Home > Sun Security Bank > Securities
Sun Security Bank, Securities
| 2011-09-30 | Rank | |
| Total securities | $53,131,000 | 2,428 |
| U.S. Government securities | $26,000 | 7,068 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $26,000 | 6,980 |
| Securities issued by states & political subdivisions | $53,105,000 | 507 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,123,000 | 1,331 |
| Mortgage-backed securities | $26,000 | 5,846 |
| Certificates of participation in pools of residential mortgages | $26,000 | 5,600 |
| Issued or guaranteed by U.S. | $26,000 | 5,588 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $53,131,000 | 2,197 |
| Total debt securities | $53,131,000 | 2,404 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $50,202,000 | 2,550 |
| U.S. Government securities | $1,033,000 | 6,865 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $1,033,000 | 6,766 |
| Securities issued by states & political subdivisions | $49,169,000 | 536 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,441,000 | 1,265 |
| Mortgage-backed securities | $28,000 | 5,873 |
| Certificates of participation in pools of residential mortgages | $28,000 | 5,611 |
| Issued or guaranteed by U.S. | $28,000 | 5,605 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $50,202,000 | 2,312 |
| Total debt securities | $50,202,000 | 2,521 |
| Structured notes | ||
| Amortized cost | $995,000 | 2,604 |
| Fair value | $1,005,000 | 2,479 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $54,482,000 | 2,355 |
| U.S. Government securities | $8,223,000 | 5,354 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $8,223,000 | 5,236 |
| Securities issued by states & political subdivisions | $46,259,000 | 559 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,655,000 | 1,123 |
| Mortgage-backed securities | $29,000 | 5,888 |
| Certificates of participation in pools of residential mortgages | $29,000 | 5,619 |
| Issued or guaranteed by U.S. | $29,000 | 5,609 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $54,482,000 | 2,134 |
| Total debt securities | $54,482,000 | 2,331 |
| Structured notes | ||
| Amortized cost | $8,230,000 | 850 |
| Fair value | $8,195,000 | 850 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $51,087,000 | 2,373 |
| U.S. Government securities | $7,209,000 | 5,411 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $7,209,000 | 5,294 |
| Securities issued by states & political subdivisions | $43,878,000 | 566 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,929,000 | 1,089 |
| Mortgage-backed securities | $28,000 | 5,916 |
| Certificates of participation in pools of residential mortgages | $28,000 | 5,615 |
| Issued or guaranteed by U.S. | $28,000 | 5,605 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $51,087,000 | 2,138 |
| Total debt securities | $51,087,000 | 2,349 |
| Structured notes | ||
| Amortized cost | $7,230,000 | 857 |
| Fair value | $7,181,000 | 853 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $49,410,000 | 2,392 |
| U.S. Government securities | $13,391,000 | 4,265 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $13,391,000 | 4,154 |
| Securities issued by states & political subdivisions | $36,019,000 | 728 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,399,000 | 1,364 |
| Mortgage-backed securities | $30,000 | 5,974 |
| Certificates of participation in pools of residential mortgages | $30,000 | 5,647 |
| Issued or guaranteed by U.S. | $30,000 | 5,634 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $49,410,000 | 2,158 |
| Total debt securities | $49,410,000 | 2,362 |
| Structured notes | ||
| Amortized cost | $13,217,000 | 463 |
| Fair value | $13,361,000 | 462 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $48,741,000 | 2,414 |
| U.S. Government securities | $33,232,000 | 2,479 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $33,232,000 | 2,400 |
| Securities issued by states & political subdivisions | $15,509,000 | 1,647 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,995,000 | 1,333 |
| Mortgage-backed securities | $33,000 | 5,998 |
| Certificates of participation in pools of residential mortgages | $33,000 | 5,684 |
| Issued or guaranteed by U.S. | $33,000 | 5,673 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $48,741,000 | 2,161 |
| Total debt securities | $48,741,000 | 2,391 |
| Structured notes | ||
| Amortized cost | $20,087,000 | 325 |
| Fair value | $20,176,000 | 327 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $50,548,000 | 2,378 |
| U.S. Government securities | $40,985,000 | 2,106 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $40,985,000 | 2,033 |
| Securities issued by states & political subdivisions | $9,563,000 | 2,299 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,950,000 | 1,230 |
| Mortgage-backed securities | $35,000 | 6,091 |
| Certificates of participation in pools of residential mortgages | $35,000 | 5,789 |
| Issued or guaranteed by U.S. | $35,000 | 5,779 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $50,548,000 | 2,130 |
| Total debt securities | $50,548,000 | 2,353 |
| Structured notes | ||
| Amortized cost | $13,957,000 | 396 |
| Fair value | $13,950,000 | 390 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $45,602,000 | 2,567 |
| U.S. Government securities | $35,221,000 | 2,356 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $35,221,000 | 2,288 |
| Securities issued by states & political subdivisions | $10,381,000 | 2,186 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,755,000 | 1,231 |
| Mortgage-backed securities | $175,000 | 5,928 |
| Certificates of participation in pools of residential mortgages | $175,000 | 5,591 |
| Issued or guaranteed by U.S. | $175,000 | 5,575 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $45,602,000 | 2,282 |
| Total debt securities | $45,602,000 | 2,543 |
| Structured notes | ||
| Amortized cost | $18,957,000 | 199 |
| Fair value | $18,363,000 | 202 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $55,807,000 | 2,173 |
| U.S. Government securities | $40,750,000 | 2,062 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $40,750,000 | 2,002 |
| Securities issued by states & political subdivisions | $15,057,000 | 1,643 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,379,000 | 1,211 |
| Mortgage-backed securities | $234,000 | 5,934 |
| Certificates of participation in pools of residential mortgages | $234,000 | 5,602 |
| Issued or guaranteed by U.S. | $234,000 | 5,584 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $55,807,000 | 1,919 |
| Total debt securities | $55,807,000 | 2,146 |
| Structured notes | ||
| Amortized cost | $18,120,000 | 125 |
| Fair value | $17,784,000 | 132 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $67,951,000 | 1,809 |
| U.S. Government securities | $49,847,000 | 1,677 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $49,847,000 | 1,635 |
| Securities issued by states & political subdivisions | $16,851,000 | 1,425 |
| Other domestic debt securities | $1,253,000 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,253,000 | 1,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,736,000 | 1,054 |
| Mortgage-backed securities | $327,000 | 5,928 |
| Certificates of participation in pools of residential mortgages | $327,000 | 5,578 |
| Issued or guaranteed by U.S. | $327,000 | 5,561 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $67,951,000 | 1,580 |
| Total debt securities | $67,951,000 | 1,791 |
| Structured notes | ||
| Amortized cost | $20,120,000 | 60 |
| Fair value | $19,741,000 | 67 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $80,114,000 | 1,542 |
| U.S. Government securities | $63,978,000 | 1,359 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $63,978,000 | 1,326 |
| Securities issued by states & political subdivisions | $16,136,000 | 1,426 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| 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 | $58,019,000 | 961 |
| Mortgage-backed securities | $472,000 | 5,883 |
| Certificates of participation in pools of residential mortgages | $472,000 | 5,515 |
| Issued or guaranteed by U.S. | $472,000 | 5,499 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| 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) | $80,114,000 | 1,341 |
| Total debt securities | $80,113,000 | 1,517 |
| Structured notes | ||
| Amortized cost | $19,295,000 | 55 |
| Fair value | $19,192,000 | 54 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $81,888,000 | 1,480 |
| U.S. Government securities | $65,817,000 | 1,305 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $65,817,000 | 1,283 |
| Securities issued by states & political subdivisions | $16,071,000 | 1,414 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| 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 | $70,654,000 | 814 |
| Mortgage-backed securities | $721,000 | 5,764 |
| Certificates of participation in pools of residential mortgages | $721,000 | 5,361 |
| Issued or guaranteed by U.S. | $721,000 | 5,345 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $81,888,000 | 1,285 |
| Total debt securities | $81,888,000 | 1,456 |
| Structured notes | ||
| Amortized cost | $24,290,000 | 49 |
| Fair value | $24,429,000 | 46 |
| 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 | $81,360,000 | 1,452 |
| U.S. Government securities | $64,421,000 | 1,307 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $64,421,000 | 1,279 |
| Securities issued by states & political subdivisions | $16,939,000 | 1,307 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,974,000 | 950 |
| Mortgage-backed securities | $915,000 | 5,638 |
| Certificates of participation in pools of residential mortgages | $915,000 | 5,224 |
| Issued or guaranteed by U.S. | $915,000 | 5,210 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $81,360,000 | 1,258 |
| Total debt securities | $81,360,000 | 1,433 |
| Structured notes | ||
| Amortized cost | $24,352,000 | 43 |
| Fair value | $23,879,000 | 43 |
| 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 | $106,454,000 | 1,139 |
| U.S. Government securities | $85,881,000 | 978 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $85,881,000 | 959 |
| Securities issued by states & political subdivisions | $20,573,000 | 1,058 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,476,000 | 741 |
| Mortgage-backed securities | $1,074,000 | 5,536 |
| Certificates of participation in pools of residential mortgages | $1,074,000 | 5,123 |
| Issued or guaranteed by U.S. | $1,074,000 | 5,103 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $106,454,000 | 987 |
| Total debt securities | $106,454,000 | 1,112 |
| Structured notes | ||
| Amortized cost | $31,101,000 | 36 |
| Fair value | $31,039,000 | 36 |
| 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 | $105,873,000 | 1,152 |
| U.S. Government securities | $85,824,000 | 968 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $85,824,000 | 946 |
| Securities issued by states & political subdivisions | $20,049,000 | 1,093 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,403,000 | 786 |
| Mortgage-backed securities | $1,227,000 | 5,432 |
| Certificates of participation in pools of residential mortgages | $1,227,000 | 4,998 |
| Issued or guaranteed by U.S. | $1,227,000 | 4,975 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $105,873,000 | 1,006 |
| Total debt securities | $105,873,000 | 1,120 |
| Structured notes | ||
| Amortized cost | $36,197,000 | 32 |
| Fair value | $36,390,000 | 32 |
| 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 | $112,977,000 | 1,066 |
| U.S. Government securities | $93,543,000 | 897 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $93,543,000 | 871 |
| Securities issued by states & political subdivisions | $19,434,000 | 1,112 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,635,000 | 745 |
| Mortgage-backed securities | $1,405,000 | 5,142 |
| Certificates of participation in pools of residential mortgages | $1,405,000 | 4,688 |
| Issued or guaranteed by U.S. | $1,405,000 | 4,669 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $112,977,000 | 927 |
| Total debt securities | $112,977,000 | 1,039 |
| Structured notes | ||
| Amortized cost | $38,478,000 | 40 |
| Fair value | $38,503,000 | 40 |
| 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 | $122,507,000 | 966 |
| U.S. Government securities | $103,340,000 | 815 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $103,340,000 | 795 |
| Securities issued by states & political subdivisions | $19,167,000 | 1,091 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,206,000 | 741 |
| Mortgage-backed securities | $1,637,000 | 4,920 |
| Certificates of participation in pools of residential mortgages | $1,637,000 | 4,414 |
| Issued or guaranteed by U.S. | $1,637,000 | 4,401 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $122,507,000 | 827 |
| Total debt securities | $122,507,000 | 942 |
| Structured notes | ||
| Amortized cost | $51,509,000 | 34 |
| Fair value | $51,069,000 | 33 |
| 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 | $123,521,000 | 962 |
| U.S. Government securities | $106,059,000 | 797 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $106,059,000 | 775 |
| Securities issued by states & political subdivisions | $17,437,000 | 1,197 |
| Other domestic debt securities | $25,000 | 2,851 |
| 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 | $25,000 | 2,157 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,373,000 | 819 |
| Mortgage-backed securities | $1,816,000 | 4,806 |
| Certificates of participation in pools of residential mortgages | $1,816,000 | 4,285 |
| Issued or guaranteed by U.S. | $1,816,000 | 4,271 |
| 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) | $123,521,000 | 824 |
| Total debt securities | $123,521,000 | 942 |
| Structured notes | ||
| Amortized cost | $51,503,000 | 35 |
| Fair value | $50,074,000 | 35 |
| 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 | $118,712,000 | 1,021 |
| U.S. Government securities | $102,307,000 | 830 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $102,307,000 | 805 |
| Securities issued by states & political subdivisions | $16,380,000 | 1,265 |
| Other domestic debt securities | $25,000 | 2,882 |
| 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 | $25,000 | 2,199 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,477,000 | 974 |
| Mortgage-backed securities | $1,976,000 | 4,718 |
| Certificates of participation in pools of residential mortgages | $1,976,000 | 4,190 |
| Issued or guaranteed by U.S. | $1,976,000 | 4,172 |
| 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) | $118,712,000 | 870 |
| Total debt securities | $118,712,000 | 990 |
| Structured notes | ||
| Amortized cost | $46,499,000 | 40 |
| Fair value | $45,786,000 | 39 |
| 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 | $99,695,000 | 1,245 |
| U.S. Government securities | $86,262,000 | 1,035 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $86,262,000 | 998 |
| Securities issued by states & political subdivisions | $13,408,000 | 1,571 |
| Other domestic debt securities | $25,000 | 2,927 |
| 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 | $25,000 | 2,268 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,702,000 | 1,009 |
| Mortgage-backed securities | $2,144,000 | 4,647 |
| Certificates of participation in pools of residential mortgages | $2,144,000 | 4,101 |
| Issued or guaranteed by U.S. | $2,144,000 | 4,089 |
| 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) | $99,695,000 | 1,072 |
| Total debt securities | $99,695,000 | 1,211 |
| Structured notes | ||
| Amortized cost | $47,494,000 | 41 |
| Fair value | $46,630,000 | 41 |
| 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 | $93,410,000 | 1,313 |
| U.S. Government securities | $81,892,000 | 1,110 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $81,892,000 | 1,079 |
| Securities issued by states & political subdivisions | $11,493,000 | 1,757 |
| Other domestic debt securities | $25,000 | 2,975 |
| 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 | $25,000 | 2,310 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,855,000 | 1,030 |
| Mortgage-backed securities | $2,288,000 | 4,575 |
| Certificates of participation in pools of residential mortgages | $2,288,000 | 4,008 |
| Issued or guaranteed by U.S. | $2,288,000 | 3,987 |
| 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) | $93,410,000 | 1,137 |
| Total debt securities | $93,410,000 | 1,279 |
| Structured notes | ||
| Amortized cost | $46,022,000 | 53 |
| Fair value | $44,916,000 | 55 |
| 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 | $91,693,000 | 1,329 |
| U.S. Government securities | $81,250,000 | 1,117 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $81,250,000 | 1,083 |
| Securities issued by states & political subdivisions | $10,418,000 | 1,878 |
| Other domestic debt securities | $25,000 | 3,043 |
| 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 | $25,000 | 2,390 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,284,000 | 1,027 |
| Mortgage-backed securities | $2,470,000 | 4,498 |
| Certificates of participation in pools of residential mortgages | $2,470,000 | 3,928 |
| Issued or guaranteed by U.S. | $2,470,000 | 3,912 |
| 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) | $91,693,000 | 1,147 |
| Total debt securities | $91,693,000 | 1,306 |
| Structured notes | ||
| Amortized cost | $47,016,000 | 57 |
| Fair value | $44,898,000 | 56 |
| 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 | $89,659,000 | 1,378 |
| U.S. Government securities | $79,576,000 | 1,143 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $79,576,000 | 1,107 |
| Securities issued by states & political subdivisions | $10,058,000 | 1,936 |
| Other domestic debt securities | $25,000 | 3,120 |
| 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 | $25,000 | 2,501 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,950,000 | 935 |
| Mortgage-backed securities | $2,667,000 | 4,442 |
| Certificates of participation in pools of residential mortgages | $2,667,000 | 3,879 |
| Issued or guaranteed by U.S. | $2,667,000 | 3,862 |
| 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) | $89,659,000 | 1,187 |
| Total debt securities | $89,659,000 | 1,346 |
| Structured notes | ||
| Amortized cost | $50,246,000 | 56 |
| Fair value | $48,582,000 | 57 |
| 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 | $85,304,000 | 1,435 |
| U.S. Government securities | $75,945,000 | 1,185 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $75,945,000 | 1,142 |
| Securities issued by states & political subdivisions | $9,334,000 | 2,057 |
| Other domestic debt securities | $25,000 | 3,220 |
| 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 | $25,000 | 2,624 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,578,000 | 1,071 |
| Mortgage-backed securities | $2,832,000 | 4,403 |
| Certificates of participation in pools of residential mortgages | $2,832,000 | 3,810 |
| Issued or guaranteed by U.S. | $2,832,000 | 3,795 |
| 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) | $85,304,000 | 1,226 |
| Total debt securities | $85,304,000 | 1,396 |
| Structured notes | ||
| Amortized cost | $50,241,000 | 54 |
| Fair value | $48,771,000 | 57 |
| 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 | $52,068,000 | 2,247 |
| U.S. Government securities | $43,059,000 | 2,037 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $43,059,000 | 1,965 |
| Securities issued by states & political subdivisions | $9,009,000 | 2,095 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,119,000 | 1,253 |
| Mortgage-backed securities | $3,148,000 | 4,332 |
| Certificates of participation in pools of residential mortgages | $3,148,000 | 3,737 |
| Issued or guaranteed by U.S. | $3,148,000 | 3,723 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| 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) | $52,068,000 | 1,888 |
| Total debt securities | $52,068,000 | 2,209 |
| Structured notes | ||
| Amortized cost | $37,897,000 | 77 |
| Fair value | $37,291,000 | 78 |
| 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 | $53,022,000 | 2,255 |
| U.S. Government securities | $43,971,000 | 2,016 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $43,971,000 | 1,941 |
| Securities issued by states & political subdivisions | $9,051,000 | 2,076 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,328,000 | 1,309 |
| Mortgage-backed securities | $3,780,000 | 4,184 |
| Certificates of participation in pools of residential mortgages | $3,780,000 | 3,595 |
| Issued or guaranteed by U.S. | $3,780,000 | 3,579 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| 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) | $53,022,000 | 1,888 |
| Total debt securities | $53,022,000 | 2,208 |
| Structured notes | ||
| Amortized cost | $37,896,000 | 72 |
| Fair value | $37,567,000 | 72 |
| 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 | $60,161,000 | 2,048 |
| U.S. Government securities | $49,249,000 | 1,861 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $49,249,000 | 1,796 |
| Securities issued by states & political subdivisions | $10,411,000 | 1,851 |
| Other domestic debt securities | $501,000 | 2,716 |
| 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 | $501,000 | 2,277 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,474,000 | 1,357 |
| Mortgage-backed securities | $4,273,000 | 4,110 |
| Certificates of participation in pools of residential mortgages | $4,273,000 | 3,495 |
| Issued or guaranteed by U.S. | $4,273,000 | 3,485 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| 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) | $60,161,000 | 1,721 |
| Total debt securities | $60,161,000 | 2,001 |
| Structured notes | ||
| Amortized cost | $40,040,000 | 65 |
| Fair value | $38,895,000 | 67 |
| 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 | $61,773,000 | 2,016 |
| U.S. Government securities | $50,384,000 | 1,823 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $50,384,000 | 1,750 |
| Securities issued by states & political subdivisions | $10,889,000 | 1,792 |
| Other domestic debt securities | $500,000 | 2,770 |
| 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 | $500,000 | 2,350 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,561,000 | 1,748 |
| Mortgage-backed securities | $4,832,000 | 3,985 |
| Certificates of participation in pools of residential mortgages | $4,832,000 | 3,351 |
| Issued or guaranteed by U.S. | $4,832,000 | 3,339 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| 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) | $61,773,000 | 1,690 |
| Total debt securities | $61,773,000 | 1,963 |
| Structured notes | ||
| Amortized cost | $40,038,000 | 64 |
| Fair value | $39,410,000 | 67 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $66,126,000 | 1,873 |
| U.S. Government securities | $53,878,000 | 1,712 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $53,878,000 | 1,652 |
| Securities issued by states & political subdivisions | $11,748,000 | 1,669 |
| Other domestic debt securities | $500,000 | 2,813 |
| 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 | $500,000 | 2,410 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,425,000 | 1,709 |
| Mortgage-backed securities | $5,496,000 | 3,827 |
| Certificates of participation in pools of residential mortgages | $5,496,000 | 3,192 |
| Issued or guaranteed by U.S. | $5,496,000 | 3,186 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| 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) | $66,126,000 | 1,573 |
| Total debt securities | $66,126,000 | 1,820 |
| Structured notes | ||
| Amortized cost | $41,037,000 | 65 |
| Fair value | $40,709,000 | 66 |
| 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 | $65,192,000 | 1,910 |
| U.S. Government securities | $53,220,000 | 1,746 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $53,220,000 | 1,691 |
| Securities issued by states & political subdivisions | $11,472,000 | 1,693 |
| Other domestic debt securities | $500,000 | 2,912 |
| 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 | $500,000 | 2,520 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,538,000 | 1,699 |
| Mortgage-backed securities | $6,269,000 | 3,695 |
| Certificates of participation in pools of residential mortgages | $6,269,000 | 3,070 |
| Issued or guaranteed by U.S. | $6,269,000 | 3,063 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| 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) | $65,192,000 | 1,609 |
| Total debt securities | $65,192,000 | 1,854 |
| Structured notes | ||
| Amortized cost | $41,035,000 | 66 |
| Fair value | $39,335,000 | 67 |
| 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 | $70,820,000 | 1,793 |
| U.S. Government securities | $57,703,000 | 1,613 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $57,703,000 | 1,556 |
| Securities issued by states & political subdivisions | $12,617,000 | 1,566 |
| Other domestic debt securities | $500,000 | 3,020 |
| 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 | $500,000 | 2,608 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,042,000 | 1,497 |
| Mortgage-backed securities | $7,735,000 | 3,410 |
| Certificates of participation in pools of residential mortgages | $7,735,000 | 2,785 |
| Issued or guaranteed by U.S. | $7,735,000 | 2,774 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| 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) | $70,820,000 | 1,525 |
| Total debt securities | $70,820,000 | 1,725 |
| Structured notes | ||
| Amortized cost | $40,784,000 | 56 |
| Fair value | $40,681,000 | 56 |
| 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 | $10,638,000 | 6,477 |
| U.S. Government securities | $10,473,000 | 5,659 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $10,473,000 | 5,498 |
| Securities issued by states & political subdivisions | $165,000 | 6,402 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $886,000 | 6,627 |
| Mortgage-backed securities | $1,139,000 | 5,666 |
| Certificates of participation in pools of residential mortgages | $1,139,000 | 5,158 |
| Issued or guaranteed by U.S. | $1,139,000 | 5,137 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| 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) | $10,638,000 | 5,735 |
| Total debt securities | $10,638,000 | 6,391 |
| Structured notes | ||
| Amortized cost | $8,422,000 | 382 |
| Fair value | $8,302,000 | 385 |
| 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 | $10,763,000 | 6,385 |
| U.S. Government securities | $10,598,000 | 5,476 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $10,598,000 | 5,317 |
| Securities issued by states & political subdivisions | $165,000 | 6,444 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,656,000 | 4,567 |
| Mortgage-backed securities | $1,280,000 | 5,592 |
| Certificates of participation in pools of residential mortgages | $1,280,000 | 5,061 |
| Issued or guaranteed by U.S. | $1,280,000 | 5,039 |
| 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) | $10,763,000 | 5,657 |
| Total debt securities | $10,765,000 | 6,288 |
| Structured notes | ||
| Amortized cost | $8,422,000 | 303 |
| Fair value | $8,276,000 | 305 |
| 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 | $9,971,000 | 6,502 |
| U.S. Government securities | $9,640,000 | 5,646 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $9,640,000 | 5,474 |
| Securities issued by states & political subdivisions | $331,000 | 6,091 |
| 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 | $1,875,000 | 5,925 |
| Mortgage-backed securities | $1,697,000 | 5,474 |
| Certificates of participation in pools of residential mortgages | $1,697,000 | 4,857 |
| Issued or guaranteed by U.S. | $1,697,000 | 4,841 |
| 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) | $9,971,000 | 5,735 |
| Total debt securities | $9,968,000 | 6,405 |
| Structured notes | ||
| Amortized cost | $5,474,000 | 355 |
| Fair value | $5,468,000 | 356 |
| 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 | $6,588,000 | 7,386 |
| U.S. Government securities | $6,254,000 | 6,698 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $6,254,000 | 6,512 |
| Securities issued by states & political subdivisions | $334,000 | 6,086 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,251,000 | 5,711 |
| Mortgage-backed securities | $1,482,000 | 5,622 |
| Certificates of participation in pools of residential mortgages | $1,482,000 | 4,983 |
| Issued or guaranteed by U.S. | $1,482,000 | 4,968 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $6,588,000 | 6,556 |
| Total debt securities | $6,589,000 | 7,288 |
| Structured notes | ||
| Amortized cost | $4,258,000 | 334 |
| Fair value | $4,250,000 | 339 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $4,512,000 | 7,963 |
| U.S. Government securities | $4,175,000 | 7,458 |
| U.S. Treasury securities | $963,000 | 1,746 |
| U.S. Government agency obligations | $3,212,000 | 7,629 |
| Securities issued by states & political subdivisions | $337,000 | 6,079 |
| 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 | $3,109,000 | 5,263 |
| Mortgage-backed securities | $3,000 | 7,423 |
| Certificates of participation in pools of residential mortgages | $3,000 | 7,100 |
| Issued or guaranteed by U.S. | $3,000 | 7,076 |
| 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) | $4,512,000 | 7,093 |
| Total debt securities | $4,512,000 | 7,883 |
| 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 | $5,649,000 | 7,746 |
| U.S. Government securities | $5,181,000 | 7,160 |
| U.S. Treasury securities | $1,207,000 | 1,747 |
| U.S. Government agency obligations | $3,974,000 | 7,414 |
| Securities issued by states & political subdivisions | $468,000 | 5,995 |
| 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 | $2,422,000 | 5,692 |
| Mortgage-backed securities | $11,000 | 7,381 |
| Certificates of participation in pools of residential mortgages | $11,000 | 6,999 |
| Issued or guaranteed by U.S. | $11,000 | 6,976 |
| 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) | $1,304,000 | 3,587 |
| Available-for-sale securities (fair market value) | $4,345,000 | 7,176 |
| Total debt securities | $5,649,000 | 7,637 |
| 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 | $6,178,000 | 7,949 |
| U.S. Government securities | $5,312,000 | 7,629 |
| U.S. Treasury securities | $452,000 | 3,593 |
| U.S. Government agency obligations | $4,860,000 | 7,484 |
| Securities issued by states & political subdivisions | $866,000 | 5,528 |
| 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 | $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 | $2,869,000 | 5,774 |
| Mortgage-backed securities | $13,000 | 7,360 |
| Certificates of participation in pools of residential mortgages | $13,000 | 6,949 |
| Issued or guaranteed by U.S. | $13,000 | 6,926 |
| 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) | $3,609,000 | 3,179 |
| Available-for-sale securities (fair market value) | $2,569,000 | 7,995 |
| Total debt securities | $6,178,000 | 7,831 |
| 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 | $7,344,000 | 7,878 |
| U.S. Government securities | $6,449,000 | 7,406 |
| U.S. Treasury securities | $451,000 | 4,714 |
| U.S. Government agency obligations | $5,998,000 | 7,081 |
| Securities issued by states & political subdivisions | $695,000 | 6,082 |
| Other domestic debt securities | $200,000 | 3,336 |
| 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 | $200,000 | 2,837 |
| 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 | $1,770,000 | 6,532 |
| Mortgage-backed securities | $22,000 | 7,655 |
| Certificates of participation in pools of residential mortgages | $22,000 | 7,208 |
| Issued or guaranteed by U.S. | $22,000 | 7,189 |
| 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) | $4,216,000 | 3,327 |
| Available-for-sale securities (fair market value) | $3,128,000 | 8,039 |
| Total debt securities | $7,344,000 | 7,759 |
| 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 | $7,648,000 | 7,819 |
| U.S. Government securities | $6,450,000 | 7,373 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $6,450,000 | 6,535 |
| Securities issued by states & political subdivisions | $994,000 | 5,784 |
| Other domestic debt securities | $204,000 | 3,203 |
| 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 | $204,000 | 2,676 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,534,000 | 6,530 |
| Mortgage-backed securities | $36,000 | 7,806 |
| Certificates of participation in pools of residential mortgages | $36,000 | 7,332 |
| Issued or guaranteed by U.S. | $36,000 | 7,311 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| 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) | $2,745,000 | 4,314 |
| Available-for-sale securities (fair market value) | $4,903,000 | 7,395 |
| Total debt securities | $7,648,000 | 7,687 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| 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 | $6,775,000 | 8,524 |
| U.S. Government securities | $5,042,000 | 8,535 |
| U.S. Treasury securities | $499,000 | 7,258 |
| U.S. Government agency obligations | $4,543,000 | 7,548 |
| Securities issued by states & political subdivisions | $1,532,000 | 5,090 |
| Other domestic debt securities | $201,000 | 2,918 |
| 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 | $201,000 | 2,326 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,670,000 | 6,805 |
| Mortgage-backed securities | $53,000 | 8,117 |
| Certificates of participation in pools of residential mortgages | $53,000 | 7,556 |
| Issued or guaranteed by U.S. | $53,000 | 7,529 |
| 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) | $671,000 | 6,607 |
| Available-for-sale securities (fair market value) | $6,104,000 | 7,027 |
| Total debt securities | $6,775,000 | 8,390 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| 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 | $8,345,000 | 8,489 |
| U.S. Government securities | $6,317,000 | 8,521 |
| U.S. Treasury securities | $747,000 | 7,696 |
| U.S. Government agency obligations | $5,570,000 | 7,331 |
| Securities issued by states & political subdivisions | $1,827,000 | 4,974 |
| Other domestic debt securities | $201,000 | 3,397 |
| 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 | $201,000 | 2,606 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,625,000 | 6,166 |
| Mortgage-backed securities | $388,000 | 7,767 |
| Certificates of participation in pools of residential mortgages | $64,000 | 8,059 |
| Issued or guaranteed by U.S. | $64,000 | 8,038 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $324,000 | 4,764 |
| CMOs issued by government agencies or sponsored agencies | $324,000 | 4,586 |
| 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) | $176,000 | 7,778 |
| Available-for-sale securities (fair market value) | $8,169,000 | 6,566 |
| Total debt securities | $8,345,000 | 8,381 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| 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 | $8,599,000 | 8,778 |
| U.S. Government securities | $6,047,000 | 9,040 |
| U.S. Treasury securities | $701,000 | 9,080 |
| U.S. Government agency obligations | $5,346,000 | 7,513 |
| Securities issued by states & political subdivisions | $2,307,000 | 4,594 |
| Other domestic debt securities | $245,000 | 3,871 |
| 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 | $245,000 | 3,046 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,177,000 | 6,699 |
| Mortgage-backed securities | $695,000 | 7,711 |
| Certificates of participation in pools of residential mortgages | $77,000 | 8,424 |
| Issued or guaranteed by U.S. | $77,000 | 8,388 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $618,000 | 4,695 |
| CMOs issued by government agencies or sponsored agencies | $618,000 | 4,521 |
| 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) | $376,000 | 7,940 |
| Available-for-sale securities (fair market value) | $8,223,000 | 6,716 |
| Total debt securities | $8,599,000 | 8,659 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| 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 | $8,654,000 | 9,269 |
| U.S. Government securities | $5,394,000 | 9,958 |
| U.S. Treasury securities | $1,003,000 | 9,562 |
| U.S. Government agency obligations | $4,391,000 | 8,106 |
| Securities issued by states & political subdivisions | $3,012,000 | 4,187 |
| Other domestic debt securities | $248,000 | 4,400 |
| 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 | $248,000 | 3,526 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,735,000 | 7,375 |
| Mortgage-backed securities | $698,000 | 8,204 |
| Certificates of participation in pools of residential mortgages | $81,000 | 8,907 |
| Issued or guaranteed by U.S. | $81,000 | 8,879 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $617,000 | 5,061 |
| CMOs issued by government agencies or sponsored agencies | $617,000 | 4,841 |
| 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) | $5,822,000 | 7,550 |
| Available-for-sale securities (fair market value) | $2,832,000 | 8,238 |
| Total debt securities | $8,654,000 | 9,157 |
| 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 | $7,461,000 | 10,103 |
| U.S. Government securities | $3,983,000 | 11,110 |
| U.S. Treasury securities | $500,000 | 10,857 |
| U.S. Government agency obligations | $3,483,000 | 8,988 |
| Securities issued by states & political subdivisions | $3,278,000 | 4,031 |
| Other domestic debt securities | $200,000 | 5,291 |
| 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 | $200,000 | 4,147 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,129,000 | 6,824 |
| Mortgage-backed securities | $1,452,000 | 7,857 |
| Certificates of participation in pools of residential mortgages | $122,000 | 9,322 |
| Issued or guaranteed by U.S. | $122,000 | 9,271 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,330,000 | 4,622 |
| CMOs issued by government agencies or sponsored agencies | $1,330,000 | 4,419 |
| 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 | $7,461,000 | 9,961 |
| 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 | $6,411,000 | 10,855 |
| U.S. Government securities | $2,857,000 | 12,194 |
| U.S. Treasury securities | $100,000 | 12,023 |
| U.S. Government agency obligations | $2,757,000 | 9,767 |
| Securities issued by states & political subdivisions | $3,554,000 | 3,616 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,728,000 | 7,481 |
| Mortgage-backed securities | $1,456,000 | 8,296 |
| Certificates of participation in pools of residential mortgages | $221,000 | 9,383 |
| Issued or guaranteed by U.S. | $221,000 | 9,311 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,235,000 | 4,743 |
| CMOs issued by government agencies or sponsored agencies | $1,235,000 | 4,382 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $6,411,000 | 10,725 |
| 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 |