Home > First National Bank of the South > Securities
First National Bank of the South, Securities
| 2010-06-30 | Rank | |
| Total securities | $41,392,000 | 2,768 |
| U.S. Government securities | $30,586,000 | 2,647 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $30,586,000 | 2,565 |
| Securities issued by states & political subdivisions | $10,627,000 | 2,183 |
| Other domestic debt securities | $179,000 | 2,874 |
| Privately issued residential mortgage-backed securities | $179,000 | 1,338 |
| 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 | $37,441,000 | 1,352 |
| Mortgage-backed securities | $30,765,000 | 1,657 |
| Certificates of participation in pools of residential mortgages | $30,586,000 | 1,113 |
| Issued or guaranteed by U.S. | $30,586,000 | 1,106 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $179,000 | 3,458 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $179,000 | 1,279 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $41,392,000 | 2,482 |
| Total debt securities | $41,392,000 | 2,743 |
| 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 | $59,283,000 | 2,086 |
| U.S. Government securities | $50,132,000 | 1,778 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $50,132,000 | 1,723 |
| Securities issued by states & political subdivisions | $8,952,000 | 2,407 |
| Other domestic debt securities | $199,000 | 2,917 |
| Privately issued residential mortgage-backed securities | $199,000 | 1,364 |
| 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 | $43,241,000 | 1,247 |
| Mortgage-backed securities | $48,342,000 | 1,194 |
| Certificates of participation in pools of residential mortgages | $43,617,000 | 873 |
| Issued or guaranteed by U.S. | $43,617,000 | 865 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,725,000 | 1,902 |
| CMOs issued by government agencies or sponsored agencies | $4,526,000 | 1,669 |
| Privately issued | $199,000 | 1,309 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $59,283,000 | 1,856 |
| Total debt securities | $59,283,000 | 2,059 |
| 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 | $99,112,000 | 1,304 |
| U.S. Government securities | $83,980,000 | 1,079 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $83,980,000 | 1,045 |
| Securities issued by states & political subdivisions | $14,912,000 | 1,674 |
| Other domestic debt securities | $220,000 | 2,948 |
| Privately issued residential mortgage-backed securities | $220,000 | 1,393 |
| 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 | $44,800,000 | 1,205 |
| Mortgage-backed securities | $82,254,000 | 769 |
| Certificates of participation in pools of residential mortgages | $77,247,000 | 526 |
| Issued or guaranteed by U.S. | $77,247,000 | 522 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $5,007,000 | 1,850 |
| CMOs issued by government agencies or sponsored agencies | $4,787,000 | 1,608 |
| Privately issued | $220,000 | 1,332 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $99,112,000 | 1,143 |
| Total debt securities | $99,112,000 | 1,283 |
| 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 | $85,749,000 | 1,487 |
| U.S. Government securities | $71,840,000 | 1,230 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $71,840,000 | 1,189 |
| Securities issued by states & political subdivisions | $13,691,000 | 1,798 |
| Other domestic debt securities | $218,000 | 3,053 |
| Privately issued residential mortgage-backed securities | $218,000 | 1,450 |
| 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 | $58,726,000 | 924 |
| Mortgage-backed securities | $59,008,000 | 1,050 |
| Certificates of participation in pools of residential mortgages | $48,487,000 | 833 |
| Issued or guaranteed by U.S. | $48,487,000 | 822 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $10,521,000 | 1,336 |
| CMOs issued by government agencies or sponsored agencies | $10,303,000 | 1,100 |
| Privately issued | $218,000 | 1,386 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $85,749,000 | 1,297 |
| Total debt securities | $85,749,000 | 1,464 |
| Structured notes | ||
| Amortized cost | $5,092,000 | 538 |
| Fair value | $5,057,000 | 539 |
| 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 | $103,376,000 | 1,223 |
| U.S. Government securities | $91,814,000 | 931 |
| U.S. Treasury securities | $49,990,000 | 82 |
| U.S. Government agency obligations | $41,824,000 | 1,921 |
| Securities issued by states & political subdivisions | $11,313,000 | 2,045 |
| Other domestic debt securities | $249,000 | 3,099 |
| Privately issued residential mortgage-backed securities | $249,000 | 1,453 |
| 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 | $43,637,000 | 1,195 |
| Mortgage-backed securities | $40,177,000 | 1,445 |
| Certificates of participation in pools of residential mortgages | $39,928,000 | 1,007 |
| Issued or guaranteed by U.S. | $39,928,000 | 996 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $249,000 | 3,413 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $249,000 | 1,386 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $103,376,000 | 1,050 |
| Total debt securities | $103,376,000 | 1,196 |
| 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 | $77,800,000 | 1,592 |
| U.S. Government securities | $57,965,000 | 1,474 |
| U.S. Treasury securities | $3,757,000 | 373 |
| U.S. Government agency obligations | $54,208,000 | 1,532 |
| Securities issued by states & political subdivisions | $19,541,000 | 1,159 |
| Other domestic debt securities | $294,000 | 2,960 |
| Privately issued residential mortgage-backed securities | $294,000 | 1,448 |
| 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 | $70,756,000 | 806 |
| Mortgage-backed securities | $52,522,000 | 1,175 |
| Certificates of participation in pools of residential mortgages | $51,688,000 | 836 |
| Issued or guaranteed by U.S. | $51,688,000 | 827 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $834,000 | 3,036 |
| CMOs issued by government agencies or sponsored agencies | $540,000 | 2,830 |
| Privately issued | $294,000 | 1,387 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $77,800,000 | 1,390 |
| Total debt securities | $77,800,000 | 1,566 |
| 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 | $81,662,000 | 1,483 |
| U.S. Government securities | $61,869,000 | 1,392 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $61,869,000 | 1,366 |
| Securities issued by states & political subdivisions | $19,479,000 | 1,129 |
| Other domestic debt securities | $314,000 | 2,874 |
| Privately issued residential mortgage-backed securities | $314,000 | 1,387 |
| 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 | $73,847,000 | 780 |
| Mortgage-backed securities | $58,170,000 | 1,042 |
| Certificates of participation in pools of residential mortgages | $57,271,000 | 728 |
| Issued or guaranteed by U.S. | $57,271,000 | 719 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $899,000 | 2,933 |
| CMOs issued by government agencies or sponsored agencies | $585,000 | 2,783 |
| Privately issued | $314,000 | 1,324 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $81,662,000 | 1,288 |
| Total debt securities | $81,661,000 | 1,457 |
| 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 | $72,538,000 | 1,639 |
| U.S. Government securities | $53,399,000 | 1,550 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $53,399,000 | 1,525 |
| Securities issued by states & political subdivisions | $18,835,000 | 1,141 |
| Other domestic debt securities | $304,000 | 2,838 |
| Privately issued residential mortgage-backed securities | $304,000 | 1,368 |
| 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 | $70,533,000 | 785 |
| Mortgage-backed securities | $50,329,000 | 1,123 |
| Certificates of participation in pools of residential mortgages | $49,410,000 | 805 |
| Issued or guaranteed by U.S. | $49,410,000 | 795 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $919,000 | 2,832 |
| CMOs issued by government agencies or sponsored agencies | $615,000 | 2,667 |
| Privately issued | $304,000 | 1,307 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $72,538,000 | 1,414 |
| Total debt securities | $72,538,000 | 1,614 |
| 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 | $74,916,000 | 1,604 |
| U.S. Government securities | $55,685,000 | 1,506 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $55,685,000 | 1,480 |
| Securities issued by states & political subdivisions | $18,870,000 | 1,165 |
| Other domestic debt securities | $361,000 | 2,777 |
| Privately issued residential mortgage-backed securities | $361,000 | 1,332 |
| 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 | $72,859,000 | 744 |
| Mortgage-backed securities | $52,637,000 | 1,076 |
| Certificates of participation in pools of residential mortgages | $51,633,000 | 770 |
| Issued or guaranteed by U.S. | $51,633,000 | 760 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,004,000 | 2,754 |
| CMOs issued by government agencies or sponsored agencies | $643,000 | 2,670 |
| Privately issued | $361,000 | 1,266 |
| 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) | $74,916,000 | 1,385 |
| Total debt securities | $74,916,000 | 1,572 |
| 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 | $68,365,000 | 1,728 |
| U.S. Government securities | $49,628,000 | 1,674 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $49,628,000 | 1,645 |
| Securities issued by states & political subdivisions | $18,349,000 | 1,214 |
| Other domestic debt securities | $388,000 | 2,703 |
| Privately issued residential mortgage-backed securities | $388,000 | 1,301 |
| 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 | $66,026,000 | 822 |
| Mortgage-backed securities | $45,505,000 | 1,162 |
| Certificates of participation in pools of residential mortgages | $44,413,000 | 860 |
| Issued or guaranteed by U.S. | $44,413,000 | 850 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,092,000 | 2,702 |
| CMOs issued by government agencies or sponsored agencies | $704,000 | 2,613 |
| Privately issued | $388,000 | 1,235 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $68,365,000 | 1,521 |
| Total debt securities | $68,366,000 | 1,684 |
| 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 | $70,530,000 | 1,671 |
| U.S. Government securities | $53,195,000 | 1,567 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $53,195,000 | 1,535 |
| Securities issued by states & political subdivisions | $16,922,000 | 1,310 |
| Other domestic debt securities | $413,000 | 2,509 |
| Privately issued residential mortgage-backed securities | $413,000 | 1,189 |
| 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 | $60,534,000 | 867 |
| Mortgage-backed securities | $43,041,000 | 1,098 |
| Certificates of participation in pools of residential mortgages | $41,904,000 | 792 |
| Issued or guaranteed by U.S. | $41,904,000 | 784 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,137,000 | 2,563 |
| CMOs issued by government agencies or sponsored agencies | $724,000 | 2,512 |
| Privately issued | $413,000 | 1,131 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $70,530,000 | 1,455 |
| Total debt securities | $70,530,000 | 1,625 |
| 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 | $75,230,000 | 1,588 |
| U.S. Government securities | $57,970,000 | 1,476 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $57,970,000 | 1,445 |
| Securities issued by states & political subdivisions | $16,846,000 | 1,273 |
| Other domestic debt securities | $414,000 | 2,457 |
| Privately issued residential mortgage-backed securities | $414,000 | 1,148 |
| 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 | $70,235,000 | 739 |
| Mortgage-backed securities | $38,507,000 | 1,115 |
| Certificates of participation in pools of residential mortgages | $37,338,000 | 831 |
| Issued or guaranteed by U.S. | $37,338,000 | 821 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,169,000 | 2,493 |
| CMOs issued by government agencies or sponsored agencies | $755,000 | 2,441 |
| Privately issued | $414,000 | 1,091 |
| 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) | $75,230,000 | 1,371 |
| Total debt securities | $75,229,000 | 1,549 |
| 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 | $71,924,000 | 1,637 |
| U.S. Government securities | $55,292,000 | 1,544 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $55,292,000 | 1,514 |
| Securities issued by states & political subdivisions | $16,209,000 | 1,295 |
| Other domestic debt securities | $423,000 | 2,402 |
| Privately issued residential mortgage-backed securities | $423,000 | 1,097 |
| 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 | $63,021,000 | 814 |
| Mortgage-backed securities | $36,132,000 | 1,145 |
| Certificates of participation in pools of residential mortgages | $34,927,000 | 860 |
| Issued or guaranteed by U.S. | $34,927,000 | 851 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,205,000 | 2,445 |
| CMOs issued by government agencies or sponsored agencies | $782,000 | 2,404 |
| Privately issued | $423,000 | 1,034 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $71,924,000 | 1,414 |
| Total debt securities | $71,934,000 | 1,605 |
| 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 | $65,529,000 | 1,790 |
| U.S. Government securities | $50,221,000 | 1,715 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $50,221,000 | 1,668 |
| Securities issued by states & political subdivisions | $14,847,000 | 1,405 |
| Other domestic debt securities | $461,000 | 2,392 |
| Privately issued residential mortgage-backed securities | $461,000 | 1,050 |
| 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 | $56,057,000 | 907 |
| Mortgage-backed securities | $34,819,000 | 1,180 |
| Certificates of participation in pools of residential mortgages | $33,529,000 | 878 |
| Issued or guaranteed by U.S. | $33,529,000 | 870 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,290,000 | 2,372 |
| CMOs issued by government agencies or sponsored agencies | $829,000 | 2,370 |
| Privately issued | $461,000 | 985 |
| 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) | $65,529,000 | 1,534 |
| Total debt securities | $65,529,000 | 1,756 |
| 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 | $63,373,000 | 1,871 |
| U.S. Government securities | $49,534,000 | 1,759 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $49,534,000 | 1,711 |
| Securities issued by states & political subdivisions | $13,364,000 | 1,576 |
| Other domestic debt securities | $475,000 | 2,410 |
| Privately issued residential mortgage-backed securities | $475,000 | 1,028 |
| 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 | $61,330,000 | 823 |
| Mortgage-backed securities | $36,276,000 | 1,166 |
| Certificates of participation in pools of residential mortgages | $34,934,000 | 866 |
| Issued or guaranteed by U.S. | $34,934,000 | 858 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,342,000 | 2,349 |
| CMOs issued by government agencies or sponsored agencies | $867,000 | 2,347 |
| Privately issued | $475,000 | 966 |
| 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) | $63,373,000 | 1,599 |
| Total debt securities | $63,373,000 | 1,835 |
| 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 | $57,751,000 | 2,069 |
| U.S. Government securities | $47,808,000 | 1,843 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $47,808,000 | 1,791 |
| Securities issued by states & political subdivisions | $9,461,000 | 2,089 |
| Other domestic debt securities | $482,000 | 2,438 |
| Privately issued residential mortgage-backed securities | $482,000 | 1,001 |
| 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 | $31,277,000 | 1,484 |
| Mortgage-backed securities | $37,125,000 | 1,172 |
| Certificates of participation in pools of residential mortgages | $35,734,000 | 871 |
| Issued or guaranteed by U.S. | $35,734,000 | 859 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,391,000 | 2,298 |
| CMOs issued by government agencies or sponsored agencies | $909,000 | 2,286 |
| Privately issued | $482,000 | 932 |
| 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) | $57,751,000 | 1,765 |
| Total debt securities | $57,751,000 | 2,021 |
| 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 | $50,922,000 | 2,299 |
| U.S. Government securities | $42,561,000 | 2,053 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $42,561,000 | 1,983 |
| Securities issued by states & political subdivisions | $7,889,000 | 2,366 |
| Other domestic debt securities | $472,000 | 2,462 |
| Privately issued residential mortgage-backed securities | $472,000 | 988 |
| 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 | $46,539,000 | 1,042 |
| Mortgage-backed securities | $32,095,000 | 1,296 |
| Certificates of participation in pools of residential mortgages | $30,687,000 | 960 |
| Issued or guaranteed by U.S. | $30,687,000 | 951 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,408,000 | 2,283 |
| CMOs issued by government agencies or sponsored agencies | $936,000 | 2,261 |
| Privately issued | $472,000 | 925 |
| 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) | $50,922,000 | 1,967 |
| Total debt securities | $50,920,000 | 2,254 |
| 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 | $46,178,000 | 2,544 |
| U.S. Government securities | $38,826,000 | 2,260 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $38,826,000 | 2,186 |
| Securities issued by states & political subdivisions | $6,871,000 | 2,568 |
| Other domestic debt securities | $481,000 | 2,519 |
| Privately issued residential mortgage-backed securities | $481,000 | 972 |
| 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 | $39,372,000 | 1,207 |
| Mortgage-backed securities | $28,220,000 | 1,412 |
| Certificates of participation in pools of residential mortgages | $26,769,000 | 1,085 |
| Issued or guaranteed by U.S. | $26,769,000 | 1,077 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,451,000 | 2,274 |
| CMOs issued by government agencies or sponsored agencies | $970,000 | 2,240 |
| Privately issued | $481,000 | 911 |
| 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) | $46,178,000 | 2,177 |
| Total debt securities | $46,178,000 | 2,492 |
| 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 | $45,151,000 | 2,585 |
| U.S. Government securities | $36,049,000 | 2,386 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $36,049,000 | 2,314 |
| Securities issued by states & political subdivisions | $8,604,000 | 2,206 |
| Other domestic debt securities | $498,000 | 2,568 |
| Privately issued residential mortgage-backed securities | $498,000 | 924 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $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 | $34,340,000 | 1,340 |
| Mortgage-backed securities | $27,378,000 | 1,456 |
| Certificates of participation in pools of residential mortgages | $25,872,000 | 1,144 |
| Issued or guaranteed by U.S. | $25,872,000 | 1,134 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,506,000 | 2,251 |
| CMOs issued by government agencies or sponsored agencies | $1,008,000 | 2,217 |
| Privately issued | $498,000 | 860 |
| 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) | $45,151,000 | 2,228 |
| Total debt securities | $45,152,000 | 2,541 |
| 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 | $45,164,000 | 2,560 |
| U.S. Government securities | $37,371,000 | 2,310 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $37,371,000 | 2,243 |
| Securities issued by states & political subdivisions | $7,271,000 | 2,453 |
| Other domestic debt securities | $522,000 | 2,500 |
| Privately issued residential mortgage-backed securities | $522,000 | 897 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,661,000 | 2,421 |
| Mortgage-backed securities | $28,608,000 | 1,439 |
| Certificates of participation in pools of residential mortgages | $28,086,000 | 1,098 |
| Issued or guaranteed by U.S. | $28,086,000 | 1,088 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $522,000 | 2,836 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $522,000 | 836 |
| 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) | $45,164,000 | 2,179 |
| Total debt securities | $45,164,000 | 2,517 |
| 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 | $37,315,000 | 3,017 |
| U.S. Government securities | $30,041,000 | 2,804 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $30,041,000 | 2,703 |
| Securities issued by states & political subdivisions | $6,713,000 | 2,560 |
| Other domestic debt securities | $561,000 | 2,535 |
| Privately issued residential mortgage-backed securities | $561,000 | 881 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,712,000 | 2,024 |
| Mortgage-backed securities | $23,236,000 | 1,690 |
| Certificates of participation in pools of residential mortgages | $22,675,000 | 1,314 |
| Issued or guaranteed by U.S. | $22,675,000 | 1,304 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $561,000 | 2,858 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $561,000 | 815 |
| 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) | $37,315,000 | 2,587 |
| Total debt securities | $37,315,000 | 2,963 |
| 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 | $38,000,000 | 3,008 |
| U.S. Government securities | $31,283,000 | 2,761 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $31,283,000 | 2,648 |
| Securities issued by states & political subdivisions | $6,104,000 | 2,706 |
| Other domestic debt securities | $613,000 | 2,571 |
| Privately issued residential mortgage-backed securities | $613,000 | 857 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,358,000 | 2,241 |
| Mortgage-backed securities | $24,718,000 | 1,670 |
| Certificates of participation in pools of residential mortgages | $24,097,000 | 1,289 |
| Issued or guaranteed by U.S. | $24,097,000 | 1,281 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $621,000 | 2,861 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 3,371 |
| Privately issued | $613,000 | 796 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $38,000,000 | 2,574 |
| Total debt securities | $37,999,000 | 2,959 |
| 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 | $36,165,000 | 3,158 |
| U.S. Government securities | $29,591,000 | 2,888 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $29,591,000 | 2,782 |
| Securities issued by states & political subdivisions | $5,941,000 | 2,774 |
| Other domestic debt securities | $633,000 | 2,596 |
| Privately issued residential mortgage-backed securities | $633,000 | 837 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,394,000 | 2,127 |
| Mortgage-backed securities | $23,871,000 | 1,729 |
| Certificates of participation in pools of residential mortgages | $23,214,000 | 1,333 |
| Issued or guaranteed by U.S. | $23,214,000 | 1,322 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $657,000 | 2,874 |
| CMOs issued by government agencies or sponsored agencies | $24,000 | 3,336 |
| Privately issued | $633,000 | 774 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $36,165,000 | 2,712 |
| Total debt securities | $36,163,000 | 3,105 |
| 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 | $36,326,000 | 3,140 |
| U.S. Government securities | $27,742,000 | 3,026 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $27,742,000 | 2,910 |
| Securities issued by states & political subdivisions | $5,963,000 | 2,780 |
| Other domestic debt securities | $2,621,000 | 1,607 |
| Privately issued residential mortgage-backed securities | $2,621,000 | 536 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,788,000 | 2,832 |
| Mortgage-backed securities | $23,958,000 | 1,720 |
| Certificates of participation in pools of residential mortgages | $21,291,000 | 1,420 |
| Issued or guaranteed by U.S. | $21,291,000 | 1,410 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,667,000 | 1,978 |
| CMOs issued by government agencies or sponsored agencies | $46,000 | 3,288 |
| Privately issued | $2,621,000 | 497 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $36,326,000 | 2,689 |
| Total debt securities | $36,325,000 | 3,076 |
| 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 | $34,501,000 | 3,296 |
| U.S. Government securities | $28,145,000 | 2,998 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $28,145,000 | 2,883 |
| Securities issued by states & political subdivisions | $5,680,000 | 2,847 |
| Other domestic debt securities | $676,000 | 2,703 |
| Privately issued residential mortgage-backed securities | $676,000 | 758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,357,000 | 1,599 |
| Mortgage-backed securities | $22,674,000 | 1,821 |
| Certificates of participation in pools of residential mortgages | $20,042,000 | 1,507 |
| Issued or guaranteed by U.S. | $20,042,000 | 1,494 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,632,000 | 2,013 |
| CMOs issued by government agencies or sponsored agencies | $1,956,000 | 2,028 |
| Privately issued | $676,000 | 707 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $34,501,000 | 2,843 |
| Total debt securities | $34,501,000 | 3,235 |
| 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 | $32,063,000 | 3,468 |
| U.S. Government securities | $25,298,000 | 3,252 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $25,298,000 | 3,143 |
| Securities issued by states & political subdivisions | $6,048,000 | 2,751 |
| Other domestic debt securities | $717,000 | 2,763 |
| Privately issued residential mortgage-backed securities | $717,000 | 782 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,618,000 | 1,815 |
| Mortgage-backed securities | $18,586,000 | 2,119 |
| Certificates of participation in pools of residential mortgages | $17,773,000 | 1,682 |
| Issued or guaranteed by U.S. | $17,773,000 | 1,671 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $813,000 | 2,916 |
| CMOs issued by government agencies or sponsored agencies | $96,000 | 3,325 |
| Privately issued | $717,000 | 727 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $32,063,000 | 3,007 |
| Total debt securities | $32,063,000 | 3,399 |
| 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 | $36,174,000 | 3,225 |
| U.S. Government securities | $29,475,000 | 2,947 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $29,475,000 | 2,845 |
| Securities issued by states & political subdivisions | $5,921,000 | 2,816 |
| Other domestic debt securities | $778,000 | 2,770 |
| Privately issued residential mortgage-backed securities | $778,000 | 662 |
| 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 | $31,800,000 | 1,321 |
| Mortgage-backed securities | $20,435,000 | 1,985 |
| Certificates of participation in pools of residential mortgages | $19,535,000 | 1,581 |
| Issued or guaranteed by U.S. | $19,535,000 | 1,570 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $900,000 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $122,000 | 3,476 |
| Privately issued | $778,000 | 575 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $36,174,000 | 2,777 |
| Total debt securities | $36,174,000 | 3,165 |
| 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 | $29,527,000 | 3,683 |
| U.S. Government securities | $23,349,000 | 3,422 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $23,349,000 | 3,291 |
| Securities issued by states & political subdivisions | $5,363,000 | 2,970 |
| Other domestic debt securities | $815,000 | 2,852 |
| Privately issued residential mortgage-backed securities | $815,000 | 697 |
| 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 | $12,157,000 | 2,698 |
| Mortgage-backed securities | $15,894,000 | 2,319 |
| Certificates of participation in pools of residential mortgages | $14,914,000 | 1,904 |
| Issued or guaranteed by U.S. | $14,914,000 | 1,896 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $980,000 | 2,855 |
| CMOs issued by government agencies or sponsored agencies | $165,000 | 3,492 |
| Privately issued | $815,000 | 617 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $29,527,000 | 3,191 |
| Total debt securities | $29,526,000 | 3,613 |
| 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 | $30,642,000 | 3,495 |
| U.S. Government securities | $25,856,000 | 3,064 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $25,856,000 | 2,941 |
| Securities issued by states & political subdivisions | $4,786,000 | 3,116 |
| 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 | $15,162,000 | 2,277 |
| Mortgage-backed securities | $17,789,000 | 2,191 |
| Certificates of participation in pools of residential mortgages | $17,363,000 | 1,668 |
| Issued or guaranteed by U.S. | $17,363,000 | 1,660 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $426,000 | 3,532 |
| CMOs issued by government agencies or sponsored agencies | $426,000 | 3,365 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $30,642,000 | 3,036 |
| Total debt securities | $30,641,000 | 3,420 |
| 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 | $23,460,000 | 4,212 |
| U.S. Government securities | $22,084,000 | 3,437 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $22,084,000 | 3,283 |
| Securities issued by states & political subdivisions | $1,376,000 | 4,781 |
| 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 | $12,541,000 | 2,634 |
| Mortgage-backed securities | $17,588,000 | 2,199 |
| Certificates of participation in pools of residential mortgages | $16,781,000 | 1,694 |
| Issued or guaranteed by U.S. | $16,781,000 | 1,688 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $807,000 | 3,277 |
| CMOs issued by government agencies or sponsored agencies | $807,000 | 3,125 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $23,460,000 | 3,619 |
| Total debt securities | $23,461,000 | 4,119 |
| 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 | $20,560,000 | 4,563 |
| U.S. Government securities | $19,759,000 | 3,741 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $19,759,000 | 3,580 |
| Securities issued by states & political subdivisions | $801,000 | 5,410 |
| 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 | $11,749,000 | 2,767 |
| Mortgage-backed securities | $15,715,000 | 2,329 |
| Certificates of participation in pools of residential mortgages | $14,848,000 | 1,801 |
| Issued or guaranteed by U.S. | $14,848,000 | 1,791 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $867,000 | 3,274 |
| CMOs issued by government agencies or sponsored agencies | $867,000 | 3,133 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $20,560,000 | 3,924 |
| Total debt securities | $20,559,000 | 4,473 |
| 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 | $12,408,000 | 5,917 |
| U.S. Government securities | $11,413,000 | 5,147 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $11,413,000 | 4,933 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $995,000 | 2,950 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $995,000 | 315 |
| 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 | $6,610,000 | 3,804 |
| Mortgage-backed securities | $7,897,000 | 3,245 |
| Certificates of participation in pools of residential mortgages | $6,913,000 | 2,642 |
| Issued or guaranteed by U.S. | $6,913,000 | 2,626 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $984,000 | 3,331 |
| CMOs issued by government agencies or sponsored agencies | $984,000 | 3,164 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $12,408,000 | 5,070 |
| Total debt securities | $12,408,000 | 5,816 |
| 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 | $8,356,000 | 7,267 |
| U.S. Government securities | $8,022,000 | 6,505 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $8,022,000 | 6,155 |
| 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 | $334,000 | 4,747 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,646,000 | 5,299 |
| Mortgage-backed securities | $1,937,000 | 4,812 |
| Certificates of participation in pools of residential mortgages | $1,937,000 | 4,008 |
| Issued or guaranteed by U.S. | $1,937,000 | 3,984 |
| 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) | $8,356,000 | 6,165 |
| Total debt securities | $8,022,000 | 7,240 |
| 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 |