Home > Fort Washington Savings Company > Securities
Fort Washington Savings Company, Securities
| 2011-09-30 | Rank | |
| Total securities | $800,000 | 7,085 |
| U.S. Government securities | $0 | 7,111 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,028 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| 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 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $800,000 | 631 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,031 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $800,000 | 2,214 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $0 | 7,229 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $64,772,000 | 2,039 |
| U.S. Government securities | $31,853,000 | 2,660 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,853,000 | 2,586 |
| Securities issued by states & political subdivisions | $600,000 | 5,180 |
| Other domestic debt securities | $31,519,000 | 334 |
| Privately issued residential mortgage-backed securities | $25,160,000 | 197 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,359,000 | 523 |
| Foreign debt securities | NA | NA |
| Equity securities | $800,000 | 638 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $54,800,000 | 1,177 |
| Certificates of participation in pools of residential mortgages | $29,640,000 | 1,240 |
| Issued or guaranteed by U.S. | $29,640,000 | 1,235 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $25,160,000 | 900 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $25,160,000 | 190 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $800,000 | 2,233 |
| Available-for-sale securities (fair market value) | $63,972,000 | 1,860 |
| Total debt securities | $63,972,000 | 2,045 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $64,517,000 | 2,054 |
| U.S. Government securities | $31,301,000 | 2,689 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,301,000 | 2,608 |
| Securities issued by states & political subdivisions | $728,000 | 5,099 |
| Other domestic debt securities | $31,688,000 | 336 |
| Privately issued residential mortgage-backed securities | $26,085,000 | 202 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,603,000 | 569 |
| Foreign debt securities | NA | NA |
| Equity securities | $800,000 | 651 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $56,404,000 | 1,115 |
| Certificates of participation in pools of residential mortgages | $30,319,000 | 1,193 |
| Issued or guaranteed by U.S. | $30,319,000 | 1,187 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $26,085,000 | 862 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $26,085,000 | 195 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $800,000 | 2,244 |
| Available-for-sale securities (fair market value) | $63,717,000 | 1,887 |
| Total debt securities | $63,717,000 | 2,065 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $65,664,000 | 1,941 |
| U.S. Government securities | $26,206,000 | 2,904 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,206,000 | 2,815 |
| Securities issued by states & political subdivisions | $726,000 | 5,118 |
| Other domestic debt securities | $37,932,000 | 321 |
| Privately issued residential mortgage-backed securities | $29,790,000 | 203 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,142,000 | 437 |
| Foreign debt securities | NA | NA |
| Equity securities | $800,000 | 645 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $55,013,000 | 1,094 |
| Certificates of participation in pools of residential mortgages | $25,223,000 | 1,331 |
| Issued or guaranteed by U.S. | $25,223,000 | 1,322 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $29,790,000 | 781 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $29,790,000 | 197 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $799,000 | 2,259 |
| Available-for-sale securities (fair market value) | $64,865,000 | 1,769 |
| Total debt securities | $64,864,000 | 1,935 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $63,113,000 | 1,964 |
| U.S. Government securities | $17,229,000 | 3,747 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,229,000 | 3,643 |
| Securities issued by states & political subdivisions | $735,000 | 5,035 |
| Other domestic debt securities | $44,349,000 | 282 |
| Privately issued residential mortgage-backed securities | $35,514,000 | 181 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,835,000 | 409 |
| Foreign debt securities | NA | NA |
| Equity securities | $800,000 | 686 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $49,748,000 | 1,149 |
| Certificates of participation in pools of residential mortgages | $14,234,000 | 1,944 |
| Issued or guaranteed by U.S. | $14,234,000 | 1,938 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $35,514,000 | 686 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $35,514,000 | 175 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $801,000 | 2,305 |
| Available-for-sale securities (fair market value) | $62,312,000 | 1,773 |
| Total debt securities | $62,313,000 | 1,967 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $68,649,000 | 1,808 |
| U.S. Government securities | $15,071,000 | 4,095 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,071,000 | 3,984 |
| Securities issued by states & political subdivisions | $2,950,000 | 3,914 |
| Other domestic debt securities | $49,828,000 | 263 |
| Privately issued residential mortgage-backed securities | $40,069,000 | 170 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,759,000 | 356 |
| Foreign debt securities | NA | NA |
| Equity securities | $800,000 | 716 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $55,140,000 | 1,055 |
| Certificates of participation in pools of residential mortgages | $15,071,000 | 1,884 |
| Issued or guaranteed by U.S. | $15,071,000 | 1,877 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $40,069,000 | 619 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $40,069,000 | 166 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $800,000 | 2,363 |
| Available-for-sale securities (fair market value) | $67,849,000 | 1,622 |
| Total debt securities | $67,849,000 | 1,805 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $66,392,000 | 1,888 |
| U.S. Government securities | $19,258,000 | 3,636 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,258,000 | 3,550 |
| Securities issued by states & political subdivisions | $1,900,000 | 4,350 |
| Other domestic debt securities | $44,434,000 | 298 |
| Privately issued residential mortgage-backed securities | $41,542,000 | 182 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,892,000 | 854 |
| Foreign debt securities | NA | NA |
| Equity securities | $800,000 | 722 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $57,841,000 | 1,031 |
| Certificates of participation in pools of residential mortgages | $16,299,000 | 1,878 |
| Issued or guaranteed by U.S. | $16,299,000 | 1,875 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $41,542,000 | 603 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $41,542,000 | 177 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,651,000 | 1,342 |
| Available-for-sale securities (fair market value) | $59,741,000 | 1,842 |
| Total debt securities | $65,592,000 | 1,888 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $47,225,000 | 2,492 |
| U.S. Government securities | $26,827,000 | 2,885 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,827,000 | 2,821 |
| Securities issued by states & political subdivisions | $2,600,000 | 4,054 |
| Other domestic debt securities | $16,998,000 | 592 |
| Privately issued residential mortgage-backed securities | $16,998,000 | 347 |
| 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 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $800,000 | 736 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $43,825,000 | 1,331 |
| Certificates of participation in pools of residential mortgages | $17,113,000 | 1,883 |
| Issued or guaranteed by U.S. | $17,113,000 | 1,878 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $26,712,000 | 788 |
| CMOs issued by government agencies or sponsored agencies | $9,714,000 | 1,156 |
| Privately issued | $16,998,000 | 335 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $800,000 | 2,467 |
| Available-for-sale securities (fair market value) | $46,425,000 | 2,244 |
| Total debt securities | $46,425,000 | 2,506 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $48,276,000 | 2,453 |
| U.S. Government securities | $18,315,000 | 3,690 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,315,000 | 3,619 |
| Securities issued by states & political subdivisions | $2,700,000 | 4,031 |
| Other domestic debt securities | $26,461,000 | 476 |
| Privately issued residential mortgage-backed securities | $26,361,000 | 291 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,180 |
| Foreign debt securities | NA | NA |
| Equity securities | $800,000 | 784 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $44,676,000 | 1,337 |
| Certificates of participation in pools of residential mortgages | $18,315,000 | 1,854 |
| Issued or guaranteed by U.S. | $18,315,000 | 1,848 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $26,361,000 | 776 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $26,361,000 | 283 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $800,000 | 2,539 |
| Available-for-sale securities (fair market value) | $47,476,000 | 2,199 |
| Total debt securities | $47,476,000 | 2,454 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $40,427,000 | 2,771 |
| U.S. Government securities | $19,489,000 | 3,520 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,489,000 | 3,450 |
| Securities issued by states & political subdivisions | $2,800,000 | 3,980 |
| Other domestic debt securities | $17,338,000 | 653 |
| Privately issued residential mortgage-backed securities | $16,938,000 | 386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $400,000 | 1,978 |
| Foreign debt securities | NA | NA |
| Equity securities | $800,000 | 835 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $36,427,000 | 1,573 |
| Certificates of participation in pools of residential mortgages | $19,489,000 | 1,799 |
| Issued or guaranteed by U.S. | $19,489,000 | 1,790 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $16,938,000 | 1,010 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $16,938,000 | 371 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $799,000 | 2,574 |
| Available-for-sale securities (fair market value) | $39,628,000 | 2,501 |
| Total debt securities | $39,627,000 | 2,783 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $33,345,000 | 3,217 |
| U.S. Government securities | $20,546,000 | 3,464 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,546,000 | 3,397 |
| Securities issued by states & political subdivisions | $3,300,000 | 3,690 |
| Other domestic debt securities | $8,699,000 | 950 |
| Privately issued residential mortgage-backed securities | $7,999,000 | 587 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $700,000 | 1,765 |
| Foreign debt securities | NA | NA |
| Equity securities | $800,000 | 836 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $28,545,000 | 1,877 |
| Certificates of participation in pools of residential mortgages | $20,546,000 | 1,777 |
| Issued or guaranteed by U.S. | $20,546,000 | 1,766 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $7,999,000 | 1,513 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $7,999,000 | 561 |
| 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) | $800,000 | 2,615 |
| Available-for-sale securities (fair market value) | $32,545,000 | 2,902 |
| Total debt securities | $32,545,000 | 3,233 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $23,981,000 | 3,997 |
| U.S. Government securities | $18,080,000 | 3,800 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,080,000 | 3,722 |
| Securities issued by states & political subdivisions | $3,700,000 | 3,517 |
| Other domestic debt securities | $1,401,000 | 2,077 |
| Privately issued residential mortgage-backed securities | $401,000 | 1,352 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,507 |
| Foreign debt securities | NA | NA |
| Equity securities | $800,000 | 816 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,481,000 | 2,456 |
| Certificates of participation in pools of residential mortgages | $18,080,000 | 1,894 |
| Issued or guaranteed by U.S. | $18,080,000 | 1,883 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $401,000 | 3,245 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $401,000 | 1,293 |
| 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) | $699,000 | 2,697 |
| Available-for-sale securities (fair market value) | $23,282,000 | 3,626 |
| Total debt securities | $23,181,000 | 4,034 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $12,904,000 | 5,375 |
| U.S. Government securities | $11,772,000 | 4,767 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,772,000 | 4,676 |
| Securities issued by states & political subdivisions | $700,000 | 5,037 |
| Other domestic debt securities | $432,000 | 2,751 |
| Privately issued residential mortgage-backed securities | $432,000 | 1,326 |
| 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 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,204,000 | 2,963 |
| Certificates of participation in pools of residential mortgages | $11,772,000 | 2,418 |
| Issued or guaranteed by U.S. | $11,772,000 | 2,402 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $432,000 | 3,152 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $432,000 | 1,267 |
| 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) | $700,000 | 2,731 |
| Available-for-sale securities (fair market value) | $12,204,000 | 4,978 |
| Total debt securities | $12,904,000 | 5,338 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $11,390,000 | 5,692 |
| U.S. Government securities | $10,215,000 | 5,078 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,215,000 | 4,992 |
| Securities issued by states & political subdivisions | $700,000 | 5,079 |
| Other domestic debt securities | $475,000 | 2,694 |
| Privately issued residential mortgage-backed securities | $475,000 | 1,293 |
| 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 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,690,000 | 3,156 |
| Certificates of participation in pools of residential mortgages | $10,215,000 | 2,621 |
| Issued or guaranteed by U.S. | $10,215,000 | 2,603 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $475,000 | 3,127 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $475,000 | 1,228 |
| 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) | $700,000 | 2,730 |
| Available-for-sale securities (fair market value) | $10,690,000 | 5,284 |
| Total debt securities | $11,390,000 | 5,633 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $7,361,000 | 6,487 |
| U.S. Government securities | $6,134,000 | 6,116 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,134,000 | 6,018 |
| Securities issued by states & political subdivisions | $700,000 | 5,105 |
| Other domestic debt securities | $527,000 | 2,514 |
| Privately issued residential mortgage-backed securities | $527,000 | 1,248 |
| 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 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,661,000 | 3,729 |
| Certificates of participation in pools of residential mortgages | $6,134,000 | 3,237 |
| Issued or guaranteed by U.S. | $6,134,000 | 3,223 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $527,000 | 3,054 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $527,000 | 1,186 |
| 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) | $700,000 | 2,763 |
| Available-for-sale securities (fair market value) | $6,661,000 | 6,060 |
| Total debt securities | $7,361,000 | 6,415 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $7,943,000 | 6,443 |
| U.S. Government securities | $6,675,000 | 6,096 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,675,000 | 5,983 |
| Securities issued by states & political subdivisions | $700,000 | 5,129 |
| Other domestic debt securities | $568,000 | 2,317 |
| Privately issued residential mortgage-backed securities | $568,000 | 1,132 |
| 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 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,243,000 | 3,348 |
| Certificates of participation in pools of residential mortgages | $6,675,000 | 2,835 |
| Issued or guaranteed by U.S. | $6,675,000 | 2,821 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $568,000 | 2,923 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $568,000 | 1,077 |
| 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) | $700,000 | 2,837 |
| Available-for-sale securities (fair market value) | $7,243,000 | 5,981 |
| Total debt securities | $7,943,000 | 6,381 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $8,450,000 | 6,388 |
| U.S. Government securities | $7,138,000 | 6,049 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,138,000 | 5,943 |
| Securities issued by states & political subdivisions | $700,000 | 5,158 |
| Other domestic debt securities | $612,000 | 2,228 |
| Privately issued residential mortgage-backed securities | $612,000 | 1,089 |
| 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 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,750,000 | 3,091 |
| Certificates of participation in pools of residential mortgages | $7,138,000 | 2,576 |
| Issued or guaranteed by U.S. | $7,138,000 | 2,563 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $612,000 | 2,832 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $612,000 | 1,035 |
| 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) | $699,000 | 2,898 |
| Available-for-sale securities (fair market value) | $7,751,000 | 5,925 |
| Total debt securities | $8,450,000 | 6,327 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $9,220,000 | 6,253 |
| U.S. Government securities | $7,807,000 | 5,899 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,807,000 | 5,789 |
| Securities issued by states & political subdivisions | $700,000 | 5,180 |
| Other domestic debt securities | $713,000 | 2,112 |
| Privately issued residential mortgage-backed securities | $713,000 | 1,018 |
| 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 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,520,000 | 2,909 |
| Certificates of participation in pools of residential mortgages | $7,807,000 | 2,394 |
| Issued or guaranteed by U.S. | $7,807,000 | 2,382 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $713,000 | 2,754 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $713,000 | 961 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,452,000 | 2,574 |
| Available-for-sale securities (fair market value) | $7,768,000 | 5,903 |
| Total debt securities | $9,220,000 | 6,193 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $10,108,000 | 6,104 |
| U.S. Government securities | $8,552,000 | 5,752 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,552,000 | 5,631 |
| Securities issued by states & political subdivisions | $700,000 | 5,231 |
| Other domestic debt securities | $856,000 | 2,046 |
| Privately issued residential mortgage-backed securities | $856,000 | 946 |
| 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 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,408,000 | 2,734 |
| Certificates of participation in pools of residential mortgages | $8,552,000 | 2,271 |
| Issued or guaranteed by U.S. | $8,552,000 | 2,259 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $856,000 | 2,633 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $856,000 | 887 |
| 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) | $700,000 | 2,960 |
| Available-for-sale securities (fair market value) | $9,408,000 | 5,618 |
| Total debt securities | $10,108,000 | 6,047 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $11,182,000 | 5,940 |
| U.S. Government securities | $10,018,000 | 5,456 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,018,000 | 5,334 |
| Securities issued by states & political subdivisions | $800,000 | 5,165 |
| Other domestic debt securities | $364,000 | 2,505 |
| Privately issued residential mortgage-backed securities | $364,000 | 1,066 |
| 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 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,382,000 | 2,603 |
| Certificates of participation in pools of residential mortgages | $9,239,000 | 2,181 |
| Issued or guaranteed by U.S. | $9,239,000 | 2,169 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,143,000 | 2,435 |
| CMOs issued by government agencies or sponsored agencies | $779,000 | 2,396 |
| Privately issued | $364,000 | 1,005 |
| 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) | $844,000 | 2,955 |
| Available-for-sale securities (fair market value) | $10,338,000 | 5,471 |
| Total debt securities | $11,182,000 | 5,889 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $9,903,000 | 6,231 |
| U.S. Government securities | $7,636,000 | 6,090 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,636,000 | 5,970 |
| Securities issued by states & political subdivisions | $900,000 | 5,100 |
| Other domestic debt securities | $1,367,000 | 1,766 |
| Privately issued residential mortgage-backed securities | $1,367,000 | 805 |
| 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 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,003,000 | 2,769 |
| Certificates of participation in pools of residential mortgages | $7,636,000 | 2,446 |
| Issued or guaranteed by U.S. | $7,636,000 | 2,433 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,367,000 | 2,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $1,367,000 | 748 |
| 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) | $900,000 | 2,986 |
| Available-for-sale securities (fair market value) | $9,003,000 | 5,735 |
| Total debt securities | $9,903,000 | 6,172 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $11,244,000 | 5,987 |
| U.S. Government securities | $8,611,000 | 5,880 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,611,000 | 5,745 |
| Securities issued by states & political subdivisions | $900,000 | 5,129 |
| Other domestic debt securities | $1,733,000 | 1,635 |
| Privately issued residential mortgage-backed securities | $1,733,000 | 738 |
| 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 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,245,000 | 2,594 |
| Certificates of participation in pools of residential mortgages | $8,512,000 | 2,309 |
| Issued or guaranteed by U.S. | $8,512,000 | 2,298 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,733,000 | 2,161 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $1,733,000 | 688 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000,000 | 2,942 |
| Available-for-sale securities (fair market value) | $10,244,000 | 5,500 |
| Total debt securities | $11,244,000 | 5,930 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $12,261,000 | 5,823 |
| U.S. Government securities | $9,231,000 | 5,785 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,231,000 | 5,642 |
| Securities issued by states & political subdivisions | $900,000 | 5,150 |
| Other domestic debt securities | $2,130,000 | 1,529 |
| Privately issued residential mortgage-backed securities | $2,130,000 | 678 |
| 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 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,262,000 | 2,510 |
| Certificates of participation in pools of residential mortgages | $9,132,000 | 2,275 |
| Issued or guaranteed by U.S. | $9,132,000 | 2,265 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,130,000 | 2,036 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $2,130,000 | 634 |
| 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) | $999,000 | 3,010 |
| Available-for-sale securities (fair market value) | $11,262,000 | 5,345 |
| Total debt securities | $12,261,000 | 5,767 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $13,546,000 | 5,635 |
| U.S. Government securities | $9,900,000 | 5,598 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,900,000 | 5,454 |
| Securities issued by states & political subdivisions | $900,000 | 5,174 |
| Other domestic debt securities | $2,746,000 | 1,421 |
| Privately issued residential mortgage-backed securities | $2,746,000 | 616 |
| 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 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,547,000 | 2,404 |
| Certificates of participation in pools of residential mortgages | $9,801,000 | 2,186 |
| Issued or guaranteed by U.S. | $9,801,000 | 2,175 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,746,000 | 1,881 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $2,746,000 | 578 |
| 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) | $998,000 | 3,076 |
| Available-for-sale securities (fair market value) | $12,548,000 | 5,123 |
| Total debt securities | $13,546,000 | 5,581 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $15,840,000 | 5,237 |
| U.S. Government securities | $11,311,000 | 5,258 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,311,000 | 5,105 |
| Securities issued by states & political subdivisions | $900,000 | 5,193 |
| Other domestic debt securities | $3,629,000 | 1,262 |
| Privately issued residential mortgage-backed securities | $3,629,000 | 549 |
| 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 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,841,000 | 2,172 |
| Certificates of participation in pools of residential mortgages | $11,212,000 | 2,049 |
| Issued or guaranteed by U.S. | $11,212,000 | 2,038 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,629,000 | 1,691 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $3,629,000 | 512 |
| 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) | $999,000 | 3,108 |
| Available-for-sale securities (fair market value) | $14,841,000 | 4,726 |
| Total debt securities | $15,840,000 | 5,186 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $17,728,000 | 4,989 |
| U.S. Government securities | $12,681,000 | 4,995 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,681,000 | 4,850 |
| Securities issued by states & political subdivisions | $1,000,000 | 5,077 |
| Other domestic debt securities | $4,047,000 | 1,212 |
| Privately issued residential mortgage-backed securities | $4,047,000 | 524 |
| 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 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,629,000 | 2,076 |
| Certificates of participation in pools of residential mortgages | $12,582,000 | 1,968 |
| Issued or guaranteed by U.S. | $12,582,000 | 1,957 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $4,047,000 | 1,653 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $4,047,000 | 490 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,097,000 | 3,100 |
| Available-for-sale securities (fair market value) | $16,631,000 | 4,489 |
| Total debt securities | $17,728,000 | 4,938 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $17,409,000 | 5,082 |
| U.S. Government securities | $12,801,000 | 5,039 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,801,000 | 4,888 |
| Securities issued by states & political subdivisions | $1,000,000 | 5,107 |
| Other domestic debt securities | $3,608,000 | 1,327 |
| Privately issued residential mortgage-backed securities | $3,608,000 | 532 |
| 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 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,310,000 | 2,173 |
| Certificates of participation in pools of residential mortgages | $12,702,000 | 2,004 |
| Issued or guaranteed by U.S. | $12,702,000 | 1,995 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,608,000 | 1,770 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $3,608,000 | 496 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,098,000 | 3,144 |
| Available-for-sale securities (fair market value) | $16,311,000 | 4,605 |
| Total debt securities | $17,409,000 | 5,024 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $18,243,000 | 4,985 |
| U.S. Government securities | $10,774,000 | 5,523 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,774,000 | 5,371 |
| Securities issued by states & political subdivisions | $1,000,000 | 5,114 |
| Other domestic debt securities | $6,469,000 | 1,023 |
| Privately issued residential mortgage-backed securities | $6,469,000 | 431 |
| 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 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,144,000 | 2,137 |
| Certificates of participation in pools of residential mortgages | $10,675,000 | 2,277 |
| Issued or guaranteed by U.S. | $10,675,000 | 2,269 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $6,469,000 | 1,368 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $6,469,000 | 402 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,099,000 | 3,175 |
| Available-for-sale securities (fair market value) | $17,144,000 | 4,500 |
| Total debt securities | $18,243,000 | 4,927 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $22,327,000 | 4,417 |
| U.S. Government securities | $13,458,000 | 4,938 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,458,000 | 4,790 |
| Securities issued by states & political subdivisions | $2,000,000 | 4,358 |
| Other domestic debt securities | $6,869,000 | 985 |
| Privately issued residential mortgage-backed securities | $6,869,000 | 398 |
| 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 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,228,000 | 1,916 |
| Certificates of participation in pools of residential mortgages | $13,359,000 | 1,989 |
| Issued or guaranteed by U.S. | $13,359,000 | 1,982 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,869,000 | 1,335 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $6,869,000 | 370 |
| 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) | $2,099,000 | 2,779 |
| Available-for-sale securities (fair market value) | $20,228,000 | 4,053 |
| Total debt securities | $22,327,000 | 4,356 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $17,270,000 | 5,206 |
| U.S. Government securities | $8,109,000 | 6,245 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,109,000 | 6,092 |
| Securities issued by states & political subdivisions | $2,000,000 | 4,361 |
| Other domestic debt securities | $7,161,000 | 975 |
| Privately issued residential mortgage-backed securities | $7,161,000 | 383 |
| 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 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,168,000 | 2,449 |
| Certificates of participation in pools of residential mortgages | $7,007,000 | 2,931 |
| Issued or guaranteed by U.S. | $7,007,000 | 2,924 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,161,000 | 1,331 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $7,161,000 | 362 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,102,000 | 3,248 |
| Available-for-sale securities (fair market value) | $16,168,000 | 4,708 |
| Total debt securities | $17,270,000 | 5,132 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $12,810,000 | 5,964 |
| U.S. Government securities | $6,916,000 | 6,549 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,916,000 | 6,394 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $5,894,000 | 1,165 |
| Privately issued residential mortgage-backed securities | $5,894,000 | 416 |
| 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 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,711,000 | 2,666 |
| Certificates of participation in pools of residential mortgages | $6,817,000 | 2,969 |
| Issued or guaranteed by U.S. | $6,817,000 | 2,959 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $5,894,000 | 1,501 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $5,894,000 | 387 |
| 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) | $99,000 | 4,348 |
| Available-for-sale securities (fair market value) | $12,711,000 | 5,256 |
| Total debt securities | $12,810,000 | 5,886 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $5,974,000 | 7,585 |
| U.S. Government securities | $5,974,000 | 6,927 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,974,000 | 6,751 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,875,000 | 3,814 |
| Certificates of participation in pools of residential mortgages | $3,917,000 | 3,757 |
| Issued or guaranteed by U.S. | $3,917,000 | 3,744 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,958,000 | 2,323 |
| CMOs issued by government agencies or sponsored agencies | $1,958,000 | 2,200 |
| 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) | $99,000 | 4,406 |
| Available-for-sale securities (fair market value) | $5,875,000 | 6,778 |
| Total debt securities | $5,974,000 | 7,501 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $4,257,000 | 7,953 |
| U.S. Government securities | $4,257,000 | 7,359 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,257,000 | 7,178 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,156,000 | 4,308 |
| Certificates of participation in pools of residential mortgages | $4,156,000 | 3,686 |
| Issued or guaranteed by U.S. | $4,156,000 | 3,673 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| 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) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $4,257,000 | 7,131 |
| Total debt securities | $4,257,000 | 7,868 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |