Home > First Southern National Bank > Securities
First Southern National Bank, Securities
| 2011-06-30 | Rank | |
| Total securities | $23,233,000 | 4,223 |
| U.S. Government securities | $16,397,000 | 4,091 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $16,397,000 | 3,988 |
| Securities issued by states & political subdivisions | $6,836,000 | 3,061 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $623,000 | 5,713 |
| Mortgage-backed securities | $16,397,000 | 2,650 |
| Certificates of participation in pools of residential mortgages | $1,848,000 | 4,439 |
| Issued or guaranteed by U.S. | $1,848,000 | 4,429 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $14,549,000 | 1,277 |
| CMOs issued by government agencies or sponsored agencies | $14,549,000 | 1,118 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $23,233,000 | 3,877 |
| Total debt securities | $23,235,000 | 4,187 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $28,259,000 | 3,750 |
| U.S. Government securities | $28,006,000 | 2,923 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $28,006,000 | 2,833 |
| Securities issued by states & political subdivisions | $253,000 | 5,517 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,591,000 | 4,969 |
| Mortgage-backed securities | $25,983,000 | 1,985 |
| Certificates of participation in pools of residential mortgages | $1,906,000 | 4,369 |
| Issued or guaranteed by U.S. | $1,906,000 | 4,359 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $24,077,000 | 915 |
| CMOs issued by government agencies or sponsored agencies | $24,077,000 | 775 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $28,259,000 | 3,454 |
| Total debt securities | $28,258,000 | 3,721 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $20,283,000 | 4,362 |
| U.S. Government securities | $20,032,000 | 3,471 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $20,032,000 | 3,372 |
| Securities issued by states & political subdivisions | $251,000 | 5,540 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $17,184,000 | 2,417 |
| Certificates of participation in pools of residential mortgages | $4,193,000 | 3,560 |
| Issued or guaranteed by U.S. | $4,193,000 | 3,551 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $12,991,000 | 1,289 |
| CMOs issued by government agencies or sponsored agencies | $12,991,000 | 1,114 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $20,283,000 | 4,009 |
| Total debt securities | $20,283,000 | 4,331 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $25,875,000 | 3,787 |
| U.S. Government securities | $25,622,000 | 2,933 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $25,622,000 | 2,839 |
| Securities issued by states & political subdivisions | $253,000 | 5,522 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,965,000 | 4,577 |
| Mortgage-backed securities | $22,545,000 | 2,049 |
| Certificates of participation in pools of residential mortgages | $8,938,000 | 2,575 |
| Issued or guaranteed by U.S. | $8,938,000 | 2,568 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $13,607,000 | 1,245 |
| CMOs issued by government agencies or sponsored agencies | $13,607,000 | 1,069 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $25,875,000 | 3,472 |
| Total debt securities | $25,876,000 | 3,748 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $35,549,000 | 3,110 |
| U.S. Government securities | $34,121,000 | 2,416 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $34,121,000 | 2,336 |
| Securities issued by states & political subdivisions | $1,428,000 | 4,577 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,993,000 | 4,322 |
| Mortgage-backed securities | $31,110,000 | 1,643 |
| Certificates of participation in pools of residential mortgages | $10,938,000 | 2,303 |
| Issued or guaranteed by U.S. | $10,938,000 | 2,297 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $20,172,000 | 956 |
| CMOs issued by government agencies or sponsored agencies | $20,172,000 | 807 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $35,549,000 | 2,801 |
| Total debt securities | $35,556,000 | 3,081 |
| 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 | $42,142,000 | 2,756 |
| U.S. Government securities | $35,495,000 | 2,385 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $35,495,000 | 2,319 |
| Securities issued by states & political subdivisions | $1,901,000 | 4,349 |
| Other domestic debt securities | $4,746,000 | 1,216 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $4,746,000 | 102 |
| 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 | $9,975,000 | 3,328 |
| Mortgage-backed securities | $33,557,000 | 1,594 |
| Certificates of participation in pools of residential mortgages | $6,731,000 | 3,064 |
| Issued or guaranteed by U.S. | $6,731,000 | 3,056 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $22,080,000 | 884 |
| CMOs issued by government agencies or sponsored agencies | $22,080,000 | 734 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $4,746,000 | 102 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $4,746,000 | 56 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $42,142,000 | 2,464 |
| Total debt securities | $42,142,000 | 2,732 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,432 |
| Fair value | $1,004,000 | 2,274 |
| 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 | $42,512,000 | 2,727 |
| U.S. Government securities | $35,763,000 | 2,324 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $35,763,000 | 2,258 |
| Securities issued by states & political subdivisions | $1,898,000 | 4,378 |
| Other domestic debt securities | $4,851,000 | 1,253 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $4,851,000 | 96 |
| 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 | $7,000,000 | 3,903 |
| Mortgage-backed securities | $29,410,000 | 1,769 |
| Certificates of participation in pools of residential mortgages | $3,581,000 | 3,939 |
| Issued or guaranteed by U.S. | $3,581,000 | 3,931 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $20,978,000 | 911 |
| CMOs issued by government agencies or sponsored agencies | $20,978,000 | 743 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $4,851,000 | 96 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $4,851,000 | 53 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $42,512,000 | 2,438 |
| Total debt securities | $42,514,000 | 2,707 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,167 |
| Fair value | $981,000 | 2,168 |
| 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 | $41,771,000 | 2,765 |
| U.S. Government securities | $36,220,000 | 2,292 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $36,220,000 | 2,228 |
| Securities issued by states & political subdivisions | $1,652,000 | 4,545 |
| Other domestic debt securities | $3,899,000 | 1,445 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $3,899,000 | 121 |
| 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 | $10,193,000 | 3,320 |
| Mortgage-backed securities | $28,760,000 | 1,830 |
| Certificates of participation in pools of residential mortgages | $3,645,000 | 3,999 |
| Issued or guaranteed by U.S. | $3,645,000 | 3,990 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $21,216,000 | 896 |
| CMOs issued by government agencies or sponsored agencies | $21,216,000 | 706 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $3,899,000 | 121 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $3,899,000 | 64 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $41,771,000 | 2,458 |
| Total debt securities | $41,770,000 | 2,740 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,734 |
| Fair value | $989,000 | 1,742 |
| 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 | $38,009,000 | 2,917 |
| U.S. Government securities | $35,329,000 | 2,284 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $35,329,000 | 2,237 |
| Securities issued by states & political subdivisions | $1,641,000 | 4,522 |
| Other domestic debt securities | $1,039,000 | 2,394 |
| Privately issued residential mortgage-backed securities | $1,039,000 | 1,183 |
| 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 | $9,906,000 | 3,372 |
| Mortgage-backed securities | $25,098,000 | 2,038 |
| Certificates of participation in pools of residential mortgages | $5,286,000 | 3,608 |
| Issued or guaranteed by U.S. | $5,286,000 | 3,596 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $19,812,000 | 909 |
| CMOs issued by government agencies or sponsored agencies | $18,773,000 | 743 |
| Privately issued | $1,039,000 | 1,128 |
| 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) | $38,009,000 | 2,603 |
| Total debt securities | $38,009,000 | 2,887 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,289 |
| Fair value | $960,000 | 1,300 |
| 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 | $34,738,000 | 3,111 |
| U.S. Government securities | $26,910,000 | 2,888 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $26,910,000 | 2,823 |
| Securities issued by states & political subdivisions | $1,396,000 | 4,595 |
| Other domestic debt securities | $6,432,000 | 1,108 |
| Privately issued residential mortgage-backed securities | $2,093,000 | 988 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,339,000 | 733 |
| 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 | $9,629,000 | 3,477 |
| Mortgage-backed securities | $26,142,000 | 2,006 |
| Certificates of participation in pools of residential mortgages | $6,431,000 | 3,417 |
| Issued or guaranteed by U.S. | $6,431,000 | 3,406 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $19,711,000 | 911 |
| CMOs issued by government agencies or sponsored agencies | $17,618,000 | 746 |
| Privately issued | $2,093,000 | 949 |
| 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) | $34,738,000 | 2,775 |
| Total debt securities | $34,744,000 | 3,076 |
| 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 | $20,472,000 | 4,392 |
| U.S. Government securities | $18,041,000 | 3,806 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $18,041,000 | 3,729 |
| Securities issued by states & political subdivisions | $1,377,000 | 4,561 |
| Other domestic debt securities | $1,054,000 | 2,225 |
| Privately issued residential mortgage-backed securities | $1,054,000 | 1,153 |
| 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 | $5,752,000 | 4,306 |
| Mortgage-backed securities | $15,473,000 | 2,730 |
| Certificates of participation in pools of residential mortgages | $4,491,000 | 3,874 |
| Issued or guaranteed by U.S. | $4,491,000 | 3,861 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $10,982,000 | 1,246 |
| CMOs issued by government agencies or sponsored agencies | $9,928,000 | 1,046 |
| Privately issued | $1,054,000 | 1,101 |
| 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) | $20,472,000 | 3,931 |
| Total debt securities | $20,473,000 | 4,355 |
| 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 | $14,626,000 | 5,122 |
| U.S. Government securities | $13,152,000 | 4,512 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $13,152,000 | 4,432 |
| Securities issued by states & political subdivisions | $1,474,000 | 4,483 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,684,000 | 4,969 |
| Mortgage-backed securities | $12,551,000 | 2,928 |
| Certificates of participation in pools of residential mortgages | $3,587,000 | 4,089 |
| Issued or guaranteed by U.S. | $3,587,000 | 4,077 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $8,964,000 | 1,332 |
| CMOs issued by government agencies or sponsored agencies | $8,964,000 | 1,048 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $14,626,000 | 4,606 |
| Total debt securities | $14,626,000 | 5,079 |
| 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 | $114,229,000 | 1,065 |
| U.S. Government securities | $113,183,000 | 732 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $113,183,000 | 716 |
| Securities issued by states & political subdivisions | $1,046,000 | 4,807 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,588,000 | 543 |
| Mortgage-backed securities | $12,814,000 | 2,866 |
| Certificates of participation in pools of residential mortgages | $3,643,000 | 4,076 |
| Issued or guaranteed by U.S. | $3,643,000 | 4,061 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $9,171,000 | 1,313 |
| CMOs issued by government agencies or sponsored agencies | $9,171,000 | 1,039 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $114,229,000 | 929 |
| Total debt securities | $114,219,000 | 1,045 |
| 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 | $113,971,000 | 1,075 |
| U.S. Government securities | $112,906,000 | 738 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $112,906,000 | 721 |
| Securities issued by states & political subdivisions | $1,065,000 | 4,811 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,616,000 | 528 |
| Mortgage-backed securities | $11,780,000 | 2,937 |
| Certificates of participation in pools of residential mortgages | $3,939,000 | 3,862 |
| Issued or guaranteed by U.S. | $3,939,000 | 3,849 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $7,841,000 | 1,387 |
| CMOs issued by government agencies or sponsored agencies | $7,841,000 | 1,122 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $113,971,000 | 943 |
| Total debt securities | $113,970,000 | 1,047 |
| 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 | $13,155,000 | 5,471 |
| U.S. Government securities | $13,155,000 | 4,646 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $13,155,000 | 4,549 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,108,000 | 5,173 |
| Mortgage-backed securities | $9,549,000 | 2,967 |
| Certificates of participation in pools of residential mortgages | $1,666,000 | 4,543 |
| Issued or guaranteed by U.S. | $1,666,000 | 4,525 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $7,883,000 | 1,308 |
| CMOs issued by government agencies or sponsored agencies | $7,883,000 | 1,072 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $13,155,000 | 4,910 |
| Total debt securities | $13,154,000 | 5,416 |
| Structured notes | ||
| Amortized cost | $585,000 | 1,913 |
| Fair value | $601,000 | 1,892 |
| 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 | $13,930,000 | 5,384 |
| U.S. Government securities | $13,930,000 | 4,581 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $13,930,000 | 4,480 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,095,000 | 5,198 |
| Mortgage-backed securities | $7,843,000 | 3,075 |
| Certificates of participation in pools of residential mortgages | $1,864,000 | 4,276 |
| Issued or guaranteed by U.S. | $1,864,000 | 4,264 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $5,979,000 | 1,460 |
| CMOs issued by government agencies or sponsored agencies | $5,979,000 | 1,214 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $13,930,000 | 4,806 |
| Total debt securities | $13,935,000 | 5,335 |
| Structured notes | ||
| Amortized cost | $2,585,000 | 1,060 |
| Fair value | $2,590,000 | 1,056 |
| 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 | $12,971,000 | 5,563 |
| U.S. Government securities | $12,971,000 | 4,792 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $12,971,000 | 4,678 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,067,000 | 5,255 |
| Mortgage-backed securities | $5,938,000 | 3,412 |
| Certificates of participation in pools of residential mortgages | $2,012,000 | 4,158 |
| Issued or guaranteed by U.S. | $2,012,000 | 4,145 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,926,000 | 1,706 |
| CMOs issued by government agencies or sponsored agencies | $3,926,000 | 1,439 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $12,971,000 | 4,959 |
| Total debt securities | $12,972,000 | 5,514 |
| Structured notes | ||
| Amortized cost | $2,585,000 | 1,124 |
| Fair value | $2,572,000 | 1,120 |
| 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 | $11,961,000 | 5,742 |
| U.S. Government securities | $11,961,000 | 5,013 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $11,961,000 | 4,896 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,070,000 | 5,266 |
| Mortgage-backed securities | $2,930,000 | 4,319 |
| Certificates of participation in pools of residential mortgages | $2,200,000 | 4,065 |
| Issued or guaranteed by U.S. | $2,200,000 | 4,047 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $730,000 | 2,717 |
| CMOs issued by government agencies or sponsored agencies | $730,000 | 2,435 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $11,961,000 | 5,138 |
| Total debt securities | $11,961,000 | 5,689 |
| Structured notes | ||
| Amortized cost | $3,585,000 | 916 |
| Fair value | $3,573,000 | 915 |
| 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 | $12,172,000 | 5,753 |
| U.S. Government securities | $11,417,000 | 5,175 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $11,417,000 | 5,056 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $755,000 | 2,103 |
| Privately issued residential mortgage-backed securities | $755,000 | 948 |
| 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 | $3,054,000 | 5,290 |
| Mortgage-backed securities | $3,172,000 | 4,217 |
| Certificates of participation in pools of residential mortgages | $2,417,000 | 3,965 |
| Issued or guaranteed by U.S. | $2,417,000 | 3,953 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $755,000 | 2,699 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $755,000 | 895 |
| 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) | $12,172,000 | 5,143 |
| Total debt securities | $12,173,000 | 5,703 |
| Structured notes | ||
| Amortized cost | $3,585,000 | 990 |
| Fair value | $3,557,000 | 986 |
| 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 | $12,396,000 | 5,759 |
| U.S. Government securities | $11,608,000 | 5,170 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $11,608,000 | 5,054 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $788,000 | 2,101 |
| Privately issued residential mortgage-backed securities | $788,000 | 923 |
| 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 | $3,043,000 | 5,321 |
| Mortgage-backed securities | $3,419,000 | 4,140 |
| Certificates of participation in pools of residential mortgages | $2,631,000 | 3,855 |
| Issued or guaranteed by U.S. | $2,631,000 | 3,834 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $788,000 | 2,648 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $788,000 | 861 |
| 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) | $12,396,000 | 5,125 |
| Total debt securities | $12,396,000 | 5,706 |
| Structured notes | ||
| Amortized cost | $3,585,000 | 1,066 |
| Fair value | $3,546,000 | 1,064 |
| 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 | $12,457,000 | 5,772 |
| U.S. Government securities | $11,647,000 | 5,195 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $11,647,000 | 5,058 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $810,000 | 2,107 |
| Privately issued residential mortgage-backed securities | $810,000 | 896 |
| 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 | $2,553,000 | 5,555 |
| Mortgage-backed securities | $3,595,000 | 4,044 |
| Certificates of participation in pools of residential mortgages | $2,785,000 | 3,798 |
| Issued or guaranteed by U.S. | $2,785,000 | 3,783 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $810,000 | 2,617 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $810,000 | 840 |
| 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) | $12,457,000 | 5,120 |
| Total debt securities | $12,452,000 | 5,718 |
| Structured notes | ||
| Amortized cost | $3,585,000 | 1,126 |
| Fair value | $3,495,000 | 1,121 |
| 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 | $12,788,000 | 5,743 |
| U.S. Government securities | $12,788,000 | 4,980 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $12,788,000 | 4,842 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $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 | $2,057,000 | 5,775 |
| Mortgage-backed securities | $3,870,000 | 3,985 |
| Certificates of participation in pools of residential mortgages | $3,010,000 | 3,729 |
| Issued or guaranteed by U.S. | $3,010,000 | 3,714 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $860,000 | 2,604 |
| CMOs issued by government agencies or sponsored agencies | $860,000 | 2,315 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $12,788,000 | 5,085 |
| Total debt securities | $12,789,000 | 5,692 |
| Structured notes | ||
| Amortized cost | $3,585,000 | 1,137 |
| Fair value | $3,524,000 | 1,136 |
| 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 | $10,983,000 | 6,121 |
| U.S. Government securities | $10,983,000 | 5,360 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $10,983,000 | 5,226 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $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 | $2,056,000 | 5,787 |
| Mortgage-backed securities | $3,039,000 | 4,321 |
| Certificates of participation in pools of residential mortgages | $2,099,000 | 4,185 |
| Issued or guaranteed by U.S. | $2,099,000 | 4,169 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $940,000 | 2,544 |
| CMOs issued by government agencies or sponsored agencies | $940,000 | 2,266 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $10,983,000 | 5,416 |
| Total debt securities | $10,983,000 | 6,068 |
| Structured notes | ||
| Amortized cost | $3,584,000 | 1,136 |
| Fair value | $3,536,000 | 1,133 |
| 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 | $11,355,000 | 6,054 |
| U.S. Government securities | $11,355,000 | 5,241 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $11,355,000 | 5,092 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,062,000 | 5,804 |
| Mortgage-backed securities | $3,364,000 | 4,241 |
| Certificates of participation in pools of residential mortgages | $2,253,000 | 4,152 |
| Issued or guaranteed by U.S. | $2,253,000 | 4,139 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,111,000 | 2,436 |
| CMOs issued by government agencies or sponsored agencies | $1,111,000 | 2,174 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $11,355,000 | 5,335 |
| Total debt securities | $11,355,000 | 5,994 |
| Structured notes | ||
| Amortized cost | $3,583,000 | 1,101 |
| Fair value | $3,567,000 | 1,098 |
| 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 | $11,049,000 | 6,151 |
| U.S. Government securities | $11,049,000 | 5,363 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $11,049,000 | 5,213 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,480,000 | 6,146 |
| Mortgage-backed securities | $3,027,000 | 4,454 |
| Certificates of participation in pools of residential mortgages | $2,439,000 | 4,141 |
| Issued or guaranteed by U.S. | $2,439,000 | 4,125 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $588,000 | 2,839 |
| CMOs issued by government agencies or sponsored agencies | $588,000 | 2,562 |
| 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) | $11,049,000 | 5,413 |
| Total debt securities | $11,049,000 | 6,088 |
| Structured notes | ||
| Amortized cost | $3,582,000 | 1,104 |
| Fair value | $3,581,000 | 1,102 |
| 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 | $6,766,000 | 7,158 |
| U.S. Government securities | $6,766,000 | 6,538 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,766,000 | 6,393 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $981,000 | 6,534 |
| Mortgage-backed securities | $1,380,000 | 5,349 |
| Certificates of participation in pools of residential mortgages | $383,000 | 5,703 |
| Issued or guaranteed by U.S. | $383,000 | 5,683 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $997,000 | 2,628 |
| CMOs issued by government agencies or sponsored agencies | $997,000 | 2,373 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $6,766,000 | 6,376 |
| Total debt securities | $6,766,000 | 7,104 |
| Structured notes | ||
| Amortized cost | $998,000 | 2,244 |
| Fair value | $983,000 | 2,187 |
| 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 | $7,273,000 | 7,067 |
| U.S. Government securities | $7,273,000 | 6,392 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,273,000 | 6,251 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $986,000 | 6,543 |
| Mortgage-backed securities | $1,810,000 | 5,158 |
| Certificates of participation in pools of residential mortgages | $419,000 | 5,697 |
| Issued or guaranteed by U.S. | $419,000 | 5,680 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,391,000 | 2,466 |
| CMOs issued by government agencies or sponsored agencies | $1,391,000 | 2,219 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $7,273,000 | 6,291 |
| Total debt securities | $7,273,000 | 7,008 |
| Structured notes | ||
| Amortized cost | $995,000 | 2,223 |
| Fair value | $999,000 | 2,028 |
| 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 | $6,812,000 | 7,230 |
| U.S. Government securities | $6,812,000 | 6,546 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $6,812,000 | 6,386 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $993,000 | 6,570 |
| Mortgage-backed securities | $2,315,000 | 4,934 |
| Certificates of participation in pools of residential mortgages | $467,000 | 5,668 |
| Issued or guaranteed by U.S. | $467,000 | 5,652 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,848,000 | 2,259 |
| CMOs issued by government agencies or sponsored agencies | $1,848,000 | 2,030 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $6,812,000 | 6,430 |
| Total debt securities | $6,811,000 | 7,157 |
| Structured notes | ||
| Amortized cost | $992,000 | 2,237 |
| Fair value | $1,006,000 | 1,973 |
| 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 | $5,182,000 | 7,706 |
| U.S. Government securities | $5,182,000 | 7,148 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $5,182,000 | 6,986 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $984,000 | 6,595 |
| Mortgage-backed securities | $2,727,000 | 4,811 |
| Certificates of participation in pools of residential mortgages | $534,000 | 5,643 |
| Issued or guaranteed by U.S. | $534,000 | 5,628 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,193,000 | 2,143 |
| CMOs issued by government agencies or sponsored agencies | $2,193,000 | 1,928 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $5,182,000 | 6,894 |
| Total debt securities | $5,182,000 | 7,638 |
| 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 | $4,910,000 | 7,768 |
| U.S. Government securities | $4,910,000 | 7,196 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $4,910,000 | 7,038 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,001,000 | 6,542 |
| Mortgage-backed securities | $3,408,000 | 4,600 |
| Certificates of participation in pools of residential mortgages | $649,000 | 5,556 |
| Issued or guaranteed by U.S. | $649,000 | 5,538 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,759,000 | 2,054 |
| CMOs issued by government agencies or sponsored agencies | $2,759,000 | 1,835 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $4,910,000 | 6,972 |
| Total debt securities | $4,910,000 | 7,687 |
| 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 | $5,571,000 | 7,678 |
| U.S. Government securities | $5,571,000 | 7,068 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $5,571,000 | 6,879 |
| 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 | $996,000 | 6,563 |
| Mortgage-backed securities | $3,570,000 | 4,522 |
| Certificates of participation in pools of residential mortgages | $710,000 | 5,534 |
| Issued or guaranteed by U.S. | $710,000 | 5,512 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,860,000 | 2,031 |
| CMOs issued by government agencies or sponsored agencies | $2,860,000 | 1,905 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $5,571,000 | 6,852 |
| Total debt securities | $5,571,000 | 7,595 |
| 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 | $5,204,000 | 7,733 |
| U.S. Government securities | $5,204,000 | 7,075 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $5,204,000 | 6,897 |
| 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 | $0 | 7,307 |
| Mortgage-backed securities | $3,701,000 | 4,461 |
| Certificates of participation in pools of residential mortgages | $788,000 | 5,486 |
| Issued or guaranteed by U.S. | $788,000 | 5,462 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,913,000 | 2,053 |
| CMOs issued by government agencies or sponsored agencies | $2,913,000 | 1,921 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $5,204,000 | 6,903 |
| Total debt securities | $5,204,000 | 7,642 |
| 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 | $5,013,000 | 7,768 |
| U.S. Government securities | $5,013,000 | 7,083 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $5,013,000 | 6,902 |
| 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 | $0 | 7,339 |
| Mortgage-backed securities | $2,989,000 | 4,838 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,989,000 | 2,163 |
| CMOs issued by government agencies or sponsored agencies | $2,989,000 | 2,047 |
| 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) | $5,013,000 | 6,945 |
| Total debt securities | $5,013,000 | 7,683 |
| 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 | $2,530,000 | 8,509 |
| U.S. Government securities | $2,530,000 | 8,075 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,530,000 | 7,891 |
| 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 | $0 | 7,369 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $2,530,000 | 7,656 |
| Total debt securities | $2,530,000 | 8,427 |
| 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 | $3,048,000 | 8,416 |
| U.S. Government securities | $3,048,000 | 7,921 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $3,048,000 | 7,707 |
| 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 | $0 | 7,400 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $3,048,000 | 7,520 |
| Total debt securities | $3,049,000 | 8,325 |
| 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 |