Home > Strategic Capital Bank > Securities
Strategic Capital Bank, Securities
| 2009-03-31 | Rank | |
| Total securities | $311,207,000 | 425 |
| U.S. Government securities | $0 | 7,829 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $0 | 7,762 |
| Securities issued by states & political subdivisions | $94,797,000 | 174 |
| Other domestic debt securities | $216,410,000 | 121 |
| Privately issued residential mortgage-backed securities | $216,410,000 | 80 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,901,000 | 606 |
| Mortgage-backed securities | $216,410,000 | 364 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $216,410,000 | 173 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $216,410,000 | 76 |
| 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) | $311,207,000 | 364 |
| Total debt securities | $311,207,000 | 416 |
| 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 | $326,072,000 | 398 |
| U.S. Government securities | $0 | 7,896 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $0 | 7,832 |
| Securities issued by states & political subdivisions | $107,676,000 | 143 |
| Other domestic debt securities | $218,396,000 | 116 |
| Privately issued residential mortgage-backed securities | $218,396,000 | 79 |
| 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 | $107,026,000 | 544 |
| Mortgage-backed securities | $218,396,000 | 341 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $218,396,000 | 164 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $218,396,000 | 72 |
| 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) | $326,072,000 | 340 |
| Total debt securities | $326,072,000 | 387 |
| 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 | $347,936,000 | 360 |
| U.S. Government securities | $0 | 7,941 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $0 | 7,874 |
| Securities issued by states & political subdivisions | $123,714,000 | 115 |
| Other domestic debt securities | $224,222,000 | 118 |
| Privately issued residential mortgage-backed securities | $224,222,000 | 82 |
| 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 | $204,078,000 | 312 |
| Mortgage-backed securities | $224,222,000 | 317 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $224,222,000 | 155 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $224,222,000 | 74 |
| 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) | $347,936,000 | 308 |
| Total debt securities | $347,936,000 | 353 |
| 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 | $400,585,000 | 321 |
| U.S. Government securities | $0 | 7,997 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $0 | 7,934 |
| Securities issued by states & political subdivisions | $149,406,000 | 99 |
| Other domestic debt securities | $251,179,000 | 118 |
| Privately issued residential mortgage-backed securities | $251,179,000 | 77 |
| 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 | $121,065,000 | 458 |
| Mortgage-backed securities | $251,179,000 | 292 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $251,179,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $251,179,000 | 72 |
| 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) | $400,585,000 | 270 |
| Total debt securities | $400,585,000 | 312 |
| 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 | $418,697,000 | 316 |
| U.S. Government securities | $44,000 | 7,994 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $44,000 | 7,925 |
| Securities issued by states & political subdivisions | $148,133,000 | 97 |
| Other domestic debt securities | $270,520,000 | 114 |
| Privately issued residential mortgage-backed securities | $270,520,000 | 77 |
| 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 | $156,219,000 | 367 |
| Mortgage-backed securities | $270,564,000 | 277 |
| Certificates of participation in pools of residential mortgages | $44,000 | 6,087 |
| Issued or guaranteed by U.S. | $44,000 | 6,057 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $270,520,000 | 144 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $270,520,000 | 69 |
| 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) | $418,697,000 | 269 |
| Total debt securities | $418,697,000 | 303 |
| 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 | $196,625,000 | 614 |
| U.S. Government securities | $44,000 | 8,066 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $44,000 | 7,979 |
| Securities issued by states & political subdivisions | $129,277,000 | 114 |
| Other domestic debt securities | $67,304,000 | 260 |
| Privately issued residential mortgage-backed securities | $67,304,000 | 168 |
| 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 | $78,668,000 | 680 |
| Mortgage-backed securities | $67,348,000 | 762 |
| Certificates of participation in pools of residential mortgages | $44,000 | 6,018 |
| Issued or guaranteed by U.S. | $44,000 | 5,997 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $67,304,000 | 364 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $67,304,000 | 157 |
| 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) | $196,625,000 | 523 |
| Total debt securities | $196,625,000 | 597 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $127,726,000 | 923 |
| U.S. Government securities | $43,000 | 8,125 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $43,000 | 8,032 |
| Securities issued by states & political subdivisions | $119,323,000 | 120 |
| Other domestic debt securities | $8,360,000 | 837 |
| Privately issued residential mortgage-backed securities | $8,360,000 | 458 |
| 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 | $61,084,000 | 826 |
| Mortgage-backed securities | $8,403,000 | 2,997 |
| Certificates of participation in pools of residential mortgages | $43,000 | 5,983 |
| Issued or guaranteed by U.S. | $43,000 | 5,959 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $8,360,000 | 1,228 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $8,360,000 | 435 |
| 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) | $127,726,000 | 791 |
| Total debt securities | $127,726,000 | 903 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $116,140,000 | 1,038 |
| U.S. Government securities | $44,000 | 8,175 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $44,000 | 8,082 |
| Securities issued by states & political subdivisions | $116,046,000 | 118 |
| 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 | $50,000 | 179 |
| 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 | $58,008,000 | 870 |
| Mortgage-backed securities | $44,000 | 6,308 |
| Certificates of participation in pools of residential mortgages | $44,000 | 6,000 |
| Issued or guaranteed by U.S. | $44,000 | 5,978 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $116,140,000 | 891 |
| Total debt securities | $116,139,000 | 1,013 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $112,209,000 | 1,088 |
| U.S. Government securities | $43,000 | 8,211 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $43,000 | 8,118 |
| Securities issued by states & political subdivisions | $112,116,000 | 125 |
| 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 | $50,000 | 191 |
| 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 | $58,930,000 | 856 |
| Mortgage-backed securities | $43,000 | 6,336 |
| Certificates of participation in pools of residential mortgages | $43,000 | 6,032 |
| Issued or guaranteed by U.S. | $43,000 | 6,008 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $112,209,000 | 925 |
| Total debt securities | $112,209,000 | 1,063 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $104,376,000 | 1,194 |
| U.S. Government securities | $44,000 | 8,266 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $44,000 | 8,174 |
| Securities issued by states & political subdivisions | $104,282,000 | 133 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $50,000 | 195 |
| 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 | $57,622,000 | 878 |
| Mortgage-backed securities | $44,000 | 6,355 |
| Certificates of participation in pools of residential mortgages | $44,000 | 6,042 |
| Issued or guaranteed by U.S. | $44,000 | 6,017 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $104,376,000 | 1,019 |
| Total debt securities | $104,376,000 | 1,164 |
| 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 | $99,805,000 | 1,249 |
| U.S. Government securities | $44,000 | 8,346 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $44,000 | 8,259 |
| Securities issued by states & political subdivisions | $99,711,000 | 145 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $50,000 | 195 |
| 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 | $48,938,000 | 1,009 |
| Mortgage-backed securities | $44,000 | 6,393 |
| Certificates of participation in pools of residential mortgages | $44,000 | 6,086 |
| Issued or guaranteed by U.S. | $44,000 | 6,057 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $99,805,000 | 1,078 |
| Total debt securities | $99,805,000 | 1,226 |
| 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 | $112,518,000 | 1,105 |
| U.S. Government securities | $44,000 | 8,394 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $44,000 | 8,300 |
| Securities issued by states & political subdivisions | $110,579,000 | 125 |
| Other domestic debt securities | $1,845,000 | 1,598 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,845,000 | 1,127 |
| Foreign debt securities | $50,000 | 203 |
| 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 | $51,961,000 | 964 |
| Mortgage-backed securities | $44,000 | 6,443 |
| Certificates of participation in pools of residential mortgages | $44,000 | 6,133 |
| Issued or guaranteed by U.S. | $44,000 | 6,107 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $112,518,000 | 934 |
| Total debt securities | $112,518,000 | 1,075 |
| 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 | $106,428,000 | 1,182 |
| U.S. Government securities | $45,000 | 8,436 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $45,000 | 8,344 |
| Securities issued by states & political subdivisions | $104,458,000 | 134 |
| Other domestic debt securities | $1,875,000 | 1,646 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,875,000 | 1,185 |
| Foreign debt securities | $50,000 | 207 |
| 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 | $51,714,000 | 956 |
| Mortgage-backed securities | $45,000 | 6,473 |
| Certificates of participation in pools of residential mortgages | $45,000 | 6,153 |
| Issued or guaranteed by U.S. | $45,000 | 6,131 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $106,428,000 | 1,007 |
| Total debt securities | $106,428,000 | 1,151 |
| 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 | $102,684,000 | 1,218 |
| U.S. Government securities | $45,000 | 8,482 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $45,000 | 8,386 |
| Securities issued by states & political subdivisions | $100,789,000 | 140 |
| Other domestic debt securities | $1,800,000 | 1,715 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,800,000 | 1,269 |
| Foreign debt securities | $50,000 | 203 |
| 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 | $46,227,000 | 1,034 |
| Mortgage-backed securities | $45,000 | 6,545 |
| Certificates of participation in pools of residential mortgages | $45,000 | 6,213 |
| Issued or guaranteed by U.S. | $45,000 | 6,192 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $102,684,000 | 1,036 |
| Total debt securities | $102,684,000 | 1,182 |
| 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 | $109,593,000 | 1,133 |
| U.S. Government securities | $102,000 | 8,496 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $102,000 | 8,411 |
| Securities issued by states & political subdivisions | $107,495,000 | 123 |
| Other domestic debt securities | $1,946,000 | 1,692 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,946,000 | 1,267 |
| Foreign debt securities | $50,000 | 206 |
| 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 | $46,310,000 | 1,020 |
| Mortgage-backed securities | $102,000 | 6,418 |
| Certificates of participation in pools of residential mortgages | $100,000 | 6,066 |
| Issued or guaranteed by U.S. | $100,000 | 6,045 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,000 | 3,686 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,316 |
| 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) | $109,593,000 | 953 |
| Total debt securities | $109,593,000 | 1,098 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $97,132,000 | 1,272 |
| U.S. Government securities | $113,000 | 8,521 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $113,000 | 8,427 |
| Securities issued by states & political subdivisions | $94,989,000 | 141 |
| Other domestic debt securities | $1,980,000 | 1,699 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,980,000 | 1,298 |
| Foreign debt securities | $50,000 | 211 |
| 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 | $37,406,000 | 1,200 |
| Mortgage-backed securities | $113,000 | 6,440 |
| Certificates of participation in pools of residential mortgages | $102,000 | 6,112 |
| Issued or guaranteed by U.S. | $102,000 | 6,086 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $11,000 | 3,645 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 3,300 |
| 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) | $97,132,000 | 1,082 |
| Total debt securities | $97,132,000 | 1,241 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $76,741,000 | 1,609 |
| U.S. Government securities | $127,000 | 8,583 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $127,000 | 8,485 |
| Securities issued by states & political subdivisions | $76,564,000 | 185 |
| 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 | $50,000 | 216 |
| 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 | $32,626,000 | 1,381 |
| Mortgage-backed securities | $127,000 | 6,486 |
| Certificates of participation in pools of residential mortgages | $102,000 | 6,192 |
| Issued or guaranteed by U.S. | $102,000 | 6,169 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $25,000 | 3,631 |
| CMOs issued by government agencies or sponsored agencies | $25,000 | 3,303 |
| 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) | $76,741,000 | 1,371 |
| Total debt securities | $76,741,000 | 1,570 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $69,940,000 | 1,791 |
| U.S. Government securities | $145,000 | 8,607 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $145,000 | 8,517 |
| Securities issued by states & political subdivisions | $69,745,000 | 210 |
| 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 | $50,000 | 214 |
| 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 | $32,398,000 | 1,377 |
| Mortgage-backed securities | $145,000 | 6,502 |
| Certificates of participation in pools of residential mortgages | $102,000 | 6,243 |
| Issued or guaranteed by U.S. | $102,000 | 6,226 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $43,000 | 3,605 |
| CMOs issued by government agencies or sponsored agencies | $43,000 | 3,277 |
| 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) | $69,940,000 | 1,515 |
| Total debt securities | $69,940,000 | 1,744 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $63,453,000 | 1,947 |
| U.S. Government securities | $999,000 | 8,423 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $999,000 | 8,307 |
| Securities issued by states & political subdivisions | $62,404,000 | 244 |
| 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 | $50,000 | 218 |
| 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 | $18,287,000 | 2,186 |
| Mortgage-backed securities | $999,000 | 5,640 |
| Certificates of participation in pools of residential mortgages | $935,000 | 5,200 |
| Issued or guaranteed by U.S. | $935,000 | 5,186 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $64,000 | 3,573 |
| CMOs issued by government agencies or sponsored agencies | $64,000 | 3,253 |
| 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) | $63,453,000 | 1,635 |
| Total debt securities | $63,453,000 | 1,891 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $43,639,000 | 2,738 |
| U.S. Government securities | $1,190,000 | 8,435 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $1,190,000 | 8,303 |
| Securities issued by states & political subdivisions | $42,399,000 | 382 |
| 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 | $50,000 | 219 |
| 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 | $21,662,000 | 1,892 |
| Mortgage-backed securities | $1,190,000 | 5,596 |
| Certificates of participation in pools of residential mortgages | $1,101,000 | 5,131 |
| Issued or guaranteed by U.S. | $1,101,000 | 5,117 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $89,000 | 3,582 |
| CMOs issued by government agencies or sponsored agencies | $89,000 | 3,277 |
| 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) | $43,639,000 | 2,338 |
| Total debt securities | $43,639,000 | 2,685 |
| 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 | $35,411,000 | 3,224 |
| U.S. Government securities | $4,421,000 | 7,360 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $4,421,000 | 7,206 |
| Securities issued by states & political subdivisions | $30,940,000 | 569 |
| 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 | $50,000 | 225 |
| 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 | $11,504,000 | 3,004 |
| Mortgage-backed securities | $4,421,000 | 4,251 |
| Certificates of participation in pools of residential mortgages | $1,116,000 | 5,160 |
| Issued or guaranteed by U.S. | $1,116,000 | 5,144 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $3,305,000 | 1,916 |
| CMOs issued by government agencies or sponsored agencies | $3,305,000 | 1,712 |
| 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) | $35,411,000 | 2,783 |
| Total debt securities | $35,411,000 | 3,163 |
| 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 | $33,684,000 | 3,414 |
| U.S. Government securities | $4,275,000 | 7,456 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $4,275,000 | 7,282 |
| Securities issued by states & political subdivisions | $29,359,000 | 606 |
| 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 | $50,000 | 244 |
| 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 | $11,948,000 | 2,837 |
| Mortgage-backed securities | $4,275,000 | 4,275 |
| Certificates of participation in pools of residential mortgages | $1,116,000 | 5,177 |
| Issued or guaranteed by U.S. | $1,116,000 | 5,157 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,159,000 | 1,941 |
| CMOs issued by government agencies or sponsored agencies | $3,159,000 | 1,821 |
| 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) | $50,000 | 4,484 |
| Available-for-sale securities (fair market value) | $33,634,000 | 2,936 |
| Total debt securities | $33,684,000 | 3,354 |
| 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 | $24,913,000 | 4,158 |
| U.S. Government securities | $4,604,000 | 7,265 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $4,604,000 | 7,085 |
| Securities issued by states & political subdivisions | $20,259,000 | 966 |
| 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 | $50,000 | 251 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,881,000 | 2,591 |
| Mortgage-backed securities | $4,604,000 | 4,175 |
| Certificates of participation in pools of residential mortgages | $1,389,000 | 4,971 |
| Issued or guaranteed by U.S. | $1,389,000 | 4,951 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $3,215,000 | 1,972 |
| CMOs issued by government agencies or sponsored agencies | $3,215,000 | 1,843 |
| 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) | $50,000 | 4,512 |
| Available-for-sale securities (fair market value) | $24,863,000 | 3,583 |
| Total debt securities | $24,913,000 | 4,065 |
| 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 | $17,062,000 | 5,128 |
| U.S. Government securities | $5,133,000 | 7,038 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $5,133,000 | 6,861 |
| Securities issued by states & political subdivisions | $11,879,000 | 1,626 |
| 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 | $50,000 | 252 |
| 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 | $8,280,000 | 3,413 |
| Mortgage-backed securities | $5,133,000 | 4,096 |
| Certificates of participation in pools of residential mortgages | $1,870,000 | 4,762 |
| Issued or guaranteed by U.S. | $1,870,000 | 4,746 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $3,263,000 | 2,080 |
| CMOs issued by government agencies or sponsored agencies | $3,263,000 | 1,966 |
| 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) | $50,000 | 4,549 |
| Available-for-sale securities (fair market value) | $17,012,000 | 4,470 |
| Total debt securities | $17,062,000 | 5,035 |
| 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 | $7,448,000 | 7,142 |
| U.S. Government securities | $7,237,000 | 6,381 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $7,237,000 | 6,201 |
| Securities issued by states & political subdivisions | $161,000 | 6,451 |
| 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 | $50,000 | 248 |
| 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 | $7,237,000 | 3,691 |
| 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) | $50,000 | 4,600 |
| Available-for-sale securities (fair market value) | $7,398,000 | 6,348 |
| Total debt securities | $7,448,000 | 7,042 |
| 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 | $10,394,000 | 6,426 |
| U.S. Government securities | $10,163,000 | 5,548 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $10,163,000 | 5,353 |
| Securities issued by states & political subdivisions | $181,000 | 6,436 |
| 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 | $50,000 | 251 |
| 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 | $6,116,000 | 4,011 |
| 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) | $10,213,000 | 1,485 |
| Available-for-sale securities (fair market value) | $181,000 | 8,350 |
| Total debt securities | $10,394,000 | 6,327 |
| 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 | $11,115,000 | 6,226 |
| U.S. Government securities | $11,115,000 | 5,225 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $11,115,000 | 5,006 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,036,000 | 4,815 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| 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) | $11,115,000 | 1,449 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $11,115,000 | 6,132 |
| 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 | $2,958,000 | 9,017 |
| U.S. Government securities | $1,000,000 | 9,310 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $1,000,000 | 9,074 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $1,958,000 | 1,958 |
| 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 | $1,958,000 | 1,676 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,100,000 | 6,188 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| 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) | $2,958,000 | 3,440 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $2,958,000 | 8,910 |
| 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 | $1,484,000 | 9,763 |
| U.S. Government securities | $1,484,000 | 9,534 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $1,484,000 | 9,175 |
| 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 | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| 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) | $1,484,000 | 4,555 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $1,484,000 | 9,672 |
| 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 |