Home > Waccamaw Bank > Securities
Waccamaw Bank, Securities
| 2012-03-31 | Rank | |
| Total securities | $70,645,000 | 2,026 |
| U.S. Government securities | $60,700,000 | 1,692 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $60,700,000 | 1,654 |
| Securities issued by states & political subdivisions | $4,264,000 | 3,797 |
| Other domestic debt securities | $5,681,000 | 992 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $182,000 | 294 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $5,499,000 | 704 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,409,000 | 1,147 |
| Mortgage-backed securities | $60,700,000 | 1,196 |
| Certificates of participation in pools of residential mortgages | $37,860,000 | 1,148 |
| Issued or guaranteed by U.S. | $37,860,000 | 1,148 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $22,840,000 | 997 |
| CMOs issued by government agencies or sponsored agencies | $22,840,000 | 930 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $70,645,000 | 1,845 |
| Total debt securities | $70,645,000 | 2,013 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $74,262,000 | 1,880 |
| U.S. Government securities | $64,229,000 | 1,541 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $64,229,000 | 1,500 |
| Securities issued by states & political subdivisions | $4,259,000 | 3,777 |
| Other domestic debt securities | $5,774,000 | 970 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $195,000 | 220 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $5,579,000 | 640 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,460,000 | 906 |
| Mortgage-backed securities | $64,229,000 | 1,084 |
| Certificates of participation in pools of residential mortgages | $57,184,000 | 783 |
| Issued or guaranteed by U.S. | $57,184,000 | 779 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $7,045,000 | 1,842 |
| CMOs issued by government agencies or sponsored agencies | $7,045,000 | 1,681 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $74,262,000 | 1,712 |
| Total debt securities | $74,262,000 | 1,864 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $77,068,000 | 1,778 |
| U.S. Government securities | $65,747,000 | 1,461 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $65,747,000 | 1,412 |
| Securities issued by states & political subdivisions | $4,771,000 | 3,589 |
| Other domestic debt securities | $6,550,000 | 908 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $205,000 | 205 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $6,345,000 | 564 |
| 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 | $59,070,000 | 910 |
| Mortgage-backed securities | $65,747,000 | 1,030 |
| Certificates of participation in pools of residential mortgages | $55,689,000 | 773 |
| Issued or guaranteed by U.S. | $55,689,000 | 769 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $10,058,000 | 1,584 |
| CMOs issued by government agencies or sponsored agencies | $10,058,000 | 1,418 |
| 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) | $77,068,000 | 1,619 |
| Total debt securities | $77,068,000 | 1,759 |
| 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 | $82,076,000 | 1,675 |
| U.S. Government securities | $69,705,000 | 1,410 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $69,705,000 | 1,367 |
| Securities issued by states & political subdivisions | $6,166,000 | 3,216 |
| Other domestic debt securities | $6,205,000 | 898 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $209,000 | 201 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $5,996,000 | 546 |
| 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 | $52,539,000 | 1,016 |
| Mortgage-backed securities | $69,705,000 | 951 |
| Certificates of participation in pools of residential mortgages | $52,230,000 | 796 |
| Issued or guaranteed by U.S. | $52,230,000 | 793 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $17,475,000 | 1,139 |
| CMOs issued by government agencies or sponsored agencies | $17,475,000 | 994 |
| 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) | $82,076,000 | 1,517 |
| Total debt securities | $82,076,000 | 1,663 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $75,837,000 | 1,772 |
| U.S. Government securities | $63,961,000 | 1,530 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $63,961,000 | 1,469 |
| Securities issued by states & political subdivisions | $5,963,000 | 3,221 |
| Other domestic debt securities | $5,913,000 | 968 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $219,000 | 203 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $5,694,000 | 561 |
| 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 | $43,588,000 | 1,194 |
| Mortgage-backed securities | $63,961,000 | 993 |
| Certificates of participation in pools of residential mortgages | $50,504,000 | 783 |
| Issued or guaranteed by U.S. | $50,504,000 | 780 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $13,457,000 | 1,284 |
| CMOs issued by government agencies or sponsored agencies | $13,457,000 | 1,114 |
| 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) | $75,837,000 | 1,608 |
| Total debt securities | $75,836,000 | 1,758 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $67,488,000 | 1,903 |
| U.S. Government securities | $52,841,000 | 1,678 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $52,841,000 | 1,622 |
| Securities issued by states & political subdivisions | $6,181,000 | 3,136 |
| Other domestic debt securities | $8,466,000 | 830 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $224,000 | 187 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $8,242,000 | 432 |
| 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 | $44,238,000 | 1,153 |
| Mortgage-backed securities | $52,841,000 | 1,128 |
| Certificates of participation in pools of residential mortgages | $37,180,000 | 975 |
| Issued or guaranteed by U.S. | $37,180,000 | 967 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $15,661,000 | 1,163 |
| CMOs issued by government agencies or sponsored agencies | $15,661,000 | 994 |
| 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) | $67,488,000 | 1,715 |
| Total debt securities | $67,487,000 | 1,886 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $98,021,000 | 1,354 |
| U.S. Government securities | $82,515,000 | 1,103 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $82,515,000 | 1,048 |
| Securities issued by states & political subdivisions | $6,881,000 | 2,922 |
| Other domestic debt securities | $8,625,000 | 859 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $231,000 | 179 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $8,394,000 | 421 |
| 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 | $48,457,000 | 1,046 |
| Mortgage-backed securities | $82,515,000 | 765 |
| Certificates of participation in pools of residential mortgages | $67,089,000 | 560 |
| Issued or guaranteed by U.S. | $67,089,000 | 554 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $15,426,000 | 1,166 |
| CMOs issued by government agencies or sponsored agencies | $15,426,000 | 993 |
| 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) | $98,021,000 | 1,208 |
| Total debt securities | $98,020,000 | 1,335 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $98,514,000 | 1,331 |
| U.S. Government securities | $82,405,000 | 1,136 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $82,405,000 | 1,092 |
| Securities issued by states & political subdivisions | $6,548,000 | 2,870 |
| Other domestic debt securities | $9,561,000 | 814 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $246,000 | 171 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $9,315,000 | 361 |
| 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 | $45,639,000 | 1,143 |
| Mortgage-backed securities | $82,405,000 | 756 |
| Certificates of participation in pools of residential mortgages | $51,614,000 | 703 |
| Issued or guaranteed by U.S. | $51,614,000 | 696 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $30,791,000 | 745 |
| CMOs issued by government agencies or sponsored agencies | $30,791,000 | 612 |
| 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) | $98,514,000 | 1,181 |
| Total debt securities | $98,512,000 | 1,307 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $93,321,000 | 1,404 |
| U.S. Government securities | $77,396,000 | 1,214 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $77,396,000 | 1,165 |
| Securities issued by states & political subdivisions | $6,516,000 | 2,862 |
| Other domestic debt securities | $9,409,000 | 851 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $261,000 | 173 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $9,148,000 | 381 |
| 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 | $40,303,000 | 1,319 |
| Mortgage-backed securities | $77,396,000 | 816 |
| Certificates of participation in pools of residential mortgages | $45,897,000 | 833 |
| Issued or guaranteed by U.S. | $45,897,000 | 825 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $31,499,000 | 732 |
| CMOs issued by government agencies or sponsored agencies | $31,499,000 | 594 |
| 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) | $93,321,000 | 1,241 |
| Total debt securities | $93,318,000 | 1,383 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $87,769,000 | 1,469 |
| U.S. Government securities | $60,558,000 | 1,473 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $60,558,000 | 1,427 |
| Securities issued by states & political subdivisions | $12,075,000 | 1,982 |
| Other domestic debt securities | $15,136,000 | 634 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $279,000 | 193 |
| Structured financial products - Total | $82,000 | 327 |
| Other domestic debt securities - All other | $14,775,000 | 257 |
| 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 | $43,508,000 | 1,237 |
| Mortgage-backed securities | $60,558,000 | 1,003 |
| Certificates of participation in pools of residential mortgages | $37,288,000 | 1,029 |
| Issued or guaranteed by U.S. | $37,288,000 | 1,020 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $23,270,000 | 849 |
| CMOs issued by government agencies or sponsored agencies | $23,270,000 | 682 |
| 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) | $87,769,000 | 1,293 |
| Total debt securities | $87,770,000 | 1,445 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| 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 | $86,304,000 | 1,477 |
| U.S. Government securities | $58,626,000 | 1,510 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $58,626,000 | 1,456 |
| Securities issued by states & political subdivisions | $12,593,000 | 1,930 |
| Other domestic debt securities | $14,947,000 | 700 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $303,000 | 195 |
| Structured financial products - Total | $138,000 | 336 |
| Other domestic debt securities - All other | $14,506,000 | 281 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $138,000 | 1,181 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,364,000 | 1,188 |
| Mortgage-backed securities | $56,552,000 | 1,090 |
| Certificates of participation in pools of residential mortgages | $35,832,000 | 1,089 |
| Issued or guaranteed by U.S. | $35,832,000 | 1,082 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $20,720,000 | 908 |
| CMOs issued by government agencies or sponsored agencies | $20,720,000 | 714 |
| 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) | $86,304,000 | 1,285 |
| Total debt securities | $86,166,000 | 1,457 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| 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 | $90,170,000 | 1,401 |
| U.S. Government securities | $58,681,000 | 1,456 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $58,681,000 | 1,416 |
| Securities issued by states & political subdivisions | $11,633,000 | 2,000 |
| Other domestic debt securities | $19,807,000 | 603 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $332,000 | 215 |
| Structured financial products - Total | $140,000 | 371 |
| Other domestic debt securities - All other | $19,335,000 | 245 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $49,000 | 1,371 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,472,000 | 1,198 |
| Mortgage-backed securities | $56,608,000 | 1,089 |
| Certificates of participation in pools of residential mortgages | $36,415,000 | 1,091 |
| Issued or guaranteed by U.S. | $36,415,000 | 1,081 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $20,193,000 | 904 |
| CMOs issued by government agencies or sponsored agencies | $20,193,000 | 702 |
| 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) | $90,170,000 | 1,221 |
| Total debt securities | $90,121,000 | 1,376 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| 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 | $83,651,000 | 1,477 |
| U.S. Government securities | $53,491,000 | 1,590 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $53,491,000 | 1,554 |
| Securities issued by states & political subdivisions | $11,268,000 | 1,947 |
| Other domestic debt securities | $18,826,000 | 587 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $364,000 | 268 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,462,000 | 242 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $66,000 | 1,325 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,473,000 | 1,082 |
| Mortgage-backed securities | $42,835,000 | 1,390 |
| Certificates of participation in pools of residential mortgages | $42,835,000 | 988 |
| Issued or guaranteed by U.S. | $42,835,000 | 978 |
| 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) | $83,651,000 | 1,289 |
| Total debt securities | $83,585,000 | 1,452 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $86,740,000 | 1,399 |
| U.S. Government securities | $51,517,000 | 1,654 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $51,517,000 | 1,632 |
| Securities issued by states & political subdivisions | $14,772,000 | 1,532 |
| Other domestic debt securities | $20,398,000 | 526 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $380,000 | 252 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,018,000 | 219 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $53,000 | 1,357 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,948,000 | 1,114 |
| Mortgage-backed securities | $40,911,000 | 1,382 |
| Certificates of participation in pools of residential mortgages | $38,362,000 | 1,048 |
| Issued or guaranteed by U.S. | $38,362,000 | 1,038 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,549,000 | 2,265 |
| CMOs issued by government agencies or sponsored agencies | $2,549,000 | 1,938 |
| 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) | $86,740,000 | 1,214 |
| Total debt securities | $86,687,000 | 1,377 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $97,683,000 | 1,221 |
| U.S. Government securities | $58,929,000 | 1,425 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $58,929,000 | 1,397 |
| Securities issued by states & political subdivisions | $15,367,000 | 1,442 |
| Other domestic debt securities | $23,223,000 | 479 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $411,000 | 245 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,812,000 | 199 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $164,000 | 1,243 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,032,000 | 1,124 |
| Mortgage-backed securities | $48,432,000 | 1,161 |
| Certificates of participation in pools of residential mortgages | $36,982,000 | 1,038 |
| Issued or guaranteed by U.S. | $36,982,000 | 1,026 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $11,450,000 | 1,176 |
| CMOs issued by government agencies or sponsored agencies | $11,450,000 | 917 |
| 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) | $97,683,000 | 1,053 |
| Total debt securities | $97,518,000 | 1,204 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $103,789,000 | 1,169 |
| U.S. Government securities | $57,887,000 | 1,457 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $57,887,000 | 1,431 |
| Securities issued by states & political subdivisions | $16,235,000 | 1,376 |
| Other domestic debt securities | $27,697,000 | 454 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $391,000 | 239 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,306,000 | 189 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $1,970,000 | 774 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,418,000 | 1,022 |
| Mortgage-backed securities | $48,332,000 | 1,146 |
| Certificates of participation in pools of residential mortgages | $37,086,000 | 1,021 |
| Issued or guaranteed by U.S. | $37,086,000 | 1,009 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $11,246,000 | 1,178 |
| CMOs issued by government agencies or sponsored agencies | $11,246,000 | 922 |
| 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) | $103,789,000 | 1,007 |
| Total debt securities | $101,819,000 | 1,159 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $107,310,000 | 1,138 |
| U.S. Government securities | $60,616,000 | 1,374 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $60,616,000 | 1,345 |
| Securities issued by states & political subdivisions | $16,800,000 | 1,342 |
| Other domestic debt securities | $28,111,000 | 443 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $416,000 | 236 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,695,000 | 197 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $1,783,000 | 853 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,358,000 | 971 |
| Mortgage-backed securities | $48,889,000 | 1,108 |
| Certificates of participation in pools of residential mortgages | $37,511,000 | 969 |
| Issued or guaranteed by U.S. | $37,511,000 | 958 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $11,378,000 | 1,153 |
| CMOs issued by government agencies or sponsored agencies | $11,378,000 | 902 |
| 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) | $16,800,000 | 826 |
| Available-for-sale securities (fair market value) | $90,510,000 | 1,163 |
| Total debt securities | $105,525,000 | 1,124 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $98,406,000 | 1,219 |
| U.S. Government securities | $56,236,000 | 1,498 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $56,236,000 | 1,471 |
| Securities issued by states & political subdivisions | $15,909,000 | 1,385 |
| Other domestic debt securities | $24,226,000 | 460 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $452,000 | 217 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,774,000 | 221 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $2,035,000 | 751 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,696,000 | 1,221 |
| Mortgage-backed securities | $40,615,000 | 1,147 |
| Certificates of participation in pools of residential mortgages | $28,653,000 | 1,080 |
| Issued or guaranteed by U.S. | $28,653,000 | 1,072 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $11,962,000 | 1,037 |
| CMOs issued by government agencies or sponsored agencies | $11,962,000 | 814 |
| 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) | $98,406,000 | 1,068 |
| Total debt securities | $96,369,000 | 1,213 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $64,828,000 | 1,807 |
| U.S. Government securities | $32,485,000 | 2,513 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $32,485,000 | 2,463 |
| Securities issued by states & political subdivisions | $14,478,000 | 1,482 |
| Other domestic debt securities | $17,865,000 | 526 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $457,000 | 209 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,408,000 | 271 |
| 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 | $27,010,000 | 1,723 |
| Mortgage-backed securities | $14,325,000 | 2,233 |
| Certificates of participation in pools of residential mortgages | $13,339,000 | 1,775 |
| Issued or guaranteed by U.S. | $13,339,000 | 1,766 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $986,000 | 2,601 |
| CMOs issued by government agencies or sponsored agencies | $986,000 | 2,297 |
| 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) | $64,828,000 | 1,561 |
| Total debt securities | $64,830,000 | 1,768 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $62,871,000 | 1,843 |
| U.S. Government securities | $27,555,000 | 2,889 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $27,555,000 | 2,822 |
| Securities issued by states & political subdivisions | $14,505,000 | 1,447 |
| Other domestic debt securities | $20,811,000 | 463 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $463,000 | 202 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,348,000 | 223 |
| 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 | $22,308,000 | 2,002 |
| Mortgage-backed securities | $11,985,000 | 2,413 |
| Certificates of participation in pools of residential mortgages | $10,973,000 | 1,948 |
| Issued or guaranteed by U.S. | $10,973,000 | 1,942 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,012,000 | 2,543 |
| CMOs issued by government agencies or sponsored agencies | $1,012,000 | 2,255 |
| 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) | $62,871,000 | 1,591 |
| Total debt securities | $62,872,000 | 1,804 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $54,192,000 | 2,130 |
| U.S. Government securities | $25,195,000 | 3,094 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $25,195,000 | 3,012 |
| Securities issued by states & political subdivisions | $9,672,000 | 2,065 |
| Other domestic debt securities | $19,325,000 | 492 |
| 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 | $19,325,000 | 242 |
| 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 | $20,031,000 | 2,197 |
| Mortgage-backed securities | $13,519,000 | 2,250 |
| Certificates of participation in pools of residential mortgages | $12,491,000 | 1,802 |
| Issued or guaranteed by U.S. | $12,491,000 | 1,796 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,028,000 | 2,495 |
| CMOs issued by government agencies or sponsored agencies | $1,028,000 | 2,224 |
| 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) | $54,192,000 | 1,831 |
| Total debt securities | $54,191,000 | 2,093 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $50,061,000 | 2,329 |
| U.S. Government securities | $22,519,000 | 3,413 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $22,519,000 | 3,319 |
| Securities issued by states & political subdivisions | $9,665,000 | 2,061 |
| Other domestic debt securities | $17,877,000 | 512 |
| 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 | $17,877,000 | 271 |
| 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 | $18,188,000 | 2,349 |
| Mortgage-backed securities | $13,381,000 | 2,259 |
| Certificates of participation in pools of residential mortgages | $12,356,000 | 1,829 |
| Issued or guaranteed by U.S. | $12,356,000 | 1,820 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,025,000 | 2,490 |
| CMOs issued by government agencies or sponsored agencies | $1,025,000 | 2,220 |
| 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) | $50,061,000 | 2,020 |
| Total debt securities | $50,061,000 | 2,284 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $49,285,000 | 2,378 |
| U.S. Government securities | $22,688,000 | 3,430 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $22,688,000 | 3,328 |
| Securities issued by states & political subdivisions | $8,644,000 | 2,236 |
| Other domestic debt securities | $17,953,000 | 519 |
| 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 | $17,953,000 | 274 |
| 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 | $17,410,000 | 2,412 |
| Mortgage-backed securities | $14,097,000 | 2,196 |
| Certificates of participation in pools of residential mortgages | $13,078,000 | 1,770 |
| Issued or guaranteed by U.S. | $13,078,000 | 1,759 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,019,000 | 2,460 |
| CMOs issued by government agencies or sponsored agencies | $1,019,000 | 2,186 |
| 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) | $49,285,000 | 2,051 |
| Total debt securities | $49,285,000 | 2,329 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $46,690,000 | 2,472 |
| U.S. Government securities | $24,116,000 | 3,298 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $24,116,000 | 3,186 |
| Securities issued by states & political subdivisions | $7,991,000 | 2,352 |
| Other domestic debt securities | $14,583,000 | 581 |
| 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 | $14,583,000 | 316 |
| 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 | $17,811,000 | 2,362 |
| Mortgage-backed securities | $15,601,000 | 2,060 |
| Certificates of participation in pools of residential mortgages | $14,585,000 | 1,657 |
| Issued or guaranteed by U.S. | $14,585,000 | 1,649 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,016,000 | 2,462 |
| CMOs issued by government agencies or sponsored agencies | $1,016,000 | 2,182 |
| 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) | $46,690,000 | 2,117 |
| Total debt securities | $46,690,000 | 2,429 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $38,012,000 | 2,972 |
| U.S. Government securities | $17,663,000 | 4,142 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $17,663,000 | 4,011 |
| Securities issued by states & political subdivisions | $9,026,000 | 2,135 |
| Other domestic debt securities | $11,323,000 | 667 |
| 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 | $11,323,000 | 389 |
| 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 | $17,028,000 | 2,437 |
| Mortgage-backed securities | $17,192,000 | 1,983 |
| Certificates of participation in pools of residential mortgages | $16,164,000 | 1,565 |
| Issued or guaranteed by U.S. | $16,164,000 | 1,556 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,028,000 | 2,460 |
| CMOs issued by government agencies or sponsored agencies | $1,028,000 | 2,178 |
| 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) | $38,012,000 | 2,562 |
| Total debt securities | $38,012,000 | 2,924 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $32,827,000 | 3,314 |
| U.S. Government securities | $17,922,000 | 4,088 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $17,922,000 | 3,961 |
| Securities issued by states & political subdivisions | $3,969,000 | 3,443 |
| Other domestic debt securities | $10,936,000 | 696 |
| 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 | $10,936,000 | 415 |
| 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 | $11,292,000 | 3,165 |
| Mortgage-backed securities | $17,469,000 | 1,974 |
| Certificates of participation in pools of residential mortgages | $16,429,000 | 1,566 |
| Issued or guaranteed by U.S. | $16,429,000 | 1,555 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,040,000 | 2,465 |
| CMOs issued by government agencies or sponsored agencies | $1,040,000 | 2,197 |
| 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) | $32,827,000 | 2,861 |
| Total debt securities | $32,827,000 | 3,267 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $30,170,000 | 3,531 |
| U.S. Government securities | $18,745,000 | 3,929 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $18,745,000 | 3,807 |
| Securities issued by states & political subdivisions | $2,226,000 | 4,233 |
| Other domestic debt securities | $9,199,000 | 784 |
| 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 | $9,199,000 | 491 |
| 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 | $15,640,000 | 2,532 |
| Mortgage-backed securities | $18,255,000 | 1,915 |
| Certificates of participation in pools of residential mortgages | $17,196,000 | 1,534 |
| Issued or guaranteed by U.S. | $17,196,000 | 1,524 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,059,000 | 2,477 |
| CMOs issued by government agencies or sponsored agencies | $1,059,000 | 2,208 |
| 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) | $30,170,000 | 3,051 |
| Total debt securities | $30,170,000 | 3,474 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $29,196,000 | 3,654 |
| U.S. Government securities | $18,044,000 | 4,068 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $18,044,000 | 3,938 |
| Securities issued by states & political subdivisions | $2,231,000 | 4,210 |
| Other domestic debt securities | $8,921,000 | 797 |
| 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 | $8,921,000 | 519 |
| 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 | $15,329,000 | 2,565 |
| Mortgage-backed securities | $17,552,000 | 2,001 |
| Certificates of participation in pools of residential mortgages | $16,443,000 | 1,636 |
| Issued or guaranteed by U.S. | $16,443,000 | 1,622 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,109,000 | 2,512 |
| CMOs issued by government agencies or sponsored agencies | $1,109,000 | 2,246 |
| 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) | $29,196,000 | 3,163 |
| Total debt securities | $29,195,000 | 3,610 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $27,857,000 | 3,819 |
| U.S. Government securities | $16,006,000 | 4,457 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $16,006,000 | 4,317 |
| Securities issued by states & political subdivisions | $2,194,000 | 4,239 |
| Other domestic debt securities | $9,657,000 | 782 |
| 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 | $9,657,000 | 512 |
| 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 | $16,396,000 | 2,440 |
| Mortgage-backed securities | $15,504,000 | 2,256 |
| Certificates of participation in pools of residential mortgages | $14,387,000 | 1,853 |
| Issued or guaranteed by U.S. | $14,387,000 | 1,841 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,117,000 | 2,552 |
| CMOs issued by government agencies or sponsored agencies | $1,117,000 | 2,298 |
| 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) | $27,857,000 | 3,305 |
| Total debt securities | $27,858,000 | 3,763 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $27,212,000 | 3,881 |
| U.S. Government securities | $15,213,000 | 4,606 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $15,213,000 | 4,461 |
| Securities issued by states & political subdivisions | $2,221,000 | 4,213 |
| Other domestic debt securities | $9,778,000 | 813 |
| 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 | $9,778,000 | 544 |
| 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 | $13,767,000 | 2,735 |
| Mortgage-backed securities | $14,696,000 | 2,370 |
| Certificates of participation in pools of residential mortgages | $12,936,000 | 2,018 |
| Issued or guaranteed by U.S. | $12,936,000 | 2,009 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,760,000 | 2,283 |
| CMOs issued by government agencies or sponsored agencies | $1,760,000 | 2,046 |
| 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) | $27,212,000 | 3,351 |
| Total debt securities | $27,211,000 | 3,819 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $26,942,000 | 3,909 |
| U.S. Government securities | $14,811,000 | 4,663 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $14,811,000 | 4,514 |
| Securities issued by states & political subdivisions | $2,285,000 | 4,184 |
| Other domestic debt securities | $9,846,000 | 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 | $9,846,000 | 545 |
| 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 | $11,769,000 | 2,987 |
| Mortgage-backed securities | $12,288,000 | 2,643 |
| Certificates of participation in pools of residential mortgages | $10,315,000 | 2,326 |
| Issued or guaranteed by U.S. | $10,315,000 | 2,317 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,973,000 | 2,196 |
| CMOs issued by government agencies or sponsored agencies | $1,973,000 | 1,970 |
| 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) | $26,942,000 | 3,389 |
| Total debt securities | $26,940,000 | 3,841 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $27,393,000 | 3,926 |
| U.S. Government securities | $15,460,000 | 4,618 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $15,460,000 | 4,453 |
| Securities issued by states & political subdivisions | $2,190,000 | 4,230 |
| Other domestic debt securities | $9,743,000 | 828 |
| 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 | $9,743,000 | 575 |
| 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 | $14,379,000 | 2,593 |
| Mortgage-backed securities | $12,979,000 | 2,585 |
| Certificates of participation in pools of residential mortgages | $10,953,000 | 2,277 |
| Issued or guaranteed by U.S. | $10,953,000 | 2,268 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,026,000 | 2,215 |
| CMOs issued by government agencies or sponsored agencies | $2,026,000 | 1,982 |
| 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) | $27,393,000 | 3,390 |
| Total debt securities | $27,396,000 | 3,853 |
| Structured notes | ||
| Amortized cost | $1,952,000 | 1,595 |
| Fair value | $1,945,000 | 1,558 |
| 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 | $26,025,000 | 4,045 |
| U.S. Government securities | $17,714,000 | 4,166 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $17,714,000 | 4,015 |
| Securities issued by states & political subdivisions | $2,874,000 | 3,885 |
| Other domestic debt securities | $5,437,000 | 1,214 |
| 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 | $5,437,000 | 911 |
| 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 | $6,441,000 | 4,060 |
| Mortgage-backed securities | $15,188,000 | 2,398 |
| Certificates of participation in pools of residential mortgages | $12,189,000 | 2,143 |
| Issued or guaranteed by U.S. | $12,189,000 | 2,135 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,999,000 | 1,981 |
| CMOs issued by government agencies or sponsored agencies | $2,999,000 | 1,770 |
| 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) | $26,025,000 | 3,520 |
| Total debt securities | $26,026,000 | 3,970 |
| Structured notes | ||
| Amortized cost | $1,952,000 | 1,413 |
| Fair value | $1,945,000 | 1,417 |
| 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 | $22,951,000 | 4,445 |
| U.S. Government securities | $14,580,000 | 4,766 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $14,580,000 | 4,629 |
| Securities issued by states & political subdivisions | $3,097,000 | 3,829 |
| Other domestic debt securities | $5,274,000 | 1,229 |
| 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 | $5,274,000 | 999 |
| 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 | $6,551,000 | 3,965 |
| Mortgage-backed securities | $14,071,000 | 2,513 |
| Certificates of participation in pools of residential mortgages | $10,595,000 | 2,343 |
| Issued or guaranteed by U.S. | $10,595,000 | 2,330 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,476,000 | 1,875 |
| CMOs issued by government agencies or sponsored agencies | $3,476,000 | 1,764 |
| 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) | $22,951,000 | 3,851 |
| Total debt securities | $22,950,000 | 4,369 |
| Structured notes | ||
| Amortized cost | $1,952,000 | 1,306 |
| Fair value | $1,945,000 | 1,296 |
| 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 | $18,853,000 | 4,895 |
| U.S. Government securities | $12,068,000 | 5,140 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $12,068,000 | 4,981 |
| Securities issued by states & political subdivisions | $2,017,000 | 4,394 |
| Other domestic debt securities | $4,768,000 | 1,397 |
| 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 | $4,768,000 | 1,140 |
| 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 | $9,560,000 | 3,175 |
| Mortgage-backed securities | $9,555,000 | 3,066 |
| Certificates of participation in pools of residential mortgages | $5,115,000 | 3,378 |
| Issued or guaranteed by U.S. | $5,115,000 | 3,363 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $4,440,000 | 1,718 |
| CMOs issued by government agencies or sponsored agencies | $4,440,000 | 1,595 |
| 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) | $18,853,000 | 4,274 |
| Total debt securities | $18,854,000 | 4,812 |
| Structured notes | ||
| Amortized cost | $1,992,000 | 1,123 |
| Fair value | $1,968,000 | 1,084 |
| 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 | $19,305,000 | 4,795 |
| U.S. Government securities | $12,956,000 | 4,900 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $12,956,000 | 4,738 |
| Securities issued by states & political subdivisions | $1,000,000 | 5,212 |
| Other domestic debt securities | $5,349,000 | 1,328 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $504,000 | 313 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,845,000 | 1,161 |
| 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 | $8,699,000 | 3,310 |
| Mortgage-backed securities | $12,441,000 | 2,715 |
| Certificates of participation in pools of residential mortgages | $5,777,000 | 3,221 |
| Issued or guaranteed by U.S. | $5,777,000 | 3,208 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $6,664,000 | 1,517 |
| CMOs issued by government agencies or sponsored agencies | $6,664,000 | 1,418 |
| 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) | $19,305,000 | 4,172 |
| Total debt securities | $19,304,000 | 4,699 |
| 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 | $17,240,000 | 5,112 |
| U.S. Government securities | $11,010,000 | 5,367 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $11,010,000 | 5,186 |
| Securities issued by states & political subdivisions | $968,000 | 5,206 |
| Other domestic debt securities | $5,262,000 | 1,354 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $449,000 | 346 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,813,000 | 1,169 |
| 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 | $6,515,000 | 3,889 |
| Mortgage-backed securities | $10,546,000 | 2,979 |
| Certificates of participation in pools of residential mortgages | $5,709,000 | 3,217 |
| Issued or guaranteed by U.S. | $5,709,000 | 3,206 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $4,837,000 | 1,837 |
| CMOs issued by government agencies or sponsored agencies | $4,837,000 | 1,718 |
| 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) | $17,240,000 | 4,429 |
| Total debt securities | $17,240,000 | 5,012 |
| 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 | $19,651,000 | 4,693 |
| U.S. Government securities | $13,095,000 | 4,850 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $13,095,000 | 4,674 |
| Securities issued by states & political subdivisions | $929,000 | 5,266 |
| Other domestic debt securities | $5,627,000 | 1,294 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $452,000 | 362 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,175,000 | 1,110 |
| 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 | $8,190,000 | 3,455 |
| Mortgage-backed securities | $11,597,000 | 2,807 |
| Certificates of participation in pools of residential mortgages | $7,695,000 | 2,707 |
| Issued or guaranteed by U.S. | $7,695,000 | 2,698 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $3,902,000 | 2,037 |
| CMOs issued by government agencies or sponsored agencies | $3,902,000 | 1,939 |
| 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) | $19,651,000 | 4,057 |
| Total debt securities | $19,648,000 | 4,609 |
| 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 | $15,355,000 | 5,306 |
| U.S. Government securities | $10,760,000 | 5,322 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $10,760,000 | 5,091 |
| Securities issued by states & political subdivisions | $145,000 | 6,667 |
| Other domestic debt securities | $4,450,000 | 1,534 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $617,000 | 366 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,833,000 | 1,351 |
| 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 | $9,724,000 | 3,018 |
| Mortgage-backed securities | $8,290,000 | 3,156 |
| Certificates of participation in pools of residential mortgages | $4,249,000 | 3,387 |
| Issued or guaranteed by U.S. | $4,249,000 | 3,373 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $4,041,000 | 2,090 |
| CMOs issued by government agencies or sponsored agencies | $4,041,000 | 1,957 |
| 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) | $15,355,000 | 4,549 |
| Total debt securities | $15,356,000 | 5,216 |
| 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 | $19,470,000 | 4,727 |
| U.S. Government securities | $17,633,000 | 4,024 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $17,633,000 | 3,760 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $1,488,000 | 2,185 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,488,000 | 1,885 |
| Foreign debt securities | NA | NA |
| Equity securities | $349,000 | 4,658 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,004,000 | 2,240 |
| Mortgage-backed securities | $6,256,000 | 3,027 |
| Certificates of participation in pools of residential mortgages | $5,763,000 | 2,428 |
| Issued or guaranteed by U.S. | $5,763,000 | 2,411 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $493,000 | 3,351 |
| CMOs issued by government agencies or sponsored agencies | $493,000 | 3,187 |
| 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) | $19,470,000 | 3,875 |
| Total debt securities | $19,121,000 | 4,651 |
| Structured notes | ||
| Amortized cost | $989,000 | 416 |
| Fair value | $990,000 | 360 |
| 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 | $14,466,000 | 5,920 |
| U.S. Government securities | $14,036,000 | 4,976 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $14,036,000 | 4,510 |
| 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 | $430,000 | 4,054 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,442,000 | 3,810 |
| Mortgage-backed securities | $2,859,000 | 4,557 |
| Certificates of participation in pools of residential mortgages | $1,931,000 | 4,248 |
| Issued or guaranteed by U.S. | $1,931,000 | 4,229 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $928,000 | 3,114 |
| CMOs issued by government agencies or sponsored agencies | $928,000 | 2,965 |
| 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) | $14,466,000 | 4,857 |
| Total debt securities | $14,036,000 | 5,904 |
| 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 | $13,618,000 | 6,114 |
| U.S. Government securities | $13,454,000 | 5,133 |
| U.S. Treasury securities | $1,010,000 | 5,015 |
| U.S. Government agency obligations | $12,444,000 | 4,627 |
| 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 | $164,000 | 5,769 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,031,000 | 4,272 |
| Mortgage-backed securities | $2,425,000 | 5,054 |
| Certificates of participation in pools of residential mortgages | $2,425,000 | 4,112 |
| Issued or guaranteed by U.S. | $2,425,000 | 4,092 |
| 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) | $13,618,000 | 4,900 |
| Total debt securities | $13,454,000 | 6,034 |
| 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 | $5,049,000 | 9,220 |
| U.S. Government securities | $4,999,000 | 8,574 |
| U.S. Treasury securities | $2,000,000 | 5,198 |
| U.S. Government agency obligations | $2,999,000 | 8,440 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,000 | 7,031 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,002,000 | 7,498 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $5,049,000 | 7,453 |
| Total debt securities | $4,999,000 | 9,113 |
| 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 |