Home > Waterfield Bank > Securities
Waterfield Bank, Securities
| 2009-12-31 | Rank | |
| Total securities | $71,122,000 | 1,767 |
| U.S. Government securities | $155,000 | 7,495 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $155,000 | 7,398 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $70,967,000 | 219 |
| Privately issued residential mortgage-backed securities | $70,967,000 | 122 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| 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 | $70,967,000 | 865 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $70,967,000 | 402 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $70,967,000 | 117 |
| 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) | $71,122,000 | 1,559 |
| Total debt securities | $71,122,000 | 1,748 |
| 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 | $86,363,000 | 1,474 |
| U.S. Government securities | $157,000 | 7,580 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $157,000 | 7,486 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $86,206,000 | 208 |
| Privately issued residential mortgage-backed securities | $86,206,000 | 122 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| 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 | $86,206,000 | 742 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $86,206,000 | 345 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $86,206,000 | 118 |
| 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) | $86,363,000 | 1,283 |
| Total debt securities | $86,363,000 | 1,450 |
| 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 | $93,415,000 | 1,348 |
| U.S. Government securities | $158,000 | 7,648 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $158,000 | 7,562 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $93,257,000 | 211 |
| Privately issued residential mortgage-backed securities | $93,257,000 | 126 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| 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 | $93,257,000 | 691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $93,257,000 | 313 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $93,257,000 | 119 |
| 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) | $93,415,000 | 1,171 |
| Total debt securities | $93,415,000 | 1,328 |
| 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 | $103,625,000 | 1,207 |
| U.S. Government securities | $158,000 | 7,725 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $158,000 | 7,642 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $103,467,000 | 189 |
| Privately issued residential mortgage-backed securities | $103,467,000 | 126 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| 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 | $103,467,000 | 642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $103,467,000 | 294 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $103,467,000 | 120 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $103,625,000 | 1,046 |
| Total debt securities | $103,625,000 | 1,176 |
| 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 | $109,943,000 | 1,107 |
| U.S. Government securities | $160,000 | 7,801 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $160,000 | 7,724 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $109,783,000 | 183 |
| Privately issued residential mortgage-backed securities | $109,783,000 | 124 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $109,783,000 | 606 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $109,783,000 | 277 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $109,783,000 | 113 |
| 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) | $109,943,000 | 952 |
| Total debt securities | $109,943,000 | 1,086 |
| 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 | $125,018,000 | 958 |
| U.S. Government securities | $155,000 | 7,858 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $155,000 | 7,774 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $124,863,000 | 168 |
| Privately issued residential mortgage-backed securities | $124,863,000 | 114 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $124,863,000 | 516 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $124,863,000 | 245 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $124,863,000 | 107 |
| 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) | $125,018,000 | 816 |
| Total debt securities | $125,018,000 | 945 |
| 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 | $120,686,000 | 1,012 |
| U.S. Government securities | $155,000 | 7,914 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $155,000 | 7,838 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $120,531,000 | 186 |
| Privately issued residential mortgage-backed securities | $120,531,000 | 121 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $120,531,000 | 529 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $120,531,000 | 252 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $120,531,000 | 110 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $120,686,000 | 876 |
| Total debt securities | $120,686,000 | 993 |
| 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 | $14,017,000 | 5,244 |
| U.S. Government securities | $159,000 | 7,958 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $159,000 | 7,884 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $13,858,000 | 705 |
| Privately issued residential mortgage-backed securities | $13,858,000 | 423 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,858,000 | 2,702 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $13,858,000 | 1,017 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $13,858,000 | 398 |
| 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) | $14,017,000 | 4,750 |
| Total debt securities | $14,017,000 | 5,181 |
| 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 | $353,000 | 8,124 |
| U.S. Government securities | $353,000 | 7,979 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $353,000 | 7,882 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| 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 | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| 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) | $353,000 | 7,509 |
| Total debt securities | $353,000 | 8,084 |
| 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 | $1,663,000 | 7,898 |
| U.S. Government securities | $1,663,000 | 7,658 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,663,000 | 7,549 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| 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 | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| 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) | $1,663,000 | 7,220 |
| Total debt securities | $1,663,000 | 7,849 |
| 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 | $1,847,000 | 7,917 |
| U.S. Government securities | $1,847,000 | 7,658 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,847,000 | 7,545 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| 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 | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| 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) | $1,847,000 | 7,219 |
| Total debt securities | $1,847,000 | 7,869 |
| 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 | $2,239,000 | 7,852 |
| U.S. Government securities | $2,239,000 | 7,573 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,239,000 | 7,457 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| 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 | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| 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) | $2,239,000 | 7,144 |
| Total debt securities | $2,239,000 | 7,804 |
| 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 | $2,809,000 | 7,770 |
| U.S. Government securities | $2,809,000 | 7,460 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,809,000 | 7,334 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| 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 | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| 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) | $2,809,000 | 7,048 |
| Total debt securities | $2,809,000 | 7,720 |
| 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 | $5,057,000 | 7,331 |
| U.S. Government securities | $4,788,000 | 6,938 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,788,000 | 6,809 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $269,000 | 2,633 |
| Privately issued residential mortgage-backed securities | $105,000 | 1,178 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,603,000 | 4,930 |
| Certificates of participation in pools of residential mortgages | $1,498,000 | 4,469 |
| Issued or guaranteed by U.S. | $1,498,000 | 4,445 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $105,000 | 3,277 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $105,000 | 1,086 |
| 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) | $5,057,000 | 6,602 |
| Total debt securities | $5,057,000 | 7,278 |
| 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 | $5,137,000 | 7,338 |
| U.S. Government securities | $4,837,000 | 6,963 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,837,000 | 6,826 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $300,000 | 2,634 |
| Privately issued residential mortgage-backed securities | $126,000 | 1,152 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,711,000 | 4,874 |
| Certificates of participation in pools of residential mortgages | $1,585,000 | 4,431 |
| Issued or guaranteed by U.S. | $1,585,000 | 4,412 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $126,000 | 3,263 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $126,000 | 1,067 |
| 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) | $5,137,000 | 6,593 |
| Total debt securities | $5,137,000 | 7,289 |
| 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 | $5,471,000 | 7,301 |
| U.S. Government securities | $5,132,000 | 6,886 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,132,000 | 6,741 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $339,000 | 2,670 |
| Privately issued residential mortgage-backed securities | $148,000 | 1,120 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,832,000 | 4,852 |
| Certificates of participation in pools of residential mortgages | $1,684,000 | 4,397 |
| Issued or guaranteed by U.S. | $1,684,000 | 4,382 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $148,000 | 3,247 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $148,000 | 1,038 |
| 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) | $5,471,000 | 6,566 |
| Total debt securities | $5,471,000 | 7,243 |
| 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 | $5,770,000 | 7,281 |
| U.S. Government securities | $5,201,000 | 6,896 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,201,000 | 6,746 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $569,000 | 2,419 |
| Privately issued residential mortgage-backed securities | $364,000 | 989 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,119,000 | 4,735 |
| Certificates of participation in pools of residential mortgages | $1,906,000 | 4,299 |
| Issued or guaranteed by U.S. | $1,755,000 | 4,373 |
| Privately issued | $151,000 | 170 |
| Collaterized mortgage obligations | $213,000 | 3,156 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $213,000 | 987 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $185,000 | 3,782 |
| Available-for-sale securities (fair market value) | $5,585,000 | 6,576 |
| Total debt securities | $5,770,000 | 7,226 |
| 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 | $6,452,000 | 7,131 |
| U.S. Government securities | $5,892,000 | 6,690 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,892,000 | 6,553 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $560,000 | 2,459 |
| Privately issued residential mortgage-backed securities | $345,000 | 991 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,278,000 | 4,703 |
| Certificates of participation in pools of residential mortgages | $2,065,000 | 4,248 |
| Issued or guaranteed by U.S. | $1,933,000 | 4,309 |
| Privately issued | $132,000 | 175 |
| Collaterized mortgage obligations | $213,000 | 3,181 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $213,000 | 969 |
| 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) | $131,000 | 3,928 |
| Available-for-sale securities (fair market value) | $6,321,000 | 6,418 |
| Total debt securities | $6,452,000 | 7,074 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $4,743,000 | 7,586 |
| U.S. Government securities | $4,127,000 | 7,289 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,127,000 | 7,133 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $616,000 | 2,493 |
| Privately issued residential mortgage-backed securities | $379,000 | 958 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $534,000 | 5,865 |
| Certificates of participation in pools of residential mortgages | $265,000 | 5,782 |
| Issued or guaranteed by U.S. | $155,000 | 5,953 |
| Privately issued | $110,000 | 182 |
| Collaterized mortgage obligations | $269,000 | 3,144 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $269,000 | 912 |
| 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) | $111,000 | 4,015 |
| Available-for-sale securities (fair market value) | $4,632,000 | 6,831 |
| Total debt securities | $4,743,000 | 7,528 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $4,843,000 | 7,636 |
| U.S. Government securities | $4,173,000 | 7,339 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,173,000 | 7,163 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $670,000 | 2,536 |
| Privately issued residential mortgage-backed securities | $420,000 | 930 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $582,000 | 5,895 |
| Certificates of participation in pools of residential mortgages | $250,000 | 5,871 |
| Issued or guaranteed by U.S. | $162,000 | 6,025 |
| Privately issued | $88,000 | 170 |
| Collaterized mortgage obligations | $332,000 | 3,127 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $332,000 | 878 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $88,000 | 4,141 |
| Available-for-sale securities (fair market value) | $4,755,000 | 6,875 |
| Total debt securities | $4,843,000 | 7,578 |
| 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 | $4,840,000 | 7,683 |
| U.S. Government securities | $4,116,000 | 7,380 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,116,000 | 7,218 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $724,000 | 2,543 |
| Privately issued residential mortgage-backed securities | $72,000 | 1,091 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $385,000 | 2,491 |
| 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 | $241,000 | 6,334 |
| Certificates of participation in pools of residential mortgages | $241,000 | 5,935 |
| Issued or guaranteed by U.S. | $169,000 | 6,049 |
| Privately issued | $72,000 | 171 |
| 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) | $72,000 | 4,246 |
| Available-for-sale securities (fair market value) | $4,768,000 | 6,903 |
| Total debt securities | $4,840,000 | 7,623 |
| 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 | $3,982,000 | 7,928 |
| U.S. Government securities | $3,200,000 | 7,700 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,200,000 | 7,549 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $782,000 | 2,517 |
| Privately issued residential mortgage-backed securities | $52,000 | 1,074 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $439,000 | 2,493 |
| 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 | $233,000 | 6,400 |
| Certificates of participation in pools of residential mortgages | $233,000 | 5,983 |
| Issued or guaranteed by U.S. | $181,000 | 6,076 |
| Privately issued | $52,000 | 185 |
| 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) | $53,000 | 4,327 |
| Available-for-sale securities (fair market value) | $3,929,000 | 7,143 |
| Total debt securities | $3,982,000 | 7,867 |
| 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 | $2,761,000 | 8,308 |
| U.S. Government securities | $1,857,000 | 8,234 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,857,000 | 8,086 |
| Securities issued by states & political subdivisions | $556,000 | 5,647 |
| Other domestic debt securities | $348,000 | 3,084 |
| Privately issued residential mortgage-backed securities | $39,000 | 1,093 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $242,000 | 6,458 |
| Certificates of participation in pools of residential mortgages | $242,000 | 6,044 |
| Issued or guaranteed by U.S. | $203,000 | 6,098 |
| Privately issued | $39,000 | 195 |
| 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) | $39,000 | 4,414 |
| Available-for-sale securities (fair market value) | $2,722,000 | 7,495 |
| Total debt securities | $2,761,000 | 8,256 |
| 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 | $2,243,000 | 8,410 |
| U.S. Government securities | $1,023,000 | 8,470 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,023,000 | 8,344 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $1,220,000 | 2,358 |
| Privately issued residential mortgage-backed securities | $193,000 | 1,003 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $700,000 | 2,376 |
| 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 | $414,000 | 6,270 |
| Certificates of participation in pools of residential mortgages | $414,000 | 5,823 |
| Issued or guaranteed by U.S. | $221,000 | 6,081 |
| Privately issued | $193,000 | 165 |
| 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) | $192,000 | 4,153 |
| Available-for-sale securities (fair market value) | $2,051,000 | 7,666 |
| Total debt securities | $2,243,000 | 8,347 |
| 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 | $1,658,000 | 8,623 |
| U.S. Government securities | $1,132,000 | 8,517 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,132,000 | 8,383 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $526,000 | 2,993 |
| Privately issued residential mortgage-backed securities | $184,000 | 878 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $342,000 | 2,912 |
| 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 | $1,216,000 | 5,622 |
| Certificates of participation in pools of residential mortgages | $423,000 | 5,857 |
| Issued or guaranteed by U.S. | $239,000 | 6,105 |
| Privately issued | $184,000 | 178 |
| Collaterized mortgage obligations | $793,000 | 2,939 |
| CMOs issued by government agencies or sponsored agencies | $793,000 | 2,796 |
| 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) | $185,000 | 4,224 |
| Available-for-sale securities (fair market value) | $1,473,000 | 7,891 |
| Total debt securities | $1,658,000 | 8,564 |
| 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 | $1,737,000 | 8,627 |
| U.S. Government securities | $1,202,000 | 8,487 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,202,000 | 8,339 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $535,000 | 3,088 |
| Privately issued residential mortgage-backed securities | $175,000 | 955 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $360,000 | 2,999 |
| 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 | $1,377,000 | 5,527 |
| Certificates of participation in pools of residential mortgages | $438,000 | 5,884 |
| Issued or guaranteed by U.S. | $263,000 | 6,103 |
| Privately issued | $175,000 | 184 |
| Collaterized mortgage obligations | $939,000 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $939,000 | 2,737 |
| 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) | $175,000 | 4,255 |
| Available-for-sale securities (fair market value) | $1,562,000 | 7,864 |
| Total debt securities | $1,737,000 | 8,556 |
| 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 | $2,467,000 | 8,469 |
| U.S. Government securities | $1,935,000 | 8,251 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,935,000 | 8,077 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $532,000 | 3,174 |
| Privately issued residential mortgage-backed securities | $163,000 | 1,019 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $369,000 | 3,029 |
| 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 | $1,598,000 | 5,531 |
| Certificates of participation in pools of residential mortgages | $482,000 | 5,876 |
| Issued or guaranteed by U.S. | $319,000 | 6,064 |
| Privately issued | $163,000 | 185 |
| Collaterized mortgage obligations | $1,116,000 | 2,923 |
| CMOs issued by government agencies or sponsored agencies | $1,116,000 | 2,768 |
| 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) | $174,000 | 4,310 |
| Available-for-sale securities (fair market value) | $2,293,000 | 7,683 |
| Total debt securities | $2,467,000 | 8,387 |
| 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 | $2,748,000 | 8,445 |
| U.S. Government securities | $2,209,000 | 8,202 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,209,000 | 8,030 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $539,000 | 3,194 |
| Privately issued residential mortgage-backed securities | $153,000 | 1,053 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $386,000 | 3,056 |
| 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 | $858,000 | 6,047 |
| Certificates of participation in pools of residential mortgages | $515,000 | 5,834 |
| Issued or guaranteed by U.S. | $362,000 | 6,004 |
| Privately issued | $153,000 | 191 |
| Collaterized mortgage obligations | $343,000 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $343,000 | 3,562 |
| 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) | $151,000 | 4,407 |
| Available-for-sale securities (fair market value) | $2,597,000 | 7,628 |
| Total debt securities | $2,748,000 | 8,361 |
| 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 | $2,477,000 | 8,563 |
| U.S. Government securities | $1,934,000 | 8,372 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,934,000 | 8,186 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $543,000 | 3,208 |
| Privately issued residential mortgage-backed securities | $137,000 | 1,099 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $406,000 | 3,060 |
| 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 | $557,000 | 6,280 |
| Certificates of participation in pools of residential mortgages | $546,000 | 5,771 |
| Issued or guaranteed by U.S. | $409,000 | 5,923 |
| Privately issued | $137,000 | 196 |
| Collaterized mortgage obligations | $11,000 | 4,355 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 4,147 |
| 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) | $137,000 | 4,527 |
| Available-for-sale securities (fair market value) | $2,340,000 | 7,715 |
| Total debt securities | $2,477,000 | 8,472 |
| 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 | $3,682,000 | 8,360 |
| U.S. Government securities | $3,123,000 | 8,010 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,123,000 | 7,775 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $559,000 | 3,265 |
| Privately issued residential mortgage-backed securities | $75,000 | 1,255 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $484,000 | 2,985 |
| 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 | $705,000 | 6,147 |
| Certificates of participation in pools of residential mortgages | $705,000 | 5,485 |
| Issued or guaranteed by U.S. | $630,000 | 5,535 |
| Privately issued | $75,000 | 222 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $84,000 | 4,872 |
| Available-for-sale securities (fair market value) | $3,598,000 | 7,422 |
| Total debt securities | $3,682,000 | 8,267 |
| 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 | $5,730,000 | 8,107 |
| U.S. Government securities | $5,730,000 | 7,428 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,730,000 | 7,084 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| 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 | $1,745,000 | 4,935 |
| Certificates of participation in pools of residential mortgages | $922,000 | 4,877 |
| Issued or guaranteed by U.S. | $922,000 | 4,863 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $823,000 | 3,027 |
| CMOs issued by government agencies or sponsored agencies | $823,000 | 2,872 |
| 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) | $5,730,000 | 2,590 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $5,730,000 | 7,983 |
| 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 |