Home > TIAA-CREF Trust Company, FSB > Securities
TIAA-CREF Trust Company, FSB, Securities
| 2017-03-31 | Rank | |
| Total securities | $754,830,000 | 235 |
| U.S. Government securities | $749,811,000 | 182 |
| U.S. Treasury securities | $123,797,000 | 83 |
| U.S. Government agency obligations | $626,014,000 | 199 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $5,019,000 | 870 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $5,019,000 | 663 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $248,629,000 | 285 |
| Mortgage-backed securities | $626,014,000 | 172 |
| Certificates of participation in pools of residential mortgages | $275,369,000 | 185 |
| Issued or guaranteed by U.S. | $275,369,000 | 183 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $350,645,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $350,645,000 | 112 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $5,019,000 | 1,237 |
| Available-for-sale securities (fair market value) | $749,811,000 | 203 |
| Total debt securities | $754,830,000 | 229 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $782,695,000 | 227 |
| U.S. Government securities | $777,675,000 | 171 |
| U.S. Treasury securities | $123,181,000 | 81 |
| U.S. Government agency obligations | $654,494,000 | 188 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $5,020,000 | 866 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $5,020,000 | 651 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $259,712,000 | 266 |
| Mortgage-backed securities | $654,494,000 | 165 |
| Certificates of participation in pools of residential mortgages | $285,476,000 | 179 |
| Issued or guaranteed by U.S. | $285,476,000 | 176 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $369,018,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $369,018,000 | 106 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $5,020,000 | 1,246 |
| Available-for-sale securities (fair market value) | $777,675,000 | 194 |
| Total debt securities | $782,695,000 | 222 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $710,541,000 | 236 |
| U.S. Government securities | $705,520,000 | 176 |
| U.S. Treasury securities | $95,361,000 | 91 |
| U.S. Government agency obligations | $610,159,000 | 193 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $5,021,000 | 869 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $5,021,000 | 652 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $245,188,000 | 283 |
| Mortgage-backed securities | $610,159,000 | 176 |
| Certificates of participation in pools of residential mortgages | $267,468,000 | 175 |
| Issued or guaranteed by U.S. | $267,468,000 | 173 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $342,691,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $342,691,000 | 116 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $5,021,000 | 1,249 |
| Available-for-sale securities (fair market value) | $705,520,000 | 204 |
| Total debt securities | $710,541,000 | 231 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $626,515,000 | 262 |
| U.S. Government securities | $621,492,000 | 202 |
| U.S. Treasury securities | $1,004,000 | 991 |
| U.S. Government agency obligations | $620,488,000 | 196 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $5,023,000 | 872 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $5,023,000 | 646 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $157,343,000 | 428 |
| Mortgage-backed securities | $620,488,000 | 174 |
| Certificates of participation in pools of residential mortgages | $256,443,000 | 183 |
| Issued or guaranteed by U.S. | $256,443,000 | 182 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $364,045,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $364,045,000 | 111 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $5,023,000 | 1,283 |
| Available-for-sale securities (fair market value) | $621,492,000 | 229 |
| Total debt securities | $626,515,000 | 254 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $645,149,000 | 251 |
| U.S. Government securities | $640,125,000 | 197 |
| U.S. Treasury securities | $1,000,000 | 1,030 |
| U.S. Government agency obligations | $639,125,000 | 191 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $5,024,000 | 874 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $5,024,000 | 651 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $204,735,000 | 343 |
| Mortgage-backed securities | $639,125,000 | 168 |
| Certificates of participation in pools of residential mortgages | $238,691,000 | 196 |
| Issued or guaranteed by U.S. | $238,691,000 | 194 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $400,434,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $400,434,000 | 109 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $5,024,000 | 1,312 |
| Available-for-sale securities (fair market value) | $640,125,000 | 223 |
| Total debt securities | $645,150,000 | 246 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $809,025,000 | 214 |
| U.S. Government securities | $673,448,000 | 193 |
| U.S. Treasury securities | $988,000 | 1,116 |
| U.S. Government agency obligations | $672,460,000 | 182 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $135,577,000 | 115 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $130,577,000 | 40 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $5,000,000 | 646 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $172,879,000 | 391 |
| Mortgage-backed securities | $672,460,000 | 158 |
| Certificates of participation in pools of residential mortgages | $251,193,000 | 186 |
| Issued or guaranteed by U.S. | $251,193,000 | 185 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $421,267,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $421,267,000 | 101 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $5,000,000 | 1,332 |
| Available-for-sale securities (fair market value) | $804,025,000 | 180 |
| Total debt securities | $809,025,000 | 210 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $940,606,000 | 185 |
| U.S. Government securities | $789,665,000 | 157 |
| U.S. Treasury securities | $999,000 | 1,034 |
| U.S. Government agency obligations | $788,666,000 | 152 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $150,941,000 | 106 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $150,941,000 | 37 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $406,140,000 | 184 |
| Mortgage-backed securities | $788,666,000 | 137 |
| Certificates of participation in pools of residential mortgages | $261,748,000 | 178 |
| Issued or guaranteed by U.S. | $261,748,000 | 177 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $526,918,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $526,918,000 | 85 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $940,606,000 | 153 |
| Total debt securities | $940,606,000 | 182 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $876,919,000 | 193 |
| U.S. Government securities | $827,100,000 | 151 |
| U.S. Treasury securities | $993,000 | 1,073 |
| U.S. Government agency obligations | $826,107,000 | 149 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $49,819,000 | 216 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $49,819,000 | 63 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $387,070,000 | 184 |
| Mortgage-backed securities | $826,107,000 | 136 |
| Certificates of participation in pools of residential mortgages | $173,825,000 | 260 |
| Issued or guaranteed by U.S. | $173,825,000 | 259 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $652,282,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $652,282,000 | 71 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $876,919,000 | 159 |
| Total debt securities | $876,919,000 | 189 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $834,347,000 | 204 |
| U.S. Government securities | $834,347,000 | 153 |
| U.S. Treasury securities | $999,000 | 1,045 |
| U.S. Government agency obligations | $833,348,000 | 149 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $429,456,000 | 168 |
| Mortgage-backed securities | $833,348,000 | 133 |
| Certificates of participation in pools of residential mortgages | $131,437,000 | 332 |
| Issued or guaranteed by U.S. | $131,437,000 | 330 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $701,911,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $701,911,000 | 70 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $834,347,000 | 168 |
| Total debt securities | $834,347,000 | 200 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $865,321,000 | 193 |
| U.S. Government securities | $865,321,000 | 148 |
| U.S. Treasury securities | $890,000 | 1,125 |
| U.S. Government agency obligations | $864,431,000 | 143 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $451,753,000 | 163 |
| Mortgage-backed securities | $864,431,000 | 127 |
| Certificates of participation in pools of residential mortgages | $137,801,000 | 321 |
| Issued or guaranteed by U.S. | $137,801,000 | 319 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $726,630,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $726,630,000 | 70 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $865,321,000 | 162 |
| Total debt securities | $865,321,000 | 189 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $699,864,000 | 231 |
| U.S. Government securities | $699,800,000 | 173 |
| U.S. Treasury securities | $886,000 | 1,135 |
| U.S. Government agency obligations | $698,914,000 | 167 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $64,000 | 954 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $459,258,000 | 160 |
| Mortgage-backed securities | $698,914,000 | 144 |
| Certificates of participation in pools of residential mortgages | $33,768,000 | 1,166 |
| Issued or guaranteed by U.S. | $33,768,000 | 1,166 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $665,146,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $665,146,000 | 72 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $699,864,000 | 199 |
| Total debt securities | $699,800,000 | 225 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $781,940,000 | 213 |
| U.S. Government securities | $781,875,000 | 154 |
| U.S. Treasury securities | $231,000 | 1,285 |
| U.S. Government agency obligations | $781,644,000 | 150 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $65,000 | 974 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $195,212,000 | 360 |
| Mortgage-backed securities | $781,644,000 | 137 |
| Certificates of participation in pools of residential mortgages | $43,310,000 | 972 |
| Issued or guaranteed by U.S. | $43,310,000 | 971 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $738,334,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $738,334,000 | 70 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $781,940,000 | 180 |
| Total debt securities | $781,875,000 | 210 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $899,665,000 | 186 |
| U.S. Government securities | $899,601,000 | 141 |
| U.S. Treasury securities | $231,000 | 1,134 |
| U.S. Government agency obligations | $899,370,000 | 139 |
| 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 | $64,000 | 997 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $231,000 | 5,662 |
| Mortgage-backed securities | $899,370,000 | 124 |
| Certificates of participation in pools of residential mortgages | $42,514,000 | 995 |
| Issued or guaranteed by U.S. | $42,514,000 | 994 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $856,856,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $856,856,000 | 62 |
| 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) | $899,665,000 | 156 |
| Total debt securities | $899,601,000 | 184 |
| 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 | $973,644,000 | 176 |
| U.S. Government securities | $44,097,000 | 2,085 |
| U.S. Treasury securities | $231,000 | 1,069 |
| U.S. Government agency obligations | $43,866,000 | 2,035 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $929,482,000 | 41 |
| Privately issued residential mortgage-backed securities | $929,482,000 | 17 |
| 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 | $65,000 | 999 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $277,752,000 | 255 |
| Mortgage-backed securities | $973,348,000 | 121 |
| Certificates of participation in pools of residential mortgages | $43,866,000 | 955 |
| Issued or guaranteed by U.S. | $43,866,000 | 954 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $929,482,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $929,482,000 | 15 |
| 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) | $973,644,000 | 147 |
| Total debt securities | $973,579,000 | 175 |
| 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 | $1,011,615,000 | 170 |
| U.S. Government securities | $38,728,000 | 2,313 |
| U.S. Treasury securities | $232,000 | 1,059 |
| U.S. Government agency obligations | $38,496,000 | 2,262 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $972,822,000 | 40 |
| Privately issued residential mortgage-backed securities | $972,822,000 | 16 |
| 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 | $65,000 | 1,006 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $211,034,000 | 316 |
| Mortgage-backed securities | $1,011,318,000 | 116 |
| Certificates of participation in pools of residential mortgages | $38,496,000 | 1,066 |
| Issued or guaranteed by U.S. | $38,496,000 | 1,065 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $972,822,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $972,822,000 | 14 |
| 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) | $1,011,615,000 | 143 |
| Total debt securities | $1,011,550,000 | 169 |
| 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 | $1,075,039,000 | 160 |
| U.S. Government securities | $41,241,000 | 2,175 |
| U.S. Treasury securities | $232,000 | 1,082 |
| U.S. Government agency obligations | $41,009,000 | 2,131 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $1,033,732,000 | 37 |
| Privately issued residential mortgage-backed securities | $1,033,732,000 | 15 |
| 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 | $66,000 | 1,004 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $177,104,000 | 365 |
| Mortgage-backed securities | $1,074,741,000 | 109 |
| Certificates of participation in pools of residential mortgages | $41,009,000 | 1,018 |
| Issued or guaranteed by U.S. | $41,009,000 | 1,017 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,033,732,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $1,033,732,000 | 14 |
| 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) | $1,075,039,000 | 137 |
| Total debt securities | $1,074,973,000 | 157 |
| 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 | $1,147,708,000 | 152 |
| U.S. Government securities | $44,676,000 | 2,071 |
| U.S. Treasury securities | $234,000 | 1,093 |
| U.S. Government agency obligations | $44,442,000 | 2,024 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $1,102,964,000 | 37 |
| Privately issued residential mortgage-backed securities | $1,102,964,000 | 16 |
| 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 | $68,000 | 1,018 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $171,800,000 | 392 |
| Mortgage-backed securities | $1,147,406,000 | 108 |
| Certificates of participation in pools of residential mortgages | $44,442,000 | 959 |
| Issued or guaranteed by U.S. | $44,442,000 | 959 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,102,964,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $1,102,964,000 | 15 |
| 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) | $1,147,708,000 | 134 |
| Total debt securities | $1,147,640,000 | 150 |
| 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 | $1,212,504,000 | 145 |
| U.S. Government securities | $43,454,000 | 2,092 |
| U.S. Treasury securities | $235,000 | 1,066 |
| U.S. Government agency obligations | $43,219,000 | 2,042 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $1,168,982,000 | 36 |
| Privately issued residential mortgage-backed securities | $1,168,982,000 | 16 |
| 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 | $68,000 | 1,000 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $170,446,000 | 388 |
| Mortgage-backed securities | $1,212,201,000 | 105 |
| Certificates of participation in pools of residential mortgages | $43,219,000 | 973 |
| Issued or guaranteed by U.S. | $43,219,000 | 971 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,168,982,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $1,168,982,000 | 15 |
| 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) | $1,212,504,000 | 126 |
| Total debt securities | $1,212,436,000 | 144 |
| 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 | $1,133,290,000 | 155 |
| U.S. Government securities | $21,299,000 | 3,451 |
| U.S. Treasury securities | $236,000 | 1,012 |
| U.S. Government agency obligations | $21,063,000 | 3,397 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $1,111,924,000 | 39 |
| Privately issued residential mortgage-backed securities | $1,111,924,000 | 16 |
| 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 | $67,000 | 1,002 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $125,072,000 | 520 |
| Mortgage-backed securities | $1,132,987,000 | 111 |
| Certificates of participation in pools of residential mortgages | $21,063,000 | 1,786 |
| Issued or guaranteed by U.S. | $21,063,000 | 1,785 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,111,924,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $1,111,924,000 | 15 |
| 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) | $1,133,290,000 | 132 |
| Total debt securities | $1,133,223,000 | 155 |
| 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 | $764,047,000 | 204 |
| U.S. Government securities | $235,000 | 6,803 |
| U.S. Treasury securities | $235,000 | 993 |
| U.S. Government agency obligations | $0 | 6,856 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $763,745,000 | 42 |
| Privately issued residential mortgage-backed securities | $763,745,000 | 21 |
| 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 | $67,000 | 1,020 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $137,005,000 | 478 |
| Mortgage-backed securities | $763,745,000 | 137 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $763,745,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $763,745,000 | 19 |
| 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) | $764,047,000 | 178 |
| Total debt securities | $763,980,000 | 201 |
| 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 | $483,401,000 | 325 |
| U.S. Government securities | $483,401,000 | 247 |
| U.S. Treasury securities | $225,000 | 1,074 |
| U.S. Government agency obligations | $483,176,000 | 243 |
| 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 | $0 | 6,234 |
| Mortgage-backed securities | $483,176,000 | 201 |
| Certificates of participation in pools of residential mortgages | $483,176,000 | 122 |
| Issued or guaranteed by U.S. | $483,176,000 | 121 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $483,401,000 | 287 |
| Total debt securities | $483,401,000 | 319 |
| 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 | $292,843,000 | 522 |
| U.S. Government securities | $225,000 | 6,915 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $225,000 | 6,821 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $292,550,000 | 82 |
| Privately issued residential mortgage-backed securities | $292,550,000 | 41 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $68,000 | 999 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $292,550,000 | 304 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $292,550,000 | 156 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $292,550,000 | 40 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,514,000 | 860 |
| Available-for-sale securities (fair market value) | $279,329,000 | 488 |
| Total debt securities | $292,775,000 | 513 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $267,620,000 | 559 |
| U.S. Government securities | $225,000 | 6,989 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $225,000 | 6,895 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $267,328,000 | 89 |
| Privately issued residential mortgage-backed securities | $267,328,000 | 42 |
| 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 | $67,000 | 1,045 |
| 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 | $267,328,000 | 315 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $267,328,000 | 164 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $267,328,000 | 41 |
| 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) | $67,000 | 2,756 |
| Available-for-sale securities (fair market value) | $267,553,000 | 499 |
| Total debt securities | $267,553,000 | 548 |
| 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 | $228,955,000 | 644 |
| U.S. Government securities | $225,000 | 7,082 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $225,000 | 6,981 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $228,656,000 | 101 |
| Privately issued residential mortgage-backed securities | $228,656,000 | 48 |
| 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 | $74,000 | 1,052 |
| 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 | $228,656,000 | 347 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $228,656,000 | 186 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $228,656,000 | 46 |
| 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) | $371,000 | 2,467 |
| Available-for-sale securities (fair market value) | $228,584,000 | 571 |
| Total debt securities | $228,881,000 | 635 |
| 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 | $220,705,000 | 664 |
| U.S. Government securities | $225,000 | 7,128 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $225,000 | 7,033 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $220,410,000 | 103 |
| Privately issued residential mortgage-backed securities | $220,410,000 | 50 |
| 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 | $70,000 | 1,074 |
| 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 | $220,410,000 | 350 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $220,410,000 | 177 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $220,410,000 | 48 |
| 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) | $70,000 | 2,815 |
| Available-for-sale securities (fair market value) | $220,635,000 | 584 |
| Total debt securities | $220,635,000 | 652 |
| 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 | $177,194,000 | 799 |
| U.S. Government securities | $225,000 | 7,168 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $225,000 | 7,065 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $176,969,000 | 118 |
| Privately issued residential mortgage-backed securities | $176,969,000 | 61 |
| 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 | $176,969,000 | 403 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $176,969,000 | 216 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $176,969,000 | 59 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $177,194,000 | 708 |
| Total debt securities | $177,194,000 | 787 |
| 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 | $37,979,000 | 2,973 |
| U.S. Government securities | $225,000 | 7,239 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $225,000 | 7,142 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $37,754,000 | 324 |
| Privately issued residential mortgage-backed securities | $37,754,000 | 175 |
| 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 | $37,754,000 | 1,438 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $37,754,000 | 666 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $37,754,000 | 170 |
| 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) | $37,979,000 | 2,692 |
| Total debt securities | $37,979,000 | 2,950 |
| 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 | $22,174,000 | 4,152 |
| U.S. Government securities | $225,000 | 7,328 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $225,000 | 7,234 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $19,161,000 | 506 |
| Privately issued residential mortgage-backed securities | $19,161,000 | 293 |
| 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 | $2,788,000 | 402 |
| 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 | $19,161,000 | 2,261 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $19,161,000 | 992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $19,161,000 | 281 |
| 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) | $3,013,000 | 1,780 |
| Available-for-sale securities (fair market value) | $19,161,000 | 4,086 |
| Total debt securities | $19,386,000 | 4,431 |
| 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 | $20,034,000 | 4,445 |
| U.S. Government securities | $225,000 | 7,441 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $225,000 | 7,344 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $15,425,000 | 604 |
| Privately issued residential mortgage-backed securities | $15,425,000 | 347 |
| 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 | $4,384,000 | 292 |
| 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 | $15,425,000 | 2,623 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $15,425,000 | 1,112 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $15,425,000 | 333 |
| 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) | $4,384,000 | 1,605 |
| Available-for-sale securities (fair market value) | $15,650,000 | 4,506 |
| Total debt securities | $15,650,000 | 4,910 |
| 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 | $18,434,000 | 4,586 |
| U.S. Government securities | $225,000 | 7,467 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $225,000 | 7,371 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $11,667,000 | 754 |
| Privately issued residential mortgage-backed securities | $11,667,000 | 436 |
| 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 | $6,542,000 | 226 |
| 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 | $11,667,000 | 3,050 |
| 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 | $11,667,000 | 1,268 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $11,667,000 | 419 |
| 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) | $6,542,000 | 1,348 |
| Available-for-sale securities (fair market value) | $11,892,000 | 5,002 |
| Total debt securities | $11,892,000 | 5,415 |
| 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 | $15,993,000 | 4,935 |
| U.S. Government securities | $224,000 | 7,550 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $224,000 | 7,457 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $10,598,000 | 859 |
| Privately issued residential mortgage-backed securities | $10,598,000 | 501 |
| 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 | $5,171,000 | 312 |
| 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 | $10,598,000 | 3,250 |
| 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 | $10,598,000 | 1,330 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $10,598,000 | 480 |
| 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) | $5,170,000 | 1,562 |
| Available-for-sale securities (fair market value) | $10,823,000 | 5,210 |
| Total debt securities | $10,822,000 | 5,647 |
| 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 | $16,124,000 | 4,899 |
| U.S. Government securities | $225,000 | 7,615 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $225,000 | 7,531 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $11,450,000 | 841 |
| Privately issued residential mortgage-backed securities | $11,450,000 | 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 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,449,000 | 381 |
| 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 | $11,450,000 | 3,154 |
| 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 | $11,450,000 | 1,268 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $11,450,000 | 467 |
| 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) | $4,449,000 | 1,676 |
| Available-for-sale securities (fair market value) | $11,675,000 | 5,061 |
| Total debt securities | $11,675,000 | 5,494 |
| 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 | $15,046,000 | 5,085 |
| U.S. Government securities | $225,000 | 7,702 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $225,000 | 7,620 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $10,555,000 | 839 |
| Privately issued residential mortgage-backed securities | $10,555,000 | 515 |
| 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 | $4,266,000 | 401 |
| 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 | $10,555,000 | 3,341 |
| 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 | $10,555,000 | 1,316 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $10,555,000 | 491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,266,000 | 1,731 |
| Available-for-sale securities (fair market value) | $10,780,000 | 5,245 |
| Total debt securities | $10,780,000 | 5,706 |
| 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 | $15,636,000 | 5,022 |
| U.S. Government securities | $224,000 | 7,778 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $224,000 | 7,701 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $11,403,000 | 770 |
| Privately issued residential mortgage-backed securities | $11,403,000 | 475 |
| 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 | $4,009,000 | 379 |
| 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 | $11,403,000 | 3,172 |
| 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 | $11,403,000 | 1,225 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $11,403,000 | 450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,009,000 | 1,764 |
| Available-for-sale securities (fair market value) | $11,627,000 | 5,126 |
| Total debt securities | $11,627,000 | 5,599 |
| 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 | $15,435,000 | 5,010 |
| U.S. Government securities | $224,000 | 7,825 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $224,000 | 7,744 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $11,876,000 | 745 |
| Privately issued residential mortgage-backed securities | $11,876,000 | 467 |
| 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 | $3,335,000 | 444 |
| 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 | $11,876,000 | 2,998 |
| 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 | $11,876,000 | 1,153 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $11,876,000 | 445 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,335,000 | 1,900 |
| Available-for-sale securities (fair market value) | $12,100,000 | 5,000 |
| Total debt securities | $12,100,000 | 5,477 |
| 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 | $14,653,000 | 5,172 |
| U.S. Government securities | $224,000 | 7,883 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $224,000 | 7,808 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $10,043,000 | 863 |
| Privately issued residential mortgage-backed securities | $10,043,000 | 511 |
| 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 | $4,386,000 | 520 |
| 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 | $10,043,000 | 3,248 |
| 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 | $10,043,000 | 1,249 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $10,043,000 | 483 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,385,000 | 1,723 |
| Available-for-sale securities (fair market value) | $10,268,000 | 5,358 |
| Total debt securities | $10,267,000 | 5,818 |
| 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 | $14,547,000 | 5,183 |
| U.S. Government securities | $224,000 | 7,930 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $224,000 | 7,858 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $10,433,000 | 822 |
| Privately issued residential mortgage-backed securities | $10,433,000 | 481 |
| 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 | $3,890,000 | 608 |
| 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 | $10,433,000 | 3,133 |
| 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 | $10,433,000 | 1,205 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $10,433,000 | 454 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,890,000 | 1,825 |
| Available-for-sale securities (fair market value) | $10,657,000 | 5,286 |
| Total debt securities | $10,657,000 | 5,739 |
| 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 | $14,705,000 | 5,201 |
| U.S. Government securities | $224,000 | 8,016 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $224,000 | 7,922 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $10,374,000 | 775 |
| Privately issued residential mortgage-backed securities | $10,374,000 | 440 |
| 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 | $4,107,000 | 539 |
| 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 | $10,374,000 | 2,853 |
| 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 | $10,374,000 | 1,137 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $10,374,000 | 414 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,331,000 | 1,803 |
| Available-for-sale securities (fair market value) | $10,374,000 | 5,381 |
| Total debt securities | $10,598,000 | 5,850 |
| 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 | $13,366,000 | 5,483 |
| U.S. Government securities | $224,000 | 8,074 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $224,000 | 7,973 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $10,430,000 | 726 |
| Privately issued residential mortgage-backed securities | $10,430,000 | 410 |
| 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 | $2,712,000 | 646 |
| 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 | $10,430,000 | 2,682 |
| 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 | $10,430,000 | 1,076 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $10,430,000 | 388 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,712,000 | 2,166 |
| Available-for-sale securities (fair market value) | $10,654,000 | 5,359 |
| Total debt securities | $10,654,000 | 5,894 |
| 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 | $12,751,000 | 5,601 |
| U.S. Government securities | $224,000 | 8,122 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $224,000 | 8,024 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $9,478,000 | 739 |
| Privately issued residential mortgage-backed securities | $9,478,000 | 418 |
| 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 | $3,049,000 | 612 |
| 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 | $9,478,000 | 2,764 |
| 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 | $9,478,000 | 1,107 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $9,478,000 | 397 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,049,000 | 2,109 |
| Available-for-sale securities (fair market value) | $9,702,000 | 5,544 |
| Total debt securities | $9,702,000 | 6,105 |
| 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 | $12,360,000 | 5,675 |
| U.S. Government securities | $224,000 | 8,159 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $224,000 | 8,060 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $8,769,000 | 785 |
| Privately issued residential mortgage-backed securities | $8,769,000 | 425 |
| 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 | $3,367,000 | 586 |
| 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 | $8,769,000 | 2,834 |
| 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 | $8,769,000 | 1,143 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $8,769,000 | 401 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,367,000 | 2,080 |
| Available-for-sale securities (fair market value) | $8,993,000 | 5,705 |
| Total debt securities | $8,993,000 | 6,277 |
| 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 | $12,853,000 | 5,632 |
| U.S. Government securities | $224,000 | 8,214 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $224,000 | 8,116 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $8,871,000 | 761 |
| Privately issued residential mortgage-backed securities | $8,871,000 | 418 |
| 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 | $3,758,000 | 576 |
| 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 | $8,871,000 | 2,811 |
| 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 | $8,871,000 | 1,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $8,871,000 | 399 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,758,000 | 2,036 |
| Available-for-sale securities (fair market value) | $9,095,000 | 5,707 |
| Total debt securities | $9,095,000 | 6,302 |
| 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 | $13,343,000 | 5,596 |
| U.S. Government securities | $224,000 | 8,293 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $224,000 | 8,198 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $9,037,000 | 748 |
| Privately issued residential mortgage-backed securities | $9,037,000 | 413 |
| 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 | $4,082,000 | 536 |
| 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 | $9,037,000 | 2,766 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $9,037,000 | 1,087 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $9,037,000 | 390 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,082,000 | 2,038 |
| Available-for-sale securities (fair market value) | $9,261,000 | 5,688 |
| Total debt securities | $9,261,000 | 6,311 |
| 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 | $13,366,000 | 5,600 |
| U.S. Government securities | $223,000 | 8,342 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $223,000 | 8,238 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $9,090,000 | 758 |
| Privately issued residential mortgage-backed securities | $9,090,000 | 405 |
| 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 | $4,053,000 | 538 |
| 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 | $9,090,000 | 2,749 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $9,090,000 | 1,074 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $9,090,000 | 383 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,054,000 | 2,056 |
| Available-for-sale securities (fair market value) | $9,312,000 | 5,695 |
| Total debt securities | $9,313,000 | 6,314 |
| 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 | $13,768,000 | 5,583 |
| U.S. Government securities | $225,000 | 8,382 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $225,000 | 8,278 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $9,363,000 | 765 |
| Privately issued residential mortgage-backed securities | $9,363,000 | 400 |
| 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 | $4,180,000 | 546 |
| 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 | $9,363,000 | 2,758 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $9,363,000 | 1,065 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $9,363,000 | 379 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,180,000 | 2,065 |
| Available-for-sale securities (fair market value) | $9,588,000 | 5,670 |
| Total debt securities | $9,588,000 | 6,318 |
| 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 | $13,474,000 | 5,650 |
| U.S. Government securities | $225,000 | 8,423 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $225,000 | 8,320 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $9,688,000 | 752 |
| Privately issued residential mortgage-backed securities | $9,688,000 | 388 |
| 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 | $3,561,000 | 610 |
| 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 | $9,688,000 | 2,727 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $9,688,000 | 1,045 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $9,688,000 | 368 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,561,000 | 2,231 |
| Available-for-sale securities (fair market value) | $9,913,000 | 5,637 |
| Total debt securities | $9,913,000 | 6,298 |
| 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 | $13,433,000 | 5,630 |
| U.S. Government securities | $226,000 | 8,455 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $226,000 | 8,362 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $12,245,000 | 669 |
| Privately issued residential mortgage-backed securities | $12,245,000 | 347 |
| 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 | $962,000 | 1,161 |
| 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 | $12,245,000 | 2,448 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $12,245,000 | 928 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $12,245,000 | 326 |
| 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) | $962,000 | 3,140 |
| Available-for-sale securities (fair market value) | $12,471,000 | 5,111 |
| Total debt securities | $12,471,000 | 5,743 |
| 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 | $15,085,000 | 5,403 |
| U.S. Government securities | $227,000 | 8,481 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $227,000 | 8,380 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $10,026,000 | 759 |
| Privately issued residential mortgage-backed securities | $10,026,000 | 376 |
| 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 | $4,832,000 | 525 |
| 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 | $10,026,000 | 2,816 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $10,026,000 | 1,054 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $10,026,000 | 354 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,832,000 | 2,024 |
| Available-for-sale securities (fair market value) | $10,253,000 | 5,584 |
| Total debt securities | $10,253,000 | 6,250 |
| 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 | $14,798,000 | 5,523 |
| U.S. Government securities | $228,000 | 8,549 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $228,000 | 8,446 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $10,092,000 | 772 |
| Privately issued residential mortgage-backed securities | $10,092,000 | 366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,478,000 | 567 |
| 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 | $10,092,000 | 2,862 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $10,092,000 | 1,080 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $10,092,000 | 338 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,478,000 | 2,115 |
| Available-for-sale securities (fair market value) | $10,320,000 | 5,643 |
| Total debt securities | $10,320,000 | 6,320 |
| 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 | $12,774,000 | 5,920 |
| U.S. Government securities | $230,000 | 8,578 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $230,000 | 8,478 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $10,119,000 | 798 |
| Privately issued residential mortgage-backed securities | $10,119,000 | 362 |
| 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 | $2,425,000 | 839 |
| 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 | $10,119,000 | 2,920 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $10,119,000 | 1,094 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $10,119,000 | 334 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,425,000 | 2,621 |
| Available-for-sale securities (fair market value) | $10,349,000 | 5,639 |
| Total debt securities | $10,349,000 | 6,325 |
| 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 | $13,614,000 | 5,778 |
| U.S. Government securities | $233,000 | 8,628 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $233,000 | 8,525 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $10,197,000 | 797 |
| Privately issued residential mortgage-backed securities | $10,197,000 | 342 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,184,000 | 748 |
| 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 | $10,197,000 | 2,924 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $10,197,000 | 1,083 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $10,197,000 | 312 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,185,000 | 2,424 |
| Available-for-sale securities (fair market value) | $10,429,000 | 5,654 |
| Total debt securities | $10,430,000 | 6,331 |
| 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 | $15,122,000 | 5,552 |
| U.S. Government securities | $233,000 | 8,691 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $233,000 | 8,586 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $10,323,000 | 800 |
| Privately issued residential mortgage-backed securities | $10,323,000 | 327 |
| 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 | $4,566,000 | 635 |
| 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 | $10,323,000 | 2,942 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $10,323,000 | 1,089 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $10,323,000 | 302 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,563,000 | 2,129 |
| Available-for-sale securities (fair market value) | $10,559,000 | 5,711 |
| Total debt securities | $10,556,000 | 6,387 |
| 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 | $15,317,000 | 5,505 |
| U.S. Government securities | $239,000 | 8,701 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $239,000 | 8,600 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $10,240,000 | 844 |
| Privately issued residential mortgage-backed securities | $10,240,000 | 341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,838,000 | 657 |
| 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 | $10,240,000 | 2,990 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $10,240,000 | 1,134 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $10,240,000 | 320 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,837,000 | 2,066 |
| Available-for-sale securities (fair market value) | $10,480,000 | 5,726 |
| Total debt securities | $10,479,000 | 6,378 |
| 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 | $16,278,000 | 5,397 |
| U.S. Government securities | $10,526,000 | 5,649 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,526,000 | 5,488 |
| 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 | $5,752,000 | 571 |
| 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 | $10,287,000 | 2,962 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $10,287,000 | 1,113 |
| CMOs issued by government agencies or sponsored agencies | $10,287,000 | 1,031 |
| 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) | $5,753,000 | 1,964 |
| Available-for-sale securities (fair market value) | $10,525,000 | 5,759 |
| Total debt securities | $10,526,000 | 6,424 |
| 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 | $14,281,000 | 5,664 |
| U.S. Government securities | $13,101,000 | 4,894 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,101,000 | 4,743 |
| 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 | $1,180,000 | 1,273 |
| 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 | $12,860,000 | 2,619 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $12,860,000 | 993 |
| CMOs issued by government agencies or sponsored agencies | $12,860,000 | 918 |
| 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) | $1,420,000 | 3,160 |
| Available-for-sale securities (fair market value) | $12,861,000 | 5,223 |
| Total debt securities | $13,101,000 | 5,804 |
| 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 | $17,579,000 | 5,036 |
| U.S. Government securities | $14,370,000 | 4,620 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,370,000 | 4,471 |
| 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 | $3,209,000 | 874 |
| 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 | $14,126,000 | 2,542 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $14,126,000 | 1,011 |
| CMOs issued by government agencies or sponsored agencies | $14,126,000 | 939 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,362,000 | 2,448 |
| Available-for-sale securities (fair market value) | $14,217,000 | 4,916 |
| Total debt securities | $14,370,000 | 5,493 |
| 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 | $24,264,000 | 4,111 |
| U.S. Government securities | $14,138,000 | 4,670 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,138,000 | 4,507 |
| 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 | $10,126,000 | 420 |
| 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 | $13,910,000 | 2,572 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $13,910,000 | 1,045 |
| CMOs issued by government agencies or sponsored agencies | $13,910,000 | 960 |
| 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) | $10,047,000 | 1,463 |
| Available-for-sale securities (fair market value) | $14,217,000 | 4,915 |
| Total debt securities | $14,138,000 | 5,552 |
| 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 | $27,746,000 | 3,720 |
| U.S. Government securities | $20,795,000 | 3,593 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,795,000 | 3,422 |
| 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 | $6,951,000 | 566 |
| 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 | $20,552,000 | 1,957 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $20,552,000 | 819 |
| CMOs issued by government agencies or sponsored agencies | $20,552,000 | 750 |
| 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) | $6,952,000 | 1,876 |
| Available-for-sale securities (fair market value) | $20,794,000 | 3,888 |
| Total debt securities | $20,795,000 | 4,430 |
| 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 | $35,054,000 | 2,965 |
| U.S. Government securities | $25,786,000 | 2,873 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,786,000 | 2,726 |
| 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 | $9,268,000 | 452 |
| 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 | $25,008,000 | 1,564 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $25,008,000 | 716 |
| CMOs issued by government agencies or sponsored agencies | $25,008,000 | 649 |
| 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) | $9,169,000 | 1,644 |
| Available-for-sale securities (fair market value) | $25,885,000 | 3,155 |
| Total debt securities | $25,786,000 | 3,674 |
| 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 | $20,262,000 | 4,581 |
| U.S. Government securities | $14,234,000 | 4,707 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,234,000 | 4,394 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $563,000 | 2,848 |
| 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 | $563,000 | 2,498 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,465,000 | 806 |
| 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 | $12,950,000 | 1,987 |
| 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 | $12,950,000 | 863 |
| CMOs issued by government agencies or sponsored agencies | $12,950,000 | 772 |
| 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) | $5,366,000 | 2,687 |
| Available-for-sale securities (fair market value) | $14,896,000 | 4,623 |
| Total debt securities | $14,797,000 | 5,477 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $26,237,000 | 3,991 |
| U.S. Government securities | $21,607,000 | 3,638 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,607,000 | 3,257 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $2,243,000 | 1,745 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,243,000 | 1,440 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,387,000 | 1,360 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,318,000 | 1,774 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $17,318,000 | 809 |
| CMOs issued by government agencies or sponsored agencies | $17,318,000 | 725 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,388,000 | 4,034 |
| Available-for-sale securities (fair market value) | $23,849,000 | 3,406 |
| Total debt securities | $23,850,000 | 4,161 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $30,196,000 | 3,612 |
| U.S. Government securities | $23,387,000 | 3,491 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,387,000 | 2,959 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $4,681,000 | 1,154 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,681,000 | 928 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,128,000 | 1,464 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,588,000 | 1,861 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $17,588,000 | 828 |
| CMOs issued by government agencies or sponsored agencies | $17,588,000 | 750 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,129,000 | 4,665 |
| Available-for-sale securities (fair market value) | $28,067,000 | 2,945 |
| Total debt securities | $28,068,000 | 3,735 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |