Home > E*TRADE United Bank > Securities
E*TRADE United Bank, Securities
| 2012-09-30 | Rank | |
| Total securities | $0 | 7,013 |
| U.S. Government securities | $0 | 6,863 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $0 | 6,788 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| 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 | $0 | 6,124 |
| Mortgage-backed securities | $0 | 5,902 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $0 | 6,985 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| 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 | $473,207,000 | 331 |
| U.S. Government securities | $467,508,000 | 249 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $467,508,000 | 243 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $5,699,000 | 997 |
| Privately issued residential mortgage-backed securities | $5,699,000 | 319 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| 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 | $0 | 6,201 |
| Mortgage-backed securities | $473,207,000 | 203 |
| Certificates of participation in pools of residential mortgages | $284,244,000 | 186 |
| Issued or guaranteed by U.S. | $284,244,000 | 185 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $153,340,000 | 253 |
| CMOs issued by government agencies or sponsored agencies | $147,641,000 | 238 |
| Privately issued | $5,699,000 | 311 |
| Commercial mortgage-backed securities | $35,623,000 | 85 |
| Commercial mortgage pass-through securities | $35,623,000 | 38 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $473,207,000 | 289 |
| Total debt securities | $473,207,000 | 325 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| 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 | $516,162,000 | 308 |
| U.S. Government securities | $509,961,000 | 236 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $509,961,000 | 233 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $6,201,000 | 948 |
| Privately issued residential mortgage-backed securities | $6,201,000 | 327 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| 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 | $0 | 6,234 |
| Mortgage-backed securities | $516,162,000 | 192 |
| Certificates of participation in pools of residential mortgages | $326,700,000 | 162 |
| Issued or guaranteed by U.S. | $326,700,000 | 161 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $153,311,000 | 263 |
| CMOs issued by government agencies or sponsored agencies | $147,110,000 | 248 |
| Privately issued | $6,201,000 | 316 |
| Commercial mortgage-backed securities | $36,151,000 | 74 |
| Commercial mortgage pass-through securities | $36,151,000 | 31 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $516,162,000 | 274 |
| Total debt securities | $516,162,000 | 301 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $323,132,000 | 466 |
| U.S. Government securities | $313,451,000 | 345 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $313,451,000 | 335 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $9,681,000 | 745 |
| Privately issued residential mortgage-backed securities | $9,681,000 | 311 |
| 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 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $323,132,000 | 283 |
| Certificates of participation in pools of residential mortgages | $313,451,000 | 164 |
| Issued or guaranteed by U.S. | $313,451,000 | 164 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $9,681,000 | 1,614 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $9,681,000 | 303 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $323,132,000 | 415 |
| Total debt securities | $323,132,000 | 462 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $272,599,000 | 547 |
| U.S. Government securities | $262,215,000 | 406 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $262,215,000 | 394 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $10,384,000 | 695 |
| Privately issued residential mortgage-backed securities | $10,384,000 | 310 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $272,599,000 | 308 |
| Certificates of participation in pools of residential mortgages | $262,215,000 | 183 |
| Issued or guaranteed by U.S. | $262,215,000 | 182 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $10,384,000 | 1,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $10,384,000 | 300 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $272,599,000 | 493 |
| Total debt securities | $272,599,000 | 538 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $292,537,000 | 502 |
| U.S. Government securities | $281,559,000 | 382 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $281,559,000 | 369 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $10,978,000 | 662 |
| Privately issued residential mortgage-backed securities | $10,978,000 | 319 |
| 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 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $292,537,000 | 289 |
| Certificates of participation in pools of residential mortgages | $281,559,000 | 173 |
| Issued or guaranteed by U.S. | $281,559,000 | 172 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $10,978,000 | 1,484 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $10,978,000 | 308 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $292,537,000 | 453 |
| Total debt securities | $292,537,000 | 497 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $278,051,000 | 528 |
| U.S. Government securities | $266,503,000 | 400 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $266,503,000 | 380 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $11,548,000 | 651 |
| Privately issued residential mortgage-backed securities | $11,548,000 | 333 |
| 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 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $278,051,000 | 298 |
| Certificates of participation in pools of residential mortgages | $219,891,000 | 212 |
| Issued or guaranteed by U.S. | $219,891,000 | 210 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $58,160,000 | 510 |
| CMOs issued by government agencies or sponsored agencies | $46,612,000 | 512 |
| Privately issued | $11,548,000 | 323 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $278,051,000 | 472 |
| Total debt securities | $278,051,000 | 516 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $231,001,000 | 603 |
| U.S. Government securities | $218,951,000 | 472 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $218,951,000 | 454 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $12,050,000 | 668 |
| Privately issued residential mortgage-backed securities | $12,050,000 | 342 |
| 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 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $231,001,000 | 333 |
| Certificates of participation in pools of residential mortgages | $162,947,000 | 265 |
| Issued or guaranteed by U.S. | $162,947,000 | 263 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $68,054,000 | 431 |
| CMOs issued by government agencies or sponsored agencies | $56,004,000 | 430 |
| Privately issued | $12,050,000 | 328 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $231,001,000 | 539 |
| Total debt securities | $231,001,000 | 593 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $219,189,000 | 620 |
| U.S. Government securities | $207,459,000 | 461 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $207,459,000 | 441 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $11,685,000 | 686 |
| Privately issued residential mortgage-backed securities | $11,685,000 | 372 |
| 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 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $45,000 | 1,145 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $219,144,000 | 326 |
| Certificates of participation in pools of residential mortgages | $150,251,000 | 268 |
| Issued or guaranteed by U.S. | $150,251,000 | 264 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $68,893,000 | 430 |
| CMOs issued by government agencies or sponsored agencies | $57,208,000 | 414 |
| Privately issued | $11,685,000 | 357 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $219,189,000 | 546 |
| Total debt securities | $219,144,000 | 610 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $200,416,000 | 672 |
| U.S. Government securities | $190,032,000 | 509 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $190,032,000 | 484 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $10,339,000 | 760 |
| Privately issued residential mortgage-backed securities | $10,339,000 | 420 |
| 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 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $45,000 | 1,188 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $200,371,000 | 348 |
| Certificates of participation in pools of residential mortgages | $132,971,000 | 300 |
| Issued or guaranteed by U.S. | $132,971,000 | 296 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $67,400,000 | 436 |
| CMOs issued by government agencies or sponsored agencies | $57,061,000 | 395 |
| Privately issued | $10,339,000 | 404 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $200,416,000 | 586 |
| Total debt securities | $200,371,000 | 661 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $164,651,000 | 812 |
| U.S. Government securities | $154,435,000 | 621 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $154,435,000 | 592 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $10,171,000 | 797 |
| Privately issued residential mortgage-backed securities | $10,171,000 | 453 |
| 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 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $45,000 | 1,263 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $164,606,000 | 426 |
| Certificates of participation in pools of residential mortgages | $99,006,000 | 422 |
| Issued or guaranteed by U.S. | $99,006,000 | 417 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $65,600,000 | 443 |
| CMOs issued by government agencies or sponsored agencies | $55,429,000 | 389 |
| Privately issued | $10,171,000 | 433 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $164,651,000 | 710 |
| Total debt securities | $164,606,000 | 799 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $151,946,000 | 843 |
| U.S. Government securities | $141,492,000 | 655 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $141,492,000 | 627 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $10,409,000 | 810 |
| Privately issued residential mortgage-backed securities | $10,409,000 | 477 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $45,000 | 1,299 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $151,901,000 | 461 |
| Certificates of participation in pools of residential mortgages | $86,118,000 | 481 |
| Issued or guaranteed by U.S. | $86,118,000 | 478 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $65,783,000 | 417 |
| CMOs issued by government agencies or sponsored agencies | $55,374,000 | 373 |
| Privately issued | $10,409,000 | 459 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $151,946,000 | 735 |
| Total debt securities | $151,901,000 | 829 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $127,471,000 | 1,004 |
| U.S. Government securities | $116,429,000 | 767 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $116,429,000 | 743 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $10,997,000 | 834 |
| Privately issued residential mortgage-backed securities | $10,997,000 | 492 |
| 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 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $45,000 | 1,396 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $127,426,000 | 551 |
| Certificates of participation in pools of residential mortgages | $64,446,000 | 633 |
| Issued or guaranteed by U.S. | $64,446,000 | 626 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $62,980,000 | 434 |
| CMOs issued by government agencies or sponsored agencies | $51,983,000 | 379 |
| Privately issued | $10,997,000 | 471 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $127,471,000 | 864 |
| Total debt securities | $127,426,000 | 986 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $96,119,000 | 1,300 |
| U.S. Government securities | $85,510,000 | 1,010 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $85,510,000 | 969 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $10,564,000 | 887 |
| Privately issued residential mortgage-backed securities | $10,564,000 | 506 |
| 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 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $45,000 | 1,384 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $96,074,000 | 670 |
| Certificates of participation in pools of residential mortgages | $34,979,000 | 1,141 |
| Issued or guaranteed by U.S. | $34,979,000 | 1,132 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $61,095,000 | 425 |
| CMOs issued by government agencies or sponsored agencies | $50,531,000 | 355 |
| Privately issued | $10,564,000 | 481 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $96,119,000 | 1,128 |
| Total debt securities | $96,074,000 | 1,276 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $79,150,000 | 1,569 |
| U.S. Government securities | $37,963,000 | 2,174 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $37,963,000 | 2,123 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $41,142,000 | 360 |
| Privately issued residential mortgage-backed securities | $41,142,000 | 237 |
| 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 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $45,000 | 1,394 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $79,105,000 | 823 |
| Certificates of participation in pools of residential mortgages | $37,963,000 | 1,098 |
| Issued or guaranteed by U.S. | $37,963,000 | 1,085 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $41,142,000 | 556 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $41,142,000 | 225 |
| 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) | $79,150,000 | 1,362 |
| Total debt securities | $79,105,000 | 1,548 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $63,319,000 | 1,879 |
| U.S. Government securities | $21,116,000 | 3,423 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,116,000 | 3,359 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $42,158,000 | 334 |
| Privately issued residential mortgage-backed securities | $42,158,000 | 223 |
| 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 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $45,000 | 1,387 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $63,274,000 | 966 |
| Certificates of participation in pools of residential mortgages | $21,116,000 | 1,708 |
| Issued or guaranteed by U.S. | $21,116,000 | 1,698 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $42,158,000 | 531 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $42,158,000 | 213 |
| 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) | $63,319,000 | 1,644 |
| Total debt securities | $63,274,000 | 1,862 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $205,661,000 | 589 |
| U.S. Government securities | $152,736,000 | 556 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $152,736,000 | 545 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $52,880,000 | 304 |
| Privately issued residential mortgage-backed securities | $52,880,000 | 206 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $45,000 | 1,536 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $205,616,000 | 345 |
| Certificates of participation in pools of residential mortgages | $152,736,000 | 297 |
| Issued or guaranteed by U.S. | $152,736,000 | 292 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $52,880,000 | 450 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $52,880,000 | 196 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $205,661,000 | 497 |
| Total debt securities | $205,616,000 | 579 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $231,558,000 | 534 |
| U.S. Government securities | $164,230,000 | 519 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $164,230,000 | 507 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $67,283,000 | 272 |
| Privately issued residential mortgage-backed securities | $67,283,000 | 178 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $45,000 | 1,768 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $231,513,000 | 310 |
| Certificates of participation in pools of residential mortgages | $164,230,000 | 280 |
| Issued or guaranteed by U.S. | $164,230,000 | 274 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $67,283,000 | 363 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $67,283,000 | 166 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $231,558,000 | 463 |
| Total debt securities | $231,513,000 | 518 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $105,161,000 | 1,160 |
| U.S. Government securities | $604,000 | 7,797 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $604,000 | 7,720 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $104,512,000 | 203 |
| Privately issued residential mortgage-backed securities | $104,512,000 | 132 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $45,000 | 1,744 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $105,116,000 | 568 |
| Certificates of participation in pools of residential mortgages | $604,000 | 5,391 |
| Issued or guaranteed by U.S. | $604,000 | 5,365 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $104,512,000 | 277 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $104,512,000 | 120 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $105,161,000 | 1,009 |
| Total debt securities | $105,116,000 | 1,129 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $117,219,000 | 1,036 |
| U.S. Government securities | $1,458,000 | 7,670 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,458,000 | 7,563 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $115,716,000 | 185 |
| Privately issued residential mortgage-backed securities | $115,716,000 | 126 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $45,000 | 1,700 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $116,316,000 | 487 |
| Certificates of participation in pools of residential mortgages | $600,000 | 5,225 |
| Issued or guaranteed by U.S. | $600,000 | 5,205 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $115,716,000 | 249 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $115,716,000 | 112 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 3,658 |
| Available-for-sale securities (fair market value) | $117,218,000 | 901 |
| Total debt securities | $117,174,000 | 1,011 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $119,611,000 | 996 |
| U.S. Government securities | $2,067,000 | 7,534 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,067,000 | 7,424 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $117,499,000 | 183 |
| Privately issued residential mortgage-backed securities | $117,499,000 | 122 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $45,000 | 1,634 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $118,416,000 | 472 |
| Certificates of participation in pools of residential mortgages | $917,000 | 4,865 |
| Issued or guaranteed by U.S. | $917,000 | 4,850 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $117,499,000 | 246 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $117,499,000 | 110 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $119,611,000 | 855 |
| Total debt securities | $119,566,000 | 968 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $120,571,000 | 996 |
| U.S. Government securities | $2,319,000 | 7,533 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,319,000 | 7,412 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $118,208,000 | 180 |
| Privately issued residential mortgage-backed securities | $118,208,000 | 123 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $44,000 | 1,668 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $119,135,000 | 480 |
| Certificates of participation in pools of residential mortgages | $927,000 | 4,857 |
| Issued or guaranteed by U.S. | $927,000 | 4,842 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $118,208,000 | 247 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $118,208,000 | 109 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $120,571,000 | 850 |
| Total debt securities | $120,527,000 | 977 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $3,878,000 | 7,489 |
| U.S. Government securities | $2,308,000 | 7,558 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,308,000 | 7,440 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $1,570,000 | 1,654 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,570,000 | 1,141 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $917,000 | 5,359 |
| Certificates of participation in pools of residential mortgages | $917,000 | 4,892 |
| Issued or guaranteed by U.S. | $917,000 | 4,875 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,468,000 | 2,285 |
| Available-for-sale securities (fair market value) | $1,410,000 | 7,346 |
| Total debt securities | $3,878,000 | 7,446 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $4,082,000 | 7,476 |
| U.S. Government securities | $3,297,000 | 7,306 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,297,000 | 7,177 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $785,000 | 2,088 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $785,000 | 1,534 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,153,000 | 5,169 |
| Certificates of participation in pools of residential mortgages | $1,153,000 | 4,682 |
| Issued or guaranteed by U.S. | $1,153,000 | 4,665 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,082,000 | 1,976 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $4,082,000 | 7,427 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $4,095,000 | 7,544 |
| U.S. Government securities | $3,908,000 | 7,205 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,908,000 | 7,072 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $187,000 | 2,774 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $187,000 | 2,159 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,176,000 | 5,168 |
| Certificates of participation in pools of residential mortgages | $1,176,000 | 4,681 |
| Issued or guaranteed by U.S. | $1,176,000 | 4,657 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,095,000 | 2,037 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $4,095,000 | 7,495 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $4,350,000 | 7,530 |
| U.S. Government securities | $4,166,000 | 7,139 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,166,000 | 6,998 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $184,000 | 2,835 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $184,000 | 2,224 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,176,000 | 5,193 |
| Certificates of participation in pools of residential mortgages | $1,176,000 | 4,711 |
| Issued or guaranteed by U.S. | $1,176,000 | 4,688 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,350,000 | 2,008 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $4,350,000 | 7,474 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $4,344,000 | 7,561 |
| U.S. Government securities | $4,217,000 | 7,175 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,217,000 | 7,027 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $127,000 | 2,968 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $127,000 | 2,379 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,177,000 | 5,239 |
| Certificates of participation in pools of residential mortgages | $1,177,000 | 4,738 |
| Issued or guaranteed by U.S. | $1,177,000 | 4,719 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,344,000 | 2,022 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $4,344,000 | 7,510 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $4,341,000 | 7,604 |
| U.S. Government securities | $4,216,000 | 7,190 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,216,000 | 7,034 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $125,000 | 3,072 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $125,000 | 2,505 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,176,000 | 5,301 |
| Certificates of participation in pools of residential mortgages | $1,176,000 | 4,787 |
| Issued or guaranteed by U.S. | $1,176,000 | 4,767 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,341,000 | 2,065 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $4,341,000 | 7,552 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $4,613,000 | 7,570 |
| U.S. Government securities | $4,217,000 | 7,209 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,217,000 | 7,065 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $396,000 | 2,755 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $396,000 | 2,258 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,177,000 | 5,330 |
| Certificates of participation in pools of residential mortgages | $1,177,000 | 4,825 |
| Issued or guaranteed by U.S. | $1,177,000 | 4,807 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,613,000 | 2,032 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $4,613,000 | 7,515 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $4,655,000 | 7,601 |
| U.S. Government securities | $4,218,000 | 7,253 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,218,000 | 7,099 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $437,000 | 2,779 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $437,000 | 2,306 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,177,000 | 5,402 |
| Certificates of participation in pools of residential mortgages | $1,177,000 | 4,895 |
| Issued or guaranteed by U.S. | $1,177,000 | 4,876 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,655,000 | 2,044 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $4,655,000 | 7,542 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $4,333,000 | 7,760 |
| U.S. Government securities | $4,219,000 | 7,324 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,219,000 | 7,150 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $114,000 | 3,229 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $114,000 | 2,727 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,178,000 | 5,471 |
| Certificates of participation in pools of residential mortgages | $1,178,000 | 4,950 |
| Issued or guaranteed by U.S. | $1,178,000 | 4,936 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,333,000 | 2,140 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $4,333,000 | 7,706 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $6,330,000 | 7,311 |
| U.S. Government securities | $5,760,000 | 6,855 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,760,000 | 6,702 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $570,000 | 2,641 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $570,000 | 2,210 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,178,000 | 5,513 |
| Certificates of participation in pools of residential mortgages | $1,178,000 | 4,981 |
| Issued or guaranteed by U.S. | $1,178,000 | 4,968 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,330,000 | 1,844 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $6,330,000 | 7,240 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $8,969,000 | 6,731 |
| U.S. Government securities | $6,448,000 | 6,668 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,448,000 | 6,513 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $2,521,000 | 1,635 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,521,000 | 1,289 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,366,000 | 5,402 |
| Certificates of participation in pools of residential mortgages | $1,366,000 | 4,872 |
| Issued or guaranteed by U.S. | $1,366,000 | 4,861 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,969,000 | 1,573 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $8,969,000 | 6,664 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $9,632,000 | 6,651 |
| U.S. Government securities | $6,048,000 | 6,870 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,048,000 | 6,701 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $3,584,000 | 1,414 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,584,000 | 1,089 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,056,000 | 5,108 |
| Certificates of participation in pools of residential mortgages | $2,056,000 | 4,528 |
| Issued or guaranteed by U.S. | $2,056,000 | 4,512 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,632,000 | 1,509 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $9,632,000 | 6,578 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $4,744,000 | 7,811 |
| U.S. Government securities | $3,925,000 | 7,511 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,925,000 | 7,358 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $819,000 | 2,681 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $819,000 | 2,289 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,183,000 | 5,098 |
| Certificates of participation in pools of residential mortgages | $2,183,000 | 4,514 |
| Issued or guaranteed by U.S. | $2,183,000 | 4,496 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,744,000 | 2,082 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $4,744,000 | 7,732 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $3,692,000 | 8,155 |
| U.S. Government securities | $3,676,000 | 7,666 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,676,000 | 7,478 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $16,000 | 2,210 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,183,000 | 5,078 |
| Certificates of participation in pools of residential mortgages | $2,183,000 | 4,500 |
| Issued or guaranteed by U.S. | $2,183,000 | 4,479 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,692,000 | 2,336 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $3,676,000 | 8,088 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $213,000 | 8,984 |
| U.S. Government securities | $75,000 | 8,874 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $75,000 | 8,754 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $138,000 | 1,993 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $213,000 | 4,197 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $75,000 | 8,969 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $212,000 | 9,014 |
| U.S. Government securities | $75,000 | 8,906 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $75,000 | 8,782 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $25,000 | 3,905 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 3,445 |
| Foreign debt securities | NA | NA |
| Equity securities | $112,000 | 2,037 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $212,000 | 4,254 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $100,000 | 8,984 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $211,000 | 9,067 |
| U.S. Government securities | $75,000 | 8,954 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $75,000 | 8,832 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $24,000 | 3,973 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,000 | 3,499 |
| Foreign debt securities | NA | NA |
| Equity securities | $112,000 | 2,027 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $211,000 | 4,311 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $99,000 | 9,041 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $209,000 | 9,108 |
| U.S. Government securities | $75,000 | 9,007 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $75,000 | 8,884 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $23,000 | 4,023 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,000 | 3,534 |
| Foreign debt securities | NA | NA |
| Equity securities | $111,000 | 2,046 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $209,000 | 4,398 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $98,000 | 9,087 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $126,000 | 9,371 |
| U.S. Government securities | $75,000 | 9,260 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $75,000 | 9,123 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $46,000 | 4,043 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $46,000 | 3,508 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 2,293 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $126,000 | 4,774 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $121,000 | 9,318 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $4,242,000 | 8,620 |
| U.S. Government securities | $4,189,000 | 8,096 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,189,000 | 7,758 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $42,000 | 3,757 |
| 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 | $42,000 | 3,285 |
| Foreign debt securities | NA | NA |
| Equity securities | $11,000 | 7,904 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| 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 | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,242,000 | 2,986 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $4,231,000 | 8,507 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $2,478,000 | 9,491 |
| U.S. Government securities | $2,391,000 | 9,176 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,391,000 | 8,730 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $50,000 | 3,668 |
| 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 | $50,000 | 3,106 |
| Foreign debt securities | NA | NA |
| Equity securities | $37,000 | 7,480 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| 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 | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,478,000 | 3,992 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $2,441,000 | 9,403 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $510,000 | 10,176 |
| U.S. Government securities | $316,000 | 10,060 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $316,000 | 9,692 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $75,000 | 3,579 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $75,000 | 2,975 |
| Foreign debt securities | NA | NA |
| Equity securities | $119,000 | 6,283 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $510,000 | 5,866 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $391,000 | 10,117 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $567,000 | 10,678 |
| U.S. Government securities | $410,000 | 10,565 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $410,000 | 10,047 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $100,000 | 3,251 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,574 |
| Foreign debt securities | NA | NA |
| Equity securities | $57,000 | 6,932 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $567,000 | 6,704 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $510,000 | 10,591 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $501,000 | 11,239 |
| U.S. Government securities | $328,000 | 11,148 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $328,000 | 10,568 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $100,000 | 3,782 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,902 |
| Foreign debt securities | NA | NA |
| Equity securities | $73,000 | 6,719 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $0 | 312 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $501,000 | 7,421 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $428,000 | 11,168 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $448,000 | 11,773 |
| U.S. Government securities | $172,000 | 11,714 |
| U.S. Treasury securities | $172,000 | 10,045 |
| U.S. Government agency obligations | $0 | 11,259 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $100,000 | 4,419 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 3,460 |
| Foreign debt securities | NA | NA |
| Equity securities | $176,000 | 5,288 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 335 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $448,000 | 7,879 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $272,000 | 11,710 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $321,000 | 12,453 |
| U.S. Government securities | $156,000 | 12,384 |
| U.S. Treasury securities | $156,000 | 11,015 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $100,000 | 5,037 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 3,983 |
| Foreign debt securities | NA | NA |
| Equity securities | $65,000 | 6,597 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $0 | 406 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $321,000 | 11,233 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $256,000 | 12,384 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $215,000 | 13,112 |
| U.S. Government securities | $62,000 | 13,006 |
| U.S. Treasury securities | $62,000 | 11,536 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $153,000 | 5,535 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $153,000 | 4,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $0 | 401 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $215,000 | 13,005 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $150,000 | 13,714 |
| U.S. Government securities | $0 | 13,618 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $150,000 | 6,411 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000 | 4,951 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $0 | 574 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $150,000 | 13,619 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |