Home > Capital One, F.S.B. > Securities
Capital One, F.S.B., Securities
| 2007-06-30 | Rank | |
| Total securities | $2,163,396,000 | 101 |
| U.S. Government securities | $1,263,984,000 | 111 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,263,984,000 | 107 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $869,724,000 | 56 |
| Privately issued residential mortgage-backed securities | $793,388,000 | 47 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $29,688,000 | 111 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,863,286,000 | 77 |
| Certificates of participation in pools of residential mortgages | $425,766,000 | 117 |
| Issued or guaranteed by U.S. | $316,068,000 | 136 |
| Privately issued | $109,698,000 | 32 |
| Collaterized mortgage obligations | $1,437,520,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $753,830,000 | 48 |
| Privately issued | $683,690,000 | 45 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $2,163,396,000 | 84 |
| Total debt securities | $2,133,708,000 | 102 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $2,293,606,000 | 98 |
| U.S. Government securities | $1,340,390,000 | 106 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,340,390,000 | 103 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $923,056,000 | 54 |
| Privately issued residential mortgage-backed securities | $833,290,000 | 45 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $30,160,000 | 107 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,975,362,000 | 72 |
| Certificates of participation in pools of residential mortgages | $456,351,000 | 115 |
| Issued or guaranteed by U.S. | $339,525,000 | 133 |
| Privately issued | $116,826,000 | 31 |
| Collaterized mortgage obligations | $1,519,011,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $802,547,000 | 44 |
| Privately issued | $716,464,000 | 42 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-1,000 | 8,653 |
| Available-for-sale securities (fair market value) | $2,293,607,000 | 80 |
| Total debt securities | $2,263,446,000 | 96 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $1,944,829,000 | 107 |
| U.S. Government securities | $1,387,187,000 | 111 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,387,187,000 | 108 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $527,074,000 | 66 |
| Privately issued residential mortgage-backed securities | $416,274,000 | 66 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $30,568,000 | 108 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,531,167,000 | 92 |
| Certificates of participation in pools of residential mortgages | $351,243,000 | 138 |
| Issued or guaranteed by U.S. | $351,243,000 | 132 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,179,924,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $763,650,000 | 45 |
| Privately issued | $416,274,000 | 58 |
| 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) | $110,800,000 | 184 |
| Available-for-sale securities (fair market value) | $1,834,029,000 | 95 |
| Total debt securities | $1,914,261,000 | 106 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $2,319,059,000 | 100 |
| U.S. Government securities | $1,699,615,000 | 95 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,699,615,000 | 93 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $592,581,000 | 67 |
| Privately issued residential mortgage-backed securities | $454,463,000 | 61 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $26,863,000 | 119 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,701,760,000 | 88 |
| Certificates of participation in pools of residential mortgages | $365,656,000 | 143 |
| Issued or guaranteed by U.S. | $365,656,000 | 137 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,336,104,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $881,641,000 | 49 |
| Privately issued | $454,463,000 | 53 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $2,319,059,000 | 87 |
| Total debt securities | $2,292,196,000 | 100 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $2,525,766,000 | 91 |
| U.S. Government securities | $1,738,675,000 | 91 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,738,675,000 | 90 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $760,097,000 | 64 |
| Privately issued residential mortgage-backed securities | $586,599,000 | 56 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $26,994,000 | 118 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,880,848,000 | 82 |
| Certificates of participation in pools of residential mortgages | $374,455,000 | 148 |
| Issued or guaranteed by U.S. | $374,455,000 | 140 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,506,393,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $919,794,000 | 46 |
| Privately issued | $586,599,000 | 48 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $2,525,766,000 | 79 |
| Total debt securities | $2,498,772,000 | 93 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $2,653,263,000 | 91 |
| U.S. Government securities | $1,822,583,000 | 86 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,822,583,000 | 84 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $802,355,000 | 63 |
| Privately issued residential mortgage-backed securities | $601,000,000 | 54 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $28,325,000 | 106 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,976,686,000 | 77 |
| Certificates of participation in pools of residential mortgages | $396,638,000 | 143 |
| Issued or guaranteed by U.S. | $396,638,000 | 138 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,580,048,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $979,048,000 | 45 |
| Privately issued | $601,000,000 | 48 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $2,653,263,000 | 76 |
| Total debt securities | $2,624,938,000 | 90 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $2,744,457,000 | 89 |
| U.S. Government securities | $1,726,297,000 | 98 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,726,297,000 | 94 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $991,450,000 | 55 |
| Privately issued residential mortgage-backed securities | $359,724,000 | 73 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $26,710,000 | 121 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,611,061,000 | 93 |
| Certificates of participation in pools of residential mortgages | $420,266,000 | 144 |
| Issued or guaranteed by U.S. | $420,266,000 | 139 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,190,795,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $831,071,000 | 54 |
| Privately issued | $359,724,000 | 63 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $2,744,457,000 | 73 |
| Total debt securities | $2,717,747,000 | 90 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $2,529,630,000 | 96 |
| U.S. Government securities | $1,805,130,000 | 90 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,805,130,000 | 88 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $698,403,000 | 64 |
| Privately issued residential mortgage-backed securities | $367,212,000 | 73 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $26,097,000 | 124 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,694,211,000 | 92 |
| Certificates of participation in pools of residential mortgages | $445,680,000 | 141 |
| Issued or guaranteed by U.S. | $445,680,000 | 136 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,248,531,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $881,319,000 | 52 |
| Privately issued | $367,212,000 | 64 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $2,529,630,000 | 80 |
| Total debt securities | $2,503,533,000 | 97 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $2,469,481,000 | 100 |
| U.S. Government securities | $1,914,493,000 | 90 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,914,493,000 | 87 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $525,724,000 | 72 |
| Privately issued residential mortgage-backed securities | $367,100,000 | 68 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $29,264,000 | 113 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,803,830,000 | 92 |
| Certificates of participation in pools of residential mortgages | $480,338,000 | 138 |
| Issued or guaranteed by U.S. | $480,338,000 | 133 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,323,492,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $956,392,000 | 49 |
| Privately issued | $367,100,000 | 61 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $2,469,481,000 | 82 |
| Total debt securities | $2,440,217,000 | 103 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $2,382,968,000 | 101 |
| U.S. Government securities | $2,009,335,000 | 91 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,009,335,000 | 86 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $344,728,000 | 98 |
| Privately issued residential mortgage-backed securities | $325,419,000 | 72 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $28,905,000 | 120 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,831,928,000 | 93 |
| Certificates of participation in pools of residential mortgages | $479,414,000 | 135 |
| Issued or guaranteed by U.S. | $479,414,000 | 132 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,352,514,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $1,027,095,000 | 44 |
| Privately issued | $325,419,000 | 63 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $2,382,968,000 | 85 |
| Total debt securities | $2,354,063,000 | 102 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $2,502,677,000 | 103 |
| U.S. Government securities | $2,248,961,000 | 89 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,248,961,000 | 83 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $316,581,000 | 108 |
| Privately issued residential mortgage-backed securities | $316,581,000 | 74 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $29,731,000 | 126 |
| Assets held in trading accounts for TFR Reporters | $92,596,000 | 7 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,013,954,000 | 88 |
| Certificates of participation in pools of residential mortgages | $512,538,000 | 135 |
| Issued or guaranteed by U.S. | $512,538,000 | 131 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,501,416,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,184,835,000 | 39 |
| Privately issued | $316,581,000 | 67 |
| 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) | $-92,596,000 | 8,988 |
| Available-for-sale securities (fair market value) | $2,595,273,000 | 85 |
| Total debt securities | $2,565,542,000 | 102 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $92,596,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $2,399,454,000 | 97 |
| U.S. Government securities | $2,176,308,000 | 87 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,176,308,000 | 83 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $285,967,000 | 108 |
| Privately issued residential mortgage-backed securities | $285,967,000 | 74 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $29,079,000 | 131 |
| Assets held in trading accounts for TFR Reporters | $91,900,000 | 7 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,856,610,000 | 90 |
| Certificates of participation in pools of residential mortgages | $434,863,000 | 150 |
| Issued or guaranteed by U.S. | $434,863,000 | 147 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,421,747,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,135,780,000 | 41 |
| Privately issued | $285,967,000 | 66 |
| 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) | $-91,900,000 | 9,036 |
| Available-for-sale securities (fair market value) | $2,491,354,000 | 83 |
| Total debt securities | $2,462,275,000 | 97 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $91,900,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $2,346,098,000 | 106 |
| U.S. Government securities | $2,089,021,000 | 93 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,089,021,000 | 87 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $322,048,000 | 101 |
| Privately issued residential mortgage-backed securities | $322,048,000 | 66 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $27,738,000 | 143 |
| Assets held in trading accounts for TFR Reporters | $92,709,000 | 4 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,808,705,000 | 91 |
| Certificates of participation in pools of residential mortgages | $448,357,000 | 148 |
| Issued or guaranteed by U.S. | $448,357,000 | 146 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,360,348,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,038,300,000 | 44 |
| Privately issued | $322,048,000 | 61 |
| 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) | $-92,709,000 | 9,090 |
| Available-for-sale securities (fair market value) | $2,438,807,000 | 91 |
| Total debt securities | $2,411,069,000 | 102 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $92,709,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $2,132,759,000 | 115 |
| U.S. Government securities | $1,818,405,000 | 100 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,818,405,000 | 93 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $379,414,000 | 92 |
| Privately issued residential mortgage-backed securities | $379,414,000 | 65 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $29,614,000 | 147 |
| Assets held in trading accounts for TFR Reporters | $94,674,000 | 4 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,572,185,000 | 99 |
| Certificates of participation in pools of residential mortgages | $446,701,000 | 149 |
| Issued or guaranteed by U.S. | $446,701,000 | 143 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,125,484,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $746,070,000 | 62 |
| Privately issued | $379,414,000 | 57 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-94,674,000 | 9,129 |
| Available-for-sale securities (fair market value) | $2,227,433,000 | 93 |
| Total debt securities | $2,197,819,000 | 111 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $94,674,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $1,624,138,000 | 132 |
| U.S. Government securities | $1,693,603,000 | 110 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,693,603,000 | 104 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $28,058,000 | 153 |
| Assets held in trading accounts for TFR Reporters | $97,523,000 | 3 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,240,803,000 | 112 |
| Certificates of participation in pools of residential mortgages | $271,240,000 | 223 |
| Issued or guaranteed by U.S. | $271,240,000 | 216 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $969,563,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $969,563,000 | 53 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-97,523,000 | 9,194 |
| Available-for-sale securities (fair market value) | $1,721,661,000 | 115 |
| Total debt securities | $1,693,603,000 | 130 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $97,523,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $1,552,969,000 | 134 |
| U.S. Government securities | $1,605,270,000 | 111 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,605,270,000 | 101 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $27,739,000 | 163 |
| Assets held in trading accounts for TFR Reporters | $80,040,000 | 4 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,125,223,000 | 122 |
| Certificates of participation in pools of residential mortgages | $243,350,000 | 233 |
| Issued or guaranteed by U.S. | $243,350,000 | 226 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $881,873,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $881,873,000 | 60 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-80,040,000 | 9,250 |
| Available-for-sale securities (fair market value) | $1,633,009,000 | 117 |
| Total debt securities | $1,605,270,000 | 132 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $80,040,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $1,374,633,000 | 148 |
| U.S. Government securities | $1,452,892,000 | 116 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,452,892,000 | 110 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $23,825,000 | 202 |
| Assets held in trading accounts for TFR Reporters | $102,084,000 | 5 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $975,793,000 | 129 |
| Certificates of participation in pools of residential mortgages | $211,720,000 | 247 |
| Issued or guaranteed by U.S. | $211,720,000 | 241 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $764,073,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $764,073,000 | 68 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-102,084,000 | 9,282 |
| Available-for-sale securities (fair market value) | $1,476,717,000 | 127 |
| Total debt securities | $1,452,892,000 | 143 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $102,084,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $1,607,164,000 | 136 |
| U.S. Government securities | $1,683,223,000 | 110 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,683,223,000 | 102 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $21,424,000 | 209 |
| Assets held in trading accounts for TFR Reporters | $97,483,000 | 4 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,069,965,000 | 123 |
| Certificates of participation in pools of residential mortgages | $240,561,000 | 218 |
| Issued or guaranteed by U.S. | $240,561,000 | 213 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $829,404,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $829,404,000 | 63 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-76,059,000 | 9,328 |
| Available-for-sale securities (fair market value) | $1,683,223,000 | 121 |
| Total debt securities | $1,683,223,000 | 132 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $97,483,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $1,464,424,000 | 143 |
| U.S. Government securities | $1,444,779,000 | 116 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,444,779,000 | 110 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $19,645,000 | 240 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,020,492,000 | 122 |
| Certificates of participation in pools of residential mortgages | $203,540,000 | 240 |
| Issued or guaranteed by U.S. | $203,540,000 | 234 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $816,952,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $816,952,000 | 62 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,645,000 | 938 |
| Available-for-sale securities (fair market value) | $1,444,779,000 | 128 |
| Total debt securities | $1,444,779,000 | 141 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $1,350,014,000 | 140 |
| U.S. Government securities | $1,350,014,000 | 114 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,350,014,000 | 108 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $671,990,000 | 147 |
| Certificates of participation in pools of residential mortgages | $242,390,000 | 195 |
| Issued or guaranteed by U.S. | $242,390,000 | 191 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $429,600,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $429,600,000 | 77 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $1,350,014,000 | 125 |
| Total debt securities | $1,350,014,000 | 139 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $1,066,914,000 | 161 |
| U.S. Government securities | $1,066,914,000 | 129 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,066,914,000 | 114 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $473,755,000 | 164 |
| Certificates of participation in pools of residential mortgages | $61,648,000 | 467 |
| Issued or guaranteed by U.S. | $61,648,000 | 462 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $412,107,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $412,107,000 | 70 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $1,066,914,000 | 134 |
| Total debt securities | $1,066,914,000 | 156 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $690,952,000 | 221 |
| U.S. Government securities | $690,952,000 | 175 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $690,952,000 | 163 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $263,157,000 | 284 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $263,157,000 | 144 |
| CMOs issued by government agencies or sponsored agencies | $263,157,000 | 116 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $690,952,000 | 181 |
| Total debt securities | $690,952,000 | 216 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $738,241,000 | 204 |
| U.S. Government securities | $738,241,000 | 164 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $738,241,000 | 149 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $366,183,000 | 223 |
| Certificates of participation in pools of residential mortgages | $8,337,000 | 2,219 |
| Issued or guaranteed by U.S. | $8,337,000 | 2,203 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $357,846,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $357,846,000 | 90 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $738,241,000 | 162 |
| Total debt securities | $738,241,000 | 199 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $15,283,000 | 5,933 |
| U.S. Government securities | $15,283,000 | 4,980 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,283,000 | 3,967 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,277,000 | 2,198 |
| Certificates of participation in pools of residential mortgages | $13,277,000 | 1,618 |
| Issued or guaranteed by U.S. | $13,277,000 | 1,607 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $15,283,000 | 4,433 |
| Total debt securities | $15,283,000 | 5,804 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $32,441,000 | 3,679 |
| U.S. Government securities | $32,441,000 | 2,974 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,441,000 | 2,221 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| 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 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $0 | 312 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $32,441,000 | 1,281 |
| Certificates of participation in pools of residential mortgages | $11,607,000 | 1,953 |
| Issued or guaranteed by U.S. | $11,607,000 | 1,937 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $20,834,000 | 698 |
| CMOs issued by government agencies or sponsored agencies | $20,834,000 | 646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $32,441,000 | 2,557 |
| Total debt securities | $32,441,000 | 3,591 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |