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Jefferson Federal Bank, Securities
| 2014-03-31 | Rank | |
| Total securities | $88,008,000 | 1,685 |
| U.S. Government securities | $78,372,000 | 1,273 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $78,372,000 | 1,224 |
| Securities issued by states & political subdivisions | $7,985,000 | 3,218 |
| Other domestic debt securities | $1,651,000 | 1,587 |
| Privately issued residential mortgage-backed securities | $1,158,000 | 425 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $493,000 | 213 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,673,000 | 1,392 |
| Mortgage-backed securities | $55,870,000 | 1,137 |
| Certificates of participation in pools of residential mortgages | $33,695,000 | 1,202 |
| Issued or guaranteed by U.S. | $33,695,000 | 1,202 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $21,353,000 | 884 |
| CMOs issued by government agencies or sponsored agencies | $20,195,000 | 866 |
| Privately issued | $1,158,000 | 408 |
| Commercial mortgage-backed securities | $822,000 | 812 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $822,000 | 457 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $88,008,000 | 1,499 |
| Total debt securities | $87,136,000 | 1,680 |
| Structured notes | ||
| Amortized cost | $8,423,000 | 507 |
| Fair value | $8,250,000 | 496 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $93,472,000 | 1,583 |
| U.S. Government securities | $83,869,000 | 1,178 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $83,869,000 | 1,136 |
| Securities issued by states & political subdivisions | $7,881,000 | 3,237 |
| Other domestic debt securities | $1,722,000 | 1,608 |
| Privately issued residential mortgage-backed securities | $1,231,000 | 444 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $491,000 | 230 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,030,000 | 1,823 |
| Mortgage-backed securities | $57,988,000 | 1,092 |
| Certificates of participation in pools of residential mortgages | $34,725,000 | 1,161 |
| Issued or guaranteed by U.S. | $34,725,000 | 1,161 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $22,433,000 | 841 |
| CMOs issued by government agencies or sponsored agencies | $21,202,000 | 824 |
| Privately issued | $1,231,000 | 423 |
| Commercial mortgage-backed securities | $830,000 | 758 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $830,000 | 447 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $93,472,000 | 1,411 |
| Total debt securities | $92,568,000 | 1,574 |
| Structured notes | ||
| Amortized cost | $8,414,000 | 493 |
| Fair value | $8,134,000 | 482 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $100,960,000 | 1,481 |
| U.S. Government securities | $91,216,000 | 1,105 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $91,216,000 | 1,062 |
| Securities issued by states & political subdivisions | $7,916,000 | 3,234 |
| Other domestic debt securities | $1,828,000 | 1,621 |
| Privately issued residential mortgage-backed securities | $1,328,000 | 461 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $500,000 | 241 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,395,000 | 2,504 |
| Mortgage-backed securities | $61,082,000 | 1,057 |
| Certificates of participation in pools of residential mortgages | $36,334,000 | 1,116 |
| Issued or guaranteed by U.S. | $36,334,000 | 1,115 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $23,901,000 | 827 |
| CMOs issued by government agencies or sponsored agencies | $22,573,000 | 811 |
| Privately issued | $1,328,000 | 440 |
| Commercial mortgage-backed securities | $847,000 | 740 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $847,000 | 439 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $100,960,000 | 1,318 |
| Total debt securities | $100,030,000 | 1,474 |
| Structured notes | ||
| Amortized cost | $10,402,000 | 388 |
| Fair value | $10,162,000 | 377 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $96,024,000 | 1,556 |
| U.S. Government securities | $86,116,000 | 1,157 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $86,116,000 | 1,119 |
| Securities issued by states & political subdivisions | $8,005,000 | 3,214 |
| Other domestic debt securities | $1,903,000 | 1,639 |
| Privately issued residential mortgage-backed securities | $1,404,000 | 468 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $499,000 | 239 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,017,000 | 3,117 |
| Mortgage-backed securities | $58,476,000 | 1,098 |
| Certificates of participation in pools of residential mortgages | $31,803,000 | 1,246 |
| Issued or guaranteed by U.S. | $31,803,000 | 1,245 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $25,726,000 | 807 |
| CMOs issued by government agencies or sponsored agencies | $24,322,000 | 786 |
| Privately issued | $1,404,000 | 447 |
| Commercial mortgage-backed securities | $947,000 | 695 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $947,000 | 392 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $96,024,000 | 1,389 |
| Total debt securities | $95,082,000 | 1,555 |
| Structured notes | ||
| Amortized cost | $5,980,000 | 626 |
| Fair value | $5,837,000 | 606 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $99,383,000 | 1,524 |
| U.S. Government securities | $89,167,000 | 1,143 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $89,167,000 | 1,100 |
| Securities issued by states & political subdivisions | $8,453,000 | 3,111 |
| Other domestic debt securities | $1,763,000 | 1,683 |
| Privately issued residential mortgage-backed securities | $1,489,000 | 481 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $274,000 | 266 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,462,000 | 3,090 |
| Mortgage-backed securities | $61,710,000 | 1,098 |
| Certificates of participation in pools of residential mortgages | $32,888,000 | 1,240 |
| Issued or guaranteed by U.S. | $32,888,000 | 1,238 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $27,847,000 | 801 |
| CMOs issued by government agencies or sponsored agencies | $26,358,000 | 782 |
| Privately issued | $1,489,000 | 464 |
| Commercial mortgage-backed securities | $975,000 | 620 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $975,000 | 330 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $99,383,000 | 1,373 |
| Total debt securities | $98,664,000 | 1,512 |
| Structured notes | ||
| Amortized cost | $4,998,000 | 724 |
| Fair value | $5,069,000 | 691 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $95,976,000 | 1,542 |
| U.S. Government securities | $85,682,000 | 1,176 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $85,682,000 | 1,132 |
| Securities issued by states & political subdivisions | $8,480,000 | 3,082 |
| Other domestic debt securities | $1,814,000 | 1,653 |
| Privately issued residential mortgage-backed securities | $1,541,000 | 491 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $273,000 | 271 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,658,000 | 2,930 |
| Mortgage-backed securities | $57,083,000 | 1,159 |
| Certificates of participation in pools of residential mortgages | $28,986,000 | 1,371 |
| Issued or guaranteed by U.S. | $28,986,000 | 1,367 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $27,117,000 | 823 |
| CMOs issued by government agencies or sponsored agencies | $25,576,000 | 800 |
| Privately issued | $1,541,000 | 476 |
| Commercial mortgage-backed securities | $980,000 | 516 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $980,000 | 259 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $95,976,000 | 1,393 |
| Total debt securities | $95,255,000 | 1,537 |
| Structured notes | ||
| Amortized cost | $6,998,000 | 578 |
| Fair value | $7,077,000 | 562 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $86,087,000 | 1,720 |
| U.S. Government securities | $77,264,000 | 1,309 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $77,264,000 | 1,268 |
| Securities issued by states & political subdivisions | $6,914,000 | 3,337 |
| Other domestic debt securities | $1,909,000 | 1,669 |
| Privately issued residential mortgage-backed securities | $1,701,000 | 513 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $208,000 | 282 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,917,000 | 2,917 |
| Mortgage-backed securities | $53,563,000 | 1,297 |
| Certificates of participation in pools of residential mortgages | $23,697,000 | 1,653 |
| Issued or guaranteed by U.S. | $23,697,000 | 1,652 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $28,872,000 | 835 |
| CMOs issued by government agencies or sponsored agencies | $27,171,000 | 807 |
| Privately issued | $1,701,000 | 493 |
| Commercial mortgage-backed securities | $994,000 | 482 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $994,000 | 242 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $86,087,000 | 1,567 |
| Total debt securities | $85,419,000 | 1,705 |
| Structured notes | ||
| Amortized cost | $5,995,000 | 684 |
| Fair value | $6,089,000 | 659 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $83,481,000 | 1,761 |
| U.S. Government securities | $76,917,000 | 1,334 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $76,917,000 | 1,299 |
| Securities issued by states & political subdivisions | $4,564,000 | 3,793 |
| Other domestic debt securities | $2,000,000 | 1,628 |
| Privately issued residential mortgage-backed securities | $1,793,000 | 533 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $207,000 | 281 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,021,000 | 2,912 |
| Mortgage-backed securities | $46,105,000 | 1,471 |
| Certificates of participation in pools of residential mortgages | $23,584,000 | 1,679 |
| Issued or guaranteed by U.S. | $23,584,000 | 1,678 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $21,530,000 | 1,016 |
| CMOs issued by government agencies or sponsored agencies | $19,737,000 | 1,007 |
| Privately issued | $1,793,000 | 513 |
| Commercial mortgage-backed securities | $991,000 | 444 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $991,000 | 226 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $83,481,000 | 1,602 |
| Total debt securities | $83,274,000 | 1,742 |
| Structured notes | ||
| Amortized cost | $12,810,000 | 396 |
| Fair value | $12,912,000 | 395 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $89,258,000 | 1,639 |
| U.S. Government securities | $79,197,000 | 1,353 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $79,197,000 | 1,310 |
| Securities issued by states & political subdivisions | $4,712,000 | 3,699 |
| Other domestic debt securities | $5,349,000 | 1,034 |
| Privately issued residential mortgage-backed securities | $5,072,000 | 347 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $277,000 | 266 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,186,000 | 2,907 |
| Mortgage-backed securities | $51,630,000 | 1,352 |
| Certificates of participation in pools of residential mortgages | $25,404,000 | 1,581 |
| Issued or guaranteed by U.S. | $25,404,000 | 1,578 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $25,216,000 | 940 |
| CMOs issued by government agencies or sponsored agencies | $20,144,000 | 1,000 |
| Privately issued | $5,072,000 | 336 |
| Commercial mortgage-backed securities | $1,010,000 | 399 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $1,010,000 | 200 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $89,258,000 | 1,487 |
| Total debt securities | $88,979,000 | 1,623 |
| Structured notes | ||
| Amortized cost | $11,991,000 | 501 |
| Fair value | $11,907,000 | 502 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $77,988,000 | 1,804 |
| U.S. Government securities | $67,937,000 | 1,475 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $67,937,000 | 1,430 |
| Securities issued by states & political subdivisions | $4,720,000 | 3,666 |
| Other domestic debt securities | $5,331,000 | 1,005 |
| Privately issued residential mortgage-backed securities | $5,055,000 | 413 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $276,000 | 247 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,600,000 | 2,730 |
| Mortgage-backed securities | $43,031,000 | 1,472 |
| Certificates of participation in pools of residential mortgages | $24,991,000 | 1,510 |
| Issued or guaranteed by U.S. | $24,991,000 | 1,507 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $18,040,000 | 1,144 |
| CMOs issued by government agencies or sponsored agencies | $12,985,000 | 1,242 |
| Privately issued | $5,055,000 | 398 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $77,988,000 | 1,648 |
| Total debt securities | $77,713,000 | 1,792 |
| Structured notes | ||
| Amortized cost | $8,994,000 | 621 |
| Fair value | $9,100,000 | 611 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $79,775,000 | 1,721 |
| U.S. Government securities | $68,851,000 | 1,400 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $68,851,000 | 1,358 |
| Securities issued by states & political subdivisions | $5,225,000 | 3,488 |
| Other domestic debt securities | $5,699,000 | 972 |
| Privately issued residential mortgage-backed securities | $5,466,000 | 417 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $233,000 | 260 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,397,000 | 2,623 |
| Mortgage-backed securities | $41,794,000 | 1,442 |
| Certificates of participation in pools of residential mortgages | $22,401,000 | 1,578 |
| Issued or guaranteed by U.S. | $22,401,000 | 1,575 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $19,393,000 | 1,092 |
| CMOs issued by government agencies or sponsored agencies | $13,927,000 | 1,181 |
| Privately issued | $5,466,000 | 399 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $79,775,000 | 1,561 |
| Total debt securities | $79,541,000 | 1,709 |
| Structured notes | ||
| Amortized cost | $9,794,000 | 599 |
| Fair value | $9,902,000 | 598 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $74,778,000 | 1,807 |
| U.S. Government securities | $63,613,000 | 1,545 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $63,613,000 | 1,501 |
| Securities issued by states & political subdivisions | $5,237,000 | 3,447 |
| Other domestic debt securities | $5,928,000 | 925 |
| Privately issued residential mortgage-backed securities | $5,692,000 | 426 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $2,000 | 250 |
| Structured financial products - Total | $234,000 | 270 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,389,000 | 2,211 |
| Mortgage-backed securities | $16,571,000 | 2,632 |
| Certificates of participation in pools of residential mortgages | $5,516,000 | 3,412 |
| Issued or guaranteed by U.S. | $5,516,000 | 3,403 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $11,055,000 | 1,479 |
| CMOs issued by government agencies or sponsored agencies | $5,363,000 | 1,831 |
| Privately issued | $5,692,000 | 409 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $74,778,000 | 1,634 |
| Total debt securities | $74,541,000 | 1,791 |
| Structured notes | ||
| Amortized cost | $29,699,000 | 203 |
| Fair value | $29,787,000 | 202 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $53,933,000 | 2,384 |
| U.S. Government securities | $41,764,000 | 2,140 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $41,764,000 | 2,074 |
| Securities issued by states & political subdivisions | $6,024,000 | 3,201 |
| Other domestic debt securities | $6,145,000 | 946 |
| Privately issued residential mortgage-backed securities | $5,768,000 | 455 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $5,000 | 248 |
| Structured financial products - Total | $372,000 | 235 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,071,000 | 1,977 |
| Mortgage-backed securities | $10,424,000 | 3,193 |
| Certificates of participation in pools of residential mortgages | $4,583,000 | 3,543 |
| Issued or guaranteed by U.S. | $4,583,000 | 3,535 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $5,841,000 | 1,896 |
| CMOs issued by government agencies or sponsored agencies | $73,000 | 3,360 |
| Privately issued | $5,768,000 | 439 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $53,933,000 | 2,155 |
| Total debt securities | $53,555,000 | 2,379 |
| Structured notes | ||
| Amortized cost | $29,499,000 | 217 |
| Fair value | $29,449,000 | 212 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $46,188,000 | 2,578 |
| U.S. Government securities | $30,820,000 | 2,581 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $30,820,000 | 2,498 |
| Securities issued by states & political subdivisions | $6,135,000 | 3,145 |
| Other domestic debt securities | $9,233,000 | 799 |
| Privately issued residential mortgage-backed securities | $8,857,000 | 400 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $5,000 | 229 |
| Structured financial products - Total | $371,000 | 237 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,731,000 | 2,016 |
| Mortgage-backed securities | $19,749,000 | 2,251 |
| Certificates of participation in pools of residential mortgages | $602,000 | 4,937 |
| Issued or guaranteed by U.S. | $602,000 | 4,925 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $19,147,000 | 1,032 |
| CMOs issued by government agencies or sponsored agencies | $10,290,000 | 1,291 |
| Privately issued | $8,857,000 | 384 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $46,188,000 | 2,318 |
| Total debt securities | $45,812,000 | 2,567 |
| Structured notes | ||
| Amortized cost | $15,757,000 | 433 |
| Fair value | $15,669,000 | 424 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $45,847,000 | 2,561 |
| U.S. Government securities | $29,209,000 | 2,687 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $29,209,000 | 2,600 |
| Securities issued by states & political subdivisions | $5,470,000 | 3,248 |
| Other domestic debt securities | $11,168,000 | 706 |
| Privately issued residential mortgage-backed securities | $10,659,000 | 385 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $10,000 | 220 |
| Structured financial products - Total | $499,000 | 250 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,926,000 | 1,844 |
| Mortgage-backed securities | $22,637,000 | 2,045 |
| Certificates of participation in pools of residential mortgages | $630,000 | 4,943 |
| Issued or guaranteed by U.S. | $630,000 | 4,931 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $22,007,000 | 940 |
| CMOs issued by government agencies or sponsored agencies | $11,348,000 | 1,190 |
| Privately issued | $10,659,000 | 370 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $45,847,000 | 2,309 |
| Total debt securities | $45,339,000 | 2,561 |
| Structured notes | ||
| Amortized cost | $14,973,000 | 422 |
| Fair value | $15,035,000 | 419 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $62,987,000 | 1,953 |
| U.S. Government securities | $45,637,000 | 1,906 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $45,637,000 | 1,838 |
| Securities issued by states & political subdivisions | $5,764,000 | 3,069 |
| Other domestic debt securities | $11,586,000 | 711 |
| Privately issued residential mortgage-backed securities | $10,783,000 | 412 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $10,000 | 223 |
| Structured financial products - Total | $793,000 | 215 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,574,000 | 3,299 |
| Mortgage-backed securities | $23,198,000 | 1,999 |
| Certificates of participation in pools of residential mortgages | $667,000 | 4,967 |
| Issued or guaranteed by U.S. | $667,000 | 4,958 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $22,531,000 | 891 |
| CMOs issued by government agencies or sponsored agencies | $11,748,000 | 1,089 |
| Privately issued | $10,783,000 | 396 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $62,987,000 | 1,744 |
| Total debt securities | $62,256,000 | 1,965 |
| Structured notes | ||
| Amortized cost | $29,975,000 | 190 |
| Fair value | $30,104,000 | 190 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $52,589,000 | 2,293 |
| U.S. Government securities | $36,134,000 | 2,349 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $36,134,000 | 2,288 |
| Securities issued by states & political subdivisions | $5,880,000 | 3,017 |
| Other domestic debt securities | $10,575,000 | 770 |
| Privately issued residential mortgage-backed securities | $9,927,000 | 460 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $14,000 | 230 |
| Structured financial products - Total | $634,000 | 243 |
| 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 | $9,218,000 | 3,451 |
| Mortgage-backed securities | $22,496,000 | 2,099 |
| Certificates of participation in pools of residential mortgages | $690,000 | 5,089 |
| Issued or guaranteed by U.S. | $690,000 | 5,080 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $21,806,000 | 891 |
| CMOs issued by government agencies or sponsored agencies | $11,879,000 | 1,052 |
| Privately issued | $9,927,000 | 441 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $52,589,000 | 2,047 |
| Total debt securities | $52,039,000 | 2,289 |
| Structured notes | ||
| Amortized cost | $19,482,000 | 275 |
| Fair value | $19,395,000 | 276 |
| 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 | $57,393,000 | 2,130 |
| U.S. Government securities | $39,005,000 | 2,150 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $39,005,000 | 2,090 |
| Securities issued by states & political subdivisions | $3,619,000 | 3,697 |
| Other domestic debt securities | $14,769,000 | 644 |
| Privately issued residential mortgage-backed securities | $10,028,000 | 485 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $14,000 | 251 |
| Structured financial products - Total | $662,000 | 248 |
| Other domestic debt securities - All other | $4,065,000 | 707 |
| 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 | $10,409,000 | 3,270 |
| Mortgage-backed securities | $23,057,000 | 2,097 |
| Certificates of participation in pools of residential mortgages | $719,000 | 5,143 |
| Issued or guaranteed by U.S. | $719,000 | 5,134 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $22,338,000 | 881 |
| CMOs issued by government agencies or sponsored agencies | $12,310,000 | 1,014 |
| Privately issued | $10,028,000 | 467 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $57,393,000 | 1,893 |
| Total debt securities | $56,814,000 | 2,119 |
| Structured notes | ||
| Amortized cost | $23,177,000 | 144 |
| Fair value | $22,868,000 | 142 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $55,436,000 | 2,182 |
| U.S. Government securities | $36,144,000 | 2,296 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $36,144,000 | 2,234 |
| Securities issued by states & political subdivisions | $4,707,000 | 3,351 |
| Other domestic debt securities | $14,585,000 | 706 |
| Privately issued residential mortgage-backed securities | $9,644,000 | 517 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $164,000 | 214 |
| Structured financial products - Total | $845,000 | 242 |
| Other domestic debt securities - All other | $3,932,000 | 761 |
| 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 | $7,338,000 | 3,843 |
| Mortgage-backed securities | $22,854,000 | 2,147 |
| Certificates of participation in pools of residential mortgages | $904,000 | 5,114 |
| Issued or guaranteed by U.S. | $904,000 | 5,102 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $21,950,000 | 873 |
| CMOs issued by government agencies or sponsored agencies | $12,306,000 | 984 |
| Privately issued | $9,644,000 | 494 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $55,436,000 | 1,925 |
| Total debt securities | $55,437,000 | 2,155 |
| Structured notes | ||
| Amortized cost | $21,650,000 | 90 |
| Fair value | $21,619,000 | 89 |
| 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 | $36,544,000 | 2,993 |
| U.S. Government securities | $17,804,000 | 3,724 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $17,804,000 | 3,647 |
| Securities issued by states & political subdivisions | $4,567,000 | 3,357 |
| Other domestic debt securities | $14,173,000 | 740 |
| Privately issued residential mortgage-backed securities | $9,864,000 | 521 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $163,000 | 241 |
| Structured financial products - Total | $873,000 | 259 |
| Other domestic debt securities - All other | $3,273,000 | 861 |
| 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 | $14,296,000 | 2,761 |
| Mortgage-backed securities | $23,395,000 | 2,128 |
| Certificates of participation in pools of residential mortgages | $975,000 | 5,114 |
| Issued or guaranteed by U.S. | $975,000 | 5,099 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $22,420,000 | 845 |
| CMOs issued by government agencies or sponsored agencies | $12,556,000 | 951 |
| Privately issued | $9,864,000 | 497 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $36,544,000 | 2,676 |
| Total debt securities | $36,541,000 | 2,961 |
| Structured notes | ||
| Amortized cost | $3,050,000 | 538 |
| Fair value | $3,012,000 | 541 |
| 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 | $36,373,000 | 3,022 |
| U.S. Government securities | $16,477,000 | 3,963 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $16,477,000 | 3,891 |
| Securities issued by states & political subdivisions | $5,199,000 | 3,087 |
| Other domestic debt securities | $14,697,000 | 690 |
| Privately issued residential mortgage-backed securities | $10,610,000 | 513 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $69,000 | 327 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,018,000 | 757 |
| 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 | $9,554,000 | 3,490 |
| Mortgage-backed securities | $24,701,000 | 2,089 |
| Certificates of participation in pools of residential mortgages | $1,087,000 | 5,138 |
| Issued or guaranteed by U.S. | $1,087,000 | 5,122 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $23,614,000 | 819 |
| CMOs issued by government agencies or sponsored agencies | $13,004,000 | 928 |
| Privately issued | $10,610,000 | 489 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $36,373,000 | 2,697 |
| Total debt securities | $36,374,000 | 2,986 |
| Structured notes | ||
| Amortized cost | $683,000 | 1,185 |
| Fair value | $684,000 | 1,179 |
| 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 | $44,293,000 | 2,560 |
| U.S. Government securities | $24,409,000 | 3,076 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $24,409,000 | 3,014 |
| Securities issued by states & political subdivisions | $5,334,000 | 3,031 |
| Other domestic debt securities | $14,550,000 | 659 |
| Privately issued residential mortgage-backed securities | $10,847,000 | 485 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $68,000 | 306 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,635,000 | 796 |
| 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 | $14,329,000 | 2,818 |
| Mortgage-backed securities | $24,857,000 | 2,034 |
| Certificates of participation in pools of residential mortgages | $1,142,000 | 5,109 |
| Issued or guaranteed by U.S. | $1,142,000 | 5,096 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $23,715,000 | 787 |
| CMOs issued by government agencies or sponsored agencies | $12,868,000 | 901 |
| Privately issued | $10,847,000 | 460 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $44,293,000 | 2,277 |
| Total debt securities | $44,290,000 | 2,529 |
| Structured notes | ||
| Amortized cost | $682,000 | 1,239 |
| Fair value | $683,000 | 1,238 |
| 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 | $33,403,000 | 3,133 |
| U.S. Government securities | $4,218,000 | 6,627 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $4,218,000 | 6,529 |
| Securities issued by states & political subdivisions | $1,552,000 | 4,447 |
| Other domestic debt securities | $27,633,000 | 442 |
| Privately issued residential mortgage-backed securities | $13,047,000 | 441 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,182,000 | 92 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,404,000 | 601 |
| 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 | $12,130,000 | 3,117 |
| Mortgage-backed securities | $16,849,000 | 2,501 |
| Certificates of participation in pools of residential mortgages | $370,000 | 5,603 |
| Issued or guaranteed by U.S. | $370,000 | 5,586 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $16,479,000 | 927 |
| CMOs issued by government agencies or sponsored agencies | $3,432,000 | 1,676 |
| Privately issued | $13,047,000 | 420 |
| 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) | $19,149,000 | 770 |
| Available-for-sale securities (fair market value) | $14,254,000 | 4,655 |
| Total debt securities | $33,403,000 | 3,101 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $11,381,000 | 118 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $63,022,000 | 1,889 |
| U.S. Government securities | $12,164,000 | 4,712 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $12,164,000 | 4,626 |
| Securities issued by states & political subdivisions | $1,541,000 | 4,493 |
| Other domestic debt securities | $27,985,000 | 450 |
| Privately issued residential mortgage-backed securities | $13,584,000 | 439 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,063,000 | 90 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,338,000 | 673 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $21,332,000 | 152 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,707,000 | 2,263 |
| Mortgage-backed securities | $25,007,000 | 1,900 |
| Certificates of participation in pools of residential mortgages | $3,418,000 | 4,149 |
| Issued or guaranteed by U.S. | $3,418,000 | 4,134 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $21,589,000 | 779 |
| CMOs issued by government agencies or sponsored agencies | $8,005,000 | 1,129 |
| Privately issued | $13,584,000 | 416 |
| 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) | $2,537,000 | 2,067 |
| Available-for-sale securities (fair market value) | $60,485,000 | 1,709 |
| Total debt securities | $41,689,000 | 2,645 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $25,037,000 | 96 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $70,368,000 | 1,680 |
| U.S. Government securities | $14,724,000 | 4,274 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $14,724,000 | 4,198 |
| Securities issued by states & political subdivisions | $1,530,000 | 4,523 |
| Other domestic debt securities | $32,409,000 | 412 |
| Privately issued residential mortgage-backed securities | $14,706,000 | 408 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,800,000 | 87 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,903,000 | 631 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $21,705,000 | 177 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,797,000 | 2,035 |
| Mortgage-backed securities | $26,541,000 | 1,756 |
| Certificates of participation in pools of residential mortgages | $3,550,000 | 4,004 |
| Issued or guaranteed by U.S. | $3,550,000 | 3,990 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $22,991,000 | 724 |
| CMOs issued by government agencies or sponsored agencies | $8,285,000 | 1,083 |
| Privately issued | $14,706,000 | 382 |
| 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) | $2,545,000 | 2,104 |
| Available-for-sale securities (fair market value) | $67,823,000 | 1,536 |
| Total debt securities | $48,664,000 | 2,311 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $25,432,000 | 100 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $91,441,000 | 1,314 |
| U.S. Government securities | $14,966,000 | 4,300 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $14,966,000 | 4,212 |
| Securities issued by states & political subdivisions | $17,937,000 | 1,232 |
| Other domestic debt securities | $35,135,000 | 380 |
| Privately issued residential mortgage-backed securities | $15,426,000 | 362 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,524,000 | 81 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,185,000 | 587 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $23,403,000 | 150 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,372,000 | 2,028 |
| Mortgage-backed securities | $27,535,000 | 1,538 |
| Certificates of participation in pools of residential mortgages | $3,776,000 | 3,611 |
| Issued or guaranteed by U.S. | $3,776,000 | 3,596 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $23,759,000 | 668 |
| CMOs issued by government agencies or sponsored agencies | $8,333,000 | 1,033 |
| Privately issued | $15,426,000 | 337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,748,000 | 2,126 |
| Available-for-sale securities (fair market value) | $88,693,000 | 1,174 |
| Total debt securities | $68,040,000 | 1,677 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $29,667,000 | 93 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $79,852,000 | 1,492 |
| U.S. Government securities | $15,057,000 | 4,351 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $15,057,000 | 4,256 |
| Securities issued by states & political subdivisions | $17,937,000 | 1,193 |
| Other domestic debt securities | $38,344,000 | 345 |
| Privately issued residential mortgage-backed securities | $15,663,000 | 345 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,889,000 | 73 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,792,000 | 544 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $8,514,000 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,515,000 | 4,377 |
| Mortgage-backed securities | $27,978,000 | 1,425 |
| Certificates of participation in pools of residential mortgages | $3,973,000 | 3,370 |
| Issued or guaranteed by U.S. | $3,973,000 | 3,356 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $24,005,000 | 635 |
| CMOs issued by government agencies or sponsored agencies | $8,342,000 | 1,000 |
| Privately issued | $15,663,000 | 322 |
| 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) | $2,892,000 | 2,122 |
| Available-for-sale securities (fair market value) | $76,960,000 | 1,335 |
| Total debt securities | $71,337,000 | 1,627 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $35,601,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $69,417,000 | 1,684 |
| U.S. Government securities | $11,588,000 | 5,067 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $11,588,000 | 4,962 |
| Securities issued by states & political subdivisions | $17,736,000 | 1,172 |
| Other domestic debt securities | $31,191,000 | 377 |
| Privately issued residential mortgage-backed securities | $16,318,000 | 330 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,900,000 | 88 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,973,000 | 627 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $8,902,000 | 300 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,772,000 | 4,323 |
| Mortgage-backed securities | $27,192,000 | 1,420 |
| Certificates of participation in pools of residential mortgages | $4,386,000 | 3,177 |
| Issued or guaranteed by U.S. | $4,386,000 | 3,163 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $22,806,000 | 648 |
| CMOs issued by government agencies or sponsored agencies | $6,488,000 | 1,135 |
| Privately issued | $16,318,000 | 312 |
| 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) | $2,987,000 | 2,133 |
| Available-for-sale securities (fair market value) | $66,430,000 | 1,517 |
| Total debt securities | $60,515,000 | 1,856 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $35,847,000 | 80 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $62,219,000 | 1,879 |
| U.S. Government securities | $4,150,000 | 6,987 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $4,150,000 | 6,851 |
| Securities issued by states & political subdivisions | $17,987,000 | 1,160 |
| Other domestic debt securities | $30,973,000 | 379 |
| Privately issued residential mortgage-backed securities | $12,576,000 | 366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,000,000 | 86 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,397,000 | 462 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $9,109,000 | 307 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,089,000 | 4,871 |
| Mortgage-backed securities | $16,530,000 | 1,986 |
| Certificates of participation in pools of residential mortgages | $1,004,000 | 4,806 |
| Issued or guaranteed by U.S. | $1,004,000 | 4,788 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $15,526,000 | 808 |
| CMOs issued by government agencies or sponsored agencies | $2,950,000 | 1,595 |
| Privately issued | $12,576,000 | 343 |
| 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) | $6,497,000 | 1,586 |
| Available-for-sale securities (fair market value) | $55,722,000 | 1,788 |
| Total debt securities | $53,110,000 | 2,155 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $53,418,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $114,595,000 | 1,083 |
| U.S. Government securities | $29,973,000 | 2,732 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $29,973,000 | 2,661 |
| Securities issued by states & political subdivisions | $21,752,000 | 930 |
| Other domestic debt securities | $36,013,000 | 340 |
| Privately issued residential mortgage-backed securities | $9,221,000 | 411 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,000,000 | 82 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,792,000 | 278 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $26,857,000 | 123 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,553,000 | 1,743 |
| Mortgage-backed securities | $32,000,000 | 1,270 |
| Certificates of participation in pools of residential mortgages | $7,542,000 | 2,434 |
| Issued or guaranteed by U.S. | $7,542,000 | 2,422 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $24,458,000 | 623 |
| CMOs issued by government agencies or sponsored agencies | $15,237,000 | 657 |
| Privately issued | $9,221,000 | 392 |
| 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) | $40,421,000 | 483 |
| Available-for-sale securities (fair market value) | $74,174,000 | 1,403 |
| Total debt securities | $87,739,000 | 1,352 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $108,478,000 | 1,158 |
| U.S. Government securities | $30,627,000 | 2,727 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $30,627,000 | 2,654 |
| Securities issued by states & political subdivisions | $22,687,000 | 884 |
| Other domestic debt securities | $29,061,000 | 391 |
| Privately issued residential mortgage-backed securities | $10,554,000 | 378 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,507,000 | 264 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $26,103,000 | 124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,287,000 | 1,614 |
| Mortgage-backed securities | $33,977,000 | 1,242 |
| Certificates of participation in pools of residential mortgages | $8,026,000 | 2,378 |
| Issued or guaranteed by U.S. | $8,026,000 | 2,365 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $25,951,000 | 590 |
| CMOs issued by government agencies or sponsored agencies | $15,397,000 | 643 |
| Privately issued | $10,554,000 | 357 |
| 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) | $41,035,000 | 501 |
| Available-for-sale securities (fair market value) | $67,443,000 | 1,514 |
| Total debt securities | $82,384,000 | 1,458 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $104,386,000 | 1,193 |
| U.S. Government securities | $31,443,000 | 2,652 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $31,443,000 | 2,577 |
| Securities issued by states & political subdivisions | $25,069,000 | 756 |
| Other domestic debt securities | $21,791,000 | 469 |
| Privately issued residential mortgage-backed securities | $6,021,000 | 477 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,770,000 | 295 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $26,083,000 | 125 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,305,000 | 1,545 |
| Mortgage-backed securities | $30,250,000 | 1,337 |
| Certificates of participation in pools of residential mortgages | $8,552,000 | 2,305 |
| Issued or guaranteed by U.S. | $8,552,000 | 2,293 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $21,698,000 | 649 |
| CMOs issued by government agencies or sponsored agencies | $15,677,000 | 638 |
| Privately issued | $6,021,000 | 451 |
| 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) | $42,562,000 | 492 |
| Available-for-sale securities (fair market value) | $61,824,000 | 1,657 |
| Total debt securities | $78,302,000 | 1,514 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $96,152,000 | 1,298 |
| U.S. Government securities | $29,421,000 | 2,858 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $29,421,000 | 2,761 |
| Securities issued by states & political subdivisions | $26,241,000 | 705 |
| Other domestic debt securities | $17,179,000 | 546 |
| Privately issued residential mortgage-backed securities | $1,344,000 | 786 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,835,000 | 309 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $23,311,000 | 129 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,089,000 | 4,280 |
| Mortgage-backed securities | $23,540,000 | 1,591 |
| Certificates of participation in pools of residential mortgages | $8,979,000 | 2,295 |
| Issued or guaranteed by U.S. | $8,979,000 | 2,284 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $14,561,000 | 837 |
| CMOs issued by government agencies or sponsored agencies | $13,217,000 | 717 |
| Privately issued | $1,344,000 | 732 |
| 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) | $43,264,000 | 496 |
| Available-for-sale securities (fair market value) | $52,888,000 | 1,920 |
| Total debt securities | $72,842,000 | 1,635 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $91,596,000 | 1,352 |
| U.S. Government securities | $26,464,000 | 3,095 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $26,464,000 | 2,993 |
| Securities issued by states & political subdivisions | $26,333,000 | 705 |
| Other domestic debt securities | $16,941,000 | 558 |
| Privately issued residential mortgage-backed securities | $1,095,000 | 794 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,846,000 | 319 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $21,858,000 | 144 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,550,000 | 4,132 |
| Mortgage-backed securities | $20,219,000 | 1,788 |
| Certificates of participation in pools of residential mortgages | $7,644,000 | 2,525 |
| Issued or guaranteed by U.S. | $7,644,000 | 2,515 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $12,575,000 | 906 |
| CMOs issued by government agencies or sponsored agencies | $11,480,000 | 785 |
| Privately issued | $1,095,000 | 742 |
| 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) | $42,250,000 | 510 |
| Available-for-sale securities (fair market value) | $49,346,000 | 2,045 |
| Total debt securities | $69,737,000 | 1,705 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $96,229,000 | 1,276 |
| U.S. Government securities | $27,507,000 | 2,965 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $27,507,000 | 2,872 |
| Securities issued by states & political subdivisions | $26,472,000 | 707 |
| Other domestic debt securities | $19,761,000 | 523 |
| Privately issued residential mortgage-backed securities | $1,159,000 | 773 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,602,000 | 296 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $22,489,000 | 136 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,138,000 | 3,981 |
| Mortgage-backed securities | $21,314,000 | 1,742 |
| Certificates of participation in pools of residential mortgages | $8,308,000 | 2,447 |
| Issued or guaranteed by U.S. | $8,308,000 | 2,435 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $13,006,000 | 897 |
| CMOs issued by government agencies or sponsored agencies | $11,847,000 | 789 |
| Privately issued | $1,159,000 | 722 |
| 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) | $45,886,000 | 499 |
| Available-for-sale securities (fair market value) | $50,343,000 | 1,960 |
| Total debt securities | $73,739,000 | 1,600 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $98,742,000 | 1,255 |
| U.S. Government securities | $28,894,000 | 2,885 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $28,894,000 | 2,780 |
| Securities issued by states & political subdivisions | $26,562,000 | 687 |
| Other domestic debt securities | $21,212,000 | 501 |
| Privately issued residential mortgage-backed securities | $1,225,000 | 744 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,987,000 | 295 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $22,074,000 | 144 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,955,000 | 3,788 |
| Mortgage-backed securities | $22,615,000 | 1,716 |
| Certificates of participation in pools of residential mortgages | $9,091,000 | 2,385 |
| Issued or guaranteed by U.S. | $9,091,000 | 2,376 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $13,524,000 | 903 |
| CMOs issued by government agencies or sponsored agencies | $12,299,000 | 803 |
| Privately issued | $1,225,000 | 698 |
| 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) | $47,238,000 | 493 |
| Available-for-sale securities (fair market value) | $51,504,000 | 1,937 |
| Total debt securities | $76,670,000 | 1,555 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $100,582,000 | 1,252 |
| U.S. Government securities | $29,123,000 | 2,918 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $29,123,000 | 2,807 |
| Securities issued by states & political subdivisions | $26,500,000 | 688 |
| Other domestic debt securities | $22,473,000 | 496 |
| Privately issued residential mortgage-backed securities | $1,308,000 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,165,000 | 294 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $22,486,000 | 148 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,726,000 | 3,630 |
| Mortgage-backed securities | $22,912,000 | 1,746 |
| Certificates of participation in pools of residential mortgages | $8,794,000 | 2,491 |
| Issued or guaranteed by U.S. | $8,794,000 | 2,484 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $14,118,000 | 900 |
| CMOs issued by government agencies or sponsored agencies | $12,810,000 | 803 |
| Privately issued | $1,308,000 | 663 |
| 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) | $48,419,000 | 487 |
| Available-for-sale securities (fair market value) | $52,163,000 | 1,935 |
| Total debt securities | $78,096,000 | 1,549 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $102,983,000 | 1,250 |
| U.S. Government securities | $31,413,000 | 2,758 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $31,413,000 | 2,655 |
| Securities issued by states & political subdivisions | $26,799,000 | 689 |
| Other domestic debt securities | $22,962,000 | 512 |
| Privately issued residential mortgage-backed securities | $1,409,000 | 700 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,553,000 | 305 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $21,809,000 | 165 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,556,000 | 3,442 |
| Mortgage-backed securities | $24,284,000 | 1,704 |
| Certificates of participation in pools of residential mortgages | $9,571,000 | 2,428 |
| Issued or guaranteed by U.S. | $9,571,000 | 2,421 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $14,713,000 | 891 |
| CMOs issued by government agencies or sponsored agencies | $13,304,000 | 790 |
| Privately issued | $1,409,000 | 653 |
| 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) | $49,703,000 | 465 |
| Available-for-sale securities (fair market value) | $53,280,000 | 1,935 |
| Total debt securities | $81,171,000 | 1,510 |
| Structured notes | ||
| Amortized cost | $1,003,000 | 1,972 |
| Fair value | $1,003,000 | 1,978 |
| 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 | $107,947,000 | 1,194 |
| U.S. Government securities | $32,955,000 | 2,634 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $32,955,000 | 2,537 |
| Securities issued by states & political subdivisions | $26,851,000 | 679 |
| Other domestic debt securities | $25,322,000 | 469 |
| Privately issued residential mortgage-backed securities | $1,535,000 | 631 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,787,000 | 283 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $22,819,000 | 166 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,499,000 | 3,199 |
| Mortgage-backed securities | $25,896,000 | 1,645 |
| Certificates of participation in pools of residential mortgages | $10,543,000 | 2,294 |
| Issued or guaranteed by U.S. | $10,543,000 | 2,284 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $15,353,000 | 862 |
| CMOs issued by government agencies or sponsored agencies | $13,818,000 | 778 |
| Privately issued | $1,535,000 | 585 |
| 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) | $51,149,000 | 449 |
| Available-for-sale securities (fair market value) | $56,798,000 | 1,815 |
| Total debt securities | $85,128,000 | 1,456 |
| Structured notes | ||
| Amortized cost | $1,008,000 | 1,954 |
| Fair value | $1,009,000 | 1,964 |
| 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 | $104,845,000 | 1,240 |
| U.S. Government securities | $36,846,000 | 2,417 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $36,846,000 | 2,329 |
| Securities issued by states & political subdivisions | $26,117,000 | 690 |
| Other domestic debt securities | $18,788,000 | 562 |
| Privately issued residential mortgage-backed securities | $1,017,000 | 690 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,771,000 | 368 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $23,094,000 | 170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $26,985,000 | 1,626 |
| Certificates of participation in pools of residential mortgages | $11,826,000 | 2,168 |
| Issued or guaranteed by U.S. | $11,826,000 | 2,159 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $15,159,000 | 876 |
| CMOs issued by government agencies or sponsored agencies | $14,142,000 | 776 |
| Privately issued | $1,017,000 | 645 |
| 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) | $47,014,000 | 496 |
| Available-for-sale securities (fair market value) | $57,831,000 | 1,812 |
| Total debt securities | $81,752,000 | 1,534 |
| Structured notes | ||
| Amortized cost | $1,013,000 | 1,938 |
| Fair value | $1,014,000 | 1,943 |
| 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 | $108,544,000 | 1,209 |
| U.S. Government securities | $41,459,000 | 2,190 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $41,459,000 | 2,119 |
| Securities issued by states & political subdivisions | $25,295,000 | 735 |
| Other domestic debt securities | $18,303,000 | 612 |
| Privately issued residential mortgage-backed securities | $1,695,000 | 645 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,608,000 | 419 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $23,487,000 | 189 |
| 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 | $30,231,000 | 1,516 |
| Certificates of participation in pools of residential mortgages | $13,819,000 | 1,994 |
| Issued or guaranteed by U.S. | $13,819,000 | 1,985 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $16,412,000 | 861 |
| CMOs issued by government agencies or sponsored agencies | $14,717,000 | 790 |
| Privately issued | $1,695,000 | 600 |
| 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) | $45,709,000 | 478 |
| Available-for-sale securities (fair market value) | $62,835,000 | 1,702 |
| Total debt securities | $85,057,000 | 1,485 |
| Structured notes | ||
| Amortized cost | $1,017,000 | 1,721 |
| Fair value | $1,026,000 | 1,736 |
| 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 | $97,064,000 | 1,396 |
| U.S. Government securities | $30,344,000 | 2,883 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $30,344,000 | 2,777 |
| Securities issued by states & political subdivisions | $24,361,000 | 758 |
| Other domestic debt securities | $18,601,000 | 584 |
| Privately issued residential mortgage-backed securities | $2,122,000 | 501 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,479,000 | 456 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $23,758,000 | 182 |
| 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 | $19,507,000 | 2,052 |
| Certificates of participation in pools of residential mortgages | $12,694,000 | 2,114 |
| Issued or guaranteed by U.S. | $12,694,000 | 2,098 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $6,813,000 | 1,373 |
| CMOs issued by government agencies or sponsored agencies | $4,691,000 | 1,546 |
| Privately issued | $2,122,000 | 437 |
| 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) | $34,032,000 | 647 |
| Available-for-sale securities (fair market value) | $63,032,000 | 1,723 |
| Total debt securities | $73,306,000 | 1,734 |
| Structured notes | ||
| Amortized cost | $1,022,000 | 1,581 |
| Fair value | $1,032,000 | 1,585 |
| 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 | $94,224,000 | 1,420 |
| U.S. Government securities | $25,762,000 | 3,159 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $25,762,000 | 3,049 |
| Securities issued by states & political subdivisions | $24,117,000 | 775 |
| Other domestic debt securities | $19,241,000 | 584 |
| Privately issued residential mortgage-backed securities | $2,742,000 | 474 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,499,000 | 482 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $25,104,000 | 187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $16,336,000 | 2,274 |
| Certificates of participation in pools of residential mortgages | $8,385,000 | 2,658 |
| Issued or guaranteed by U.S. | $8,385,000 | 2,648 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $7,951,000 | 1,282 |
| CMOs issued by government agencies or sponsored agencies | $5,209,000 | 1,476 |
| Privately issued | $2,742,000 | 416 |
| 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) | $27,343,000 | 738 |
| Available-for-sale securities (fair market value) | $66,881,000 | 1,606 |
| Total debt securities | $69,113,000 | 1,798 |
| Structured notes | ||
| Amortized cost | $1,027,000 | 1,355 |
| Fair value | $1,038,000 | 1,360 |
| 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 | $78,823,000 | 1,596 |
| U.S. Government securities | $19,065,000 | 3,816 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $19,065,000 | 3,664 |
| Securities issued by states & political subdivisions | $22,827,000 | 819 |
| Other domestic debt securities | $14,965,000 | 716 |
| Privately issued residential mortgage-backed securities | $227,000 | 962 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,738,000 | 538 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $21,966,000 | 219 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $13,079,000 | 2,639 |
| Certificates of participation in pools of residential mortgages | $10,553,000 | 2,324 |
| Issued or guaranteed by U.S. | $10,553,000 | 2,312 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,526,000 | 2,315 |
| CMOs issued by government agencies or sponsored agencies | $2,299,000 | 2,257 |
| Privately issued | $227,000 | 851 |
| 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) | $15,884,000 | 1,063 |
| Available-for-sale securities (fair market value) | $62,939,000 | 1,668 |
| Total debt securities | $56,858,000 | 2,071 |
| Structured notes | ||
| Amortized cost | $1,032,000 | 1,154 |
| Fair value | $1,000,000 | 1,348 |
| 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 | $74,549,000 | 1,655 |
| U.S. Government securities | $13,182,000 | 4,858 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $13,182,000 | 4,688 |
| Securities issued by states & political subdivisions | $22,317,000 | 791 |
| Other domestic debt securities | $14,776,000 | 736 |
| Privately issued residential mortgage-backed securities | $495,000 | 857 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,281,000 | 549 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $24,274,000 | 183 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $6,035,000 | 3,882 |
| Certificates of participation in pools of residential mortgages | $3,120,000 | 4,123 |
| Issued or guaranteed by U.S. | $3,120,000 | 4,108 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,915,000 | 2,270 |
| CMOs issued by government agencies or sponsored agencies | $2,420,000 | 2,282 |
| Privately issued | $495,000 | 754 |
| 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) | $10,005,000 | 1,467 |
| Available-for-sale securities (fair market value) | $64,544,000 | 1,602 |
| Total debt securities | $50,274,000 | 2,291 |
| 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 | $77,749,000 | 1,581 |
| U.S. Government securities | $16,649,000 | 4,179 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $16,649,000 | 4,005 |
| Securities issued by states & political subdivisions | $21,942,000 | 777 |
| Other domestic debt securities | $15,130,000 | 718 |
| Privately issued residential mortgage-backed securities | $780,000 | 774 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,350,000 | 545 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $24,028,000 | 199 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $9,760,000 | 3,052 |
| Certificates of participation in pools of residential mortgages | $3,570,000 | 3,906 |
| Issued or guaranteed by U.S. | $3,570,000 | 3,892 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $6,190,000 | 1,651 |
| CMOs issued by government agencies or sponsored agencies | $5,410,000 | 1,671 |
| Privately issued | $780,000 | 696 |
| 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) | $15,738,000 | 1,109 |
| Available-for-sale securities (fair market value) | $62,011,000 | 1,633 |
| Total debt securities | $53,721,000 | 2,124 |
| 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 | $72,942,000 | 1,532 |
| U.S. Government securities | $22,701,000 | 3,188 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $22,701,000 | 3,023 |
| Securities issued by states & political subdivisions | $19,688,000 | 848 |
| Other domestic debt securities | $6,625,000 | 1,199 |
| 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 | $6,625,000 | 955 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $23,928,000 | 183 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $4,642,000 | 4,087 |
| 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 | $4,642,000 | 1,946 |
| CMOs issued by government agencies or sponsored agencies | $4,642,000 | 1,819 |
| 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) | $9,677,000 | 1,585 |
| Available-for-sale securities (fair market value) | $63,265,000 | 1,461 |
| Total debt securities | $49,014,000 | 2,170 |
| 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 | $53,749,000 | 2,047 |
| U.S. Government securities | $37,464,000 | 2,135 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $37,464,000 | 1,976 |
| Securities issued by states & political subdivisions | $4,107,000 | 3,155 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $12,178,000 | 437 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| 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) | $13,989,000 | 1,518 |
| Available-for-sale securities (fair market value) | $39,760,000 | 2,148 |
| Total debt securities | $41,571,000 | 2,500 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $36,394,000 | 3,040 |
| U.S. Government securities | $32,820,000 | 2,533 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $32,820,000 | 2,258 |
| 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 | $3,574,000 | 1,059 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| 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) | $13,988,000 | 1,681 |
| Available-for-sale securities (fair market value) | $22,406,000 | 3,564 |
| Total debt securities | $32,820,000 | 3,230 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $12,141,000 | 6,502 |
| U.S. Government securities | $11,614,000 | 5,618 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $11,614,000 | 4,853 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $36,000 | 3,718 |
| Privately issued residential mortgage-backed securities | $36,000 | 1,422 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $491,000 | 3,618 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $36,000 | 7,806 |
| 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 | $36,000 | 4,676 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $36,000 | 1,217 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $12,141,000 | 5,228 |
| Total debt securities | $11,650,000 | 6,494 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $16,479,000 | 5,651 |
| U.S. Government securities | $16,279,000 | 4,760 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $16,279,000 | 3,776 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $181,000 | 3,002 |
| Privately issued residential mortgage-backed securities | $181,000 | 1,082 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $19,000 | 7,683 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $181,000 | 7,644 |
| 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 | $181,000 | 4,581 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $181,000 | 878 |
| 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) | $10,000,000 | 2,812 |
| Available-for-sale securities (fair market value) | $6,479,000 | 6,884 |
| Total debt securities | $16,460,000 | 5,525 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $14,298,000 | 6,616 |
| U.S. Government securities | $13,505,000 | 5,890 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $13,505,000 | 4,528 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $778,000 | 2,300 |
| Privately issued residential mortgage-backed securities | $252,000 | 1,225 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $526,000 | 1,968 |
| Foreign debt securities | NA | NA |
| Equity securities | $15,000 | 7,870 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $252,000 | 8,055 |
| 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 | $252,000 | 4,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $252,000 | 987 |
| 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) | $10,000,000 | 3,180 |
| Available-for-sale securities (fair market value) | $4,298,000 | 8,090 |
| Total debt securities | $14,226,000 | 6,503 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |