Home > The Scottish Bank > Securities
The Scottish Bank, Securities
| 2008-09-30 | Rank | |
| Total securities | $23,239,000 | 4,003 |
| U.S. Government securities | $14,280,000 | 4,304 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $14,280,000 | 4,229 |
| Securities issued by states & political subdivisions | $8,959,000 | 2,230 |
| 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 | $23,239,000 | 2,044 |
| Mortgage-backed securities | $10,122,000 | 3,250 |
| Certificates of participation in pools of residential mortgages | $5,700,000 | 3,447 |
| Issued or guaranteed by U.S. | $5,700,000 | 3,434 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $4,422,000 | 1,807 |
| CMOs issued by government agencies or sponsored agencies | $4,422,000 | 1,498 |
| 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) | $23,239,000 | 3,556 |
| Total debt securities | $23,239,000 | 3,966 |
| Structured notes | ||
| Amortized cost | $654,000 | 1,227 |
| Fair value | $657,000 | 1,221 |
| 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 | $24,813,000 | 3,900 |
| U.S. Government securities | $14,583,000 | 4,288 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $14,583,000 | 4,220 |
| Securities issued by states & political subdivisions | $9,650,000 | 2,135 |
| Other domestic debt securities | $580,000 | 2,537 |
| Privately issued residential mortgage-backed securities | $580,000 | 1,250 |
| 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 | $24,813,000 | 1,909 |
| Mortgage-backed securities | $9,968,000 | 3,259 |
| Certificates of participation in pools of residential mortgages | $5,405,000 | 3,533 |
| Issued or guaranteed by U.S. | $5,405,000 | 3,516 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $4,563,000 | 1,781 |
| CMOs issued by government agencies or sponsored agencies | $3,983,000 | 1,575 |
| Privately issued | $580,000 | 1,192 |
| 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) | $24,813,000 | 3,480 |
| Total debt securities | $24,813,000 | 3,851 |
| Structured notes | ||
| Amortized cost | $672,000 | 1,272 |
| Fair value | $685,000 | 1,261 |
| 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 | $26,329,000 | 3,753 |
| U.S. Government securities | $15,882,000 | 4,096 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $15,882,000 | 4,019 |
| Securities issued by states & political subdivisions | $9,825,000 | 2,100 |
| Other domestic debt securities | $622,000 | 2,455 |
| Privately issued residential mortgage-backed securities | $622,000 | 1,223 |
| 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 | $26,329,000 | 1,805 |
| Mortgage-backed securities | $10,694,000 | 3,090 |
| Certificates of participation in pools of residential mortgages | $5,849,000 | 3,314 |
| Issued or guaranteed by U.S. | $5,849,000 | 3,296 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,845,000 | 1,711 |
| CMOs issued by government agencies or sponsored agencies | $4,223,000 | 1,530 |
| Privately issued | $622,000 | 1,163 |
| 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) | $26,329,000 | 3,355 |
| Total debt securities | $26,329,000 | 3,696 |
| Structured notes | ||
| Amortized cost | $698,000 | 1,367 |
| Fair value | $740,000 | 1,344 |
| 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 | $31,408,000 | 3,341 |
| U.S. Government securities | $21,176,000 | 3,438 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $21,176,000 | 3,369 |
| Securities issued by states & political subdivisions | $10,232,000 | 2,030 |
| 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 | $7,710,000 | 3,836 |
| Mortgage-backed securities | $10,954,000 | 2,770 |
| Certificates of participation in pools of residential mortgages | $5,968,000 | 3,011 |
| Issued or guaranteed by U.S. | $5,968,000 | 2,996 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,986,000 | 1,616 |
| CMOs issued by government agencies or sponsored agencies | $4,986,000 | 1,343 |
| 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) | $31,408,000 | 2,944 |
| Total debt securities | $31,408,000 | 3,293 |
| Structured notes | ||
| Amortized cost | $726,000 | 1,833 |
| Fair value | $719,000 | 1,835 |
| 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 | $32,019,000 | 3,297 |
| U.S. Government securities | $21,825,000 | 3,409 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $21,825,000 | 3,340 |
| Securities issued by states & political subdivisions | $10,194,000 | 1,991 |
| 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 | $9,236,000 | 3,561 |
| Mortgage-backed securities | $11,152,000 | 2,582 |
| Certificates of participation in pools of residential mortgages | $6,052,000 | 2,833 |
| Issued or guaranteed by U.S. | $6,052,000 | 2,818 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $5,100,000 | 1,559 |
| CMOs issued by government agencies or sponsored agencies | $5,100,000 | 1,297 |
| 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) | $32,019,000 | 2,895 |
| Total debt securities | $32,018,000 | 3,251 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,021 |
| Fair value | $736,000 | 2,054 |
| 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 | $33,556,000 | 3,180 |
| U.S. Government securities | $23,435,000 | 3,244 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $23,435,000 | 3,168 |
| Securities issued by states & political subdivisions | $10,121,000 | 1,981 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,780,000 | 4,644 |
| Mortgage-backed securities | $11,331,000 | 2,496 |
| Certificates of participation in pools of residential mortgages | $6,172,000 | 2,723 |
| Issued or guaranteed by U.S. | $6,172,000 | 2,709 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,159,000 | 1,524 |
| CMOs issued by government agencies or sponsored agencies | $5,159,000 | 1,280 |
| 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) | $33,556,000 | 2,777 |
| Total debt securities | $33,558,000 | 3,139 |
| Structured notes | ||
| Amortized cost | $775,000 | 2,108 |
| Fair value | $751,000 | 2,110 |
| 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 | $34,994,000 | 3,094 |
| U.S. Government securities | $24,654,000 | 3,155 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $24,654,000 | 3,063 |
| Securities issued by states & political subdivisions | $10,340,000 | 1,952 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,908,000 | 4,619 |
| Mortgage-backed securities | $11,983,000 | 2,403 |
| Certificates of participation in pools of residential mortgages | $6,609,000 | 2,625 |
| Issued or guaranteed by U.S. | $6,609,000 | 2,616 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $5,374,000 | 1,469 |
| CMOs issued by government agencies or sponsored agencies | $5,374,000 | 1,230 |
| 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) | $34,994,000 | 2,685 |
| Total debt securities | $34,993,000 | 3,058 |
| Structured notes | ||
| Amortized cost | $804,000 | 2,143 |
| Fair value | $793,000 | 2,151 |
| 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 | $35,660,000 | 3,074 |
| U.S. Government securities | $25,408,000 | 3,123 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $25,408,000 | 3,039 |
| Securities issued by states & political subdivisions | $10,252,000 | 1,960 |
| 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 | $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 | $4,729,000 | 4,668 |
| Mortgage-backed securities | $12,248,000 | 2,373 |
| Certificates of participation in pools of residential mortgages | $6,807,000 | 2,585 |
| Issued or guaranteed by U.S. | $6,807,000 | 2,571 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $5,441,000 | 1,460 |
| CMOs issued by government agencies or sponsored agencies | $5,441,000 | 1,233 |
| 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) | $35,660,000 | 2,664 |
| Total debt securities | $35,660,000 | 3,028 |
| Structured notes | ||
| Amortized cost | $832,000 | 2,238 |
| Fair value | $816,000 | 2,241 |
| 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 | $40,362,000 | 2,798 |
| U.S. Government securities | $31,577,000 | 2,668 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $31,577,000 | 2,603 |
| Securities issued by states & political subdivisions | $8,785,000 | 2,209 |
| 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 | $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 | $5,719,000 | 4,386 |
| Mortgage-backed securities | $14,974,000 | 2,110 |
| Certificates of participation in pools of residential mortgages | $9,420,000 | 2,174 |
| Issued or guaranteed by U.S. | $9,420,000 | 2,158 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $5,554,000 | 1,415 |
| CMOs issued by government agencies or sponsored agencies | $5,554,000 | 1,198 |
| 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) | $40,362,000 | 2,408 |
| Total debt securities | $40,362,000 | 2,764 |
| Structured notes | ||
| Amortized cost | $873,000 | 2,345 |
| Fair value | $856,000 | 2,347 |
| 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 | $37,899,000 | 2,949 |
| U.S. Government securities | $31,553,000 | 2,645 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $31,553,000 | 2,571 |
| Securities issued by states & political subdivisions | $6,346,000 | 2,707 |
| Other domestic debt securities | $0 | 3,172 |
| 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 | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,660,000 | 3,882 |
| Mortgage-backed securities | $15,130,000 | 2,096 |
| Certificates of participation in pools of residential mortgages | $9,554,000 | 2,168 |
| Issued or guaranteed by U.S. | $9,554,000 | 2,153 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $5,576,000 | 1,395 |
| CMOs issued by government agencies or sponsored agencies | $5,576,000 | 1,183 |
| 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) | $37,899,000 | 2,537 |
| Total debt securities | $37,899,000 | 2,914 |
| Structured notes | ||
| Amortized cost | $1,410,000 | 1,959 |
| Fair value | $1,367,000 | 1,962 |
| 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 | $37,195,000 | 3,020 |
| U.S. Government securities | $31,443,000 | 2,690 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $31,443,000 | 2,607 |
| Securities issued by states & political subdivisions | $5,752,000 | 2,865 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,740,000 | 3,864 |
| Mortgage-backed securities | $14,364,000 | 2,186 |
| Certificates of participation in pools of residential mortgages | $10,165,000 | 2,124 |
| Issued or guaranteed by U.S. | $10,165,000 | 2,111 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,199,000 | 1,590 |
| CMOs issued by government agencies or sponsored agencies | $4,199,000 | 1,371 |
| 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) | $37,195,000 | 2,609 |
| Total debt securities | $37,195,000 | 2,975 |
| Structured notes | ||
| Amortized cost | $1,456,000 | 1,936 |
| Fair value | $1,425,000 | 1,941 |
| 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 | $34,946,000 | 3,149 |
| U.S. Government securities | $30,160,000 | 2,778 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $30,160,000 | 2,690 |
| Securities issued by states & political subdivisions | $4,786,000 | 3,153 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,893,000 | 3,810 |
| Mortgage-backed securities | $14,018,000 | 2,242 |
| Certificates of participation in pools of residential mortgages | $9,717,000 | 2,201 |
| Issued or guaranteed by U.S. | $9,717,000 | 2,190 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $4,301,000 | 1,572 |
| CMOs issued by government agencies or sponsored agencies | $4,301,000 | 1,358 |
| 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) | $34,946,000 | 2,714 |
| Total debt securities | $34,946,000 | 3,105 |
| Structured notes | ||
| Amortized cost | $1,494,000 | 1,900 |
| Fair value | $1,466,000 | 1,906 |
| 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 | $35,238,000 | 3,110 |
| U.S. Government securities | $30,697,000 | 2,709 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $30,697,000 | 2,618 |
| Securities issued by states & political subdivisions | $4,541,000 | 3,216 |
| 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 | $8,022,000 | 3,766 |
| Mortgage-backed securities | $14,834,000 | 2,173 |
| Certificates of participation in pools of residential mortgages | $10,395,000 | 2,145 |
| Issued or guaranteed by U.S. | $10,395,000 | 2,135 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,439,000 | 1,554 |
| CMOs issued by government agencies or sponsored agencies | $4,439,000 | 1,344 |
| 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) | $35,238,000 | 2,674 |
| Total debt securities | $35,236,000 | 3,060 |
| Structured notes | ||
| Amortized cost | $1,561,000 | 1,778 |
| Fair value | $1,550,000 | 1,780 |
| 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 | $33,112,000 | 3,335 |
| U.S. Government securities | $29,184,000 | 2,867 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $29,184,000 | 2,763 |
| Securities issued by states & political subdivisions | $3,928,000 | 3,436 |
| 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 | $7,806,000 | 3,821 |
| Mortgage-backed securities | $14,314,000 | 2,296 |
| Certificates of participation in pools of residential mortgages | $11,304,000 | 2,103 |
| Issued or guaranteed by U.S. | $11,304,000 | 2,090 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $3,010,000 | 1,857 |
| CMOs issued by government agencies or sponsored agencies | $3,010,000 | 1,631 |
| 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) | $33,112,000 | 2,871 |
| Total debt securities | $33,111,000 | 3,285 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,519 |
| Fair value | $496,000 | 2,656 |
| 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 | $30,117,000 | 3,611 |
| U.S. Government securities | $27,191,000 | 3,068 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $27,191,000 | 2,947 |
| Securities issued by states & political subdivisions | $2,926,000 | 3,821 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,832,000 | 3,833 |
| Mortgage-backed securities | $12,508,000 | 2,558 |
| Certificates of participation in pools of residential mortgages | $9,458,000 | 2,399 |
| Issued or guaranteed by U.S. | $9,458,000 | 2,391 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,050,000 | 1,880 |
| CMOs issued by government agencies or sponsored agencies | $3,050,000 | 1,660 |
| 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) | $30,117,000 | 3,112 |
| Total debt securities | $30,116,000 | 3,557 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,494 |
| Fair value | $487,000 | 2,689 |
| 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 | $24,990,000 | 4,134 |
| U.S. Government securities | $22,553,000 | 3,571 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $22,553,000 | 3,440 |
| Securities issued by states & political subdivisions | $2,437,000 | 4,094 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,085,000 | 3,756 |
| Mortgage-backed securities | $12,139,000 | 2,653 |
| Certificates of participation in pools of residential mortgages | $10,030,000 | 2,363 |
| Issued or guaranteed by U.S. | $10,030,000 | 2,357 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,109,000 | 2,140 |
| CMOs issued by government agencies or sponsored agencies | $2,109,000 | 1,913 |
| 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) | $24,990,000 | 3,575 |
| Total debt securities | $24,990,000 | 4,069 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,430 |
| Fair value | $494,000 | 2,611 |
| 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 | $23,231,000 | 4,320 |
| U.S. Government securities | $21,649,000 | 3,653 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $21,649,000 | 3,529 |
| Securities issued by states & political subdivisions | $1,582,000 | 4,653 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,754,000 | 4,072 |
| Mortgage-backed securities | $12,657,000 | 2,591 |
| Certificates of participation in pools of residential mortgages | $10,499,000 | 2,306 |
| Issued or guaranteed by U.S. | $10,499,000 | 2,296 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,158,000 | 2,120 |
| CMOs issued by government agencies or sponsored agencies | $2,158,000 | 1,902 |
| 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) | $23,231,000 | 3,737 |
| Total debt securities | $23,231,000 | 4,254 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,417 |
| Fair value | $496,000 | 2,593 |
| 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 | $24,345,000 | 4,241 |
| U.S. Government securities | $23,066,000 | 3,564 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $23,066,000 | 3,440 |
| Securities issued by states & political subdivisions | $1,279,000 | 4,892 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,646,000 | 2,989 |
| Mortgage-backed securities | $12,750,000 | 2,615 |
| Certificates of participation in pools of residential mortgages | $11,753,000 | 2,181 |
| Issued or guaranteed by U.S. | $11,753,000 | 2,171 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $997,000 | 2,708 |
| CMOs issued by government agencies or sponsored agencies | $997,000 | 2,465 |
| 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) | $24,345,000 | 3,673 |
| Total debt securities | $24,346,000 | 4,170 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,383 |
| Fair value | $481,000 | 2,572 |
| 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 | $18,454,000 | 4,995 |
| U.S. Government securities | $17,307,000 | 4,234 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $17,307,000 | 4,087 |
| Securities issued by states & political subdivisions | $1,147,000 | 5,010 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,661,000 | 4,322 |
| Mortgage-backed securities | $7,196,000 | 3,516 |
| Certificates of participation in pools of residential mortgages | $6,683,000 | 2,996 |
| Issued or guaranteed by U.S. | $6,683,000 | 2,986 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $513,000 | 3,124 |
| CMOs issued by government agencies or sponsored agencies | $513,000 | 2,854 |
| 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) | $18,454,000 | 4,359 |
| Total debt securities | $18,454,000 | 4,919 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,158 |
| Fair value | $501,000 | 2,265 |
| 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 | $18,920,000 | 4,970 |
| U.S. Government securities | $18,064,000 | 4,188 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $18,064,000 | 4,040 |
| Securities issued by states & political subdivisions | $856,000 | 5,376 |
| 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 | $6,874,000 | 3,886 |
| Mortgage-backed securities | $8,042,000 | 3,336 |
| Certificates of participation in pools of residential mortgages | $7,167,000 | 2,919 |
| Issued or guaranteed by U.S. | $7,167,000 | 2,906 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $875,000 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $875,000 | 2,753 |
| 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) | $18,920,000 | 4,341 |
| Total debt securities | $18,919,000 | 4,893 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,031 |
| Fair value | $490,000 | 2,208 |
| 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 | $18,319,000 | 4,977 |
| U.S. Government securities | $18,009,000 | 4,068 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $18,009,000 | 3,909 |
| Securities issued by states & political subdivisions | $310,000 | 6,130 |
| 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 | $6,606,000 | 3,891 |
| Mortgage-backed securities | $8,985,000 | 3,161 |
| Certificates of participation in pools of residential mortgages | $7,975,000 | 2,740 |
| Issued or guaranteed by U.S. | $7,975,000 | 2,727 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,010,000 | 2,815 |
| CMOs issued by government agencies or sponsored agencies | $1,010,000 | 2,668 |
| 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) | $18,319,000 | 4,353 |
| Total debt securities | $18,319,000 | 4,889 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,773 |
| Fair value | $490,000 | 1,939 |
| 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 | $14,391,000 | 5,594 |
| U.S. Government securities | $14,072,000 | 4,683 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $14,072,000 | 4,535 |
| Securities issued by states & political subdivisions | $319,000 | 6,117 |
| 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 | $7,168,000 | 3,715 |
| Mortgage-backed securities | $5,897,000 | 3,908 |
| Certificates of participation in pools of residential mortgages | $4,879,000 | 3,475 |
| Issued or guaranteed by U.S. | $4,879,000 | 3,463 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,018,000 | 2,991 |
| CMOs issued by government agencies or sponsored agencies | $1,018,000 | 2,841 |
| 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) | $14,391,000 | 4,886 |
| Total debt securities | $14,391,000 | 5,489 |
| 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 | $15,499,000 | 5,403 |
| U.S. Government securities | $15,177,000 | 4,490 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $15,177,000 | 4,323 |
| Securities issued by states & political subdivisions | $322,000 | 6,108 |
| 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 | $7,305,000 | 3,675 |
| Mortgage-backed securities | $7,040,000 | 3,606 |
| Certificates of participation in pools of residential mortgages | $6,009,000 | 3,134 |
| Issued or guaranteed by U.S. | $6,009,000 | 3,121 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,031,000 | 3,082 |
| CMOs issued by government agencies or sponsored agencies | $1,031,000 | 2,943 |
| 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) | $15,499,000 | 4,692 |
| Total debt securities | $15,498,000 | 5,298 |
| 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 | $15,364,000 | 5,398 |
| U.S. Government securities | $15,364,000 | 4,409 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $15,364,000 | 4,233 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,113,000 | 2,868 |
| Mortgage-backed securities | $7,620,000 | 3,455 |
| Certificates of participation in pools of residential mortgages | $7,091,000 | 2,824 |
| Issued or guaranteed by U.S. | $7,091,000 | 2,814 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $529,000 | 3,557 |
| CMOs issued by government agencies or sponsored agencies | $529,000 | 3,405 |
| 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) | $15,364,000 | 4,669 |
| Total debt securities | $15,362,000 | 5,304 |
| 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 | $19,748,000 | 4,566 |
| U.S. Government securities | $19,748,000 | 3,562 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $19,748,000 | 3,393 |
| 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 | $10,302,000 | 2,915 |
| Mortgage-backed securities | $9,913,000 | 2,884 |
| Certificates of participation in pools of residential mortgages | $9,913,000 | 2,125 |
| Issued or guaranteed by U.S. | $9,913,000 | 2,111 |
| 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) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $19,748,000 | 3,873 |
| Total debt securities | $19,748,000 | 4,479 |
| 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 | $12,459,000 | 6,124 |
| U.S. Government securities | $12,346,000 | 5,181 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $12,346,000 | 4,855 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $113,000 | 6,673 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,279,000 | 4,967 |
| Mortgage-backed securities | $5,248,000 | 3,318 |
| Certificates of participation in pools of residential mortgages | $5,248,000 | 2,556 |
| Issued or guaranteed by U.S. | $5,248,000 | 2,536 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $12,459,000 | 5,127 |
| Total debt securities | $12,346,000 | 6,029 |
| 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 | $9,929,000 | 7,095 |
| U.S. Government securities | $9,858,000 | 6,142 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $9,858,000 | 5,643 |
| 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 | $71,000 | 7,080 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,971,000 | 6,391 |
| Mortgage-backed securities | $4,430,000 | 3,795 |
| Certificates of participation in pools of residential mortgages | $4,430,000 | 2,982 |
| Issued or guaranteed by U.S. | $4,430,000 | 2,971 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $9,929,000 | 5,879 |
| Total debt securities | $9,858,000 | 6,999 |
| 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 | $10,134,000 | 7,063 |
| U.S. Government securities | $10,099,000 | 6,071 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $10,099,000 | 5,250 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| 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 | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $35,000 | 7,342 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $5,489,000 | 3,680 |
| Certificates of participation in pools of residential mortgages | $5,489,000 | 2,836 |
| Issued or guaranteed by U.S. | $5,489,000 | 2,822 |
| 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) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $10,134,000 | 5,738 |
| Total debt securities | $10,099,000 | 6,934 |
| 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 |