Home > First Federal Savings and Loan Association of Pekin > Securities
First Federal Savings and Loan Association of Pekin, Securities
| 2012-06-30 | Rank | |
| Total securities | $643,000 | 6,936 |
| U.S. Government securities | $74,000 | 6,861 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $74,000 | 6,776 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $106,000 | 2,734 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $106,000 | 304 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $463,000 | 773 |
| 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 | $74,000 | 5,673 |
| Certificates of participation in pools of residential mortgages | $74,000 | 5,441 |
| Issued or guaranteed by U.S. | $74,000 | 5,430 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $180,000 | 2,420 |
| Available-for-sale securities (fair market value) | $463,000 | 6,558 |
| Total debt securities | $179,000 | 6,995 |
| Structured notes | ||
| Amortized cost | $106,000 | 2,857 |
| Fair value | $106,000 | 2,856 |
| 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 | $653,000 | 6,988 |
| U.S. Government securities | $84,000 | 6,927 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $84,000 | 6,831 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $106,000 | 2,726 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $106,000 | 310 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $463,000 | 755 |
| 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 | $84,000 | 5,702 |
| Certificates of participation in pools of residential mortgages | $84,000 | 5,461 |
| Issued or guaranteed by U.S. | $84,000 | 5,452 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $190,000 | 2,469 |
| Available-for-sale securities (fair market value) | $463,000 | 6,603 |
| Total debt securities | $190,000 | 7,054 |
| Structured notes | ||
| Amortized cost | $106,000 | 3,073 |
| Fair value | $106,000 | 3,073 |
| 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 | $780,000 | 7,010 |
| U.S. Government securities | $97,000 | 6,955 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $97,000 | 6,865 |
| Securities issued by states & political subdivisions | $82,000 | 5,646 |
| Other domestic debt securities | $138,000 | 2,699 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $138,000 | 2,027 |
| Foreign debt securities | NA | NA |
| Equity securities | $463,000 | 741 |
| 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 | $97,000 | 5,693 |
| Certificates of participation in pools of residential mortgages | $97,000 | 5,434 |
| Issued or guaranteed by U.S. | $97,000 | 5,420 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| 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) | $235,000 | 2,517 |
| Available-for-sale securities (fair market value) | $545,000 | 6,598 |
| Total debt securities | $317,000 | 7,064 |
| 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 | $792,000 | 7,086 |
| U.S. Government securities | $111,000 | 7,022 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $111,000 | 6,932 |
| Securities issued by states & political subdivisions | $77,000 | 5,674 |
| Other domestic debt securities | $139,000 | 2,683 |
| 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 | $139,000 | 1,995 |
| Foreign debt securities | NA | NA |
| Equity securities | $465,000 | 770 |
| 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 | $111,000 | 5,703 |
| Certificates of participation in pools of residential mortgages | $111,000 | 5,427 |
| Issued or guaranteed by U.S. | $111,000 | 5,411 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $250,000 | 2,519 |
| Available-for-sale securities (fair market value) | $542,000 | 6,662 |
| Total debt securities | $327,000 | 7,132 |
| 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 | $820,000 | 7,147 |
| U.S. Government securities | $126,000 | 7,107 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $126,000 | 7,008 |
| Securities issued by states & political subdivisions | $72,000 | 5,677 |
| Other domestic debt securities | $157,000 | 2,619 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $157,000 | 1,911 |
| Foreign debt securities | NA | NA |
| Equity securities | $465,000 | 768 |
| 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 | $126,000 | 5,706 |
| Certificates of participation in pools of residential mortgages | $126,000 | 5,423 |
| Issued or guaranteed by U.S. | $126,000 | 5,412 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| 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) | $283,000 | 2,539 |
| Available-for-sale securities (fair market value) | $537,000 | 6,731 |
| Total debt securities | $355,000 | 7,202 |
| 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 | $832,000 | 7,204 |
| U.S. Government securities | $143,000 | 7,150 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $143,000 | 7,055 |
| Securities issued by states & political subdivisions | $68,000 | 5,715 |
| Other domestic debt securities | $157,000 | 2,672 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $157,000 | 1,955 |
| Foreign debt securities | NA | NA |
| Equity securities | $464,000 | 781 |
| 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 | $143,000 | 5,686 |
| Certificates of participation in pools of residential mortgages | $143,000 | 5,390 |
| Issued or guaranteed by U.S. | $143,000 | 5,376 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| 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) | $299,000 | 2,524 |
| Available-for-sale securities (fair market value) | $533,000 | 6,774 |
| Total debt securities | $368,000 | 7,254 |
| 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 | $870,000 | 7,248 |
| U.S. Government securities | $161,000 | 7,190 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $161,000 | 7,087 |
| Securities issued by states & political subdivisions | $68,000 | 5,744 |
| Other domestic debt securities | $175,000 | 2,801 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $175,000 | 1,959 |
| Foreign debt securities | NA | NA |
| Equity securities | $466,000 | 788 |
| 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 | $161,000 | 5,691 |
| Certificates of participation in pools of residential mortgages | $161,000 | 5,352 |
| Issued or guaranteed by U.S. | $161,000 | 5,339 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| 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) | $336,000 | 2,520 |
| Available-for-sale securities (fair market value) | $534,000 | 6,809 |
| Total debt securities | $404,000 | 7,305 |
| 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 | $909,000 | 7,319 |
| U.S. Government securities | $192,000 | 7,260 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $192,000 | 7,162 |
| Securities issued by states & political subdivisions | $71,000 | 5,731 |
| Other domestic debt securities | $176,000 | 2,889 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $176,000 | 1,993 |
| Foreign debt securities | NA | NA |
| Equity securities | $470,000 | 837 |
| 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 | $192,000 | 5,723 |
| Certificates of participation in pools of residential mortgages | $192,000 | 5,336 |
| Issued or guaranteed by U.S. | $192,000 | 5,324 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| 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) | $367,000 | 2,569 |
| Available-for-sale securities (fair market value) | $542,000 | 6,876 |
| Total debt securities | $439,000 | 7,386 |
| 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 | $1,035,000 | 7,362 |
| U.S. Government securities | $210,000 | 7,331 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $210,000 | 7,237 |
| Securities issued by states & political subdivisions | $151,000 | 5,623 |
| Other domestic debt securities | $208,000 | 2,832 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $208,000 | 1,915 |
| Foreign debt securities | NA | NA |
| Equity securities | $466,000 | 858 |
| 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 | $210,000 | 5,739 |
| Certificates of participation in pools of residential mortgages | $210,000 | 5,375 |
| Issued or guaranteed by U.S. | $210,000 | 5,363 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| 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) | $418,000 | 2,600 |
| Available-for-sale securities (fair market value) | $617,000 | 6,928 |
| Total debt securities | $569,000 | 7,423 |
| 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 | $1,052,000 | 7,437 |
| U.S. Government securities | $237,000 | 7,436 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $237,000 | 7,339 |
| Securities issued by states & political subdivisions | $146,000 | 5,656 |
| Other domestic debt securities | $208,000 | 2,893 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $208,000 | 1,939 |
| Foreign debt securities | NA | NA |
| Equity securities | $461,000 | 882 |
| 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 | $237,000 | 5,812 |
| Certificates of participation in pools of residential mortgages | $237,000 | 5,461 |
| Issued or guaranteed by U.S. | $237,000 | 5,449 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| 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) | $445,000 | 2,631 |
| Available-for-sale securities (fair market value) | $607,000 | 7,000 |
| Total debt securities | $591,000 | 7,500 |
| 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 | $1,597,000 | 7,389 |
| U.S. Government securities | $257,000 | 7,449 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $257,000 | 7,352 |
| Securities issued by states & political subdivisions | $145,000 | 5,690 |
| Other domestic debt securities | $734,000 | 2,483 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $734,000 | 1,562 |
| Foreign debt securities | NA | NA |
| Equity securities | $461,000 | 898 |
| 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 | $257,000 | 5,851 |
| Certificates of participation in pools of residential mortgages | $257,000 | 5,504 |
| Issued or guaranteed by U.S. | $257,000 | 5,491 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| 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) | $493,000 | 2,650 |
| Available-for-sale securities (fair market value) | $1,104,000 | 6,940 |
| Total debt securities | $1,136,000 | 7,432 |
| 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 | $2,154,000 | 7,353 |
| U.S. Government securities | $282,000 | 7,520 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $282,000 | 7,428 |
| Securities issued by states & political subdivisions | $147,000 | 5,726 |
| Other domestic debt securities | $1,264,000 | 2,238 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,264,000 | 1,352 |
| Foreign debt securities | NA | NA |
| Equity securities | $461,000 | 949 |
| 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 | $282,000 | 5,897 |
| Certificates of participation in pools of residential mortgages | $282,000 | 5,557 |
| Issued or guaranteed by U.S. | $282,000 | 5,541 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| 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) | $517,000 | 2,689 |
| Available-for-sale securities (fair market value) | $1,637,000 | 6,913 |
| Total debt securities | $1,693,000 | 7,410 |
| 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 | $3,043,000 | 7,211 |
| U.S. Government securities | $310,000 | 7,575 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $310,000 | 7,493 |
| Securities issued by states & political subdivisions | $888,000 | 5,013 |
| Other domestic debt securities | $1,398,000 | 2,225 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,398,000 | 1,343 |
| Foreign debt securities | NA | NA |
| Equity securities | $447,000 | 989 |
| 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 | $310,000 | 5,944 |
| Certificates of participation in pools of residential mortgages | $310,000 | 5,590 |
| Issued or guaranteed by U.S. | $310,000 | 5,572 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| 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) | $546,000 | 2,713 |
| Available-for-sale securities (fair market value) | $2,497,000 | 6,781 |
| Total debt securities | $2,596,000 | 7,266 |
| 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 | $3,262,000 | 7,218 |
| U.S. Government securities | $340,000 | 7,652 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $340,000 | 7,573 |
| Securities issued by states & political subdivisions | $885,000 | 4,944 |
| Other domestic debt securities | $1,594,000 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,594,000 | 1,274 |
| Foreign debt securities | NA | NA |
| Equity securities | $443,000 | 990 |
| 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 | $340,000 | 5,963 |
| Certificates of participation in pools of residential mortgages | $340,000 | 5,625 |
| Issued or guaranteed by U.S. | $340,000 | 5,609 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $578,000 | 2,745 |
| Available-for-sale securities (fair market value) | $2,684,000 | 6,786 |
| Total debt securities | $2,819,000 | 7,292 |
| 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 | $3,375,000 | 7,280 |
| U.S. Government securities | $363,000 | 7,712 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $363,000 | 7,638 |
| Securities issued by states & political subdivisions | $865,000 | 4,918 |
| Other domestic debt securities | $1,690,000 | 1,946 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,690,000 | 1,223 |
| Foreign debt securities | NA | NA |
| Equity securities | $457,000 | 973 |
| 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 | $363,000 | 5,950 |
| Certificates of participation in pools of residential mortgages | $363,000 | 5,604 |
| Issued or guaranteed by U.S. | $363,000 | 5,587 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $601,000 | 2,749 |
| Available-for-sale securities (fair market value) | $2,774,000 | 6,824 |
| Total debt securities | $2,918,000 | 7,350 |
| 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 | $3,657,000 | 7,241 |
| U.S. Government securities | $389,000 | 7,767 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $389,000 | 7,686 |
| Securities issued by states & political subdivisions | $1,151,000 | 4,693 |
| Other domestic debt securities | $1,613,000 | 1,936 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,613,000 | 1,224 |
| Foreign debt securities | NA | NA |
| Equity securities | $504,000 | 941 |
| 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 | $389,000 | 5,929 |
| Certificates of participation in pools of residential mortgages | $389,000 | 5,585 |
| Issued or guaranteed by U.S. | $389,000 | 5,568 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $627,000 | 2,756 |
| Available-for-sale securities (fair market value) | $3,030,000 | 6,766 |
| Total debt securities | $3,153,000 | 7,312 |
| 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 | $4,050,000 | 7,199 |
| U.S. Government securities | $413,000 | 7,814 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $413,000 | 7,738 |
| Securities issued by states & political subdivisions | $1,144,000 | 4,729 |
| Other domestic debt securities | $1,942,000 | 1,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,942,000 | 1,225 |
| Foreign debt securities | NA | NA |
| Equity securities | $551,000 | 1,228 |
| 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 | $413,000 | 5,926 |
| Certificates of participation in pools of residential mortgages | $413,000 | 5,577 |
| Issued or guaranteed by U.S. | $413,000 | 5,553 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $650,000 | 2,750 |
| Available-for-sale securities (fair market value) | $3,400,000 | 6,765 |
| Total debt securities | $3,499,000 | 7,288 |
| 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 | $4,175,000 | 7,202 |
| U.S. Government securities | $448,000 | 7,847 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $448,000 | 7,773 |
| Securities issued by states & political subdivisions | $1,149,000 | 4,752 |
| Other domestic debt securities | $1,993,000 | 1,762 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,993,000 | 1,151 |
| Foreign debt securities | NA | NA |
| Equity securities | $585,000 | 1,214 |
| 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 | $448,000 | 5,893 |
| Certificates of participation in pools of residential mortgages | $448,000 | 5,526 |
| Issued or guaranteed by U.S. | $448,000 | 5,497 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $686,000 | 2,771 |
| Available-for-sale securities (fair market value) | $3,489,000 | 6,775 |
| Total debt securities | $3,590,000 | 7,299 |
| 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 | $4,571,000 | 7,186 |
| U.S. Government securities | $612,000 | 7,904 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $612,000 | 7,806 |
| Securities issued by states & political subdivisions | $1,137,000 | 4,780 |
| Other domestic debt securities | $2,233,000 | 1,552 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,233,000 | 1,008 |
| Foreign debt securities | NA | NA |
| Equity securities | $589,000 | 1,168 |
| 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 | $612,000 | 5,627 |
| Certificates of participation in pools of residential mortgages | $612,000 | 5,218 |
| Issued or guaranteed by U.S. | $612,000 | 5,197 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $613,000 | 2,884 |
| Available-for-sale securities (fair market value) | $3,958,000 | 6,698 |
| Total debt securities | $3,982,000 | 7,296 |
| 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 | $4,622,000 | 7,215 |
| U.S. Government securities | $666,000 | 7,950 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $666,000 | 7,845 |
| Securities issued by states & political subdivisions | $1,122,000 | 4,784 |
| Other domestic debt securities | $2,248,000 | 1,512 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,248,000 | 984 |
| Foreign debt securities | NA | NA |
| Equity securities | $586,000 | 1,136 |
| 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 | $666,000 | 5,516 |
| Certificates of participation in pools of residential mortgages | $666,000 | 5,075 |
| Issued or guaranteed by U.S. | $666,000 | 5,058 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $904,000 | 2,794 |
| Available-for-sale securities (fair market value) | $3,718,000 | 6,775 |
| Total debt securities | $4,036,000 | 7,323 |
| 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 | $4,636,000 | 7,254 |
| U.S. Government securities | $722,000 | 7,982 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $722,000 | 7,876 |
| Securities issued by states & political subdivisions | $1,087,000 | 4,840 |
| Other domestic debt securities | $2,247,000 | 1,449 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,247,000 | 945 |
| Foreign debt securities | NA | NA |
| Equity securities | $580,000 | 1,157 |
| 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 | $722,000 | 5,483 |
| Certificates of participation in pools of residential mortgages | $722,000 | 5,039 |
| Issued or guaranteed by U.S. | $722,000 | 5,022 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $960,000 | 2,792 |
| Available-for-sale securities (fair market value) | $3,676,000 | 6,807 |
| Total debt securities | $4,056,000 | 7,356 |
| 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 | $4,696,000 | 7,303 |
| U.S. Government securities | $769,000 | 8,014 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $769,000 | 7,911 |
| Securities issued by states & political subdivisions | $1,092,000 | 4,878 |
| Other domestic debt securities | $2,261,000 | 1,448 |
| 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 | $2,261,000 | 953 |
| Foreign debt securities | NA | NA |
| Equity securities | $574,000 | 1,168 |
| 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 | $769,000 | 5,458 |
| Certificates of participation in pools of residential mortgages | $769,000 | 5,015 |
| Issued or guaranteed by U.S. | $769,000 | 4,996 |
| 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) | $1,007,000 | 2,783 |
| Available-for-sale securities (fair market value) | $3,689,000 | 6,830 |
| Total debt securities | $4,122,000 | 7,377 |
| 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 | $4,719,000 | 7,332 |
| U.S. Government securities | $813,000 | 8,051 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $813,000 | 7,947 |
| Securities issued by states & political subdivisions | $1,084,000 | 4,909 |
| Other domestic debt securities | $2,254,000 | 1,446 |
| 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 | $2,254,000 | 984 |
| Foreign debt securities | NA | NA |
| Equity securities | $568,000 | 1,212 |
| 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 | $813,000 | 5,430 |
| Certificates of participation in pools of residential mortgages | $813,000 | 4,974 |
| Issued or guaranteed by U.S. | $813,000 | 4,957 |
| 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) | $1,051,000 | 2,819 |
| Available-for-sale securities (fair market value) | $3,668,000 | 6,854 |
| Total debt securities | $4,151,000 | 7,412 |
| 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 | $4,892,000 | 7,373 |
| U.S. Government securities | $1,018,000 | 8,059 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,018,000 | 7,950 |
| Securities issued by states & political subdivisions | $1,076,000 | 4,942 |
| Other domestic debt securities | $2,237,000 | 1,448 |
| 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 | $2,237,000 | 988 |
| Foreign debt securities | NA | NA |
| Equity securities | $561,000 | 1,244 |
| 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 | $868,000 | 5,392 |
| Certificates of participation in pools of residential mortgages | $868,000 | 4,930 |
| Issued or guaranteed by U.S. | $868,000 | 4,907 |
| 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) | $1,105,000 | 2,864 |
| Available-for-sale securities (fair market value) | $3,787,000 | 6,895 |
| Total debt securities | $4,331,000 | 7,439 |
| 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 | $4,844,000 | 7,425 |
| U.S. Government securities | $1,079,000 | 8,099 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,079,000 | 7,980 |
| Securities issued by states & political subdivisions | $1,038,000 | 5,006 |
| Other domestic debt securities | $2,177,000 | 1,471 |
| 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 | $2,177,000 | 1,021 |
| Foreign debt securities | NA | NA |
| Equity securities | $550,000 | 1,256 |
| 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 | $929,000 | 5,374 |
| Certificates of participation in pools of residential mortgages | $929,000 | 4,915 |
| Issued or guaranteed by U.S. | $929,000 | 4,894 |
| 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) | $1,166,000 | 2,866 |
| Available-for-sale securities (fair market value) | $3,678,000 | 6,931 |
| Total debt securities | $4,294,000 | 7,483 |
| 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 | $4,933,000 | 7,446 |
| U.S. Government securities | $1,158,000 | 8,121 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,158,000 | 8,003 |
| Securities issued by states & political subdivisions | $1,049,000 | 5,009 |
| Other domestic debt securities | $2,180,000 | 1,512 |
| 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 | $2,180,000 | 1,067 |
| Foreign debt securities | NA | NA |
| Equity securities | $546,000 | 1,280 |
| 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 | $1,007,000 | 5,361 |
| Certificates of participation in pools of residential mortgages | $1,007,000 | 4,880 |
| Issued or guaranteed by U.S. | $1,007,000 | 4,860 |
| 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) | $1,244,000 | 2,904 |
| Available-for-sale securities (fair market value) | $3,689,000 | 6,962 |
| Total debt securities | $4,387,000 | 7,500 |
| 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 | $4,978,000 | 7,459 |
| U.S. Government securities | $1,212,000 | 8,155 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,212,000 | 8,032 |
| Securities issued by states & political subdivisions | $1,034,000 | 5,052 |
| Other domestic debt securities | $2,190,000 | 1,569 |
| 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 | $2,190,000 | 1,126 |
| Foreign debt securities | NA | NA |
| Equity securities | $542,000 | 1,317 |
| 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 | $1,060,000 | 5,375 |
| Certificates of participation in pools of residential mortgages | $1,060,000 | 4,877 |
| Issued or guaranteed by U.S. | $1,060,000 | 4,859 |
| 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) | $1,298,000 | 2,934 |
| Available-for-sale securities (fair market value) | $3,680,000 | 7,002 |
| Total debt securities | $4,436,000 | 7,528 |
| 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 | $5,333,000 | 7,408 |
| U.S. Government securities | $1,293,000 | 8,158 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,293,000 | 8,040 |
| Securities issued by states & political subdivisions | $1,032,000 | 5,054 |
| Other domestic debt securities | $2,471,000 | 1,510 |
| 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 | $2,471,000 | 1,100 |
| Foreign debt securities | NA | NA |
| Equity securities | $537,000 | 1,334 |
| 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 | $1,140,000 | 5,354 |
| Certificates of participation in pools of residential mortgages | $1,140,000 | 4,853 |
| Issued or guaranteed by U.S. | $1,140,000 | 4,835 |
| 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) | $1,377,000 | 2,925 |
| Available-for-sale securities (fair market value) | $3,956,000 | 6,955 |
| Total debt securities | $4,796,000 | 7,474 |
| 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 | $5,939,000 | 7,309 |
| U.S. Government securities | $1,544,000 | 8,106 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,544,000 | 7,977 |
| Securities issued by states & political subdivisions | $1,032,000 | 5,045 |
| Other domestic debt securities | $2,826,000 | 1,445 |
| 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 | $2,826,000 | 1,067 |
| Foreign debt securities | NA | NA |
| Equity securities | $537,000 | 1,348 |
| 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 | $1,239,000 | 5,366 |
| Certificates of participation in pools of residential mortgages | $1,239,000 | 4,853 |
| Issued or guaranteed by U.S. | $1,239,000 | 4,833 |
| 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) | $1,478,000 | 2,939 |
| Available-for-sale securities (fair market value) | $4,461,000 | 6,871 |
| Total debt securities | $5,402,000 | 7,368 |
| 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 | $5,954,000 | 7,400 |
| U.S. Government securities | $1,640,000 | 8,144 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,640,000 | 8,010 |
| Securities issued by states & political subdivisions | $991,000 | 5,113 |
| Other domestic debt securities | $2,790,000 | 1,501 |
| 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 | $2,790,000 | 1,134 |
| Foreign debt securities | NA | NA |
| Equity securities | $533,000 | 1,395 |
| 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 | $1,335,000 | 5,373 |
| Certificates of participation in pools of residential mortgages | $1,335,000 | 4,855 |
| Issued or guaranteed by U.S. | $1,335,000 | 4,842 |
| 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) | $1,573,000 | 2,922 |
| Available-for-sale securities (fair market value) | $4,381,000 | 6,956 |
| Total debt securities | $5,421,000 | 7,429 |
| 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 | $6,397,000 | 7,288 |
| U.S. Government securities | $1,733,000 | 8,145 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,733,000 | 8,012 |
| Securities issued by states & political subdivisions | $1,566,000 | 4,652 |
| Other domestic debt securities | $2,564,000 | 1,614 |
| 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 | $2,564,000 | 1,237 |
| Foreign debt securities | NA | NA |
| Equity securities | $534,000 | 1,424 |
| 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 | $1,425,000 | 5,382 |
| Certificates of participation in pools of residential mortgages | $1,425,000 | 4,829 |
| Issued or guaranteed by U.S. | $1,425,000 | 4,815 |
| 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) | $1,738,000 | 2,890 |
| Available-for-sale securities (fair market value) | $4,659,000 | 6,925 |
| Total debt securities | $5,863,000 | 7,358 |
| 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 | $7,587,000 | 7,030 |
| U.S. Government securities | $1,835,000 | 8,158 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,835,000 | 8,022 |
| Securities issued by states & political subdivisions | $1,946,000 | 4,399 |
| Other domestic debt securities | $3,277,000 | 1,431 |
| 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 | $3,277,000 | 1,099 |
| Foreign debt securities | NA | NA |
| Equity securities | $529,000 | 1,440 |
| 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 | $1,524,000 | 5,328 |
| Certificates of participation in pools of residential mortgages | $1,524,000 | 4,798 |
| Issued or guaranteed by U.S. | $1,524,000 | 4,787 |
| 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) | $1,843,000 | 2,882 |
| Available-for-sale securities (fair market value) | $5,744,000 | 6,680 |
| Total debt securities | $7,058,000 | 7,094 |
| 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 | $8,025,000 | 7,010 |
| U.S. Government securities | $2,113,000 | 8,145 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,113,000 | 7,986 |
| Securities issued by states & political subdivisions | $1,872,000 | 4,451 |
| Other domestic debt securities | $3,355,000 | 1,468 |
| 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 | $3,355,000 | 1,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $685,000 | 1,403 |
| 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 | $1,652,000 | 5,325 |
| Certificates of participation in pools of residential mortgages | $1,652,000 | 4,769 |
| Issued or guaranteed by U.S. | $1,652,000 | 4,756 |
| 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) | $1,967,000 | 2,845 |
| Available-for-sale securities (fair market value) | $6,058,000 | 6,674 |
| Total debt securities | $7,340,000 | 7,114 |
| 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 | $7,871,000 | 7,029 |
| U.S. Government securities | $1,751,000 | 8,220 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,751,000 | 8,077 |
| Securities issued by states & political subdivisions | $1,438,000 | 4,766 |
| Other domestic debt securities | $4,007,000 | 1,430 |
| 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 | $4,007,000 | 1,104 |
| Foreign debt securities | NA | NA |
| Equity securities | $675,000 | 1,473 |
| 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 | $1,282,000 | 5,582 |
| Certificates of participation in pools of residential mortgages | $1,282,000 | 5,046 |
| Issued or guaranteed by U.S. | $1,282,000 | 5,032 |
| 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) | $1,598,000 | 2,982 |
| Available-for-sale securities (fair market value) | $6,273,000 | 6,624 |
| Total debt securities | $7,196,000 | 7,124 |
| 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 | $9,770,000 | 6,666 |
| U.S. Government securities | $2,158,000 | 8,178 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,158,000 | 8,013 |
| Securities issued by states & political subdivisions | $1,428,000 | 4,818 |
| Other domestic debt securities | $5,364,000 | 1,217 |
| 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 | $5,364,000 | 988 |
| Foreign debt securities | NA | NA |
| Equity securities | $820,000 | 1,426 |
| 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 | $1,410,000 | 5,506 |
| Certificates of participation in pools of residential mortgages | $1,410,000 | 4,965 |
| Issued or guaranteed by U.S. | $1,410,000 | 4,946 |
| 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) | $2,248,000 | 2,759 |
| Available-for-sale securities (fair market value) | $7,522,000 | 6,376 |
| Total debt securities | $8,950,000 | 6,760 |
| 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 | $8,548,000 | 6,878 |
| U.S. Government securities | $1,380,000 | 8,425 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,380,000 | 8,274 |
| Securities issued by states & political subdivisions | $1,229,000 | 5,012 |
| Other domestic debt securities | $5,147,000 | 1,321 |
| 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 | $5,147,000 | 1,085 |
| Foreign debt securities | NA | NA |
| Equity securities | $792,000 | 1,495 |
| 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 | $944,000 | 5,855 |
| Certificates of participation in pools of residential mortgages | $944,000 | 5,345 |
| Issued or guaranteed by U.S. | $944,000 | 5,320 |
| 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) | $1,262,000 | 3,255 |
| Available-for-sale securities (fair market value) | $7,286,000 | 6,386 |
| Total debt securities | $7,756,000 | 6,965 |
| 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 | $9,157,000 | 6,694 |
| U.S. Government securities | $1,536,000 | 8,379 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,536,000 | 8,224 |
| Securities issued by states & political subdivisions | $1,241,000 | 4,967 |
| Other domestic debt securities | $5,598,000 | 1,292 |
| 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 | $5,598,000 | 1,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $782,000 | 1,507 |
| 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 | $1,241,000 | 5,751 |
| Certificates of participation in pools of residential mortgages | $1,241,000 | 5,156 |
| Issued or guaranteed by U.S. | $1,241,000 | 5,135 |
| 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) | $1,562,000 | 3,110 |
| Available-for-sale securities (fair market value) | $7,595,000 | 6,279 |
| Total debt securities | $8,375,000 | 6,767 |
| 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 | $8,656,000 | 6,798 |
| U.S. Government securities | $2,551,000 | 8,061 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,551,000 | 7,875 |
| Securities issued by states & political subdivisions | $828,000 | 5,371 |
| Other domestic debt securities | $4,496,000 | 1,490 |
| 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 | $4,496,000 | 1,219 |
| Foreign debt securities | NA | NA |
| Equity securities | $781,000 | 1,501 |
| 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 | $1,488,000 | 5,619 |
| Certificates of participation in pools of residential mortgages | $1,488,000 | 4,976 |
| Issued or guaranteed by U.S. | $1,488,000 | 4,961 |
| 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) | $2,308,000 | 2,826 |
| Available-for-sale securities (fair market value) | $6,348,000 | 6,613 |
| Total debt securities | $7,875,000 | 6,916 |
| 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 | $8,249,000 | 6,953 |
| U.S. Government securities | $2,804,000 | 8,021 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,804,000 | 7,823 |
| Securities issued by states & political subdivisions | $334,000 | 6,089 |
| Other domestic debt securities | $4,319,000 | 1,514 |
| 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 | $4,319,000 | 1,265 |
| Foreign debt securities | NA | NA |
| Equity securities | $792,000 | 1,490 |
| 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 | $1,743,000 | 5,461 |
| Certificates of participation in pools of residential mortgages | $1,743,000 | 4,808 |
| Issued or guaranteed by U.S. | $1,743,000 | 4,791 |
| 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) | $2,565,000 | 2,807 |
| Available-for-sale securities (fair market value) | $5,684,000 | 6,758 |
| Total debt securities | $7,457,000 | 7,081 |
| 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 | $9,000,000 | 6,752 |
| U.S. Government securities | $2,133,000 | 8,419 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,133,000 | 8,214 |
| Securities issued by states & political subdivisions | $671,000 | 5,672 |
| Other domestic debt securities | $6,196,000 | 1,249 |
| 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 | $6,196,000 | 995 |
| Foreign debt securities | NA | NA |
| Equity securities | $824,000 | 1,422 |
| Assets held in trading accounts for TFR Reporters | $824,000 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,636,000 | 5,486 |
| Certificates of participation in pools of residential mortgages | $1,293,000 | 4,999 |
| Issued or guaranteed by U.S. | $1,293,000 | 4,972 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $343,000 | 3,908 |
| CMOs issued by government agencies or sponsored agencies | $343,000 | 3,733 |
| 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) | $3,821,000 | 2,553 |
| Available-for-sale securities (fair market value) | $5,179,000 | 6,929 |
| Total debt securities | $9,000,000 | 6,641 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $824,000 | 147 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $7,440,000 | 7,533 |
| U.S. Government securities | $2,805,000 | 8,679 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,805,000 | 8,353 |
| Securities issued by states & political subdivisions | $762,000 | 5,672 |
| Other domestic debt securities | $3,873,000 | 1,381 |
| 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 | $3,873,000 | 1,157 |
| Foreign debt securities | NA | NA |
| Equity securities | $400,000 | 4,313 |
| Assets held in trading accounts for TFR Reporters | $400,000 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,378,000 | 5,216 |
| Certificates of participation in pools of residential mortgages | $1,035,000 | 4,754 |
| Issued or guaranteed by U.S. | $1,035,000 | 4,738 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $343,000 | 3,563 |
| CMOs issued by government agencies or sponsored agencies | $343,000 | 3,388 |
| 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) | $1,780,000 | 3,970 |
| Available-for-sale securities (fair market value) | $5,660,000 | 7,018 |
| Total debt securities | $7,440,000 | 7,418 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $400,000 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $8,489,000 | 7,501 |
| U.S. Government securities | $4,041,000 | 8,481 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,041,000 | 7,976 |
| Securities issued by states & political subdivisions | $735,000 | 6,020 |
| Other domestic debt securities | $3,614,000 | 1,419 |
| 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 | $3,614,000 | 1,153 |
| Foreign debt securities | NA | NA |
| Equity securities | $514,000 | 3,669 |
| Assets held in trading accounts for TFR Reporters | $415,000 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,198,000 | 5,674 |
| Certificates of participation in pools of residential mortgages | $1,198,000 | 4,841 |
| Issued or guaranteed by U.S. | $1,198,000 | 4,826 |
| 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) | $1,352,000 | 4,634 |
| Available-for-sale securities (fair market value) | $7,137,000 | 6,721 |
| Total debt securities | $8,390,000 | 7,420 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $415,000 | 132 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $4,181,000 | 9,060 |
| U.S. Government securities | $2,603,000 | 9,177 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,603,000 | 8,431 |
| Securities issued by states & political subdivisions | $541,000 | 6,488 |
| Other domestic debt securities | $3,381,000 | 1,362 |
| 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 | $3,381,000 | 1,106 |
| Foreign debt securities | NA | NA |
| Equity securities | $179,000 | 5,632 |
| Assets held in trading accounts for TFR Reporters | $2,523,000 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,024,000 | 6,080 |
| Certificates of participation in pools of residential mortgages | $1,024,000 | 5,240 |
| Issued or guaranteed by U.S. | $1,024,000 | 5,222 |
| 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) | $-83,000 | 10,478 |
| Available-for-sale securities (fair market value) | $4,264,000 | 7,629 |
| Total debt securities | $6,525,000 | 8,064 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $2,523,000 | 122 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $3,958,000 | 9,628 |
| U.S. Government securities | $2,969,000 | 9,586 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,969,000 | 8,467 |
| Securities issued by states & political subdivisions | $837,000 | 6,106 |
| Other domestic debt securities | $705,000 | 2,079 |
| 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 | $705,000 | 1,653 |
| Foreign debt securities | NA | NA |
| Equity securities | $522,000 | 3,529 |
| Assets held in trading accounts for TFR Reporters | $1,075,000 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,362,000 | 5,954 |
| Certificates of participation in pools of residential mortgages | $1,362,000 | 4,954 |
| Issued or guaranteed by U.S. | $1,362,000 | 4,935 |
| 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) | $625,000 | 6,640 |
| Available-for-sale securities (fair market value) | $3,333,000 | 8,165 |
| Total debt securities | $4,511,000 | 9,304 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,075,000 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $6,035,000 | 9,352 |
| U.S. Government securities | $4,140,000 | 9,602 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,140,000 | 8,128 |
| Securities issued by states & political subdivisions | $831,000 | 6,387 |
| Other domestic debt securities | $1,164,000 | 1,904 |
| 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 | $1,164,000 | 1,418 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,152,000 | 2,116 |
| Assets held in trading accounts for TFR Reporters | $1,275,000 | 21 |
| General valuation allowances for securities for TFR Reporters | $-23,000 | 869 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,536,000 | 6,274 |
| Certificates of participation in pools of residential mortgages | $1,536,000 | 5,170 |
| Issued or guaranteed by U.S. | $1,536,000 | 5,152 |
| 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) | $937,000 | 7,072 |
| Available-for-sale securities (fair market value) | $5,098,000 | 7,726 |
| Total debt securities | $6,135,000 | 9,214 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,275,000 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $8,389,000 | 8,855 |
| U.S. Government securities | $7,881,000 | 8,230 |
| U.S. Treasury securities | $5,244,000 | 4,421 |
| U.S. Government agency obligations | $2,637,000 | 9,263 |
| Securities issued by states & political subdivisions | $675,000 | 6,944 |
| Other domestic debt securities | $404,000 | 3,422 |
| 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 | $404,000 | 2,692 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,556,000 | 1,674 |
| Assets held in trading accounts for TFR Reporters | $2,156,000 | 12 |
| General valuation allowances for securities for TFR Reporters | $-29,000 | 943 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,752,000 | 6,497 |
| Certificates of participation in pools of residential mortgages | $1,752,000 | 5,172 |
| Issued or guaranteed by U.S. | $1,752,000 | 5,137 |
| 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) | $3,362,000 | 5,813 |
| Available-for-sale securities (fair market value) | $5,027,000 | 8,011 |
| Total debt securities | $8,960,000 | 8,530 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $2,156,000 | 159 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $10,900,000 | 8,437 |
| U.S. Government securities | $8,790,000 | 8,297 |
| U.S. Treasury securities | $6,822,000 | 4,527 |
| U.S. Government agency obligations | $1,968,000 | 9,983 |
| Securities issued by states & political subdivisions | $670,000 | 7,291 |
| Other domestic debt securities | $500,000 | 3,553 |
| 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 | $500,000 | 2,847 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,052,000 | 1,271 |
| Assets held in trading accounts for TFR Reporters | $1,146,000 | 19 |
| General valuation allowances for securities for TFR Reporters | $-34,000 | 1,026 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,968,000 | 6,690 |
| Certificates of participation in pools of residential mortgages | $1,968,000 | 5,239 |
| Issued or guaranteed by U.S. | $1,968,000 | 5,212 |
| 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) | $7,588,000 | 6,648 |
| Available-for-sale securities (fair market value) | $3,312,000 | 7,910 |
| Total debt securities | $9,960,000 | 8,659 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,146,000 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $10,503,000 | 8,893 |
| U.S. Government securities | $7,205,000 | 9,305 |
| U.S. Treasury securities | $5,058,000 | 5,647 |
| U.S. Government agency obligations | $2,147,000 | 10,103 |
| Securities issued by states & political subdivisions | $680,000 | 7,435 |
| Other domestic debt securities | $501,000 | 4,254 |
| 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 | $501,000 | 3,258 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,821,000 | 763 |
| Assets held in trading accounts for TFR Reporters | $2,750,000 | 30 |
| General valuation allowances for securities for TFR Reporters | $-46,000 | 1,118 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,147,000 | 7,126 |
| Certificates of participation in pools of residential mortgages | $1,382,000 | 6,490 |
| Issued or guaranteed by U.S. | $1,382,000 | 6,442 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $765,000 | 5,296 |
| CMOs issued by government agencies or sponsored agencies | $765,000 | 5,070 |
| 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 | $8,386,000 | 9,567 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $2,750,000 | 206 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $10,965,000 | 8,760 |
| U.S. Government securities | $8,891,000 | 8,549 |
| U.S. Treasury securities | $6,076,000 | 5,097 |
| U.S. Government agency obligations | $2,815,000 | 9,707 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| 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 | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,032,000 | 1,247 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-42,000 | 1,344 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,815,000 | 6,911 |
| Certificates of participation in pools of residential mortgages | $1,827,000 | 6,362 |
| Issued or guaranteed by U.S. | $1,827,000 | 6,294 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $988,000 | 5,117 |
| CMOs issued by government agencies or sponsored agencies | $988,000 | 4,748 |
| 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 | $8,891,000 | 9,498 |
| 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 |