Home > Republic Bank > Securities
Republic Bank, Securities
| 2014-03-31 | Rank | |
| Total securities | $8,635,000 | 5,560 |
| U.S. Government securities | $6,635,000 | 5,144 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $6,635,000 | 5,039 |
| 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 | $2,000,000 | 433 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,325,000 | 5,221 |
| Mortgage-backed securities | $4,138,000 | 4,097 |
| Certificates of participation in pools of residential mortgages | $2,813,000 | 4,009 |
| Issued or guaranteed by U.S. | $2,813,000 | 4,007 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,325,000 | 2,733 |
| CMOs issued by government agencies or sponsored agencies | $1,325,000 | 2,638 |
| 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) | $8,635,000 | 5,161 |
| Total debt securities | $6,636,000 | 5,733 |
| 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 | $8,827,000 | 5,559 |
| U.S. Government securities | $6,827,000 | 5,113 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,827,000 | 5,009 |
| 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 | $2,000,000 | 435 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,472,000 | 5,229 |
| Mortgage-backed securities | $4,335,000 | 4,071 |
| Certificates of participation in pools of residential mortgages | $2,896,000 | 3,998 |
| Issued or guaranteed by U.S. | $2,896,000 | 3,992 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,439,000 | 2,678 |
| CMOs issued by government agencies or sponsored agencies | $1,439,000 | 2,571 |
| 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) | $8,827,000 | 5,173 |
| Total debt securities | $6,827,000 | 5,759 |
| 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 | $9,059,000 | 5,596 |
| U.S. Government securities | $7,059,000 | 5,124 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,059,000 | 5,029 |
| 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 | $2,000,000 | 464 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,604,000 | 5,227 |
| Mortgage-backed securities | $4,569,000 | 4,072 |
| Certificates of participation in pools of residential mortgages | $2,965,000 | 3,995 |
| Issued or guaranteed by U.S. | $2,965,000 | 3,988 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,604,000 | 2,642 |
| CMOs issued by government agencies or sponsored agencies | $1,604,000 | 2,535 |
| 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) | $9,059,000 | 5,210 |
| Total debt securities | $7,059,000 | 5,792 |
| 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 | $9,533,000 | 5,549 |
| U.S. Government securities | $7,533,000 | 5,045 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $7,533,000 | 4,932 |
| 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 | $2,000,000 | 449 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,788,000 | 5,203 |
| Mortgage-backed securities | $5,056,000 | 4,012 |
| Certificates of participation in pools of residential mortgages | $3,232,000 | 3,915 |
| Issued or guaranteed by U.S. | $3,232,000 | 3,909 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,824,000 | 2,610 |
| CMOs issued by government agencies or sponsored agencies | $1,824,000 | 2,507 |
| 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) | $9,533,000 | 5,166 |
| Total debt securities | $7,533,000 | 5,753 |
| 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 | $10,154,000 | 5,534 |
| U.S. Government securities | $8,154,000 | 5,002 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $8,154,000 | 4,896 |
| 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 | $2,000,000 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,130,000 | 5,133 |
| Mortgage-backed securities | $5,688,000 | 3,952 |
| Certificates of participation in pools of residential mortgages | $3,558,000 | 3,880 |
| Issued or guaranteed by U.S. | $3,558,000 | 3,876 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,130,000 | 2,584 |
| CMOs issued by government agencies or sponsored agencies | $2,130,000 | 2,476 |
| 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) | $10,154,000 | 5,167 |
| Total debt securities | $8,154,000 | 5,727 |
| 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 | $8,789,000 | 5,689 |
| U.S. Government securities | $8,789,000 | 4,885 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $8,789,000 | 4,789 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| 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 | $2,407,000 | 5,058 |
| Mortgage-backed securities | $6,330,000 | 3,850 |
| Certificates of participation in pools of residential mortgages | $3,923,000 | 3,788 |
| Issued or guaranteed by U.S. | $3,923,000 | 3,785 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,407,000 | 2,548 |
| CMOs issued by government agencies or sponsored agencies | $2,407,000 | 2,450 |
| Privately issued | $0 | 1,025 |
| 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) | $8,789,000 | 5,322 |
| Total debt securities | $8,789,000 | 5,655 |
| 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 | $9,158,000 | 5,729 |
| U.S. Government securities | $9,158,000 | 4,926 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $9,158,000 | 4,830 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,636,000 | 5,042 |
| Mortgage-backed securities | $6,703,000 | 3,923 |
| Certificates of participation in pools of residential mortgages | $4,067,000 | 3,887 |
| Issued or guaranteed by U.S. | $4,067,000 | 3,885 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,636,000 | 2,575 |
| CMOs issued by government agencies or sponsored agencies | $2,636,000 | 2,469 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $9,158,000 | 5,351 |
| Total debt securities | $9,158,000 | 5,703 |
| 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 | $9,495,000 | 5,750 |
| U.S. Government securities | $9,495,000 | 4,967 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $9,495,000 | 4,873 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $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 | $2,895,000 | 5,002 |
| Mortgage-backed securities | $7,051,000 | 3,899 |
| Certificates of participation in pools of residential mortgages | $4,156,000 | 3,903 |
| Issued or guaranteed by U.S. | $4,156,000 | 3,901 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,895,000 | 2,540 |
| CMOs issued by government agencies or sponsored agencies | $2,895,000 | 2,423 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $9,495,000 | 5,368 |
| Total debt securities | $9,494,000 | 5,721 |
| 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 | $10,364,000 | 5,686 |
| U.S. Government securities | $10,364,000 | 4,909 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $10,364,000 | 4,811 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $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 | $691,000 | 5,902 |
| Mortgage-backed securities | $7,958,000 | 3,795 |
| Certificates of participation in pools of residential mortgages | $4,644,000 | 3,791 |
| Issued or guaranteed by U.S. | $4,644,000 | 3,787 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,314,000 | 2,461 |
| CMOs issued by government agencies or sponsored agencies | $3,314,000 | 2,348 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $10,364,000 | 5,292 |
| Total debt securities | $10,363,000 | 5,659 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $10,672,000 | 5,655 |
| U.S. Government securities | $10,672,000 | 4,830 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $10,672,000 | 4,730 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $801,000 | 5,570 |
| Mortgage-backed securities | $8,273,000 | 3,665 |
| Certificates of participation in pools of residential mortgages | $4,702,000 | 3,675 |
| Issued or guaranteed by U.S. | $4,702,000 | 3,670 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,571,000 | 2,368 |
| CMOs issued by government agencies or sponsored agencies | $3,571,000 | 2,187 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $10,672,000 | 5,227 |
| Total debt securities | $10,672,000 | 5,629 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $17,841,000 | 4,733 |
| U.S. Government securities | $17,841,000 | 3,822 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,841,000 | 3,736 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 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 | $8,969,000 | 3,515 |
| Certificates of participation in pools of residential mortgages | $5,046,000 | 3,560 |
| Issued or guaranteed by U.S. | $5,046,000 | 3,552 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,923,000 | 2,268 |
| CMOs issued by government agencies or sponsored agencies | $3,923,000 | 2,080 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 2,942 |
| Available-for-sale securities (fair market value) | $17,840,000 | 4,334 |
| Total debt securities | $17,841,000 | 4,696 |
| 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 | $20,018,000 | 4,566 |
| U.S. Government securities | $20,018,000 | 3,655 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,018,000 | 3,559 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,302,000 | 3,431 |
| Certificates of participation in pools of residential mortgages | $5,112,000 | 3,503 |
| Issued or guaranteed by U.S. | $5,112,000 | 3,491 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $4,190,000 | 2,181 |
| CMOs issued by government agencies or sponsored agencies | $4,190,000 | 1,990 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $20,018,000 | 4,184 |
| Total debt securities | $20,018,000 | 4,535 |
| 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 | $10,189,000 | 5,757 |
| U.S. Government securities | $10,189,000 | 4,993 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,189,000 | 4,876 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| 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 | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,678,000 | 4,138 |
| Certificates of participation in pools of residential mortgages | $196,000 | 5,325 |
| Issued or guaranteed by U.S. | $196,000 | 5,312 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $4,482,000 | 2,078 |
| CMOs issued by government agencies or sponsored agencies | $4,482,000 | 1,885 |
| 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) | $1,000 | 3,015 |
| Available-for-sale securities (fair market value) | $10,188,000 | 5,320 |
| Total debt securities | $10,189,000 | 5,723 |
| 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 | $13,031,000 | 5,297 |
| U.S. Government securities | $13,031,000 | 4,382 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,031,000 | 4,258 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| 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 | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,534,000 | 3,539 |
| Certificates of participation in pools of residential mortgages | $225,000 | 5,271 |
| Issued or guaranteed by U.S. | $225,000 | 5,259 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $7,309,000 | 1,719 |
| CMOs issued by government agencies or sponsored agencies | $7,309,000 | 1,530 |
| 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) | $2,000 | 3,040 |
| Available-for-sale securities (fair market value) | $13,029,000 | 4,859 |
| Total debt securities | $13,031,000 | 5,259 |
| 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 | $19,621,000 | 4,409 |
| U.S. Government securities | $19,621,000 | 3,477 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,621,000 | 3,382 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| 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 | $0 | 2,145 |
| 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 | $14,038,000 | 2,664 |
| Certificates of participation in pools of residential mortgages | $246,000 | 5,275 |
| Issued or guaranteed by U.S. | $246,000 | 5,264 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $13,792,000 | 1,230 |
| CMOs issued by government agencies or sponsored agencies | $13,792,000 | 1,061 |
| 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) | $19,621,000 | 4,025 |
| Total debt securities | $19,621,000 | 4,368 |
| 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 | $21,643,000 | 4,213 |
| U.S. Government securities | $21,643,000 | 3,332 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,643,000 | 3,247 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| 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 | $0 | 2,114 |
| 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 | $16,279,000 | 2,469 |
| Certificates of participation in pools of residential mortgages | $358,000 | 5,216 |
| Issued or guaranteed by U.S. | $358,000 | 5,206 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $15,921,000 | 1,103 |
| CMOs issued by government agencies or sponsored agencies | $15,921,000 | 924 |
| 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) | $1,000 | 3,192 |
| Available-for-sale securities (fair market value) | $21,642,000 | 3,839 |
| Total debt securities | $21,643,000 | 4,173 |
| 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 | $24,823,000 | 3,932 |
| U.S. Government securities | $24,823,000 | 3,097 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,823,000 | 3,019 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| 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 | $0 | 2,133 |
| 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 | $17,535,000 | 2,441 |
| Certificates of participation in pools of residential mortgages | $411,000 | 5,289 |
| Issued or guaranteed by U.S. | $411,000 | 5,278 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $17,124,000 | 1,051 |
| CMOs issued by government agencies or sponsored agencies | $17,124,000 | 871 |
| 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) | $24,823,000 | 3,571 |
| Total debt securities | $24,823,000 | 3,900 |
| 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 | $25,283,000 | 3,858 |
| U.S. Government securities | $25,283,000 | 3,011 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,283,000 | 2,942 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| 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 | $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 | $19,205,000 | 2,356 |
| Certificates of participation in pools of residential mortgages | $556,000 | 5,240 |
| Issued or guaranteed by U.S. | $556,000 | 5,226 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $18,649,000 | 982 |
| CMOs issued by government agencies or sponsored agencies | $18,649,000 | 802 |
| 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) | $25,283,000 | 3,491 |
| Total debt securities | $25,283,000 | 3,825 |
| 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 | $25,886,000 | 3,834 |
| U.S. Government securities | $6,869,000 | 5,677 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,869,000 | 5,586 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $19,017,000 | 590 |
| Privately issued residential mortgage-backed securities | $19,017,000 | 357 |
| 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 | $19,740,000 | 2,356 |
| Certificates of participation in pools of residential mortgages | $723,000 | 5,229 |
| Issued or guaranteed by U.S. | $723,000 | 5,214 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $19,017,000 | 960 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $19,017,000 | 343 |
| 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) | $25,886,000 | 3,462 |
| Total debt securities | $25,886,000 | 3,801 |
| 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 | $27,602,000 | 3,639 |
| U.S. Government securities | $8,053,000 | 5,370 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,053,000 | 5,287 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $19,549,000 | 608 |
| Privately issued residential mortgage-backed securities | $19,549,000 | 354 |
| 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 | $20,385,000 | 2,338 |
| Certificates of participation in pools of residential mortgages | $836,000 | 5,204 |
| Issued or guaranteed by U.S. | $836,000 | 5,186 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $19,549,000 | 921 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $19,549,000 | 342 |
| 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) | $27,602,000 | 3,273 |
| Total debt securities | $27,602,000 | 3,597 |
| 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 | $10,917,000 | 5,727 |
| U.S. Government securities | $10,917,000 | 4,914 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,917,000 | 4,825 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| 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 | $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 | $1,144,000 | 5,534 |
| Certificates of participation in pools of residential mortgages | $1,144,000 | 5,115 |
| Issued or guaranteed by U.S. | $1,144,000 | 5,099 |
| 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) | $500,000 | 2,800 |
| Available-for-sale securities (fair market value) | $10,417,000 | 5,303 |
| Total debt securities | $10,917,000 | 5,679 |
| 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 | $12,104,000 | 5,566 |
| U.S. Government securities | $12,104,000 | 4,758 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,104,000 | 4,669 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| 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 | $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 | $1,265,000 | 5,479 |
| Certificates of participation in pools of residential mortgages | $1,265,000 | 5,043 |
| Issued or guaranteed by U.S. | $1,265,000 | 5,029 |
| 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) | $498,000 | 2,849 |
| Available-for-sale securities (fair market value) | $11,606,000 | 5,130 |
| Total debt securities | $12,104,000 | 5,520 |
| 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 | $12,028,000 | 5,532 |
| U.S. Government securities | $12,028,000 | 4,721 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,028,000 | 4,632 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| 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 | $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 | $1,335,000 | 5,409 |
| Certificates of participation in pools of residential mortgages | $1,335,000 | 4,985 |
| Issued or guaranteed by U.S. | $1,335,000 | 4,969 |
| 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) | $497,000 | 2,859 |
| Available-for-sale securities (fair market value) | $11,531,000 | 5,085 |
| Total debt securities | $12,028,000 | 5,492 |
| 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 | $12,092,000 | 5,569 |
| U.S. Government securities | $12,092,000 | 4,733 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,092,000 | 4,650 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| 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 | $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 | $1,414,000 | 5,387 |
| Certificates of participation in pools of residential mortgages | $1,414,000 | 4,950 |
| Issued or guaranteed by U.S. | $1,414,000 | 4,931 |
| 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) | $496,000 | 2,867 |
| Available-for-sale securities (fair market value) | $11,596,000 | 5,136 |
| Total debt securities | $12,092,000 | 5,510 |
| 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 | $12,363,000 | 5,532 |
| U.S. Government securities | $12,363,000 | 4,681 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,363,000 | 4,595 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| 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 | $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 | $1,508,000 | 5,299 |
| Certificates of participation in pools of residential mortgages | $1,508,000 | 4,846 |
| Issued or guaranteed by U.S. | $1,508,000 | 4,824 |
| 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) | $494,000 | 2,910 |
| Available-for-sale securities (fair market value) | $11,869,000 | 5,106 |
| Total debt securities | $12,363,000 | 5,464 |
| 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 | $15,678,000 | 5,053 |
| U.S. Government securities | $15,678,000 | 4,181 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,678,000 | 4,090 |
| 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 | $1,546,000 | 5,065 |
| Certificates of participation in pools of residential mortgages | $1,546,000 | 4,610 |
| Issued or guaranteed by U.S. | $1,546,000 | 4,591 |
| 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) | $494,000 | 2,964 |
| Available-for-sale securities (fair market value) | $15,184,000 | 4,581 |
| Total debt securities | $15,678,000 | 5,006 |
| 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 | $17,521,000 | 4,819 |
| U.S. Government securities | $17,519,000 | 3,992 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,519,000 | 3,900 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $2,000 | 2,955 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,422 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 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 | $1,591,000 | 4,947 |
| Certificates of participation in pools of residential mortgages | $1,589,000 | 4,450 |
| Issued or guaranteed by U.S. | $1,589,000 | 4,437 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,000 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $2,000 | 1,336 |
| 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) | $989,000 | 2,755 |
| Available-for-sale securities (fair market value) | $16,532,000 | 4,390 |
| Total debt securities | $17,521,000 | 4,770 |
| 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 | $17,439,000 | 4,825 |
| U.S. Government securities | $17,432,000 | 4,015 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,432,000 | 3,913 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $7,000 | 2,892 |
| Privately issued residential mortgage-backed securities | $7,000 | 1,357 |
| 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 | $1,720,000 | 4,867 |
| Certificates of participation in pools of residential mortgages | $1,713,000 | 4,359 |
| Issued or guaranteed by U.S. | $1,713,000 | 4,346 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $7,000 | 3,576 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $7,000 | 1,265 |
| 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) | $979,000 | 2,787 |
| Available-for-sale securities (fair market value) | $16,460,000 | 4,398 |
| Total debt securities | $17,439,000 | 4,781 |
| 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 | $8,695,000 | 6,396 |
| U.S. Government securities | $8,682,000 | 5,723 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,682,000 | 5,604 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $13,000 | 2,907 |
| Privately issued residential mortgage-backed securities | $13,000 | 1,312 |
| 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 | $1,842,000 | 4,801 |
| Certificates of participation in pools of residential mortgages | $1,829,000 | 4,281 |
| Issued or guaranteed by U.S. | $1,829,000 | 4,264 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $13,000 | 3,540 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $13,000 | 1,211 |
| 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) | $1,467,000 | 2,608 |
| Available-for-sale securities (fair market value) | $7,228,000 | 6,059 |
| Total debt securities | $8,695,000 | 6,338 |
| 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 | $9,893,000 | 6,195 |
| U.S. Government securities | $9,873,000 | 5,502 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,873,000 | 5,381 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $20,000 | 2,934 |
| Privately issued residential mortgage-backed securities | $20,000 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $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 | $1,804,000 | 4,839 |
| Certificates of participation in pools of residential mortgages | $1,784,000 | 4,313 |
| Issued or guaranteed by U.S. | $1,784,000 | 4,298 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $20,000 | 3,516 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $20,000 | 1,193 |
| 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) | $1,476,000 | 2,660 |
| Available-for-sale securities (fair market value) | $8,417,000 | 5,840 |
| Total debt securities | $9,893,000 | 6,138 |
| 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 | $10,472,000 | 6,109 |
| U.S. Government securities | $10,445,000 | 5,424 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,445,000 | 5,292 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $27,000 | 2,968 |
| Privately issued residential mortgage-backed securities | $27,000 | 1,256 |
| 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 | $1,872,000 | 4,798 |
| Certificates of participation in pools of residential mortgages | $1,845,000 | 4,274 |
| Issued or guaranteed by U.S. | $1,845,000 | 4,252 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $27,000 | 3,481 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $27,000 | 1,160 |
| 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) | $1,831,000 | 2,593 |
| Available-for-sale securities (fair market value) | $8,641,000 | 5,808 |
| Total debt securities | $10,472,000 | 6,051 |
| 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 | $10,465,000 | 6,135 |
| U.S. Government securities | $10,430,000 | 5,447 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,430,000 | 5,312 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $35,000 | 3,031 |
| Privately issued residential mortgage-backed securities | $35,000 | 1,232 |
| 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 | $1,958,000 | 4,744 |
| Certificates of participation in pools of residential mortgages | $1,923,000 | 4,228 |
| Issued or guaranteed by U.S. | $1,923,000 | 4,213 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $35,000 | 3,464 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $35,000 | 1,140 |
| 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) | $1,996,000 | 2,550 |
| Available-for-sale securities (fair market value) | $8,469,000 | 5,861 |
| Total debt securities | $10,465,000 | 6,078 |
| 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 | $10,639,000 | 6,154 |
| U.S. Government securities | $10,593,000 | 5,451 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,593,000 | 5,316 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $46,000 | 3,094 |
| Privately issued residential mortgage-backed securities | $46,000 | 1,206 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| 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 | $2,098,000 | 4,700 |
| Certificates of participation in pools of residential mortgages | $2,052,000 | 4,186 |
| Issued or guaranteed by U.S. | $2,052,000 | 4,172 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $46,000 | 3,445 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $46,000 | 1,119 |
| 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) | $1,995,000 | 2,598 |
| Available-for-sale securities (fair market value) | $8,644,000 | 5,868 |
| Total debt securities | $10,639,000 | 6,096 |
| 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 | $10,791,000 | 6,167 |
| U.S. Government securities | $10,734,000 | 5,408 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,734,000 | 5,272 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $57,000 | 3,173 |
| Privately issued residential mortgage-backed securities | $57,000 | 1,169 |
| 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 | $2,218,000 | 4,684 |
| Certificates of participation in pools of residential mortgages | $2,161,000 | 4,150 |
| Issued or guaranteed by U.S. | $2,161,000 | 4,135 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $57,000 | 3,440 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $57,000 | 1,078 |
| 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) | $1,996,000 | 2,645 |
| Available-for-sale securities (fair market value) | $8,795,000 | 5,863 |
| Total debt securities | $10,791,000 | 6,112 |
| 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 | $10,486,000 | 6,228 |
| U.S. Government securities | $10,417,000 | 5,483 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,417,000 | 5,345 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $69,000 | 3,220 |
| Privately issued residential mortgage-backed securities | $69,000 | 1,144 |
| 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 | $2,387,000 | 4,636 |
| Certificates of participation in pools of residential mortgages | $2,318,000 | 4,114 |
| Issued or guaranteed by U.S. | $2,318,000 | 4,101 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $69,000 | 3,425 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $69,000 | 1,053 |
| 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) | $1,995,000 | 2,664 |
| Available-for-sale securities (fair market value) | $8,491,000 | 5,932 |
| Total debt securities | $10,486,000 | 6,165 |
| 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 | $9,754,000 | 6,421 |
| U.S. Government securities | $9,672,000 | 5,690 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,672,000 | 5,549 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $82,000 | 3,249 |
| Privately issued residential mortgage-backed securities | $82,000 | 1,098 |
| 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 | $2,599,000 | 4,636 |
| Certificates of participation in pools of residential mortgages | $2,517,000 | 4,100 |
| Issued or guaranteed by U.S. | $2,517,000 | 4,084 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $82,000 | 3,428 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $82,000 | 1,005 |
| 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) | $1,886,000 | 2,764 |
| Available-for-sale securities (fair market value) | $7,868,000 | 6,095 |
| Total debt securities | $9,754,000 | 6,359 |
| 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 | $9,966,000 | 6,439 |
| U.S. Government securities | $9,869,000 | 5,716 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,869,000 | 5,563 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $97,000 | 3,279 |
| Privately issued residential mortgage-backed securities | $97,000 | 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 | $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 | $2,786,000 | 4,641 |
| Certificates of participation in pools of residential mortgages | $2,689,000 | 4,102 |
| Issued or guaranteed by U.S. | $2,689,000 | 4,090 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $97,000 | 3,448 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $97,000 | 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) | $1,994,000 | 2,754 |
| Available-for-sale securities (fair market value) | $7,972,000 | 6,122 |
| Total debt securities | $9,966,000 | 6,380 |
| 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 | $10,246,000 | 6,410 |
| U.S. Government securities | $10,132,000 | 5,663 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,132,000 | 5,501 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $114,000 | 3,283 |
| Privately issued residential mortgage-backed securities | $114,000 | 1,049 |
| 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 | 2,966 |
| 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 | $2,980,000 | 4,622 |
| Certificates of participation in pools of residential mortgages | $2,866,000 | 4,069 |
| Issued or guaranteed by U.S. | $2,866,000 | 4,057 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $114,000 | 3,454 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $114,000 | 967 |
| 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) | $1,993,000 | 2,787 |
| Available-for-sale securities (fair market value) | $8,253,000 | 6,057 |
| Total debt securities | $10,246,000 | 6,346 |
| 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 | $9,253,000 | 6,663 |
| U.S. Government securities | $9,121,000 | 5,897 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,121,000 | 5,739 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $132,000 | 3,326 |
| Privately issued residential mortgage-backed securities | $132,000 | 995 |
| 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 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,942,000 | 5,112 |
| Certificates of participation in pools of residential mortgages | $1,810,000 | 4,624 |
| Issued or guaranteed by U.S. | $1,810,000 | 4,610 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $132,000 | 3,441 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $132,000 | 913 |
| 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) | $1,994,000 | 2,835 |
| Available-for-sale securities (fair market value) | $7,259,000 | 6,318 |
| Total debt securities | $9,253,000 | 6,597 |
| 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 | $4,789,000 | 7,802 |
| U.S. Government securities | $4,636,000 | 7,325 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,636,000 | 7,172 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $153,000 | 3,396 |
| Privately issued residential mortgage-backed securities | $153,000 | 973 |
| 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 | $1,530,000 | 5,392 |
| Certificates of participation in pools of residential mortgages | $1,377,000 | 4,937 |
| Issued or guaranteed by U.S. | $1,377,000 | 4,924 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $153,000 | 3,476 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $153,000 | 902 |
| 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) | $4,789,000 | 7,004 |
| Total debt securities | $4,789,000 | 7,735 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $4,552,000 | 7,853 |
| U.S. Government securities | $4,370,000 | 7,372 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,370,000 | 7,219 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $182,000 | 3,464 |
| Privately issued residential mortgage-backed securities | $182,000 | 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 | $0 | 3,226 |
| 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 | $1,182,000 | 5,632 |
| Certificates of participation in pools of residential mortgages | $1,000,000 | 5,254 |
| Issued or guaranteed by U.S. | $1,000,000 | 5,237 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $182,000 | 3,507 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $182,000 | 937 |
| 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) | $56,000 | 4,420 |
| Available-for-sale securities (fair market value) | $4,496,000 | 7,071 |
| Total debt securities | $4,552,000 | 7,779 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $3,581,000 | 8,170 |
| U.S. Government securities | $3,581,000 | 7,689 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,581,000 | 7,505 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $788,000 | 5,931 |
| Certificates of participation in pools of residential mortgages | $581,000 | 5,665 |
| Issued or guaranteed by U.S. | $581,000 | 5,645 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $207,000 | 3,524 |
| CMOs issued by government agencies or sponsored agencies | $207,000 | 3,353 |
| 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 | 4,668 |
| Available-for-sale securities (fair market value) | $3,580,000 | 7,337 |
| Total debt securities | $3,581,000 | 8,098 |
| 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 | $3,521,000 | 8,156 |
| U.S. Government securities | $3,521,000 | 7,634 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,521,000 | 7,440 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $1,220,000 | 5,626 |
| Certificates of participation in pools of residential mortgages | $975,000 | 5,312 |
| Issued or guaranteed by U.S. | $975,000 | 5,287 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $245,000 | 3,560 |
| CMOs issued by government agencies or sponsored agencies | $245,000 | 3,382 |
| 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) | $3,521,000 | 7,332 |
| Total debt securities | $3,521,000 | 8,072 |
| 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 | $2,862,000 | 8,369 |
| U.S. Government securities | $2,862,000 | 7,894 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,862,000 | 7,719 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| 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 | $0 | 3,493 |
| 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 | $1,559,000 | 5,545 |
| Certificates of participation in pools of residential mortgages | $1,264,000 | 5,136 |
| Issued or guaranteed by U.S. | $1,264,000 | 5,116 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $295,000 | 3,675 |
| CMOs issued by government agencies or sponsored agencies | $295,000 | 3,502 |
| 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) | $2,862,000 | 7,522 |
| Total debt securities | $2,862,000 | 8,288 |
| 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 | $2,235,000 | 8,579 |
| U.S. Government securities | $2,235,000 | 8,187 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,235,000 | 8,015 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| 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 | $0 | 3,546 |
| 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 | $1,934,000 | 5,352 |
| Certificates of participation in pools of residential mortgages | $1,587,000 | 4,918 |
| Issued or guaranteed by U.S. | $1,587,000 | 4,902 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $347,000 | 3,723 |
| CMOs issued by government agencies or sponsored agencies | $347,000 | 3,555 |
| 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) | $2,235,000 | 7,725 |
| Total debt securities | $2,235,000 | 8,494 |
| 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 | $2,559,000 | 8,542 |
| U.S. Government securities | $2,559,000 | 8,103 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,559,000 | 7,906 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| 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 | $0 | 3,582 |
| 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 | $2,254,000 | 5,197 |
| Certificates of participation in pools of residential mortgages | $1,852,000 | 4,746 |
| Issued or guaranteed by U.S. | $1,852,000 | 4,730 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $402,000 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $402,000 | 3,559 |
| 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) | $2,559,000 | 7,657 |
| Total debt securities | $2,559,000 | 8,452 |
| 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 | $2,698,000 | 8,669 |
| U.S. Government securities | $2,698,000 | 8,194 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,698,000 | 7,977 |
| 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 | $2,328,000 | 5,075 |
| Certificates of participation in pools of residential mortgages | $1,982,000 | 4,501 |
| Issued or guaranteed by U.S. | $1,982,000 | 4,481 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $346,000 | 3,906 |
| CMOs issued by government agencies or sponsored agencies | $346,000 | 3,732 |
| 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 | 5,093 |
| Available-for-sale securities (fair market value) | $2,698,000 | 7,713 |
| Total debt securities | $2,698,000 | 8,575 |
| 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 | $0 | 9,820 |
| U.S. Government securities | $0 | 9,633 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 9,486 |
| 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 | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $0 | 9,692 |
| 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 |