Home > CF Bancorp > Securities
CF Bancorp, Securities
| 2010-03-31 | Rank | |
| Total securities | $233,425,000 | 567 |
| U.S. Government securities | $801,000 | 7,260 |
| U.S. Treasury securities | $503,000 | 943 |
| U.S. Government agency obligations | $298,000 | 7,310 |
| Securities issued by states & political subdivisions | $6,943,000 | 2,770 |
| Other domestic debt securities | $225,681,000 | 98 |
| Privately issued residential mortgage-backed securities | $225,681,000 | 54 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $216,446,000 | 289 |
| Mortgage-backed securities | $225,895,000 | 332 |
| Certificates of participation in pools of residential mortgages | $159,000 | 5,553 |
| Issued or guaranteed by U.S. | $159,000 | 5,539 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $225,736,000 | 169 |
| CMOs issued by government agencies or sponsored agencies | $55,000 | 3,261 |
| Privately issued | $225,681,000 | 50 |
| 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) | $187,270,000 | 103 |
| Available-for-sale securities (fair market value) | $46,155,000 | 2,275 |
| Total debt securities | $233,425,000 | 561 |
| 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 | $237,899,000 | 544 |
| U.S. Government securities | $832,000 | 7,276 |
| U.S. Treasury securities | $504,000 | 886 |
| U.S. Government agency obligations | $328,000 | 7,322 |
| Securities issued by states & political subdivisions | $6,722,000 | 2,820 |
| Other domestic debt securities | $230,345,000 | 103 |
| Privately issued residential mortgage-backed securities | $230,345,000 | 58 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $231,562,000 | 278 |
| Mortgage-backed securities | $230,587,000 | 319 |
| Certificates of participation in pools of residential mortgages | $166,000 | 5,605 |
| Issued or guaranteed by U.S. | $166,000 | 5,589 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $230,421,000 | 169 |
| CMOs issued by government agencies or sponsored agencies | $76,000 | 3,234 |
| Privately issued | $230,345,000 | 55 |
| 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) | $191,321,000 | 99 |
| Available-for-sale securities (fair market value) | $46,578,000 | 2,237 |
| Total debt securities | $237,899,000 | 537 |
| 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 | $269,539,000 | 480 |
| U.S. Government securities | $31,435,000 | 2,580 |
| U.S. Treasury securities | $544,000 | 805 |
| U.S. Government agency obligations | $30,891,000 | 2,550 |
| Securities issued by states & political subdivisions | $8,657,000 | 2,478 |
| Other domestic debt securities | $229,447,000 | 110 |
| Privately issued residential mortgage-backed securities | $229,447,000 | 63 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $264,804,000 | 235 |
| Mortgage-backed securities | $233,214,000 | 321 |
| Certificates of participation in pools of residential mortgages | $1,466,000 | 4,836 |
| Issued or guaranteed by U.S. | $1,466,000 | 4,824 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $231,748,000 | 167 |
| CMOs issued by government agencies or sponsored agencies | $2,301,000 | 2,043 |
| Privately issued | $229,447,000 | 60 |
| 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) | $189,331,000 | 109 |
| Available-for-sale securities (fair market value) | $80,208,000 | 1,383 |
| Total debt securities | $269,539,000 | 469 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 327 |
| Fair value | $7,988,000 | 333 |
| 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 | $293,679,000 | 443 |
| U.S. Government securities | $51,004,000 | 1,641 |
| U.S. Treasury securities | $545,000 | 792 |
| U.S. Government agency obligations | $50,459,000 | 1,613 |
| Securities issued by states & political subdivisions | $8,338,000 | 2,484 |
| Other domestic debt securities | $234,337,000 | 119 |
| Privately issued residential mortgage-backed securities | $220,414,000 | 69 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $13,923,000 | 67 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $264,533,000 | 242 |
| Mortgage-backed securities | $224,302,000 | 338 |
| Certificates of participation in pools of residential mortgages | $1,589,000 | 4,846 |
| Issued or guaranteed by U.S. | $1,589,000 | 4,831 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $222,713,000 | 167 |
| CMOs issued by government agencies or sponsored agencies | $2,299,000 | 2,029 |
| Privately issued | $220,414,000 | 65 |
| 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) | $195,093,000 | 108 |
| Available-for-sale securities (fair market value) | $98,586,000 | 1,099 |
| Total debt securities | $293,679,000 | 433 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 153 |
| Fair value | $9,983,000 | 157 |
| 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 | $300,368,000 | 435 |
| U.S. Government securities | $34,821,000 | 2,328 |
| U.S. Treasury securities | $550,000 | 741 |
| U.S. Government agency obligations | $34,271,000 | 2,313 |
| Securities issued by states & political subdivisions | $8,807,000 | 2,331 |
| Other domestic debt securities | $256,740,000 | 111 |
| Privately issued residential mortgage-backed securities | $241,689,000 | 73 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,051,000 | 74 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $275,532,000 | 237 |
| Mortgage-backed securities | $245,878,000 | 318 |
| Certificates of participation in pools of residential mortgages | $1,868,000 | 4,810 |
| Issued or guaranteed by U.S. | $1,868,000 | 4,794 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $244,010,000 | 158 |
| CMOs issued by government agencies or sponsored agencies | $2,321,000 | 2,045 |
| Privately issued | $241,689,000 | 70 |
| 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) | $214,185,000 | 104 |
| Available-for-sale securities (fair market value) | $86,183,000 | 1,256 |
| Total debt securities | $300,368,000 | 427 |
| Structured notes | ||
| Amortized cost | $5,426,000 | 222 |
| Fair value | $3,132,000 | 393 |
| 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 | $324,340,000 | 402 |
| U.S. Government securities | $19,370,000 | 3,640 |
| U.S. Treasury securities | $560,000 | 706 |
| U.S. Government agency obligations | $18,810,000 | 3,635 |
| Securities issued by states & political subdivisions | $8,753,000 | 2,291 |
| Other domestic debt securities | $296,217,000 | 97 |
| Privately issued residential mortgage-backed securities | $279,943,000 | 66 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,274,000 | 69 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $318,110,000 | 212 |
| Mortgage-backed securities | $298,225,000 | 268 |
| Certificates of participation in pools of residential mortgages | $2,259,000 | 4,632 |
| Issued or guaranteed by U.S. | $2,259,000 | 4,618 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $295,966,000 | 136 |
| CMOs issued by government agencies or sponsored agencies | $16,023,000 | 779 |
| Privately issued | $279,943,000 | 61 |
| 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) | $250,008,000 | 85 |
| Available-for-sale securities (fair market value) | $74,332,000 | 1,430 |
| Total debt securities | $324,340,000 | 391 |
| Structured notes | ||
| Amortized cost | $5,748,000 | 244 |
| Fair value | $3,453,000 | 405 |
| 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 | $375,765,000 | 339 |
| U.S. Government securities | $19,201,000 | 3,609 |
| U.S. Treasury securities | $537,000 | 750 |
| U.S. Government agency obligations | $18,664,000 | 3,606 |
| Securities issued by states & political subdivisions | $15,714,000 | 1,418 |
| Other domestic debt securities | $340,850,000 | 85 |
| Privately issued residential mortgage-backed securities | $340,844,000 | 60 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,000 | 305 |
| 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 | $300,630,000 | 217 |
| Mortgage-backed securities | $358,984,000 | 226 |
| Certificates of participation in pools of residential mortgages | $2,361,000 | 4,545 |
| Issued or guaranteed by U.S. | $2,361,000 | 4,532 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $356,623,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $15,779,000 | 732 |
| Privately issued | $340,844,000 | 54 |
| 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) | $277,051,000 | 77 |
| Available-for-sale securities (fair market value) | $98,714,000 | 1,040 |
| Total debt securities | $375,765,000 | 332 |
| 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 | $385,395,000 | 334 |
| U.S. Government securities | $9,987,000 | 5,141 |
| U.S. Treasury securities | $529,000 | 748 |
| U.S. Government agency obligations | $9,458,000 | 5,151 |
| Securities issued by states & political subdivisions | $25,739,000 | 832 |
| Other domestic debt securities | $349,669,000 | 91 |
| Privately issued residential mortgage-backed securities | $349,669,000 | 65 |
| 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 | $353,617,000 | 184 |
| Mortgage-backed securities | $354,547,000 | 231 |
| Certificates of participation in pools of residential mortgages | $2,485,000 | 4,509 |
| Issued or guaranteed by U.S. | $2,485,000 | 4,491 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $352,062,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $2,393,000 | 1,910 |
| Privately issued | $349,669,000 | 58 |
| 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) | $283,527,000 | 73 |
| Available-for-sale securities (fair market value) | $101,868,000 | 1,022 |
| Total debt securities | $385,395,000 | 326 |
| 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 | $412,893,000 | 322 |
| U.S. Government securities | $15,536,000 | 4,151 |
| U.S. Treasury securities | $550,000 | 767 |
| U.S. Government agency obligations | $14,986,000 | 4,162 |
| Securities issued by states & political subdivisions | $29,914,000 | 692 |
| Other domestic debt securities | $367,443,000 | 90 |
| Privately issued residential mortgage-backed securities | $367,443,000 | 67 |
| 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 | $369,528,000 | 187 |
| Mortgage-backed securities | $372,937,000 | 218 |
| Certificates of participation in pools of residential mortgages | $2,973,000 | 4,203 |
| Issued or guaranteed by U.S. | $2,973,000 | 4,187 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $369,964,000 | 114 |
| CMOs issued by government agencies or sponsored agencies | $2,521,000 | 1,852 |
| Privately issued | $367,443,000 | 59 |
| 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) | $293,828,000 | 67 |
| Available-for-sale securities (fair market value) | $119,065,000 | 898 |
| Total debt securities | $412,893,000 | 309 |
| 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 | $127,271,000 | 935 |
| U.S. Government securities | $18,304,000 | 3,820 |
| U.S. Treasury securities | $525,000 | 872 |
| U.S. Government agency obligations | $17,779,000 | 3,808 |
| Securities issued by states & political subdivisions | $29,765,000 | 668 |
| Other domestic debt securities | $79,202,000 | 237 |
| Privately issued residential mortgage-backed securities | $79,202,000 | 156 |
| 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 | $5,565,000 | 4,353 |
| Mortgage-backed securities | $86,549,000 | 623 |
| Certificates of participation in pools of residential mortgages | $3,159,000 | 3,845 |
| Issued or guaranteed by U.S. | $3,159,000 | 3,829 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $83,390,000 | 303 |
| CMOs issued by government agencies or sponsored agencies | $4,188,000 | 1,461 |
| Privately issued | $79,202,000 | 145 |
| 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) | $127,271,000 | 800 |
| Total debt securities | $127,271,000 | 909 |
| 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 | $118,519,000 | 1,008 |
| U.S. Government securities | $53,007,000 | 1,606 |
| U.S. Treasury securities | $514,000 | 933 |
| U.S. Government agency obligations | $52,493,000 | 1,587 |
| Securities issued by states & political subdivisions | $29,136,000 | 678 |
| Other domestic debt securities | $36,376,000 | 353 |
| Privately issued residential mortgage-backed securities | $36,376,000 | 227 |
| 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 | $5,550,000 | 4,365 |
| Mortgage-backed securities | $76,129,000 | 651 |
| Certificates of participation in pools of residential mortgages | $37,202,000 | 833 |
| Issued or guaranteed by U.S. | $37,202,000 | 823 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $38,927,000 | 477 |
| CMOs issued by government agencies or sponsored agencies | $2,551,000 | 1,722 |
| Privately issued | $36,376,000 | 216 |
| 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) | $118,519,000 | 872 |
| Total debt securities | $118,519,000 | 980 |
| 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 | $104,625,000 | 1,162 |
| U.S. Government securities | $69,364,000 | 1,249 |
| U.S. Treasury securities | $499,000 | 1,068 |
| U.S. Government agency obligations | $68,865,000 | 1,224 |
| Securities issued by states & political subdivisions | $30,356,000 | 639 |
| Other domestic debt securities | $4,905,000 | 1,036 |
| Privately issued residential mortgage-backed securities | $2,857,000 | 675 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,048,000 | 977 |
| 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 | $5,527,000 | 4,388 |
| Mortgage-backed securities | $58,079,000 | 817 |
| Certificates of participation in pools of residential mortgages | $52,658,000 | 625 |
| Issued or guaranteed by U.S. | $52,658,000 | 615 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,421,000 | 1,487 |
| CMOs issued by government agencies or sponsored agencies | $2,564,000 | 1,705 |
| Privately issued | $2,857,000 | 637 |
| 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) | $104,625,000 | 1,012 |
| Total debt securities | $104,625,000 | 1,139 |
| 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 | $56,957,000 | 2,029 |
| U.S. Government securities | $20,222,000 | 3,634 |
| U.S. Treasury securities | $509,000 | 1,121 |
| U.S. Government agency obligations | $19,713,000 | 3,601 |
| Securities issued by states & political subdivisions | $32,686,000 | 567 |
| Other domestic debt securities | $4,049,000 | 1,142 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,000 | 287 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,038,000 | 711 |
| 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 | $5,552,000 | 4,404 |
| Mortgage-backed securities | $2,715,000 | 4,407 |
| Certificates of participation in pools of residential mortgages | $2,434,000 | 3,961 |
| Issued or guaranteed by U.S. | $2,434,000 | 3,943 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $281,000 | 3,102 |
| CMOs issued by government agencies or sponsored agencies | $281,000 | 2,806 |
| 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) | $56,957,000 | 1,746 |
| Total debt securities | $56,957,000 | 1,990 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $221,000 | 248 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $57,372,000 | 2,052 |
| U.S. Government securities | $21,389,000 | 3,551 |
| U.S. Treasury securities | $509,000 | 1,165 |
| U.S. Government agency obligations | $20,880,000 | 3,511 |
| Securities issued by states & political subdivisions | $32,024,000 | 588 |
| Other domestic debt securities | $3,959,000 | 1,157 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,000 | 276 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,948,000 | 749 |
| 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 | $5,045,000 | 4,552 |
| Mortgage-backed securities | $2,855,000 | 4,341 |
| Certificates of participation in pools of residential mortgages | $2,555,000 | 3,903 |
| Issued or guaranteed by U.S. | $2,555,000 | 3,891 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $300,000 | 3,076 |
| CMOs issued by government agencies or sponsored agencies | $300,000 | 2,784 |
| 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) | $57,372,000 | 1,765 |
| Total debt securities | $57,372,000 | 2,014 |
| Structured notes | ||
| Amortized cost | $2,993,000 | 1,158 |
| Fair value | $2,951,000 | 1,160 |
| Trading account assets | $320,000 | 139 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $58,930,000 | 2,033 |
| U.S. Government securities | $21,890,000 | 3,520 |
| U.S. Treasury securities | $508,000 | 1,233 |
| U.S. Government agency obligations | $21,382,000 | 3,473 |
| Securities issued by states & political subdivisions | $33,071,000 | 556 |
| Other domestic debt securities | $3,969,000 | 1,150 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,000 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,956,000 | 744 |
| 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 | $5,051,000 | 4,587 |
| Mortgage-backed securities | $3,008,000 | 4,269 |
| Certificates of participation in pools of residential mortgages | $2,687,000 | 3,830 |
| Issued or guaranteed by U.S. | $2,687,000 | 3,809 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $321,000 | 3,016 |
| CMOs issued by government agencies or sponsored agencies | $321,000 | 2,731 |
| 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) | $58,930,000 | 1,731 |
| Total debt securities | $58,930,000 | 1,985 |
| Structured notes | ||
| Amortized cost | $2,992,000 | 1,240 |
| Fair value | $2,942,000 | 1,242 |
| 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 | $65,252,000 | 1,838 |
| U.S. Government securities | $26,879,000 | 3,026 |
| U.S. Treasury securities | $492,000 | 1,352 |
| U.S. Government agency obligations | $26,387,000 | 2,973 |
| Securities issued by states & political subdivisions | $34,410,000 | 519 |
| Other domestic debt securities | $3,963,000 | 1,141 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,000 | 295 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,950,000 | 751 |
| 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 | $5,034,000 | 4,614 |
| Mortgage-backed securities | $3,162,000 | 4,215 |
| Certificates of participation in pools of residential mortgages | $2,822,000 | 3,784 |
| Issued or guaranteed by U.S. | $2,822,000 | 3,768 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $340,000 | 2,990 |
| CMOs issued by government agencies or sponsored agencies | $340,000 | 2,688 |
| 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) | $65,252,000 | 1,569 |
| Total debt securities | $65,251,000 | 1,802 |
| Structured notes | ||
| Amortized cost | $2,991,000 | 1,288 |
| Fair value | $2,903,000 | 1,285 |
| 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 | $66,573,000 | 1,824 |
| U.S. Government securities | $27,307,000 | 3,015 |
| U.S. Treasury securities | $506,000 | 1,346 |
| U.S. Government agency obligations | $26,801,000 | 2,951 |
| Securities issued by states & political subdivisions | $35,267,000 | 491 |
| Other domestic debt securities | $3,999,000 | 1,174 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,000 | 306 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,983,000 | 785 |
| 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 | $5,175,000 | 4,557 |
| Mortgage-backed securities | $3,397,000 | 4,163 |
| Certificates of participation in pools of residential mortgages | $3,031,000 | 3,719 |
| Issued or guaranteed by U.S. | $3,031,000 | 3,703 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $366,000 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $366,000 | 2,668 |
| 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) | $66,573,000 | 1,556 |
| Total debt securities | $66,572,000 | 1,783 |
| Structured notes | ||
| Amortized cost | $2,990,000 | 1,316 |
| Fair value | $2,926,000 | 1,304 |
| 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 | $66,739,000 | 1,815 |
| U.S. Government securities | $27,187,000 | 3,024 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $27,187,000 | 2,923 |
| Securities issued by states & political subdivisions | $35,417,000 | 495 |
| Other domestic debt securities | $4,135,000 | 1,166 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $116,000 | 283 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,019,000 | 802 |
| 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 | $4,993,000 | 4,589 |
| Mortgage-backed securities | $3,610,000 | 4,097 |
| Certificates of participation in pools of residential mortgages | $3,218,000 | 3,652 |
| Issued or guaranteed by U.S. | $3,218,000 | 3,638 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $392,000 | 2,956 |
| CMOs issued by government agencies or sponsored agencies | $392,000 | 2,666 |
| 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) | $66,739,000 | 1,551 |
| Total debt securities | $66,739,000 | 1,777 |
| Structured notes | ||
| Amortized cost | $2,988,000 | 1,319 |
| Fair value | $2,935,000 | 1,317 |
| 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 | $50,523,000 | 2,311 |
| U.S. Government securities | $21,660,000 | 3,548 |
| U.S. Treasury securities | $498,000 | 1,409 |
| U.S. Government agency obligations | $21,162,000 | 3,480 |
| Securities issued by states & political subdivisions | $25,332,000 | 736 |
| Other domestic debt securities | $3,531,000 | 1,275 |
| 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 | $3,531,000 | 890 |
| 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 | $5,686,000 | 4,396 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $50,523,000 | 1,950 |
| Total debt securities | $50,523,000 | 2,269 |
| Structured notes | ||
| Amortized cost | $2,987,000 | 1,287 |
| Fair value | $2,958,000 | 1,274 |
| 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 | $50,944,000 | 2,324 |
| U.S. Government securities | $21,870,000 | 3,576 |
| U.S. Treasury securities | $497,000 | 1,490 |
| U.S. Government agency obligations | $21,373,000 | 3,520 |
| Securities issued by states & political subdivisions | $25,498,000 | 722 |
| Other domestic debt securities | $3,576,000 | 1,291 |
| 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 | $3,576,000 | 916 |
| 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 | $5,700,000 | 4,361 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $50,944,000 | 1,952 |
| Total debt securities | $50,944,000 | 2,278 |
| Structured notes | ||
| Amortized cost | $2,986,000 | 1,298 |
| Fair value | $2,992,000 | 1,229 |
| 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 | $52,998,000 | 2,286 |
| U.S. Government securities | $23,672,000 | 3,442 |
| U.S. Treasury securities | $495,000 | 1,609 |
| U.S. Government agency obligations | $23,177,000 | 3,370 |
| Securities issued by states & political subdivisions | $25,758,000 | 711 |
| Other domestic debt securities | $3,568,000 | 1,340 |
| 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 | $3,568,000 | 980 |
| 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 | $5,697,000 | 4,396 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $52,998,000 | 1,912 |
| Total debt securities | $52,998,000 | 2,237 |
| Structured notes | ||
| Amortized cost | $2,985,000 | 1,285 |
| Fair value | $2,946,000 | 1,255 |
| 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 | $54,074,000 | 2,264 |
| U.S. Government securities | $24,079,000 | 3,385 |
| U.S. Treasury securities | $496,000 | 1,630 |
| U.S. Government agency obligations | $23,583,000 | 3,313 |
| Securities issued by states & political subdivisions | $26,347,000 | 706 |
| Other domestic debt securities | $3,648,000 | 1,344 |
| 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 | $3,648,000 | 990 |
| 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 | $5,537,000 | 4,426 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $54,074,000 | 1,902 |
| Total debt securities | $54,074,000 | 2,219 |
| Structured notes | ||
| Amortized cost | $2,984,000 | 1,255 |
| Fair value | $3,008,000 | 1,179 |
| 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 | $54,803,000 | 2,226 |
| U.S. Government securities | $24,356,000 | 3,340 |
| U.S. Treasury securities | $498,000 | 1,650 |
| U.S. Government agency obligations | $23,858,000 | 3,276 |
| Securities issued by states & political subdivisions | $26,750,000 | 684 |
| Other domestic debt securities | $3,697,000 | 1,348 |
| 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 | $3,697,000 | 1,022 |
| 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 | $5,557,000 | 4,410 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $54,803,000 | 1,877 |
| Total debt securities | $54,803,000 | 2,175 |
| Structured notes | ||
| Amortized cost | $2,983,000 | 1,293 |
| Fair value | $3,044,000 | 1,202 |
| 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 | $54,326,000 | 2,268 |
| U.S. Government securities | $23,992,000 | 3,449 |
| U.S. Treasury securities | $500,000 | 1,703 |
| U.S. Government agency obligations | $23,492,000 | 3,391 |
| Securities issued by states & political subdivisions | $26,677,000 | 670 |
| Other domestic debt securities | $3,657,000 | 1,396 |
| 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 | $3,657,000 | 1,076 |
| 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 | $5,522,000 | 4,407 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $54,326,000 | 1,921 |
| Total debt securities | $54,326,000 | 2,214 |
| Structured notes | ||
| Amortized cost | $2,981,000 | 1,262 |
| Fair value | $2,974,000 | 1,193 |
| 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 | $57,177,000 | 2,165 |
| U.S. Government securities | $5,845,000 | 6,892 |
| U.S. Treasury securities | $504,000 | 1,669 |
| U.S. Government agency obligations | $5,341,000 | 6,894 |
| Securities issued by states & political subdivisions | $13,031,000 | 1,519 |
| Other domestic debt securities | $38,301,000 | 365 |
| 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 | $38,301,000 | 199 |
| 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 | $0 | 7,252 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $57,177,000 | 1,851 |
| Total debt securities | $57,177,000 | 2,099 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $70,252,000 | 1,837 |
| U.S. Government securities | $8,013,000 | 6,303 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $8,013,000 | 6,132 |
| Securities issued by states & political subdivisions | $18,610,000 | 1,045 |
| Other domestic debt securities | $43,629,000 | 309 |
| 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 | $43,629,000 | 193 |
| 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 | $0 | 7,280 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $70,252,000 | 1,567 |
| Total debt securities | $70,252,000 | 1,797 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $84,885,000 | 1,557 |
| U.S. Government securities | $11,901,000 | 5,181 |
| U.S. Treasury securities | $503,000 | 1,857 |
| U.S. Government agency obligations | $11,398,000 | 5,127 |
| Securities issued by states & political subdivisions | $13,555,000 | 1,457 |
| Other domestic debt securities | $59,429,000 | 266 |
| 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 | $59,429,000 | 168 |
| 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 | $503,000 | 6,914 |
| Mortgage-backed securities | $8,363,000 | 3,277 |
| Certificates of participation in pools of residential mortgages | $3,289,000 | 3,977 |
| Issued or guaranteed by U.S. | $3,289,000 | 3,963 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $5,074,000 | 1,608 |
| CMOs issued by government agencies or sponsored agencies | $5,074,000 | 1,495 |
| 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) | $84,885,000 | 1,324 |
| Total debt securities | $84,885,000 | 1,501 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $118,957,000 | 1,102 |
| U.S. Government securities | $38,249,000 | 2,250 |
| U.S. Treasury securities | $506,000 | 1,869 |
| U.S. Government agency obligations | $37,743,000 | 2,191 |
| Securities issued by states & political subdivisions | $15,975,000 | 1,192 |
| Other domestic debt securities | $64,733,000 | 256 |
| 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 | $64,733,000 | 152 |
| 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 | $506,000 | 6,922 |
| Mortgage-backed securities | $9,420,000 | 3,157 |
| Certificates of participation in pools of residential mortgages | $4,275,000 | 3,677 |
| Issued or guaranteed by U.S. | $4,275,000 | 3,667 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $5,145,000 | 1,708 |
| CMOs issued by government agencies or sponsored agencies | $5,145,000 | 1,596 |
| 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) | $118,957,000 | 931 |
| Total debt securities | $118,957,000 | 1,062 |
| 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 | $111,910,000 | 1,153 |
| U.S. Government securities | $31,978,000 | 2,573 |
| U.S. Treasury securities | $508,000 | 1,893 |
| U.S. Government agency obligations | $31,470,000 | 2,503 |
| Securities issued by states & political subdivisions | $15,767,000 | 1,160 |
| Other domestic debt securities | $64,165,000 | 259 |
| 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 | $64,165,000 | 156 |
| 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 | $508,000 | 6,959 |
| Mortgage-backed securities | $5,034,000 | 4,150 |
| Certificates of participation in pools of residential mortgages | $5,034,000 | 3,404 |
| Issued or guaranteed by U.S. | $5,034,000 | 3,392 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $111,910,000 | 983 |
| Total debt securities | $111,910,000 | 1,101 |
| 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 | $86,865,000 | 1,421 |
| U.S. Government securities | $15,938,000 | 4,302 |
| U.S. Treasury securities | $510,000 | 1,992 |
| U.S. Government agency obligations | $15,428,000 | 4,222 |
| Securities issued by states & political subdivisions | $15,050,000 | 1,191 |
| Other domestic debt securities | $55,877,000 | 285 |
| 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 | $55,877,000 | 179 |
| 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 | $510,000 | 6,992 |
| Mortgage-backed securities | $5,163,000 | 4,096 |
| Certificates of participation in pools of residential mortgages | $5,163,000 | 3,316 |
| Issued or guaranteed by U.S. | $5,163,000 | 3,304 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $86,865,000 | 1,199 |
| Total debt securities | $86,865,000 | 1,370 |
| 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 | $112,332,000 | 1,017 |
| U.S. Government securities | $26,061,000 | 2,842 |
| U.S. Treasury securities | $3,017,000 | 1,127 |
| U.S. Government agency obligations | $23,044,000 | 2,996 |
| Securities issued by states & political subdivisions | $21,613,000 | 751 |
| Other domestic debt securities | $64,658,000 | 265 |
| 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 | $64,658,000 | 149 |
| 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 | $300,000 | 7,370 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $112,332,000 | 862 |
| Total debt securities | $112,332,000 | 984 |
| 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 | $88,934,000 | 1,258 |
| U.S. Government securities | $38,210,000 | 2,093 |
| U.S. Treasury securities | $8,023,000 | 758 |
| U.S. Government agency obligations | $30,187,000 | 2,429 |
| Securities issued by states & political subdivisions | $11,183,000 | 1,495 |
| Other domestic debt securities | $33,357,000 | 377 |
| 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 | $33,357,000 | 277 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $6,184,000 | 738 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $800,000 | 7,260 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,002,000 | 3,836 |
| Available-for-sale securities (fair market value) | $86,932,000 | 1,006 |
| Total debt securities | $82,750,000 | 1,291 |
| 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 | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $7,155,000 | 7,938 |
| U.S. Government securities | $2,002,000 | 9,326 |
| U.S. Treasury securities | $2,002,000 | 2,697 |
| U.S. Government agency obligations | $0 | 9,793 |
| 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 | $0 | 343 |
| Equity securities | $5,153,000 | 816 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $800,000 | 7,394 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,002,000 | 4,228 |
| Available-for-sale securities (fair market value) | $5,153,000 | 7,369 |
| Total debt securities | $2,002,000 | 9,514 |
| 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 | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $6,585,000 | 8,172 |
| U.S. Government securities | $2,003,000 | 9,451 |
| U.S. Treasury securities | $2,003,000 | 4,005 |
| U.S. Government agency obligations | $0 | 9,927 |
| 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 | $0 | 363 |
| Equity securities | $4,582,000 | 885 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $300,000 | 8,008 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,003,000 | 4,753 |
| Available-for-sale securities (fair market value) | $4,582,000 | 7,513 |
| Total debt securities | $2,003,000 | 9,695 |
| 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 | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $12,578,000 | 6,645 |
| U.S. Government securities | $2,204,000 | 9,933 |
| U.S. Treasury securities | $2,204,000 | 4,926 |
| U.S. Government agency obligations | $0 | 10,319 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $50,000 | 3,510 |
| 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 | $50,000 | 2,758 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $10,324,000 | 425 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,000 | 8,580 |
| 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) | $2,254,000 | 5,454 |
| Available-for-sale securities (fair market value) | $10,324,000 | 5,636 |
| Total debt securities | $2,254,000 | 10,144 |
| 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 | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $12,596,000 | 7,095 |
| U.S. Government securities | $2,205,000 | 10,509 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,205,000 | 9,331 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $6,050,000 | 790 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,050,000 | 547 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,341,000 | 850 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $0 | 312 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| 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) | $12,596,000 | 2,713 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $8,255,000 | 8,410 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $13,512,000 | 7,111 |
| U.S. Government securities | $2,199,000 | 11,005 |
| U.S. Treasury securities | $2,199,000 | 6,810 |
| U.S. Government agency obligations | $0 | 11,259 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $8,050,000 | 792 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,050,000 | 563 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,263,000 | 1,026 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 335 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,249,000 | 3,343 |
| Available-for-sale securities (fair market value) | $3,263,000 | 8,806 |
| Total debt securities | $10,249,000 | 8,065 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $22,782,000 | 5,343 |
| U.S. Government securities | $8,196,000 | 8,558 |
| U.S. Treasury securities | $8,196,000 | 3,950 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $13,271,000 | 620 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,271,000 | 431 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,315,000 | 1,715 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $0 | 406 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| 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) | $21,467,000 | 3,263 |
| Available-for-sale securities (fair market value) | $1,315,000 | 9,412 |
| Total debt securities | $21,467,000 | 5,498 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $28,414,000 | 4,699 |
| U.S. Government securities | $8,192,000 | 8,794 |
| U.S. Treasury securities | $8,192,000 | 4,071 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $20,069,000 | 542 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,069,000 | 359 |
| Foreign debt securities | NA | NA |
| Equity securities | $153,000 | 4,961 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $0 | 401 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $28,261,000 | 4,600 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $33,452,000 | 4,051 |
| U.S. Government securities | $5,192,000 | 10,658 |
| U.S. Treasury securities | $5,192,000 | 5,634 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $28,107,000 | 487 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $28,107,000 | 316 |
| Foreign debt securities | NA | NA |
| Equity securities | $153,000 | 4,353 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $0 | 574 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $33,299,000 | 3,992 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |