Home > Franklin Bank, S.S.B. > Securities
Franklin Bank, S.S.B., Securities
| 2008-09-30 | Rank | |
| Total securities | $622,012,000 | 215 |
| U.S. Government securities | $339,866,000 | 268 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $339,866,000 | 264 |
| Securities issued by states & political subdivisions | $1,025,000 | 4,790 |
| Other domestic debt securities | $279,952,000 | 102 |
| Privately issued residential mortgage-backed securities | $227,797,000 | 78 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $24,158,000 | 58 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,997,000 | 169 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,169,000 | 699 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $288,679,000 | 229 |
| Mortgage-backed securities | $567,663,000 | 152 |
| Certificates of participation in pools of residential mortgages | $405,479,000 | 124 |
| Issued or guaranteed by U.S. | $339,866,000 | 141 |
| Privately issued | $65,613,000 | 28 |
| Collaterized mortgage obligations | $162,184,000 | 205 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $162,184,000 | 90 |
| 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) | $302,409,000 | 71 |
| Available-for-sale securities (fair market value) | $319,603,000 | 331 |
| Total debt securities | $620,843,000 | 210 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $58,006,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $651,105,000 | 214 |
| U.S. Government securities | $349,637,000 | 257 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $349,637,000 | 253 |
| Securities issued by states & political subdivisions | $3,836,000 | 3,456 |
| Other domestic debt securities | $296,406,000 | 107 |
| Privately issued residential mortgage-backed securities | $236,287,000 | 82 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $31,482,000 | 55 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $28,637,000 | 178 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $1,226,000 | 933 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $378,587,000 | 173 |
| Mortgage-backed securities | $583,420,000 | 154 |
| Certificates of participation in pools of residential mortgages | $416,752,000 | 123 |
| Issued or guaranteed by U.S. | $347,133,000 | 138 |
| Privately issued | $69,619,000 | 30 |
| Collaterized mortgage obligations | $166,668,000 | 202 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $166,668,000 | 88 |
| 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) | $308,737,000 | 70 |
| Available-for-sale securities (fair market value) | $342,368,000 | 319 |
| Total debt securities | $649,879,000 | 208 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $73,666,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $680,415,000 | 212 |
| U.S. Government securities | $370,340,000 | 248 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $370,340,000 | 239 |
| Securities issued by states & political subdivisions | $3,902,000 | 3,460 |
| Other domestic debt securities | $304,889,000 | 103 |
| Privately issued residential mortgage-backed securities | $242,212,000 | 85 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $33,926,000 | 59 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $28,751,000 | 188 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $1,284,000 | 947 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $483,370,000 | 146 |
| Mortgage-backed securities | $610,037,000 | 151 |
| Certificates of participation in pools of residential mortgages | $438,437,000 | 119 |
| Issued or guaranteed by U.S. | $367,825,000 | 132 |
| Privately issued | $70,612,000 | 32 |
| Collaterized mortgage obligations | $171,600,000 | 195 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $171,600,000 | 89 |
| 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) | $316,528,000 | 61 |
| Available-for-sale securities (fair market value) | $363,887,000 | 319 |
| Total debt securities | $679,131,000 | 207 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $76,255,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $645,286,000 | 212 |
| U.S. Government securities | $324,182,000 | 277 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $324,182,000 | 271 |
| Securities issued by states & political subdivisions | $4,459,000 | 3,261 |
| Other domestic debt securities | $315,368,000 | 99 |
| Privately issued residential mortgage-backed securities | $251,504,000 | 83 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $35,120,000 | 58 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $28,744,000 | 192 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $1,277,000 | 906 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $280,750,000 | 238 |
| Mortgage-backed securities | $572,201,000 | 152 |
| Certificates of participation in pools of residential mortgages | $397,039,000 | 119 |
| Issued or guaranteed by U.S. | $320,697,000 | 139 |
| Privately issued | $76,342,000 | 29 |
| Collaterized mortgage obligations | $175,162,000 | 185 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $175,162,000 | 88 |
| 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) | $324,603,000 | 68 |
| Available-for-sale securities (fair market value) | $320,683,000 | 338 |
| Total debt securities | $644,009,000 | 208 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $83,318,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $629,015,000 | 218 |
| U.S. Government securities | $335,653,000 | 281 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $335,653,000 | 272 |
| Securities issued by states & political subdivisions | $4,427,000 | 3,269 |
| Other domestic debt securities | $287,673,000 | 113 |
| Privately issued residential mortgage-backed securities | $257,517,000 | 82 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,037,000 | 67 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,119,000 | 445 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $1,262,000 | 884 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $233,079,000 | 265 |
| Mortgage-backed securities | $588,718,000 | 142 |
| Certificates of participation in pools of residential mortgages | $410,988,000 | 113 |
| Issued or guaranteed by U.S. | $331,201,000 | 131 |
| Privately issued | $79,787,000 | 32 |
| Collaterized mortgage obligations | $177,730,000 | 182 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $177,730,000 | 88 |
| 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) | $308,628,000 | 75 |
| Available-for-sale securities (fair market value) | $320,387,000 | 342 |
| Total debt securities | $627,753,000 | 212 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $75,936,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $418,072,000 | 319 |
| U.S. Government securities | $242,980,000 | 381 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $242,980,000 | 372 |
| Securities issued by states & political subdivisions | $4,410,000 | 3,259 |
| Other domestic debt securities | $169,432,000 | 145 |
| Privately issued residential mortgage-backed securities | $169,432,000 | 104 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $1,250,000 | 895 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $152,700,000 | 363 |
| Mortgage-backed securities | $407,683,000 | 186 |
| Certificates of participation in pools of residential mortgages | $320,482,000 | 145 |
| Issued or guaranteed by U.S. | $238,251,000 | 172 |
| Privately issued | $82,231,000 | 34 |
| Collaterized mortgage obligations | $87,201,000 | 290 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $87,201,000 | 128 |
| 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) | $166,580,000 | 122 |
| Available-for-sale securities (fair market value) | $251,492,000 | 418 |
| Total debt securities | $416,822,000 | 313 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $128,543,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $189,759,000 | 658 |
| U.S. Government securities | $96,883,000 | 889 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $96,883,000 | 859 |
| Securities issued by states & political subdivisions | $4,471,000 | 3,251 |
| Other domestic debt securities | $87,421,000 | 216 |
| Privately issued residential mortgage-backed securities | $87,421,000 | 143 |
| 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 | $984,000 | 1,011 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,699,000 | 651 |
| Mortgage-backed securities | $180,884,000 | 349 |
| Certificates of participation in pools of residential mortgages | $180,884,000 | 232 |
| Issued or guaranteed by U.S. | $93,463,000 | 393 |
| Privately issued | $87,421,000 | 32 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $189,759,000 | 542 |
| Total debt securities | $188,775,000 | 641 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $145,157,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $349,952,000 | 378 |
| U.S. Government securities | $115,609,000 | 764 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $115,609,000 | 740 |
| Securities issued by states & political subdivisions | $4,998,000 | 3,119 |
| Other domestic debt securities | $178,513,000 | 140 |
| Privately issued residential mortgage-backed securities | $178,513,000 | 98 |
| 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 | $50,832,000 | 63 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,260,000 | 805 |
| Mortgage-backed securities | $290,720,000 | 248 |
| Certificates of participation in pools of residential mortgages | $268,040,000 | 177 |
| Issued or guaranteed by U.S. | $112,206,000 | 344 |
| Privately issued | $155,834,000 | 25 |
| Collaterized mortgage obligations | $22,680,000 | 648 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,314 |
| Privately issued | $22,679,000 | 248 |
| 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) | $349,952,000 | 318 |
| Total debt securities | $299,120,000 | 416 |
| 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 | $362,544,000 | 371 |
| U.S. Government securities | $120,133,000 | 755 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $120,133,000 | 733 |
| Securities issued by states & political subdivisions | $5,021,000 | 3,089 |
| Other domestic debt securities | $186,453,000 | 144 |
| Privately issued residential mortgage-backed securities | $186,303,000 | 97 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000 | 2,174 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $50,937,000 | 61 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,093,000 | 948 |
| Mortgage-backed securities | $302,041,000 | 242 |
| Certificates of participation in pools of residential mortgages | $278,396,000 | 177 |
| Issued or guaranteed by U.S. | $115,737,000 | 347 |
| Privately issued | $162,659,000 | 26 |
| Collaterized mortgage obligations | $23,645,000 | 625 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,305 |
| Privately issued | $23,644,000 | 242 |
| 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) | $362,544,000 | 312 |
| Total debt securities | $311,607,000 | 416 |
| 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 | $369,287,000 | 373 |
| U.S. Government securities | $123,192,000 | 741 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $123,192,000 | 718 |
| Securities issued by states & political subdivisions | $5,252,000 | 2,996 |
| Other domestic debt securities | $190,136,000 | 143 |
| Privately issued residential mortgage-backed securities | $189,985,000 | 99 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $151,000 | 2,241 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $50,707,000 | 65 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,744,000 | 867 |
| Mortgage-backed securities | $306,849,000 | 254 |
| Certificates of participation in pools of residential mortgages | $283,369,000 | 181 |
| Issued or guaranteed by U.S. | $116,862,000 | 352 |
| Privately issued | $166,507,000 | 25 |
| Collaterized mortgage obligations | $23,480,000 | 621 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,289 |
| Privately issued | $23,478,000 | 247 |
| 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) | $369,287,000 | 314 |
| Total debt securities | $318,580,000 | 417 |
| 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 | $389,987,000 | 363 |
| U.S. Government securities | $133,134,000 | 706 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $133,134,000 | 683 |
| Securities issued by states & political subdivisions | $5,361,000 | 2,957 |
| Other domestic debt securities | $200,670,000 | 137 |
| Privately issued residential mortgage-backed securities | $200,316,000 | 95 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $354,000 | 2,103 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $50,822,000 | 65 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,491,000 | 679 |
| Mortgage-backed securities | $327,093,000 | 244 |
| Certificates of participation in pools of residential mortgages | $302,412,000 | 177 |
| Issued or guaranteed by U.S. | $126,770,000 | 331 |
| Privately issued | $175,642,000 | 24 |
| Collaterized mortgage obligations | $24,681,000 | 599 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,256 |
| Privately issued | $24,674,000 | 237 |
| 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) | $389,987,000 | 307 |
| Total debt securities | $339,165,000 | 403 |
| 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 | $201,318,000 | 647 |
| U.S. Government securities | $144,302,000 | 659 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $144,302,000 | 637 |
| Securities issued by states & political subdivisions | $5,716,000 | 2,866 |
| Other domestic debt securities | $356,000 | 2,732 |
| 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 | $356,000 | 2,214 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $50,944,000 | 71 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,798,000 | 779 |
| Mortgage-backed securities | $137,540,000 | 458 |
| Certificates of participation in pools of residential mortgages | $137,526,000 | 329 |
| Issued or guaranteed by U.S. | $137,526,000 | 324 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $14,000 | 3,595 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 3,245 |
| 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) | $201,318,000 | 540 |
| Total debt securities | $150,374,000 | 821 |
| 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 | $186,044,000 | 690 |
| U.S. Government securities | $129,107,000 | 723 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $129,107,000 | 695 |
| Securities issued by states & political subdivisions | $5,324,000 | 2,966 |
| Other domestic debt securities | $560,000 | 2,459 |
| 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 | $560,000 | 1,978 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $51,053,000 | 69 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,720,000 | 745 |
| Mortgage-backed securities | $120,993,000 | 505 |
| Certificates of participation in pools of residential mortgages | $120,969,000 | 372 |
| Issued or guaranteed by U.S. | $120,969,000 | 368 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $24,000 | 3,562 |
| CMOs issued by government agencies or sponsored agencies | $24,000 | 3,219 |
| 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) | $186,044,000 | 574 |
| Total debt securities | $134,991,000 | 893 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,817 |
| Fair value | $299,000 | 2,820 |
| 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 | $177,440,000 | 720 |
| U.S. Government securities | $123,654,000 | 745 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $123,654,000 | 717 |
| Securities issued by states & political subdivisions | $1,594,000 | 4,609 |
| Other domestic debt securities | $915,000 | 2,303 |
| 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 | $915,000 | 1,860 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $51,277,000 | 67 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,766,000 | 744 |
| Mortgage-backed securities | $117,227,000 | 524 |
| Certificates of participation in pools of residential mortgages | $117,190,000 | 392 |
| Issued or guaranteed by U.S. | $117,190,000 | 385 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $37,000 | 3,543 |
| CMOs issued by government agencies or sponsored agencies | $37,000 | 3,215 |
| 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) | $177,440,000 | 599 |
| Total debt securities | $126,163,000 | 953 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,797 |
| Fair value | $299,000 | 2,805 |
| 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 | $161,490,000 | 790 |
| U.S. Government securities | $107,895,000 | 869 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $107,895,000 | 833 |
| Securities issued by states & political subdivisions | $1,606,000 | 4,618 |
| Other domestic debt securities | $1,023,000 | 2,195 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,023,000 | 1,769 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $50,966,000 | 71 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,560,000 | 1,352 |
| Mortgage-backed securities | $101,511,000 | 583 |
| Certificates of participation in pools of residential mortgages | $101,457,000 | 430 |
| Issued or guaranteed by U.S. | $101,457,000 | 427 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $54,000 | 3,534 |
| CMOs issued by government agencies or sponsored agencies | $54,000 | 3,221 |
| 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) | $161,490,000 | 667 |
| Total debt securities | $110,524,000 | 1,117 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,756 |
| Fair value | $298,000 | 2,764 |
| 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 | $182,701,000 | 726 |
| U.S. Government securities | $128,372,000 | 751 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $128,372,000 | 722 |
| Securities issued by states & political subdivisions | $1,872,000 | 4,439 |
| Other domestic debt securities | $1,330,000 | 2,095 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,330,000 | 1,696 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $51,127,000 | 81 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,181,000 | 2,431 |
| Mortgage-backed securities | $109,702,000 | 572 |
| Certificates of participation in pools of residential mortgages | $109,630,000 | 416 |
| Issued or guaranteed by U.S. | $109,630,000 | 414 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $72,000 | 3,533 |
| CMOs issued by government agencies or sponsored agencies | $72,000 | 3,217 |
| 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) | $182,701,000 | 607 |
| Total debt securities | $131,574,000 | 946 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,701 |
| Fair value | $300,000 | 2,704 |
| 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 | $191,834,000 | 691 |
| U.S. Government securities | $137,513,000 | 714 |
| U.S. Treasury securities | $1,297,000 | 1,191 |
| U.S. Government agency obligations | $136,216,000 | 688 |
| Securities issued by states & political subdivisions | $1,895,000 | 4,428 |
| Other domestic debt securities | $1,748,000 | 1,914 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,748,000 | 1,571 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $50,678,000 | 80 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,735,000 | 3,601 |
| Mortgage-backed securities | $126,984,000 | 523 |
| Certificates of participation in pools of residential mortgages | $126,888,000 | 376 |
| Issued or guaranteed by U.S. | $126,888,000 | 375 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $96,000 | 3,503 |
| CMOs issued by government agencies or sponsored agencies | $96,000 | 3,194 |
| 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) | $191,834,000 | 583 |
| Total debt securities | $141,156,000 | 884 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,670 |
| Fair value | $300,000 | 2,683 |
| 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 | $213,320,000 | 627 |
| U.S. Government securities | $158,235,000 | 647 |
| U.S. Treasury securities | $1,391,000 | 1,250 |
| U.S. Government agency obligations | $156,844,000 | 623 |
| Securities issued by states & political subdivisions | $2,094,000 | 4,294 |
| Other domestic debt securities | $2,313,000 | 1,760 |
| 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 | $2,313,000 | 1,415 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $50,678,000 | 84 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,078,000 | 3,948 |
| Mortgage-backed securities | $145,746,000 | 475 |
| Certificates of participation in pools of residential mortgages | $145,622,000 | 339 |
| Issued or guaranteed by U.S. | $145,622,000 | 336 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $124,000 | 3,519 |
| CMOs issued by government agencies or sponsored agencies | $124,000 | 3,219 |
| 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) | $213,320,000 | 533 |
| Total debt securities | $162,642,000 | 784 |
| Structured notes | ||
| Amortized cost | $299,000 | 2,652 |
| Fair value | $297,000 | 2,642 |
| 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 | $237,277,000 | 593 |
| U.S. Government securities | $181,384,000 | 594 |
| U.S. Treasury securities | $1,397,000 | 1,211 |
| U.S. Government agency obligations | $179,987,000 | 575 |
| Securities issued by states & political subdivisions | $2,246,000 | 4,209 |
| Other domestic debt securities | $2,660,000 | 1,754 |
| 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 | $2,660,000 | 1,404 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $50,987,000 | 90 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,653,000 | 4,326 |
| Mortgage-backed securities | $165,240,000 | 458 |
| Certificates of participation in pools of residential mortgages | $165,082,000 | 309 |
| Issued or guaranteed by U.S. | $165,082,000 | 305 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $158,000 | 3,545 |
| CMOs issued by government agencies or sponsored agencies | $158,000 | 3,232 |
| 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) | $237,277,000 | 513 |
| Total debt securities | $186,290,000 | 710 |
| Structured notes | ||
| Amortized cost | $299,000 | 2,431 |
| Fair value | $299,000 | 2,430 |
| 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 | $268,976,000 | 546 |
| U.S. Government securities | $217,989,000 | 520 |
| U.S. Treasury securities | $1,293,000 | 1,307 |
| U.S. Government agency obligations | $216,696,000 | 508 |
| 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 | $50,987,000 | 86 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,293,000 | 6,297 |
| Mortgage-backed securities | $177,808,000 | 435 |
| Certificates of participation in pools of residential mortgages | $174,853,000 | 307 |
| Issued or guaranteed by U.S. | $174,853,000 | 301 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,955,000 | 2,003 |
| CMOs issued by government agencies or sponsored agencies | $2,955,000 | 1,879 |
| 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) | $268,976,000 | 477 |
| Total debt securities | $217,989,000 | 619 |
| 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 | $126,578,000 | 1,064 |
| U.S. Government securities | $75,592,000 | 1,292 |
| U.S. Treasury securities | $799,000 | 1,657 |
| U.S. Government agency obligations | $74,793,000 | 1,249 |
| 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 | $50,986,000 | 88 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $799,000 | 6,694 |
| Mortgage-backed securities | $74,793,000 | 796 |
| Certificates of participation in pools of residential mortgages | $74,793,000 | 582 |
| Issued or guaranteed by U.S. | $74,793,000 | 576 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $126,578,000 | 909 |
| Total debt securities | $75,592,000 | 1,684 |
| 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 | $31,299,000 | 3,439 |
| U.S. Government securities | $31,299,000 | 2,645 |
| U.S. Treasury securities | $796,000 | 1,671 |
| U.S. Government agency obligations | $30,503,000 | 2,602 |
| 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 | $30,503,000 | 1,516 |
| Certificates of participation in pools of residential mortgages | $30,503,000 | 1,113 |
| Issued or guaranteed by U.S. | $30,503,000 | 1,109 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $31,299,000 | 2,985 |
| Total debt securities | $31,299,000 | 3,366 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $51,129,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $46,143,000 | 2,534 |
| U.S. Government securities | $41,286,000 | 2,080 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $41,286,000 | 2,008 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $4,857,000 | 1,423 |
| Privately issued residential mortgage-backed securities | $4,857,000 | 410 |
| 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 | $46,143,000 | 1,116 |
| Certificates of participation in pools of residential mortgages | $46,143,000 | 785 |
| Issued or guaranteed by U.S. | $41,286,000 | 854 |
| Privately issued | $4,857,000 | 78 |
| 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) | $46,143,000 | 2,161 |
| Total debt securities | $46,143,000 | 2,468 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $10,000,000 | 84 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $22,924,000 | 4,250 |
| U.S. Government securities | $22,924,000 | 3,339 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $22,924,000 | 3,183 |
| 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 | $22,924,000 | 1,814 |
| Certificates of participation in pools of residential mortgages | $22,924,000 | 1,321 |
| Issued or guaranteed by U.S. | $22,924,000 | 1,317 |
| 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) | $22,924,000 | 3,652 |
| Total debt securities | $22,924,000 | 4,164 |
| 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 | $9,256,000 | 6,684 |
| U.S. Government securities | $4,231,000 | 7,546 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $4,231,000 | 7,285 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $5,025,000 | 661 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $4,231,000 | 4,224 |
| Certificates of participation in pools of residential mortgages | $2,260,000 | 4,319 |
| Issued or guaranteed by U.S. | $2,260,000 | 4,301 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,971,000 | 2,747 |
| CMOs issued by government agencies or sponsored agencies | $1,971,000 | 2,587 |
| 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) | $9,256,000 | 5,797 |
| Total debt securities | $4,231,000 | 8,068 |
| 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 | $7,756,000 | 7,425 |
| U.S. Government securities | $7,590,000 | 6,670 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $7,590,000 | 6,310 |
| 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 | $166,000 | 6,127 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $1,082,000 | 5,454 |
| Certificates of participation in pools of residential mortgages | $1,082,000 | 4,703 |
| Issued or guaranteed by U.S. | $1,082,000 | 4,688 |
| 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) | $7,756,000 | 6,331 |
| Total debt securities | $7,590,000 | 7,375 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $10,839,000 | 6,825 |
| U.S. Government securities | $10,728,000 | 5,884 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $10,728,000 | 5,369 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $111,000 | 6,630 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 6,328 |
| Mortgage-backed securities | $1,302,000 | 5,580 |
| Certificates of participation in pools of residential mortgages | $1,302,000 | 4,740 |
| Issued or guaranteed by U.S. | $1,302,000 | 4,724 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,998,000 | 3,076 |
| Available-for-sale securities (fair market value) | $5,841,000 | 7,148 |
| Total debt securities | $10,728,000 | 6,747 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $2,320,000 | 9,708 |
| U.S. Government securities | $1,669,000 | 9,575 |
| U.S. Treasury securities | $403,000 | 6,237 |
| U.S. Government agency obligations | $1,266,000 | 9,169 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $598,000 | 2,565 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $598,000 | 2,120 |
| Foreign debt securities | NA | NA |
| Equity securities | $53,000 | 7,080 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $1,245,000 | 5,877 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,245,000 | 3,069 |
| CMOs issued by government agencies or sponsored agencies | $1,245,000 | 2,931 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $2,320,000 | 8,360 |
| Total debt securities | $2,267,000 | 9,609 |
| Structured notes | ||
| Amortized cost | $21,000 | 1,631 |
| Fair value | $21,000 | 1,632 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $2,387,000 | 10,192 |
| U.S. Government securities | $2,203,000 | 9,936 |
| U.S. Treasury securities | $654,000 | 6,925 |
| U.S. Government agency obligations | $1,549,000 | 9,341 |
| Securities issued by states & political subdivisions | $131,000 | 7,728 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $53,000 | 6,994 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $604,000 | 6,820 |
| Certificates of participation in pools of residential mortgages | $604,000 | 5,975 |
| Issued or guaranteed by U.S. | $604,000 | 5,956 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $2,387,000 | 8,566 |
| Total debt securities | $2,333,000 | 10,117 |
| Structured notes | ||
| Amortized cost | $46,000 | 2,926 |
| Fair value | $46,000 | 2,926 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $3,648,000 | 10,313 |
| U.S. Government securities | $3,506,000 | 9,881 |
| U.S. Treasury securities | $950,000 | 7,464 |
| U.S. Government agency obligations | $2,556,000 | 9,100 |
| Securities issued by states & political subdivisions | $130,000 | 8,156 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,000 | 7,978 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $788,000 | 7,126 |
| Certificates of participation in pools of residential mortgages | $788,000 | 6,140 |
| Issued or guaranteed by U.S. | $788,000 | 6,126 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $3,648,000 | 8,333 |
| Total debt securities | $3,636,000 | 10,215 |
| Structured notes | ||
| Amortized cost | $367,000 | 3,000 |
| Fair value | $368,000 | 2,999 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $5,248,000 | 10,099 |
| U.S. Government securities | $5,102,000 | 9,508 |
| U.S. Treasury securities | $1,541,000 | 7,654 |
| U.S. Government agency obligations | $3,561,000 | 8,600 |
| Securities issued by states & political subdivisions | $134,000 | 8,488 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,000 | 8,067 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $1,089,000 | 7,179 |
| Certificates of participation in pools of residential mortgages | $200,000 | 7,855 |
| Issued or guaranteed by U.S. | $200,000 | 7,824 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $889,000 | 4,406 |
| CMOs issued by government agencies or sponsored agencies | $889,000 | 4,237 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $5,248,000 | 7,901 |
| Total debt securities | $5,236,000 | 9,990 |
| Structured notes | ||
| Amortized cost | $1,149,000 | 2,402 |
| Fair value | $1,117,000 | 2,405 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $5,955,000 | 10,413 |
| U.S. Government securities | $5,814,000 | 9,737 |
| U.S. Treasury securities | $1,397,000 | 9,083 |
| U.S. Government agency obligations | $4,417,000 | 8,084 |
| Securities issued by states & political subdivisions | $129,000 | 8,933 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,000 | 8,179 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $1,116,000 | 7,602 |
| Certificates of participation in pools of residential mortgages | $133,000 | 8,650 |
| Issued or guaranteed by U.S. | $133,000 | 8,620 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $983,000 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $983,000 | 4,360 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,816,000 | 7,552 |
| Available-for-sale securities (fair market value) | $139,000 | 10,632 |
| Total debt securities | $5,943,000 | 10,313 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $7,110,000 | 10,269 |
| U.S. Government securities | $6,784,000 | 9,533 |
| U.S. Treasury securities | $845,000 | 10,296 |
| U.S. Government agency obligations | $5,939,000 | 7,369 |
| Securities issued by states & political subdivisions | $314,000 | 8,417 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,000 | 8,143 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $1,106,000 | 8,265 |
| Certificates of participation in pools of residential mortgages | $180,000 | 9,100 |
| Issued or guaranteed by U.S. | $180,000 | 9,048 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $926,000 | 5,124 |
| CMOs issued by government agencies or sponsored agencies | $926,000 | 4,902 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $7,098,000 | 10,133 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $4,138,000 | 12,057 |
| U.S. Government securities | $3,806,000 | 11,584 |
| U.S. Treasury securities | $1,788,000 | 9,114 |
| U.S. Government agency obligations | $2,018,000 | 10,495 |
| Securities issued by states & political subdivisions | $315,000 | 8,274 |
| Other domestic debt securities | $5,000 | 7,435 |
| Privately issued residential mortgage-backed securities | $5,000 | 4,087 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,000 | 8,018 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $85,000 | 10,819 |
| Certificates of participation in pools of residential mortgages | $80,000 | 9,883 |
| Issued or guaranteed by U.S. | $80,000 | 9,808 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $5,000 | 7,326 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $5,000 | 3,509 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,126,000 | 11,930 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |