Home > Capital Bank, SSB > Securities
Capital Bank, SSB, Securities
| 2017-03-31 | Rank | |
| Total securities | $1,087,000 | 5,543 |
| U.S. Government securities | $1,087,000 | 5,252 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,087,000 | 5,130 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| 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 | $0 | 1,725 |
| 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 | $1,087,000 | 4,603 |
| Mortgage-backed securities | $1,087,000 | 4,188 |
| Certificates of participation in pools of residential mortgages | $1,079,000 | 3,932 |
| Issued or guaranteed by U.S. | $1,079,000 | 3,927 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,000 | 3,123 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 3,025 |
| 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) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $1,087,000 | 5,232 |
| Total debt securities | $1,087,000 | 5,523 |
| 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 | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $1,132,000 | 5,597 |
| U.S. Government securities | $1,132,000 | 5,284 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,132,000 | 5,161 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| 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 | $0 | 1,733 |
| 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 | $1,132,000 | 4,640 |
| Mortgage-backed securities | $1,132,000 | 4,209 |
| Certificates of participation in pools of residential mortgages | $1,120,000 | 3,951 |
| Issued or guaranteed by U.S. | $1,120,000 | 3,943 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $12,000 | 3,123 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 3,012 |
| 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) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $1,132,000 | 5,275 |
| Total debt securities | $1,132,000 | 5,578 |
| 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 | $1,244,000 | 5,641 |
| U.S. Government securities | $1,244,000 | 5,304 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,244,000 | 5,190 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| 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 | $0 | 1,742 |
| 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 | $1,244,000 | 4,669 |
| Mortgage-backed securities | $1,244,000 | 4,225 |
| Certificates of participation in pools of residential mortgages | $1,226,000 | 3,955 |
| Issued or guaranteed by U.S. | $1,226,000 | 3,952 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $18,000 | 3,134 |
| CMOs issued by government agencies or sponsored agencies | $18,000 | 3,029 |
| 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) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $1,244,000 | 5,309 |
| Total debt securities | $1,244,000 | 5,621 |
| 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 | $1,444,000 | 5,699 |
| U.S. Government securities | $1,444,000 | 5,366 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,444,000 | 5,258 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| 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 | $0 | 1,761 |
| 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 | $1,444,000 | 4,702 |
| Mortgage-backed securities | $1,444,000 | 4,217 |
| Certificates of participation in pools of residential mortgages | $1,421,000 | 3,917 |
| Issued or guaranteed by U.S. | $1,421,000 | 3,912 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $23,000 | 3,161 |
| CMOs issued by government agencies or sponsored agencies | $23,000 | 3,044 |
| 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) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $1,444,000 | 5,357 |
| Total debt securities | $1,445,000 | 5,681 |
| 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 | $1,700,000 | 5,748 |
| U.S. Government securities | $1,700,000 | 5,403 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $1,700,000 | 5,296 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| 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 | $0 | 1,776 |
| 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 | $1,700,000 | 4,678 |
| Mortgage-backed securities | $1,700,000 | 4,187 |
| Certificates of participation in pools of residential mortgages | $1,672,000 | 3,870 |
| Issued or guaranteed by U.S. | $1,672,000 | 3,865 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $28,000 | 3,172 |
| CMOs issued by government agencies or sponsored agencies | $28,000 | 3,063 |
| 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) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $1,700,000 | 5,398 |
| Total debt securities | $1,700,000 | 5,729 |
| 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 | $1,803,000 | 5,794 |
| U.S. Government securities | $1,803,000 | 5,443 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,803,000 | 5,340 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| 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 | $1,803,000 | 4,685 |
| Mortgage-backed securities | $1,803,000 | 4,170 |
| Certificates of participation in pools of residential mortgages | $1,769,000 | 3,854 |
| Issued or guaranteed by U.S. | $1,769,000 | 3,849 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $34,000 | 3,200 |
| CMOs issued by government agencies or sponsored agencies | $34,000 | 3,090 |
| 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) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $1,803,000 | 5,433 |
| Total debt securities | $1,803,000 | 5,772 |
| 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 | $1,901,000 | 5,867 |
| U.S. Government securities | $1,901,000 | 5,527 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $1,901,000 | 5,431 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| 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 | $1,901,000 | 4,742 |
| Mortgage-backed securities | $1,901,000 | 4,215 |
| Certificates of participation in pools of residential mortgages | $1,859,000 | 3,882 |
| Issued or guaranteed by U.S. | $1,859,000 | 3,877 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $42,000 | 3,231 |
| CMOs issued by government agencies or sponsored agencies | $42,000 | 3,122 |
| 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) | $1,901,000 | 5,500 |
| Total debt securities | $1,901,000 | 5,845 |
| 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 | $1,990,000 | 5,928 |
| U.S. Government securities | $1,990,000 | 5,588 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $1,990,000 | 5,494 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| 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 | $1,990,000 | 4,751 |
| Mortgage-backed securities | $1,990,000 | 4,274 |
| Certificates of participation in pools of residential mortgages | $1,940,000 | 3,943 |
| Issued or guaranteed by U.S. | $1,940,000 | 3,938 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $50,000 | 3,263 |
| CMOs issued by government agencies or sponsored agencies | $50,000 | 3,153 |
| 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) | $1,990,000 | 5,556 |
| Total debt securities | $1,990,000 | 5,905 |
| 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 | $2,106,000 | 5,968 |
| U.S. Government securities | $2,106,000 | 5,628 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $2,106,000 | 5,538 |
| 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 | $2,106,000 | 4,777 |
| Mortgage-backed securities | $2,106,000 | 4,314 |
| Certificates of participation in pools of residential mortgages | $2,049,000 | 3,973 |
| Issued or guaranteed by U.S. | $2,049,000 | 3,968 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $57,000 | 3,289 |
| CMOs issued by government agencies or sponsored agencies | $57,000 | 3,175 |
| 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) | $2,106,000 | 5,586 |
| Total debt securities | $2,106,000 | 5,947 |
| 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 | $2,161,000 | 6,065 |
| U.S. Government securities | $2,161,000 | 5,715 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $2,161,000 | 5,619 |
| 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 | $2,161,000 | 4,816 |
| Mortgage-backed securities | $2,161,000 | 4,383 |
| Certificates of participation in pools of residential mortgages | $2,099,000 | 4,029 |
| Issued or guaranteed by U.S. | $2,099,000 | 4,023 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $62,000 | 3,326 |
| CMOs issued by government agencies or sponsored agencies | $62,000 | 3,212 |
| 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) | $2,161,000 | 5,682 |
| Total debt securities | $2,161,000 | 6,046 |
| 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 | $2,220,000 | 6,144 |
| U.S. Government securities | $2,220,000 | 5,787 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $2,220,000 | 5,693 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,220,000 | 4,863 |
| Mortgage-backed securities | $2,220,000 | 4,448 |
| Certificates of participation in pools of residential mortgages | $2,153,000 | 4,100 |
| Issued or guaranteed by U.S. | $2,153,000 | 4,097 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $67,000 | 3,382 |
| CMOs issued by government agencies or sponsored agencies | $67,000 | 3,257 |
| 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) | $2,220,000 | 5,763 |
| Total debt securities | $2,220,000 | 6,124 |
| 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 | $2,317,000 | 6,197 |
| U.S. Government securities | $2,317,000 | 5,844 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $2,317,000 | 5,744 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,317,000 | 4,871 |
| Mortgage-backed securities | $2,317,000 | 4,487 |
| Certificates of participation in pools of residential mortgages | $2,241,000 | 4,134 |
| Issued or guaranteed by U.S. | $2,241,000 | 4,132 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $76,000 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $76,000 | 3,289 |
| 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) | $2,317,000 | 5,809 |
| Total debt securities | $2,317,000 | 6,177 |
| 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 | $2,379,000 | 6,241 |
| U.S. Government securities | $2,379,000 | 5,879 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $2,379,000 | 5,784 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,293,000 | 4,925 |
| Mortgage-backed securities | $2,379,000 | 4,504 |
| Certificates of participation in pools of residential mortgages | $2,296,000 | 4,151 |
| Issued or guaranteed by U.S. | $2,296,000 | 4,149 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $83,000 | 3,447 |
| CMOs issued by government agencies or sponsored agencies | $83,000 | 3,315 |
| 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) | $2,379,000 | 5,851 |
| Total debt securities | $2,379,000 | 6,215 |
| 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 | $2,469,000 | 6,312 |
| U.S. Government securities | $2,469,000 | 5,905 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,469,000 | 5,807 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $2,469,000 | 4,508 |
| Certificates of participation in pools of residential mortgages | $2,378,000 | 4,150 |
| Issued or guaranteed by U.S. | $2,378,000 | 4,145 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $91,000 | 3,443 |
| CMOs issued by government agencies or sponsored agencies | $91,000 | 3,308 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $2,469,000 | 5,903 |
| Total debt securities | $2,469,000 | 6,286 |
| 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 | $2,555,000 | 6,365 |
| U.S. Government securities | $2,555,000 | 5,946 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,555,000 | 5,847 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $2,555,000 | 4,522 |
| Certificates of participation in pools of residential mortgages | $2,451,000 | 4,151 |
| Issued or guaranteed by U.S. | $2,451,000 | 4,144 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $104,000 | 3,465 |
| CMOs issued by government agencies or sponsored agencies | $104,000 | 3,327 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $2,555,000 | 5,965 |
| Total debt securities | $2,555,000 | 6,335 |
| 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 | $2,772,000 | 6,366 |
| U.S. Government securities | $2,772,000 | 5,929 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $2,772,000 | 5,826 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $2,772,000 | 4,496 |
| Certificates of participation in pools of residential mortgages | $2,645,000 | 4,092 |
| Issued or guaranteed by U.S. | $2,645,000 | 4,086 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $127,000 | 3,468 |
| CMOs issued by government agencies or sponsored agencies | $127,000 | 3,325 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $2,772,000 | 5,967 |
| Total debt securities | $2,772,000 | 6,334 |
| 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 | $2,987,000 | 6,384 |
| U.S. Government securities | $2,987,000 | 5,930 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $2,987,000 | 5,819 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $2,987,000 | 4,489 |
| Certificates of participation in pools of residential mortgages | $2,843,000 | 4,061 |
| Issued or guaranteed by U.S. | $2,843,000 | 4,057 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $144,000 | 3,493 |
| CMOs issued by government agencies or sponsored agencies | $144,000 | 3,336 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $2,987,000 | 5,989 |
| Total debt securities | $2,987,000 | 6,354 |
| 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 | $3,115,000 | 6,417 |
| U.S. Government securities | $3,115,000 | 5,922 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $3,115,000 | 5,820 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $3,115,000 | 4,482 |
| Certificates of participation in pools of residential mortgages | $2,940,000 | 4,046 |
| Issued or guaranteed by U.S. | $2,940,000 | 4,044 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $175,000 | 3,510 |
| CMOs issued by government agencies or sponsored agencies | $175,000 | 3,362 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $3,115,000 | 6,017 |
| Total debt securities | $3,115,000 | 6,383 |
| 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 | $3,265,000 | 6,484 |
| U.S. Government securities | $3,265,000 | 6,008 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $3,265,000 | 5,911 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $3,265,000 | 4,568 |
| Certificates of participation in pools of residential mortgages | $3,061,000 | 4,141 |
| Issued or guaranteed by U.S. | $3,061,000 | 4,139 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $204,000 | 3,564 |
| CMOs issued by government agencies or sponsored agencies | $204,000 | 3,406 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $3,265,000 | 6,079 |
| Total debt securities | $3,265,000 | 6,453 |
| 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 | $3,363,000 | 6,533 |
| U.S. Government securities | $3,363,000 | 6,086 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $3,363,000 | 5,986 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $3,363,000 | 4,600 |
| Certificates of participation in pools of residential mortgages | $3,127,000 | 4,169 |
| Issued or guaranteed by U.S. | $3,127,000 | 4,167 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $236,000 | 3,553 |
| CMOs issued by government agencies or sponsored agencies | $236,000 | 3,391 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $3,363,000 | 6,120 |
| Total debt securities | $3,363,000 | 6,506 |
| 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 | $4,920,000 | 6,396 |
| U.S. Government securities | $4,920,000 | 5,891 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $4,920,000 | 5,786 |
| 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 | $3,490,000 | 4,595 |
| Certificates of participation in pools of residential mortgages | $3,223,000 | 4,150 |
| Issued or guaranteed by U.S. | $3,223,000 | 4,146 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $267,000 | 3,573 |
| CMOs issued by government agencies or sponsored agencies | $267,000 | 3,403 |
| 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) | $4,920,000 | 5,981 |
| Total debt securities | $4,921,000 | 6,366 |
| 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 | $5,076,000 | 6,392 |
| U.S. Government securities | $5,076,000 | 5,831 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $5,076,000 | 5,730 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,076,000 | 4,169 |
| Mortgage-backed securities | $3,627,000 | 4,509 |
| Certificates of participation in pools of residential mortgages | $3,326,000 | 4,034 |
| Issued or guaranteed by U.S. | $3,326,000 | 4,029 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $301,000 | 3,510 |
| CMOs issued by government agencies or sponsored agencies | $301,000 | 3,249 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $5,076,000 | 5,944 |
| Total debt securities | $5,076,000 | 6,366 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $5,238,000 | 6,412 |
| U.S. Government securities | $5,238,000 | 5,838 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $5,238,000 | 5,725 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,238,000 | 4,120 |
| Mortgage-backed securities | $3,772,000 | 4,445 |
| Certificates of participation in pools of residential mortgages | $3,471,000 | 3,943 |
| Issued or guaranteed by U.S. | $3,471,000 | 3,930 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $301,000 | 3,494 |
| CMOs issued by government agencies or sponsored agencies | $301,000 | 3,225 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $5,238,000 | 5,957 |
| Total debt securities | $5,238,000 | 6,381 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $5,408,000 | 6,479 |
| U.S. Government securities | $5,408,000 | 5,934 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $5,408,000 | 5,809 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,408,000 | 4,137 |
| Mortgage-backed securities | $3,924,000 | 4,398 |
| Certificates of participation in pools of residential mortgages | $3,622,000 | 3,873 |
| Issued or guaranteed by U.S. | $3,622,000 | 3,859 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $302,000 | 3,476 |
| CMOs issued by government agencies or sponsored agencies | $302,000 | 3,199 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $5,408,000 | 6,011 |
| Total debt securities | $5,408,000 | 6,446 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $5,638,000 | 6,462 |
| U.S. Government securities | $5,638,000 | 5,888 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $5,638,000 | 5,758 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,638,000 | 4,066 |
| Mortgage-backed securities | $4,142,000 | 4,269 |
| Certificates of participation in pools of residential mortgages | $3,840,000 | 3,741 |
| Issued or guaranteed by U.S. | $3,840,000 | 3,732 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $302,000 | 3,442 |
| CMOs issued by government agencies or sponsored agencies | $302,000 | 3,156 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $5,638,000 | 5,989 |
| Total debt securities | $5,638,000 | 6,429 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $5,910,000 | 6,377 |
| U.S. Government securities | $5,910,000 | 5,708 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $5,910,000 | 5,587 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,910,000 | 3,983 |
| Mortgage-backed securities | $4,399,000 | 4,135 |
| Certificates of participation in pools of residential mortgages | $4,096,000 | 3,583 |
| Issued or guaranteed by U.S. | $4,096,000 | 3,574 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $303,000 | 3,434 |
| CMOs issued by government agencies or sponsored agencies | $303,000 | 3,138 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $5,910,000 | 5,891 |
| Total debt securities | $5,911,000 | 6,348 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $6,331,000 | 6,309 |
| U.S. Government securities | $6,331,000 | 5,587 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $6,331,000 | 5,467 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,331,000 | 3,911 |
| Mortgage-backed securities | $4,801,000 | 4,063 |
| Certificates of participation in pools of residential mortgages | $4,500,000 | 3,458 |
| Issued or guaranteed by U.S. | $4,500,000 | 3,451 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $301,000 | 3,431 |
| CMOs issued by government agencies or sponsored agencies | $301,000 | 3,118 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $6,331,000 | 5,811 |
| Total debt securities | $6,331,000 | 6,268 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $6,739,000 | 6,322 |
| U.S. Government securities | $6,739,000 | 5,632 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $6,739,000 | 5,520 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,739,000 | 3,865 |
| Mortgage-backed securities | $5,203,000 | 3,969 |
| Certificates of participation in pools of residential mortgages | $4,906,000 | 3,377 |
| Issued or guaranteed by U.S. | $4,906,000 | 3,369 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $297,000 | 3,356 |
| CMOs issued by government agencies or sponsored agencies | $297,000 | 3,047 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $6,739,000 | 5,824 |
| Total debt securities | $6,739,000 | 6,285 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $11,518,000 | 5,533 |
| U.S. Government securities | $11,518,000 | 4,696 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $11,518,000 | 4,581 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,518,000 | 3,093 |
| Mortgage-backed securities | $6,458,000 | 3,791 |
| Certificates of participation in pools of residential mortgages | $6,160,000 | 3,196 |
| Issued or guaranteed by U.S. | $6,160,000 | 3,188 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $298,000 | 3,328 |
| CMOs issued by government agencies or sponsored agencies | $298,000 | 3,002 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $11,518,000 | 5,074 |
| Total debt securities | $11,518,000 | 5,490 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,655 |
| Fair value | $496,000 | 2,775 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $13,996,000 | 5,161 |
| U.S. Government securities | $13,996,000 | 4,270 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $13,996,000 | 4,180 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,996,000 | 2,791 |
| Mortgage-backed securities | $6,957,000 | 3,749 |
| Certificates of participation in pools of residential mortgages | $6,660,000 | 3,148 |
| Issued or guaranteed by U.S. | $6,660,000 | 3,141 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $297,000 | 3,336 |
| CMOs issued by government agencies or sponsored agencies | $297,000 | 3,000 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $13,996,000 | 4,727 |
| Total debt securities | $13,996,000 | 5,122 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,404 |
| Fair value | $483,000 | 2,549 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $14,443,000 | 5,128 |
| U.S. Government securities | $14,443,000 | 4,216 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $14,443,000 | 4,135 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,443,000 | 2,723 |
| Mortgage-backed securities | $7,160,000 | 3,788 |
| Certificates of participation in pools of residential mortgages | $6,865,000 | 3,182 |
| Issued or guaranteed by U.S. | $6,865,000 | 3,172 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $295,000 | 3,356 |
| CMOs issued by government agencies or sponsored agencies | $295,000 | 3,012 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $14,443,000 | 4,699 |
| Total debt securities | $14,442,000 | 5,086 |
| Structured notes | ||
| Amortized cost | $725,000 | 1,896 |
| Fair value | $723,000 | 1,892 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $14,132,000 | 5,176 |
| U.S. Government securities | $14,132,000 | 4,255 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $14,132,000 | 4,158 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,132,000 | 2,783 |
| Mortgage-backed securities | $7,513,000 | 3,763 |
| Certificates of participation in pools of residential mortgages | $7,219,000 | 3,165 |
| Issued or guaranteed by U.S. | $7,219,000 | 3,153 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $294,000 | 3,367 |
| CMOs issued by government agencies or sponsored agencies | $294,000 | 3,007 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $14,132,000 | 4,724 |
| Total debt securities | $14,132,000 | 5,129 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $24,507,000 | 3,944 |
| U.S. Government securities | $24,507,000 | 3,065 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $24,507,000 | 3,008 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,484,000 | 3,500 |
| Mortgage-backed securities | $9,484,000 | 3,500 |
| Certificates of participation in pools of residential mortgages | $9,189,000 | 2,894 |
| Issued or guaranteed by U.S. | $9,189,000 | 2,878 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $295,000 | 3,399 |
| CMOs issued by government agencies or sponsored agencies | $295,000 | 3,030 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $24,507,000 | 3,544 |
| Total debt securities | $24,507,000 | 3,903 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $12,662,000 | 5,462 |
| U.S. Government securities | $12,662,000 | 4,633 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $12,662,000 | 4,546 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,662,000 | 3,034 |
| Mortgage-backed securities | $12,662,000 | 3,018 |
| Certificates of participation in pools of residential mortgages | $12,373,000 | 2,438 |
| Issued or guaranteed by U.S. | $12,373,000 | 2,425 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $289,000 | 3,354 |
| CMOs issued by government agencies or sponsored agencies | $289,000 | 3,024 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $12,662,000 | 4,960 |
| Total debt securities | $12,662,000 | 5,422 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $13,572,000 | 5,271 |
| U.S. Government securities | $13,572,000 | 4,434 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $13,572,000 | 4,357 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,572,000 | 2,917 |
| Mortgage-backed securities | $13,572,000 | 2,814 |
| Certificates of participation in pools of residential mortgages | $13,279,000 | 2,240 |
| Issued or guaranteed by U.S. | $13,279,000 | 2,228 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $293,000 | 3,276 |
| CMOs issued by government agencies or sponsored agencies | $293,000 | 2,938 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $13,572,000 | 4,751 |
| Total debt securities | $13,571,000 | 5,231 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $14,198,000 | 5,233 |
| U.S. Government securities | $14,198,000 | 4,353 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $14,198,000 | 4,284 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,198,000 | 2,792 |
| Mortgage-backed securities | $14,198,000 | 2,721 |
| Certificates of participation in pools of residential mortgages | $13,899,000 | 2,160 |
| Issued or guaranteed by U.S. | $13,899,000 | 2,150 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $299,000 | 3,276 |
| CMOs issued by government agencies or sponsored agencies | $299,000 | 2,942 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $14,198,000 | 4,733 |
| Total debt securities | $14,198,000 | 5,176 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $15,719,000 | 5,010 |
| U.S. Government securities | $15,719,000 | 4,122 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $15,719,000 | 4,047 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,719,000 | 2,568 |
| Mortgage-backed securities | $15,219,000 | 2,572 |
| Certificates of participation in pools of residential mortgages | $14,924,000 | 2,009 |
| Issued or guaranteed by U.S. | $14,924,000 | 1,999 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $295,000 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $295,000 | 2,917 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $500,000 | 2,888 |
| Available-for-sale securities (fair market value) | $15,219,000 | 4,593 |
| Total debt securities | $15,720,000 | 4,957 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $18,096,000 | 4,707 |
| U.S. Government securities | $18,096,000 | 3,844 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $18,096,000 | 3,765 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $9,116,000 | 3,032 |
| Certificates of participation in pools of residential mortgages | $8,816,000 | 2,454 |
| Issued or guaranteed by U.S. | $8,816,000 | 2,440 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $300,000 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $300,000 | 2,845 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,980,000 | 1,269 |
| Available-for-sale securities (fair market value) | $9,116,000 | 5,613 |
| Total debt securities | $18,095,000 | 4,655 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $11,407,000 | 5,830 |
| U.S. Government securities | $11,407,000 | 5,076 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $11,407,000 | 4,980 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $927,000 | 5,320 |
| Certificates of participation in pools of residential mortgages | $927,000 | 4,860 |
| Issued or guaranteed by U.S. | $927,000 | 4,845 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,480,000 | 1,218 |
| Available-for-sale securities (fair market value) | $927,000 | 7,413 |
| Total debt securities | $11,407,000 | 5,766 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $11,475,000 | 5,827 |
| U.S. Government securities | $11,475,000 | 5,090 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $11,475,000 | 4,981 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $995,000 | 5,261 |
| Certificates of participation in pools of residential mortgages | $995,000 | 4,800 |
| Issued or guaranteed by U.S. | $995,000 | 4,786 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,480,000 | 1,228 |
| Available-for-sale securities (fair market value) | $995,000 | 7,416 |
| Total debt securities | $11,475,000 | 5,770 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $11,547,000 | 5,813 |
| U.S. Government securities | $11,547,000 | 5,090 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $11,547,000 | 4,970 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $1,067,000 | 5,230 |
| Certificates of participation in pools of residential mortgages | $1,067,000 | 4,747 |
| Issued or guaranteed by U.S. | $1,067,000 | 4,727 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,480,000 | 1,245 |
| Available-for-sale securities (fair market value) | $1,067,000 | 7,416 |
| Total debt securities | $11,547,000 | 5,762 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $11,621,000 | 5,858 |
| U.S. Government securities | $11,621,000 | 5,122 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $11,621,000 | 5,002 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,621,000 | 3,151 |
| Mortgage-backed securities | $1,141,000 | 5,179 |
| Certificates of participation in pools of residential mortgages | $1,141,000 | 4,694 |
| Issued or guaranteed by U.S. | $1,141,000 | 4,677 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,480,000 | 1,273 |
| Available-for-sale securities (fair market value) | $1,141,000 | 7,449 |
| Total debt securities | $11,621,000 | 5,800 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $11,706,000 | 5,886 |
| U.S. Government securities | $11,706,000 | 5,146 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $11,706,000 | 5,031 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,706,000 | 3,136 |
| Mortgage-backed securities | $1,226,000 | 5,132 |
| Certificates of participation in pools of residential mortgages | $1,226,000 | 4,645 |
| Issued or guaranteed by U.S. | $1,226,000 | 4,619 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,480,000 | 1,319 |
| Available-for-sale securities (fair market value) | $1,226,000 | 7,478 |
| Total debt securities | $11,706,000 | 5,828 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $11,790,000 | 5,878 |
| U.S. Government securities | $11,790,000 | 5,159 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $11,790,000 | 5,024 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,790,000 | 3,110 |
| Mortgage-backed securities | $1,310,000 | 5,111 |
| Certificates of participation in pools of residential mortgages | $1,310,000 | 4,615 |
| Issued or guaranteed by U.S. | $1,310,000 | 4,592 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,480,000 | 1,330 |
| Available-for-sale securities (fair market value) | $1,310,000 | 7,489 |
| Total debt securities | $11,790,000 | 5,824 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $11,888,000 | 5,898 |
| U.S. Government securities | $11,888,000 | 5,164 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $11,888,000 | 5,026 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,705,000 | 5,991 |
| Mortgage-backed securities | $1,408,000 | 5,093 |
| Certificates of participation in pools of residential mortgages | $1,408,000 | 4,575 |
| Issued or guaranteed by U.S. | $1,408,000 | 4,556 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,480,000 | 1,352 |
| Available-for-sale securities (fair market value) | $1,408,000 | 7,517 |
| Total debt securities | $11,888,000 | 5,842 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $12,996,000 | 5,733 |
| U.S. Government securities | $12,996,000 | 4,940 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $12,996,000 | 4,786 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,803,000 | 5,480 |
| Mortgage-backed securities | $1,516,000 | 5,073 |
| Certificates of participation in pools of residential mortgages | $1,516,000 | 4,546 |
| Issued or guaranteed by U.S. | $1,516,000 | 4,527 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,480,000 | 1,326 |
| Available-for-sale securities (fair market value) | $1,516,000 | 7,527 |
| Total debt securities | $12,996,000 | 5,677 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $13,155,000 | 5,692 |
| U.S. Government securities | $13,155,000 | 4,868 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $13,155,000 | 4,729 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $1,675,000 | 5,039 |
| Certificates of participation in pools of residential mortgages | $1,675,000 | 4,495 |
| Issued or guaranteed by U.S. | $1,675,000 | 4,479 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,480,000 | 1,330 |
| Available-for-sale securities (fair market value) | $1,675,000 | 7,512 |
| Total debt securities | $13,155,000 | 5,634 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $10,814,000 | 6,205 |
| U.S. Government securities | $10,814,000 | 5,425 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $10,814,000 | 5,284 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $1,834,000 | 5,043 |
| Certificates of participation in pools of residential mortgages | $1,834,000 | 4,476 |
| Issued or guaranteed by U.S. | $1,834,000 | 4,457 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,980,000 | 1,521 |
| Available-for-sale securities (fair market value) | $1,834,000 | 7,513 |
| Total debt securities | $10,814,000 | 6,140 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $10,011,000 | 6,427 |
| U.S. Government securities | $10,011,000 | 5,668 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $10,011,000 | 5,515 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $2,031,000 | 4,998 |
| Certificates of participation in pools of residential mortgages | $2,031,000 | 4,422 |
| Issued or guaranteed by U.S. | $2,031,000 | 4,408 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,980,000 | 1,651 |
| Available-for-sale securities (fair market value) | $2,031,000 | 7,524 |
| Total debt securities | $10,011,000 | 6,367 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $10,160,000 | 6,430 |
| U.S. Government securities | $10,160,000 | 5,659 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $10,160,000 | 5,496 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,932,000 | 4,984 |
| Mortgage-backed securities | $2,180,000 | 4,957 |
| Certificates of participation in pools of residential mortgages | $2,180,000 | 4,378 |
| Issued or guaranteed by U.S. | $2,180,000 | 4,363 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,980,000 | 1,661 |
| Available-for-sale securities (fair market value) | $2,180,000 | 7,518 |
| Total debt securities | $10,161,000 | 6,369 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $7,491,000 | 7,051 |
| U.S. Government securities | $7,491,000 | 6,358 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $7,491,000 | 6,198 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $2,398,000 | 4,902 |
| Certificates of participation in pools of residential mortgages | $2,398,000 | 4,307 |
| Issued or guaranteed by U.S. | $2,398,000 | 4,296 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000,000 | 2,824 |
| Available-for-sale securities (fair market value) | $5,491,000 | 6,734 |
| Total debt securities | $7,491,000 | 6,989 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $7,400,000 | 7,164 |
| U.S. Government securities | $6,750,000 | 6,661 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $6,750,000 | 6,496 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $650,000 | 2,720 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $650,000 | 2,323 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $2,698,000 | 4,828 |
| Certificates of participation in pools of residential mortgages | $2,698,000 | 4,219 |
| Issued or guaranteed by U.S. | $2,698,000 | 4,208 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,650,000 | 2,973 |
| Available-for-sale securities (fair market value) | $5,750,000 | 6,747 |
| Total debt securities | $7,400,000 | 7,096 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $5,625,000 | 7,598 |
| U.S. Government securities | $4,975,000 | 7,177 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $4,975,000 | 7,019 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $650,000 | 2,817 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $650,000 | 2,407 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $3,975,000 | 4,404 |
| Certificates of participation in pools of residential mortgages | $3,950,000 | 3,779 |
| Issued or guaranteed by U.S. | $3,950,000 | 3,770 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $25,000 | 3,840 |
| CMOs issued by government agencies or sponsored agencies | $25,000 | 3,504 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,650,000 | 2,961 |
| Available-for-sale securities (fair market value) | $3,975,000 | 7,207 |
| Total debt securities | $5,625,000 | 7,516 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $7,947,000 | 7,060 |
| U.S. Government securities | $7,221,000 | 6,522 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $7,221,000 | 6,348 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $726,000 | 2,809 |
| Privately issued residential mortgage-backed securities | $76,000 | 964 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $650,000 | 2,537 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $4,297,000 | 4,270 |
| Certificates of participation in pools of residential mortgages | $4,221,000 | 3,654 |
| Issued or guaranteed by U.S. | $4,221,000 | 3,641 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $76,000 | 3,744 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $76,000 | 841 |
| 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) | $3,650,000 | 2,348 |
| Available-for-sale securities (fair market value) | $4,297,000 | 7,164 |
| Total debt securities | $7,948,000 | 6,990 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $13,640,000 | 5,790 |
| U.S. Government securities | $8,326,000 | 6,083 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $8,326,000 | 5,896 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $820,000 | 2,844 |
| Privately issued residential mortgage-backed securities | $170,000 | 960 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $650,000 | 2,664 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $4,494,000 | 723 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $4,819,000 | 4,109 |
| Certificates of participation in pools of residential mortgages | $4,649,000 | 3,523 |
| Issued or guaranteed by U.S. | $4,649,000 | 3,510 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $170,000 | 3,672 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $170,000 | 844 |
| 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) | $3,650,000 | 2,346 |
| Available-for-sale securities (fair market value) | $9,990,000 | 5,811 |
| Total debt securities | $9,144,000 | 6,632 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $11,271,000 | 6,191 |
| U.S. Government securities | $3,897,000 | 7,475 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $3,897,000 | 7,293 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $1,004,000 | 2,781 |
| Privately issued residential mortgage-backed securities | $354,000 | 884 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $650,000 | 2,726 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $6,370,000 | 585 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $4,251,000 | 4,354 |
| Certificates of participation in pools of residential mortgages | $3,897,000 | 3,802 |
| Issued or guaranteed by U.S. | $3,897,000 | 3,790 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $354,000 | 3,609 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $354,000 | 780 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $650,000 | 3,738 |
| Available-for-sale securities (fair market value) | $10,621,000 | 5,599 |
| Total debt securities | $4,901,000 | 7,715 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $8,367,000 | 6,871 |
| U.S. Government securities | $3,137,000 | 7,830 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $3,137,000 | 7,638 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $1,884,000 | 2,264 |
| Privately issued residential mortgage-backed securities | $593,000 | 808 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,291,000 | 2,242 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $3,346,000 | 856 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $3,230,000 | 4,771 |
| Certificates of participation in pools of residential mortgages | $2,637,000 | 4,354 |
| Issued or guaranteed by U.S. | $2,637,000 | 4,338 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $593,000 | 3,429 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $593,000 | 715 |
| 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) | $1,791,000 | 3,055 |
| Available-for-sale securities (fair market value) | $6,576,000 | 6,561 |
| Total debt securities | $5,021,000 | 7,734 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $13,891,000 | 5,658 |
| U.S. Government securities | $6,270,000 | 6,717 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $6,270,000 | 6,518 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $1,294,000 | 2,608 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,294,000 | 2,278 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $6,327,000 | 594 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,173,000 | 3,694 |
| Mortgage-backed securities | $5,770,000 | 3,916 |
| Certificates of participation in pools of residential mortgages | $4,914,000 | 3,419 |
| Issued or guaranteed by U.S. | $4,914,000 | 3,405 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $856,000 | 3,286 |
| CMOs issued by government agencies or sponsored agencies | $856,000 | 3,144 |
| Privately issued | $0 | 1,253 |
| 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) | $1,794,000 | 3,113 |
| Available-for-sale securities (fair market value) | $12,097,000 | 5,265 |
| Total debt securities | $7,564,000 | 7,056 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $8,346,000 | 6,936 |
| U.S. Government securities | $3,232,000 | 7,967 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $3,232,000 | 7,724 |
| 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 | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $5,114,000 | 646 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $3,232,000 | 4,603 |
| Certificates of participation in pools of residential mortgages | $3,232,000 | 3,778 |
| Issued or guaranteed by U.S. | $3,232,000 | 3,764 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $8,346,000 | 6,044 |
| Total debt securities | $3,232,000 | 8,408 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $8,421,000 | 7,248 |
| U.S. Government securities | $7,823,000 | 6,584 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $7,823,000 | 6,230 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $598,000 | 3,461 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,599,000 | 4,813 |
| Mortgage-backed securities | $7,823,000 | 2,687 |
| Certificates of participation in pools of residential mortgages | $7,823,000 | 2,040 |
| Issued or guaranteed by U.S. | $7,823,000 | 2,023 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $8,421,000 | 6,144 |
| Total debt securities | $7,823,000 | 7,295 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| 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 | $7,596,000 | 7,788 |
| U.S. Government securities | $5,596,000 | 7,776 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $5,596,000 | 7,260 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $1,800,000 | 1,945 |
| 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 | $1,800,000 | 1,626 |
| Foreign debt securities | NA | NA |
| Equity securities | $200,000 | 5,698 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,081,000 | 5,061 |
| Mortgage-backed securities | $5,596,000 | 3,406 |
| Certificates of participation in pools of residential mortgages | $5,596,000 | 2,628 |
| Issued or guaranteed by U.S. | $5,596,000 | 2,616 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $7,596,000 | 6,566 |
| Total debt securities | $7,396,000 | 7,742 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |