Home > Frontier Bank, FSB > Securities
Frontier Bank, FSB, Securities
| 2014-09-30 | Rank | |
| Total securities | $10,265,000 | 5,271 |
| U.S. Government securities | $10,265,000 | 4,513 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $10,265,000 | 4,395 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,110,000 | 4,377 |
| Mortgage-backed securities | $10,265,000 | 3,088 |
| Certificates of participation in pools of residential mortgages | $3,611,000 | 3,684 |
| Issued or guaranteed by U.S. | $3,611,000 | 3,683 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $6,654,000 | 1,616 |
| CMOs issued by government agencies or sponsored agencies | $6,654,000 | 1,541 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $10,265,000 | 4,895 |
| Total debt securities | $10,265,000 | 5,252 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $11,047,000 | 5,265 |
| U.S. Government securities | $11,047,000 | 4,481 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $11,047,000 | 4,380 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,794,000 | 4,764 |
| Mortgage-backed securities | $11,047,000 | 3,052 |
| Certificates of participation in pools of residential mortgages | $3,934,000 | 3,673 |
| Issued or guaranteed by U.S. | $3,934,000 | 3,672 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $7,113,000 | 1,586 |
| CMOs issued by government agencies or sponsored agencies | $7,113,000 | 1,520 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $11,047,000 | 4,871 |
| Total debt securities | $11,048,000 | 5,242 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $11,640,000 | 5,259 |
| U.S. Government securities | $11,640,000 | 4,435 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $11,640,000 | 4,334 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,907,000 | 4,764 |
| Mortgage-backed securities | $11,640,000 | 3,015 |
| Certificates of participation in pools of residential mortgages | $4,076,000 | 3,662 |
| Issued or guaranteed by U.S. | $4,076,000 | 3,662 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $7,564,000 | 1,548 |
| CMOs issued by government agencies or sponsored agencies | $7,564,000 | 1,481 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $11,640,000 | 4,854 |
| Total debt securities | $11,639,000 | 5,231 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $12,223,000 | 5,230 |
| U.S. Government securities | $12,223,000 | 4,358 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $12,223,000 | 4,255 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,972,000 | 4,763 |
| Mortgage-backed securities | $12,223,000 | 2,942 |
| Certificates of participation in pools of residential mortgages | $4,193,000 | 3,646 |
| Issued or guaranteed by U.S. | $4,193,000 | 3,643 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $8,030,000 | 1,515 |
| CMOs issued by government agencies or sponsored agencies | $8,030,000 | 1,448 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $12,223,000 | 4,836 |
| Total debt securities | $12,223,000 | 5,199 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $13,020,000 | 5,180 |
| U.S. Government securities | $13,020,000 | 4,288 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $13,020,000 | 4,185 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,420,000 | 4,689 |
| Mortgage-backed securities | $13,020,000 | 2,890 |
| Certificates of participation in pools of residential mortgages | $4,412,000 | 3,612 |
| Issued or guaranteed by U.S. | $4,412,000 | 3,608 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $8,608,000 | 1,491 |
| CMOs issued by government agencies or sponsored agencies | $8,608,000 | 1,416 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $13,020,000 | 4,787 |
| Total debt securities | $13,021,000 | 5,148 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $14,384,000 | 5,047 |
| U.S. Government securities | $14,384,000 | 4,098 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $14,384,000 | 3,998 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,745,000 | 4,596 |
| Mortgage-backed securities | $14,384,000 | 2,782 |
| Certificates of participation in pools of residential mortgages | $4,782,000 | 3,528 |
| Issued or guaranteed by U.S. | $4,782,000 | 3,524 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $9,602,000 | 1,432 |
| CMOs issued by government agencies or sponsored agencies | $9,602,000 | 1,356 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $14,384,000 | 4,673 |
| Total debt securities | $14,375,000 | 5,013 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $15,730,000 | 4,925 |
| U.S. Government securities | $15,730,000 | 3,977 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $15,730,000 | 3,883 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,023,000 | 4,561 |
| Mortgage-backed securities | $15,730,000 | 2,694 |
| Certificates of participation in pools of residential mortgages | $5,196,000 | 3,475 |
| Issued or guaranteed by U.S. | $5,196,000 | 3,472 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $10,534,000 | 1,406 |
| CMOs issued by government agencies or sponsored agencies | $10,534,000 | 1,332 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $15,730,000 | 4,551 |
| Total debt securities | $15,729,000 | 4,892 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $17,233,000 | 4,732 |
| U.S. Government securities | $17,222,000 | 3,786 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $17,222,000 | 3,693 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $11,000 | 2,750 |
| Privately issued residential mortgage-backed securities | $11,000 | 1,013 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,222,000 | 2,426 |
| Mortgage-backed securities | $17,233,000 | 2,595 |
| Certificates of participation in pools of residential mortgages | $5,925,000 | 3,331 |
| Issued or guaranteed by U.S. | $5,925,000 | 3,328 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $11,308,000 | 1,401 |
| CMOs issued by government agencies or sponsored agencies | $11,297,000 | 1,319 |
| Privately issued | $11,000 | 973 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $17,233,000 | 4,367 |
| Total debt securities | $17,233,000 | 4,701 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $22,152,000 | 4,329 |
| U.S. Government securities | $18,787,000 | 3,698 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $18,787,000 | 3,619 |
| Securities issued by states & political subdivisions | $3,335,000 | 4,156 |
| Other domestic debt securities | $30,000 | 2,812 |
| Privately issued residential mortgage-backed securities | $30,000 | 1,040 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,542,000 | 5,438 |
| Mortgage-backed securities | $18,817,000 | 2,604 |
| Certificates of participation in pools of residential mortgages | $6,674,000 | 3,340 |
| Issued or guaranteed by U.S. | $6,674,000 | 3,339 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $12,143,000 | 1,420 |
| CMOs issued by government agencies or sponsored agencies | $12,113,000 | 1,327 |
| Privately issued | $30,000 | 998 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $22,152,000 | 3,976 |
| Total debt securities | $22,151,000 | 4,295 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $23,413,000 | 4,277 |
| U.S. Government securities | $20,036,000 | 3,635 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $20,036,000 | 3,559 |
| Securities issued by states & political subdivisions | $3,322,000 | 4,118 |
| Other domestic debt securities | $55,000 | 2,794 |
| Privately issued residential mortgage-backed securities | $55,000 | 1,062 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $20,091,000 | 2,535 |
| Certificates of participation in pools of residential mortgages | $7,194,000 | 3,264 |
| Issued or guaranteed by U.S. | $7,194,000 | 3,264 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $12,897,000 | 1,403 |
| CMOs issued by government agencies or sponsored agencies | $12,842,000 | 1,311 |
| Privately issued | $55,000 | 1,021 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $23,413,000 | 3,937 |
| Total debt securities | $23,413,000 | 4,241 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $37,970,000 | 3,263 |
| U.S. Government securities | $33,331,000 | 2,681 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $33,331,000 | 2,624 |
| Securities issued by states & political subdivisions | $4,580,000 | 3,728 |
| Other domestic debt securities | $59,000 | 2,782 |
| Privately issued residential mortgage-backed securities | $59,000 | 1,095 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,501,000 | 5,543 |
| Mortgage-backed securities | $24,574,000 | 2,267 |
| Certificates of participation in pools of residential mortgages | $7,287,000 | 3,244 |
| Issued or guaranteed by U.S. | $7,287,000 | 3,242 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $17,088,000 | 1,216 |
| CMOs issued by government agencies or sponsored agencies | $17,029,000 | 1,130 |
| Privately issued | $59,000 | 1,055 |
| Commercial mortgage-backed securities | $199,000 | 522 |
| Commercial mortgage pass-through securities | $199,000 | 366 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $37,970,000 | 3,015 |
| Total debt securities | $37,970,000 | 3,239 |
| Structured notes | ||
| Amortized cost | $3,792,000 | 1,256 |
| Fair value | $3,800,000 | 1,251 |
| 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 | $39,786,000 | 3,085 |
| U.S. Government securities | $16,829,000 | 3,986 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,829,000 | 3,905 |
| Securities issued by states & political subdivisions | $4,523,000 | 3,708 |
| Other domestic debt securities | $18,434,000 | 511 |
| Privately issued residential mortgage-backed securities | $18,434,000 | 214 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $26,439,000 | 2,070 |
| Certificates of participation in pools of residential mortgages | $8,005,000 | 3,015 |
| Issued or guaranteed by U.S. | $8,005,000 | 3,015 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $18,434,000 | 1,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $18,434,000 | 208 |
| 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) | $1,767,000 | 1,851 |
| Available-for-sale securities (fair market value) | $38,019,000 | 2,912 |
| Total debt securities | $39,786,000 | 3,063 |
| 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 | $22,510,000 | 4,252 |
| U.S. Government securities | $9,502,000 | 4,984 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,502,000 | 4,889 |
| Securities issued by states & political subdivisions | $3,016,000 | 4,090 |
| Other domestic debt securities | $9,992,000 | 718 |
| Privately issued residential mortgage-backed securities | $9,907,000 | 322 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,498,000 | 2,960 |
| Certificates of participation in pools of residential mortgages | $3,591,000 | 3,908 |
| Issued or guaranteed by U.S. | $3,591,000 | 3,896 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $9,907,000 | 1,596 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $9,907,000 | 312 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $22,510,000 | 3,906 |
| Total debt securities | $22,510,000 | 4,217 |
| 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 | $3,891,000 | 6,712 |
| U.S. Government securities | $2,332,000 | 6,587 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,332,000 | 6,473 |
| Securities issued by states & political subdivisions | $148,000 | 5,613 |
| Other domestic debt securities | $1,411,000 | 1,735 |
| Privately issued residential mortgage-backed securities | $270,000 | 1,082 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $988,000 | 1,391 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,942,000 | 4,887 |
| Certificates of participation in pools of residential mortgages | $1,672,000 | 4,516 |
| Issued or guaranteed by U.S. | $1,672,000 | 4,506 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $270,000 | 3,502 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $270,000 | 1,027 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $3,891,000 | 6,236 |
| Total debt securities | $3,891,000 | 6,677 |
| 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 | $4,218,000 | 6,694 |
| U.S. Government securities | $2,586,000 | 6,548 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,586,000 | 6,434 |
| Securities issued by states & political subdivisions | $142,000 | 5,645 |
| Other domestic debt securities | $1,490,000 | 1,764 |
| 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 | $1,490,000 | 1,187 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,985,000 | 4,826 |
| Certificates of participation in pools of residential mortgages | $1,985,000 | 4,339 |
| Issued or guaranteed by U.S. | $1,985,000 | 4,329 |
| 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) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $4,218,000 | 6,207 |
| Total debt securities | $4,218,000 | 6,651 |
| 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 | $4,672,000 | 6,595 |
| U.S. Government securities | $2,874,000 | 6,440 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,874,000 | 6,314 |
| Securities issued by states & political subdivisions | $142,000 | 5,669 |
| Other domestic debt securities | $1,656,000 | 1,794 |
| 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 | $1,656,000 | 1,128 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,072,000 | 4,744 |
| Certificates of participation in pools of residential mortgages | $2,072,000 | 4,207 |
| Issued or guaranteed by U.S. | $2,072,000 | 4,201 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $4,672,000 | 6,089 |
| Total debt securities | $4,672,000 | 6,560 |
| 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 | $5,194,000 | 6,516 |
| U.S. Government securities | $3,164,000 | 6,383 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,164,000 | 6,261 |
| Securities issued by states & political subdivisions | $144,000 | 5,655 |
| Other domestic debt securities | $1,886,000 | 1,786 |
| 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 | $1,886,000 | 1,092 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| 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 | $2,345,000 | 4,684 |
| Certificates of participation in pools of residential mortgages | $2,345,000 | 4,100 |
| Issued or guaranteed by U.S. | $2,345,000 | 4,091 |
| 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) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $5,194,000 | 6,009 |
| Total debt securities | $5,194,000 | 6,478 |
| 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 | $28,365,000 | 3,599 |
| U.S. Government securities | $14,055,000 | 4,250 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,055,000 | 4,137 |
| Securities issued by states & political subdivisions | $3,098,000 | 3,858 |
| Other domestic debt securities | $11,212,000 | 721 |
| 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 | $11,212,000 | 318 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| 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 | $4,118,000 | 4,228 |
| Certificates of participation in pools of residential mortgages | $4,118,000 | 3,581 |
| Issued or guaranteed by U.S. | $4,118,000 | 3,573 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $28,365,000 | 3,287 |
| Total debt securities | $28,365,000 | 3,568 |
| 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 | $32,497,000 | 3,326 |
| U.S. Government securities | $13,214,000 | 4,415 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,214,000 | 4,301 |
| Securities issued by states & political subdivisions | $8,791,000 | 2,435 |
| Other domestic debt securities | $10,492,000 | 773 |
| 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 | $10,492,000 | 332 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| 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 | $4,007,000 | 4,340 |
| Certificates of participation in pools of residential mortgages | $4,007,000 | 3,732 |
| Issued or guaranteed by U.S. | $4,007,000 | 3,727 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $32,497,000 | 3,003 |
| Total debt securities | $32,497,000 | 3,293 |
| 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 | $19,870,000 | 4,416 |
| U.S. Government securities | $10,354,000 | 4,915 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,354,000 | 4,812 |
| Securities issued by states & political subdivisions | $5,024,000 | 3,248 |
| Other domestic debt securities | $4,492,000 | 1,303 |
| 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 | $4,492,000 | 656 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| 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 | $4,170,000 | 4,359 |
| Certificates of participation in pools of residential mortgages | $4,170,000 | 3,752 |
| Issued or guaranteed by U.S. | $4,170,000 | 3,745 |
| 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) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $19,870,000 | 4,015 |
| Total debt securities | $19,870,000 | 4,382 |
| 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 | $29,860,000 | 3,506 |
| U.S. Government securities | $13,796,000 | 4,310 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,796,000 | 4,224 |
| Securities issued by states & political subdivisions | $12,229,000 | 1,985 |
| Other domestic debt securities | $3,835,000 | 1,456 |
| 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 | $3,835,000 | 770 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| 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 | $3,008,000 | 4,772 |
| Certificates of participation in pools of residential mortgages | $3,008,000 | 4,220 |
| Issued or guaranteed by U.S. | $3,008,000 | 4,213 |
| 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) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $29,860,000 | 3,157 |
| Total debt securities | $29,860,000 | 3,465 |
| 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 | $18,578,000 | 4,603 |
| U.S. Government securities | $9,764,000 | 5,031 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,764,000 | 4,934 |
| Securities issued by states & political subdivisions | $5,510,000 | 3,065 |
| Other domestic debt securities | $3,304,000 | 1,594 |
| 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 | $3,304,000 | 859 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| 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 | $589,000 | 5,763 |
| Certificates of participation in pools of residential mortgages | $589,000 | 5,366 |
| Issued or guaranteed by U.S. | $589,000 | 5,347 |
| 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) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $18,578,000 | 4,157 |
| Total debt securities | $18,578,000 | 4,561 |
| 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 | $819,000 | 7,756 |
| U.S. Government securities | $188,000 | 7,719 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $188,000 | 7,635 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $631,000 | 2,609 |
| 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 | $631,000 | 1,805 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| 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 | $90,000 | 6,223 |
| Certificates of participation in pools of residential mortgages | $90,000 | 5,929 |
| Issued or guaranteed by U.S. | $90,000 | 5,912 |
| 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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $819,000 | 7,175 |
| Total debt securities | $819,000 | 7,722 |
| 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 | $1,321,000 | 7,712 |
| U.S. Government securities | $191,000 | 7,795 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $191,000 | 7,717 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $1,130,000 | 2,195 |
| 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 | $1,130,000 | 1,434 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| 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 | $91,000 | 6,247 |
| Certificates of participation in pools of residential mortgages | $91,000 | 5,951 |
| Issued or guaranteed by U.S. | $91,000 | 5,931 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $1,321,000 | 7,112 |
| Total debt securities | $1,321,000 | 7,677 |
| 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 | $1,364,000 | 7,756 |
| U.S. Government securities | $197,000 | 7,845 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $197,000 | 7,760 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $1,167,000 | 2,140 |
| 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 | $1,167,000 | 1,396 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $94,000 | 6,240 |
| Certificates of participation in pools of residential mortgages | $94,000 | 5,949 |
| Issued or guaranteed by U.S. | $94,000 | 5,928 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $1,364,000 | 7,135 |
| Total debt securities | $1,364,000 | 7,712 |
| 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 | $1,684,000 | 7,742 |
| U.S. Government securities | $254,000 | 7,862 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $254,000 | 7,784 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $1,430,000 | 2,048 |
| 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 | $1,430,000 | 1,376 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $99,000 | 6,266 |
| Certificates of participation in pools of residential mortgages | $99,000 | 5,966 |
| Issued or guaranteed by U.S. | $99,000 | 5,941 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $1,684,000 | 7,121 |
| Total debt securities | $1,684,000 | 7,691 |
| 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 | $1,698,000 | 7,778 |
| U.S. Government securities | $263,000 | 7,906 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $263,000 | 7,831 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $1,435,000 | 1,974 |
| 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 | $1,435,000 | 1,327 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $107,000 | 6,239 |
| Certificates of participation in pools of residential mortgages | $107,000 | 5,935 |
| Issued or guaranteed by U.S. | $107,000 | 5,905 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $1,698,000 | 7,158 |
| Total debt securities | $1,698,000 | 7,723 |
| 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 | $4,751,000 | 7,149 |
| U.S. Government securities | $2,567,000 | 7,325 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,567,000 | 7,209 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $2,184,000 | 1,561 |
| 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 | $2,184,000 | 1,016 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $111,000 | 6,151 |
| Certificates of participation in pools of residential mortgages | $111,000 | 5,835 |
| Issued or guaranteed by U.S. | $111,000 | 5,814 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $4,751,000 | 6,514 |
| Total debt securities | $4,751,000 | 7,095 |
| 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 | $5,050,000 | 7,126 |
| U.S. Government securities | $2,619,000 | 7,369 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,619,000 | 7,256 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $2,431,000 | 1,474 |
| 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 | $2,431,000 | 950 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $114,000 | 6,103 |
| Certificates of participation in pools of residential mortgages | $114,000 | 5,780 |
| Issued or guaranteed by U.S. | $114,000 | 5,758 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $5,050,000 | 6,472 |
| Total debt securities | $5,050,000 | 7,075 |
| 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 | $5,033,000 | 7,174 |
| U.S. Government securities | $2,581,000 | 7,434 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,581,000 | 7,311 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $2,452,000 | 1,413 |
| 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 | $2,452,000 | 912 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $119,000 | 6,104 |
| Certificates of participation in pools of residential mortgages | $119,000 | 5,781 |
| Issued or guaranteed by U.S. | $119,000 | 5,761 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $5,033,000 | 6,506 |
| Total debt securities | $5,033,000 | 7,130 |
| 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 | $5,153,000 | 7,184 |
| U.S. Government securities | $2,611,000 | 7,473 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,611,000 | 7,347 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $2,542,000 | 1,373 |
| 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 | $2,542,000 | 895 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $126,000 | 6,108 |
| Certificates of participation in pools of residential mortgages | $126,000 | 5,780 |
| Issued or guaranteed by U.S. | $126,000 | 5,757 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $5,153,000 | 6,508 |
| Total debt securities | $5,153,000 | 7,141 |
| 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 | $5,269,000 | 7,204 |
| U.S. Government securities | $2,609,000 | 7,510 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,609,000 | 7,392 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $2,660,000 | 1,362 |
| 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 | $2,660,000 | 911 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $133,000 | 6,119 |
| Certificates of participation in pools of residential mortgages | $133,000 | 5,776 |
| Issued or guaranteed by U.S. | $133,000 | 5,752 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $5,269,000 | 6,503 |
| Total debt securities | $5,269,000 | 7,159 |
| 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 | $5,548,000 | 7,215 |
| U.S. Government securities | $2,754,000 | 7,540 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,754,000 | 7,416 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $2,794,000 | 1,336 |
| 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 | $2,794,000 | 895 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $138,000 | 6,144 |
| Certificates of participation in pools of residential mortgages | $138,000 | 5,805 |
| Issued or guaranteed by U.S. | $138,000 | 5,776 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $5,548,000 | 6,483 |
| Total debt securities | $5,548,000 | 7,160 |
| 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 | $5,416,000 | 7,262 |
| U.S. Government securities | $2,716,000 | 7,598 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,716,000 | 7,465 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $2,700,000 | 1,358 |
| 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 | $2,700,000 | 920 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $145,000 | 6,170 |
| Certificates of participation in pools of residential mortgages | $145,000 | 5,828 |
| Issued or guaranteed by U.S. | $145,000 | 5,802 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $5,416,000 | 6,522 |
| Total debt securities | $5,416,000 | 7,209 |
| 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 | $5,558,000 | 7,275 |
| U.S. Government securities | $2,858,000 | 7,631 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,858,000 | 7,494 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $2,700,000 | 1,386 |
| 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 | $2,700,000 | 946 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $158,000 | 6,194 |
| Certificates of participation in pools of residential mortgages | $158,000 | 5,837 |
| Issued or guaranteed by U.S. | $158,000 | 5,813 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $5,558,000 | 6,539 |
| Total debt securities | $5,558,000 | 7,218 |
| 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 | $5,654,000 | 7,306 |
| U.S. Government securities | $2,889,000 | 7,640 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,889,000 | 7,507 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $2,765,000 | 1,415 |
| 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 | $2,765,000 | 994 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $168,000 | 6,251 |
| Certificates of participation in pools of residential mortgages | $168,000 | 5,873 |
| Issued or guaranteed by U.S. | $168,000 | 5,848 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $5,654,000 | 6,557 |
| Total debt securities | $5,654,000 | 7,247 |
| 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 | $5,961,000 | 7,252 |
| U.S. Government securities | $2,916,000 | 7,656 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,916,000 | 7,521 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $3,045,000 | 1,357 |
| 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 | $3,045,000 | 964 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $181,000 | 6,262 |
| Certificates of participation in pools of residential mortgages | $181,000 | 5,874 |
| Issued or guaranteed by U.S. | $181,000 | 5,855 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $5,961,000 | 6,493 |
| Total debt securities | $5,961,000 | 7,195 |
| 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 | $6,296,000 | 7,214 |
| U.S. Government securities | $3,175,000 | 7,604 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,175,000 | 7,458 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $3,121,000 | 1,367 |
| 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 | $3,121,000 | 990 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $197,000 | 6,292 |
| Certificates of participation in pools of residential mortgages | $197,000 | 5,903 |
| Issued or guaranteed by U.S. | $197,000 | 5,874 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $6,296,000 | 6,443 |
| Total debt securities | $6,296,000 | 7,145 |
| 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 | $6,500,000 | 7,235 |
| U.S. Government securities | $3,182,000 | 7,671 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,182,000 | 7,508 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $3,318,000 | 1,377 |
| 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 | $3,318,000 | 1,016 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $210,000 | 6,339 |
| Certificates of participation in pools of residential mortgages | $210,000 | 5,953 |
| Issued or guaranteed by U.S. | $210,000 | 5,931 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $6,500,000 | 6,441 |
| Total debt securities | $6,500,000 | 7,178 |
| 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 | $4,998,000 | 7,644 |
| U.S. Government securities | $3,455,000 | 7,586 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,455,000 | 7,426 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $1,543,000 | 1,972 |
| 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 | $1,543,000 | 1,593 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $221,000 | 6,359 |
| Certificates of participation in pools of residential mortgages | $221,000 | 5,961 |
| Issued or guaranteed by U.S. | $221,000 | 5,944 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $4,998,000 | 6,848 |
| Total debt securities | $4,998,000 | 7,580 |
| 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 | $5,192,000 | 7,624 |
| U.S. Government securities | $3,630,000 | 7,560 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,630,000 | 7,408 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $1,562,000 | 1,975 |
| 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 | $1,562,000 | 1,625 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $237,000 | 6,392 |
| Certificates of participation in pools of residential mortgages | $237,000 | 5,969 |
| Issued or guaranteed by U.S. | $237,000 | 5,955 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $5,192,000 | 6,807 |
| Total debt securities | $5,192,000 | 7,564 |
| 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 | $5,472,000 | 7,633 |
| U.S. Government securities | $3,671,000 | 7,625 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,671,000 | 7,467 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $1,801,000 | 1,973 |
| 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 | $1,801,000 | 1,631 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $278,000 | 6,408 |
| Certificates of participation in pools of residential mortgages | $278,000 | 5,977 |
| Issued or guaranteed by U.S. | $278,000 | 5,965 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $5,472,000 | 6,820 |
| Total debt securities | $5,472,000 | 7,567 |
| 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 | $6,939,000 | 7,273 |
| U.S. Government securities | $3,945,000 | 7,503 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,945,000 | 7,349 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $2,994,000 | 1,666 |
| 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 | $2,994,000 | 1,326 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $316,000 | 6,378 |
| Certificates of participation in pools of residential mortgages | $316,000 | 5,940 |
| Issued or guaranteed by U.S. | $316,000 | 5,922 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $6,939,000 | 6,466 |
| Total debt securities | $6,939,000 | 7,186 |
| 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 | $4,647,000 | 7,905 |
| U.S. Government securities | $1,665,000 | 8,333 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,665,000 | 8,189 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $2,982,000 | 1,703 |
| 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 | $2,982,000 | 1,424 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $364,000 | 6,363 |
| Certificates of participation in pools of residential mortgages | $364,000 | 5,928 |
| Issued or guaranteed by U.S. | $364,000 | 5,908 |
| 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) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $4,647,000 | 7,076 |
| Total debt securities | $4,647,000 | 7,830 |
| 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 | $5,893,000 | 7,556 |
| U.S. Government securities | $1,817,000 | 8,266 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,817,000 | 8,108 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $4,076,000 | 1,510 |
| 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 | $4,076,000 | 1,245 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $442,000 | 6,322 |
| Certificates of participation in pools of residential mortgages | $442,000 | 5,875 |
| Issued or guaranteed by U.S. | $442,000 | 5,849 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $5,893,000 | 6,749 |
| Total debt securities | $5,893,000 | 7,467 |
| 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 | $6,464,000 | 7,368 |
| U.S. Government securities | $2,042,000 | 8,193 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,042,000 | 8,016 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $4,422,000 | 1,492 |
| 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 | $4,422,000 | 1,223 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| 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 | $610,000 | 6,212 |
| Certificates of participation in pools of residential mortgages | $610,000 | 5,717 |
| Issued or guaranteed by U.S. | $610,000 | 5,696 |
| 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) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $6,464,000 | 6,545 |
| Total debt securities | $6,464,000 | 7,272 |
| 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 | $5,415,000 | 7,697 |
| U.S. Government securities | $1,643,000 | 8,419 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,643,000 | 8,242 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $3,772,000 | 1,654 |
| 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 | $3,772,000 | 1,384 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| 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 | $842,000 | 6,057 |
| Certificates of participation in pools of residential mortgages | $842,000 | 5,520 |
| Issued or guaranteed by U.S. | $842,000 | 5,499 |
| 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) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $5,415,000 | 6,849 |
| Total debt securities | $5,415,000 | 7,612 |
| 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 | $4,694,000 | 7,920 |
| U.S. Government securities | $1,872,000 | 8,396 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,872,000 | 8,207 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $2,822,000 | 1,891 |
| 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 | $2,822,000 | 1,631 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| 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 | $1,064,000 | 5,865 |
| Certificates of participation in pools of residential mortgages | $1,064,000 | 5,287 |
| Issued or guaranteed by U.S. | $1,064,000 | 5,268 |
| 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) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $4,694,000 | 7,045 |
| Total debt securities | $4,694,000 | 7,839 |
| 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 | $4,921,000 | 7,959 |
| U.S. Government securities | $4,921,000 | 7,276 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,921,000 | 7,030 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| 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 | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,041,000 | 4,291 |
| Certificates of participation in pools of residential mortgages | $2,671,000 | 4,079 |
| Issued or guaranteed by U.S. | $2,671,000 | 4,061 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,370,000 | 3,058 |
| CMOs issued by government agencies or sponsored agencies | $1,370,000 | 2,895 |
| 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) | $1,000 | 5,077 |
| Available-for-sale securities (fair market value) | $4,920,000 | 7,007 |
| Total debt securities | $4,921,000 | 7,855 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $3,597,000 | 8,821 |
| U.S. Government securities | $3,563,000 | 8,379 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,563,000 | 8,037 |
| Securities issued by states & political subdivisions | $34,000 | 7,164 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,067,000 | 4,732 |
| Certificates of participation in pools of residential mortgages | $2,067,000 | 3,924 |
| Issued or guaranteed by U.S. | $2,067,000 | 3,902 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $34,000 | 5,596 |
| Available-for-sale securities (fair market value) | $3,563,000 | 7,690 |
| Total debt securities | $3,597,000 | 8,707 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $3,695,000 | 9,122 |
| U.S. Government securities | $3,628,000 | 8,679 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,628,000 | 8,171 |
| Securities issued by states & political subdivisions | $67,000 | 7,448 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,180,000 | 4,968 |
| Certificates of participation in pools of residential mortgages | $2,180,000 | 4,085 |
| Issued or guaranteed by U.S. | $2,180,000 | 4,069 |
| 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) | $67,000 | 5,960 |
| Available-for-sale securities (fair market value) | $3,628,000 | 7,881 |
| Total debt securities | $3,695,000 | 9,023 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $2,580,000 | 9,626 |
| U.S. Government securities | $0 | 10,185 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 9,927 |
| Securities issued by states & political subdivisions | $101,000 | 7,561 |
| Other domestic debt securities | $2,479,000 | 1,569 |
| Privately issued residential mortgage-backed securities | $2,479,000 | 504 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,479,000 | 5,027 |
| Certificates of participation in pools of residential mortgages | $2,479,000 | 4,089 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $2,479,000 | 125 |
| 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) | $94,000 | 6,423 |
| Available-for-sale securities (fair market value) | $2,486,000 | 8,308 |
| Total debt securities | $2,580,000 | 9,512 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |