841 |
| CMOs issued by government agencies or sponsored agencies | $8,819,000 | 1,752 |
| 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 | $15,459,000 | 7,104 |
| 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 | $10,798,000 | 8,813 |
| U.S. Government securities | $9,953,000 | 8,078 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $9,953,000 | 5,545 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $550,000 | 4,925 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $550,000 | 3,663 |
| Foreign debt securities | NA | NA |
| Equity securities | $295,000 | 3,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $8,152,000 | 4,210 |
| Certificates of participation in pools of residential mortgages | $3,468,000 | 4,812 |
| Issued or guaranteed by U.S. | $3,468,000 | 4,759 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $4,684,000 | 2,742 |
| CMOs issued by government agencies or sponsored agencies | $4,684,000 | 2,502 |
| Privately issued | $0 | 3,547 |
| 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 | $10,503,000 | 8,808 |
| 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 |