Home > RBC Bank (USA) > Securities
RBC Bank (USA), Securities
| 2011-12-31 | Rank | |
| Total securities | $4,621,295,000 | 54 |
| U.S. Government securities | $1,340,524,000 | 112 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $1,340,524,000 | 105 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $1,862,146,000 | 27 |
| Privately issued residential mortgage-backed securities | $92,296,000 | 74 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $1,706,066,000 | 14 |
| Structured financial products - Total | $34,339,000 | 24 |
| Other domestic debt securities - All other | $29,445,000 | 197 |
| Foreign debt securities | $1,418,625,000 | 12 |
| 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 | $2,812,982,000 | 37 |
| Mortgage-backed securities | $1,082,847,000 | 110 |
| Certificates of participation in pools of residential mortgages | $50,262,000 | 864 |
| Issued or guaranteed by U.S. | $50,262,000 | 862 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,032,585,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $940,289,000 | 58 |
| Privately issued | $92,296,000 | 74 |
| 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) | $4,621,295,000 | 49 |
| Total debt securities | $4,619,966,000 | 54 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $52,182,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $52,182,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $56,238,000 | 39 |
| 2011-09-30 | Rank | |
| Total securities | $4,988,839,000 | 52 |
| U.S. Government securities | $1,384,436,000 | 109 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,384,436,000 | 102 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $2,178,172,000 | 24 |
| Privately issued residential mortgage-backed securities | $263,764,000 | 43 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $1,809,965,000 | 13 |
| Structured financial products - Total | $61,871,000 | 16 |
| Other domestic debt securities - All other | $42,572,000 | 147 |
| Foreign debt securities | $1,426,231,000 | 11 |
| 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 | $3,023,472,000 | 37 |
| Mortgage-backed securities | $1,298,216,000 | 93 |
| Certificates of participation in pools of residential mortgages | $50,053,000 | 847 |
| Issued or guaranteed by U.S. | $50,053,000 | 843 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,248,163,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $984,399,000 | 55 |
| Privately issued | $263,764,000 | 42 |
| 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) | $4,988,839,000 | 48 |
| Total debt securities | $4,962,845,000 | 52 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $55,700,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $55,700,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $60,050,000 | 38 |
| 2011-06-30 | Rank | |
| Total securities | $6,325,591,000 | 44 |
| U.S. Government securities | $1,524,735,000 | 100 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $1,524,735,000 | 96 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $2,668,205,000 | 21 |
| Privately issued residential mortgage-backed securities | $647,402,000 | 28 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $1,911,212,000 | 13 |
| Structured financial products - Total | $64,085,000 | 17 |
| Other domestic debt securities - All other | $45,506,000 | 130 |
| Foreign debt securities | $2,132,651,000 | 11 |
| 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 | $3,771,316,000 | 32 |
| Mortgage-backed securities | $1,720,334,000 | 77 |
| Certificates of participation in pools of residential mortgages | $51,441,000 | 802 |
| Issued or guaranteed by U.S. | $51,441,000 | 799 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,668,893,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,021,491,000 | 54 |
| Privately issued | $647,402,000 | 23 |
| 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) | $6,325,591,000 | 42 |
| Total debt securities | $6,299,616,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $45,739,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $45,739,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $47,651,000 | 39 |
| 2011-03-31 | Rank | |
| Total securities | $6,108,479,000 | 45 |
| U.S. Government securities | $1,460,166,000 | 104 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $1,460,166,000 | 101 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $3,011,720,000 | 18 |
| Privately issued residential mortgage-backed securities | $952,750,000 | 21 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $1,964,494,000 | 12 |
| Structured financial products - Total | $52,111,000 | 20 |
| Other domestic debt securities - All other | $42,365,000 | 137 |
| Foreign debt securities | $1,636,593,000 | 12 |
| 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 | $3,684,401,000 | 33 |
| Mortgage-backed securities | $2,059,097,000 | 72 |
| Certificates of participation in pools of residential mortgages | $53,309,000 | 746 |
| Issued or guaranteed by U.S. | $53,309,000 | 743 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,005,788,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $1,053,038,000 | 51 |
| Privately issued | $952,750,000 | 17 |
| 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) | $6,108,479,000 | 41 |
| Total debt securities | $6,093,369,000 | 44 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $41,140,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $41,140,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $42,258,000 | 39 |
| 2010-12-31 | Rank | |
| Total securities | $5,545,682,000 | 50 |
| U.S. Government securities | $1,561,604,000 | 94 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $1,561,604,000 | 92 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $3,078,056,000 | 18 |
| Privately issued residential mortgage-backed securities | $994,315,000 | 22 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $1,744,532,000 | 13 |
| Structured financial products - Total | $35,030,000 | 27 |
| Other domestic debt securities - All other | $304,179,000 | 39 |
| Foreign debt securities | $906,022,000 | 12 |
| 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 | $3,833,700,000 | 32 |
| Mortgage-backed securities | $2,150,116,000 | 67 |
| Certificates of participation in pools of residential mortgages | $55,624,000 | 684 |
| Issued or guaranteed by U.S. | $55,624,000 | 679 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,094,492,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $1,100,177,000 | 49 |
| Privately issued | $994,315,000 | 17 |
| 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) | $5,545,682,000 | 47 |
| Total debt securities | $5,538,121,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $54,130,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $54,130,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $50,817,000 | 38 |
| 2010-09-30 | Rank | |
| Total securities | $4,923,151,000 | 51 |
| U.S. Government securities | $1,488,227,000 | 92 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $1,488,227,000 | 89 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $2,796,224,000 | 21 |
| Privately issued residential mortgage-backed securities | $1,030,295,000 | 22 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $1,659,754,000 | 13 |
| Structured financial products - Total | $66,798,000 | 18 |
| Other domestic debt securities - All other | $39,377,000 | 138 |
| Foreign debt securities | $638,698,000 | 13 |
| Equity securities | $2,000 | 1,451 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,361,448,000 | 32 |
| Mortgage-backed securities | $2,090,356,000 | 65 |
| Certificates of participation in pools of residential mortgages | $53,501,000 | 685 |
| Issued or guaranteed by U.S. | $53,501,000 | 681 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,036,855,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $1,006,560,000 | 48 |
| Privately issued | $1,030,295,000 | 17 |
| 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) | $4,923,151,000 | 49 |
| Total debt securities | $4,893,839,000 | 51 |
| Structured notes | ||
| Amortized cost | $19,302,000 | 305 |
| Fair value | $20,270,000 | 282 |
| Trading account assets | $65,588,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $65,588,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $69,870,000 | 39 |
| 2010-06-30 | Rank | |
| Total securities | $3,281,558,000 | 66 |
| U.S. Government securities | $697,254,000 | 158 |
| U.S. Treasury securities | $6,500,000 | 371 |
| U.S. Government agency obligations | $690,754,000 | 153 |
| Securities issued by states & political subdivisions | $315,000 | 5,420 |
| Other domestic debt securities | $2,396,648,000 | 25 |
| Privately issued residential mortgage-backed securities | $1,067,645,000 | 22 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $1,111,762,000 | 14 |
| Structured financial products - Total | $76,293,000 | 19 |
| Other domestic debt securities - All other | $140,948,000 | 56 |
| Foreign debt securities | $187,307,000 | 18 |
| Equity securities | $34,000 | 1,225 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,215,146,000 | 77 |
| Mortgage-backed securities | $1,265,295,000 | 85 |
| Certificates of participation in pools of residential mortgages | $57,243,000 | 648 |
| Issued or guaranteed by U.S. | $57,243,000 | 643 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,208,052,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $140,407,000 | 204 |
| Privately issued | $1,067,645,000 | 17 |
| 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) | $3,281,558,000 | 60 |
| Total debt securities | $3,252,728,000 | 67 |
| Structured notes | ||
| Amortized cost | $32,534,000 | 161 |
| Fair value | $33,804,000 | 159 |
| Trading account assets | $58,196,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $58,196,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $63,251,000 | 38 |
| 2010-03-31 | Rank | |
| Total securities | $2,704,083,000 | 72 |
| U.S. Government securities | $610,448,000 | 172 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $610,448,000 | 166 |
| Securities issued by states & political subdivisions | $315,000 | 5,443 |
| Other domestic debt securities | $2,083,213,000 | 26 |
| Privately issued residential mortgage-backed securities | $1,083,749,000 | 22 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $879,700,000 | 17 |
| Structured financial products - Total | $76,678,000 | 20 |
| Other domestic debt securities - All other | $43,086,000 | 127 |
| Foreign debt securities | $10,037,000 | 41 |
| Equity securities | $70,000 | 1,195 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,224,009,000 | 73 |
| Mortgage-backed securities | $1,175,332,000 | 86 |
| Certificates of participation in pools of residential mortgages | $61,217,000 | 627 |
| Issued or guaranteed by U.S. | $61,217,000 | 625 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,114,115,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $30,366,000 | 612 |
| Privately issued | $1,083,749,000 | 17 |
| 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) | $2,704,083,000 | 63 |
| Total debt securities | $2,673,170,000 | 72 |
| Structured notes | ||
| Amortized cost | $41,721,000 | 91 |
| Fair value | $42,732,000 | 88 |
| Trading account assets | $49,815,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $49,815,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $50,709,000 | 39 |
| 2009-12-31 | Rank | |
| Total securities | $3,851,003,000 | 63 |
| U.S. Government securities | $923,674,000 | 120 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $923,674,000 | 115 |
| Securities issued by states & political subdivisions | $315,000 | 5,469 |
| Other domestic debt securities | $2,926,987,000 | 21 |
| Privately issued residential mortgage-backed securities | $1,141,026,000 | 23 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $1,673,407,000 | 15 |
| Structured financial products - Total | $77,550,000 | 20 |
| Other domestic debt securities - All other | $35,004,000 | 151 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $27,000 | 1,372 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,493,200,000 | 64 |
| Mortgage-backed securities | $1,228,148,000 | 89 |
| Certificates of participation in pools of residential mortgages | $50,008,000 | 796 |
| Issued or guaranteed by U.S. | $50,008,000 | 787 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,178,140,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $37,114,000 | 506 |
| Privately issued | $1,141,026,000 | 19 |
| 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) | $3,851,003,000 | 56 |
| Total debt securities | $3,820,533,000 | 61 |
| Structured notes | ||
| Amortized cost | $57,664,000 | 38 |
| Fair value | $58,692,000 | 35 |
| Trading account assets | $51,086,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $51,086,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $49,167,000 | 39 |
| 2009-09-30 | Rank | |
| Total securities | $5,110,224,000 | 49 |
| U.S. Government securities | $2,126,367,000 | 78 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $2,126,367,000 | 76 |
| Securities issued by states & political subdivisions | $315,000 | 5,502 |
| Other domestic debt securities | $2,978,047,000 | 23 |
| Privately issued residential mortgage-backed securities | $1,196,164,000 | 22 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $1,627,661,000 | 16 |
| Structured financial products - Total | $95,882,000 | 20 |
| Other domestic debt securities - All other | $58,340,000 | 102 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $5,495,000 | 297 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,016,535,000 | 56 |
| Mortgage-backed securities | $2,233,733,000 | 65 |
| Certificates of participation in pools of residential mortgages | $632,569,000 | 98 |
| Issued or guaranteed by U.S. | $632,569,000 | 95 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,601,164,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $405,000,000 | 71 |
| Privately issued | $1,196,164,000 | 19 |
| 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) | $5,110,224,000 | 45 |
| Total debt securities | $5,104,729,000 | 50 |
| Structured notes | ||
| Amortized cost | $492,843,000 | 3 |
| Fair value | $508,472,000 | 3 |
| Trading account assets | $61,253,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $61,253,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $56,633,000 | 40 |
| 2009-06-30 | Rank | |
| Total securities | $5,213,506,000 | 49 |
| U.S. Government securities | $2,296,091,000 | 71 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $2,296,091,000 | 69 |
| Securities issued by states & political subdivisions | $315,000 | 5,528 |
| Other domestic debt securities | $2,911,463,000 | 23 |
| Privately issued residential mortgage-backed securities | $1,207,912,000 | 24 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $1,606,594,000 | 15 |
| Structured financial products - Total | $43,140,000 | 28 |
| Other domestic debt securities - All other | $53,817,000 | 112 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $5,637,000 | 324 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,226,499,000 | 51 |
| Mortgage-backed securities | $2,323,640,000 | 63 |
| Certificates of participation in pools of residential mortgages | $672,605,000 | 100 |
| Issued or guaranteed by U.S. | $672,605,000 | 98 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,651,035,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $443,123,000 | 65 |
| Privately issued | $1,207,912,000 | 20 |
| 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) | $5,213,506,000 | 45 |
| Total debt securities | $5,207,869,000 | 46 |
| Structured notes | ||
| Amortized cost | $737,105,000 | 3 |
| Fair value | $639,569,000 | 3 |
| Trading account assets | $55,323,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $55,323,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $51,728,000 | 40 |
| 2009-03-31 | Rank | |
| Total securities | $3,993,693,000 | 56 |
| U.S. Government securities | $2,566,789,000 | 62 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $2,566,789,000 | 57 |
| Securities issued by states & political subdivisions | $330,000 | 5,453 |
| Other domestic debt securities | $1,420,966,000 | 38 |
| Privately issued residential mortgage-backed securities | $1,164,752,000 | 28 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $174,590,000 | 37 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $81,624,000 | 79 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $5,608,000 | 331 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,394,777,000 | 45 |
| Mortgage-backed securities | $2,446,000,000 | 62 |
| Certificates of participation in pools of residential mortgages | $702,193,000 | 97 |
| Issued or guaranteed by U.S. | $702,193,000 | 95 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,743,807,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $579,055,000 | 55 |
| Privately issued | $1,164,752,000 | 24 |
| 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) | $3,993,693,000 | 50 |
| Total debt securities | $3,988,085,000 | 53 |
| Structured notes | ||
| Amortized cost | $669,869,000 | 3 |
| Fair value | $692,833,000 | 3 |
| Trading account assets | $65,805,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $65,805,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $69,550,000 | 38 |
| 2008-12-31 | Rank | |
| Total securities | $4,490,021,000 | 47 |
| U.S. Government securities | $2,781,417,000 | 54 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $2,781,417,000 | 52 |
| Securities issued by states & political subdivisions | $487,000 | 5,263 |
| Other domestic debt securities | $1,590,207,000 | 33 |
| Privately issued residential mortgage-backed securities | $1,326,543,000 | 26 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $167,707,000 | 35 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $95,957,000 | 69 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $117,910,000 | 34 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,360,038,000 | 37 |
| Mortgage-backed securities | $2,581,675,000 | 57 |
| Certificates of participation in pools of residential mortgages | $737,688,000 | 88 |
| Issued or guaranteed by U.S. | $737,688,000 | 86 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,843,987,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $517,444,000 | 58 |
| Privately issued | $1,326,543,000 | 22 |
| 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) | $4,490,021,000 | 42 |
| Total debt securities | $4,372,111,000 | 46 |
| Structured notes | ||
| Amortized cost | $719,162,000 | 2 |
| Fair value | $739,001,000 | 2 |
| Trading account assets | $71,890,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $71,890,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $73,403,000 | 38 |
| 2008-09-30 | Rank | |
| Total securities | $5,190,772,000 | 44 |
| U.S. Government securities | $3,094,536,000 | 47 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $3,094,536,000 | 46 |
| Securities issued by states & political subdivisions | $487,000 | 5,253 |
| Other domestic debt securities | $2,023,748,000 | 30 |
| Privately issued residential mortgage-backed securities | $1,723,412,000 | 25 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $182,616,000 | 34 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $117,720,000 | 55 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $72,001,000 | 40 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,930,922,000 | 34 |
| Mortgage-backed securities | $3,162,971,000 | 47 |
| Certificates of participation in pools of residential mortgages | $748,822,000 | 81 |
| Issued or guaranteed by U.S. | $748,822,000 | 79 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,414,149,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $690,737,000 | 46 |
| Privately issued | $1,723,412,000 | 21 |
| 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) | $1,525,000 | 2,339 |
| Available-for-sale securities (fair market value) | $5,189,247,000 | 39 |
| Total debt securities | $5,118,771,000 | 44 |
| Structured notes | ||
| Amortized cost | $520,241,000 | 2 |
| Fair value | $524,149,000 | 2 |
| Trading account assets | $22,322,000 | 94 |
| Revaluation gains on off-balance sheet contracts | $22,322,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $19,751,000 | 41 |
| 2008-06-30 | Rank | |
| Total securities | $5,798,306,000 | 47 |
| U.S. Government securities | $3,291,731,000 | 46 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $3,291,731,000 | 46 |
| Securities issued by states & political subdivisions | $678,000 | 5,098 |
| Other domestic debt securities | $2,394,614,000 | 29 |
| Privately issued residential mortgage-backed securities | $1,958,425,000 | 28 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $157,491,000 | 37 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $278,698,000 | 28 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $111,283,000 | 37 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,720,065,000 | 34 |
| Mortgage-backed securities | $3,457,259,000 | 49 |
| Certificates of participation in pools of residential mortgages | $769,211,000 | 79 |
| Issued or guaranteed by U.S. | $769,211,000 | 77 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,688,048,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $729,623,000 | 44 |
| Privately issued | $1,958,425,000 | 25 |
| 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) | $1,597,000 | 2,333 |
| Available-for-sale securities (fair market value) | $5,796,709,000 | 42 |
| Total debt securities | $5,687,023,000 | 47 |
| Structured notes | ||
| Amortized cost | $536,679,000 | 3 |
| Fair value | $542,606,000 | 3 |
| Trading account assets | $17,163,000 | 108 |
| Revaluation gains on off-balance sheet contracts | $17,163,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $16,537,000 | 44 |
| 2008-03-31 | Rank | |
| Total securities | $5,377,123,000 | 45 |
| U.S. Government securities | $2,773,954,000 | 50 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $2,773,954,000 | 50 |
| Securities issued by states & political subdivisions | $29,000 | 5,930 |
| Other domestic debt securities | $2,496,206,000 | 29 |
| Privately issued residential mortgage-backed securities | $2,080,309,000 | 29 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $120,008,000 | 42 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $295,889,000 | 26 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $106,934,000 | 44 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,676,706,000 | 34 |
| Mortgage-backed securities | $2,960,677,000 | 50 |
| Certificates of participation in pools of residential mortgages | $369,214,000 | 140 |
| Issued or guaranteed by U.S. | $369,214,000 | 131 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,591,463,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $511,154,000 | 58 |
| Privately issued | $2,080,309,000 | 24 |
| 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) | $1,679,000 | 2,343 |
| Available-for-sale securities (fair market value) | $5,375,444,000 | 42 |
| Total debt securities | $5,270,189,000 | 47 |
| Structured notes | ||
| Amortized cost | $557,695,000 | 3 |
| Fair value | $574,083,000 | 3 |
| Trading account assets | $35,309,000 | 91 |
| Revaluation gains on off-balance sheet contracts | $35,309,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $34,687,000 | 42 |
| 2007-12-31 | Rank | |
| Total securities | $5,767,638,000 | 46 |
| U.S. Government securities | $2,719,733,000 | 55 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $2,719,733,000 | 52 |
| Securities issued by states & political subdivisions | $29,000 | 5,982 |
| Other domestic debt securities | $2,970,608,000 | 27 |
| Privately issued residential mortgage-backed securities | $2,251,817,000 | 29 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $417,589,000 | 20 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $301,202,000 | 26 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $77,268,000 | 59 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,904,324,000 | 32 |
| Mortgage-backed securities | $3,053,589,000 | 50 |
| Certificates of participation in pools of residential mortgages | $381,740,000 | 130 |
| Issued or guaranteed by U.S. | $381,740,000 | 124 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,671,849,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $420,032,000 | 66 |
| Privately issued | $2,251,817,000 | 24 |
| 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) | $1,751,000 | 2,379 |
| Available-for-sale securities (fair market value) | $5,765,887,000 | 42 |
| Total debt securities | $5,690,370,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $15,117,000 | 119 |
| Revaluation gains on off-balance sheet contracts | $15,117,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $15,132,000 | 41 |
| 2007-09-30 | Rank | |
| Total securities | $5,674,292,000 | 46 |
| U.S. Government securities | $2,788,219,000 | 56 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $2,788,219,000 | 54 |
| Securities issued by states & political subdivisions | $29,000 | 6,011 |
| Other domestic debt securities | $2,804,787,000 | 30 |
| Privately issued residential mortgage-backed securities | $2,338,876,000 | 27 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $222,628,000 | 34 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $243,283,000 | 37 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $81,257,000 | 52 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,938,488,000 | 31 |
| Mortgage-backed securities | $3,094,300,000 | 48 |
| Certificates of participation in pools of residential mortgages | $322,242,000 | 140 |
| Issued or guaranteed by U.S. | $322,242,000 | 132 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,772,058,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $433,182,000 | 64 |
| Privately issued | $2,338,876,000 | 23 |
| 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) | $1,840,000 | 2,406 |
| Available-for-sale securities (fair market value) | $5,672,452,000 | 43 |
| Total debt securities | $5,593,035,000 | 46 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $6,686,000 | 141 |
| Revaluation gains on off-balance sheet contracts | $6,686,000 | 47 |
| Revaluation losses on off-balance sheet contracts | $6,206,000 | 47 |
| 2007-06-30 | Rank | |
| Total securities | $5,744,408,000 | 44 |
| U.S. Government securities | $3,050,148,000 | 52 |
| U.S. Treasury securities | $4,996,000 | 375 |
| U.S. Government agency obligations | $3,045,152,000 | 50 |
| Securities issued by states & political subdivisions | $29,000 | 6,069 |
| Other domestic debt securities | $2,571,847,000 | 30 |
| Privately issued residential mortgage-backed securities | $2,360,442,000 | 28 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $211,405,000 | 35 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $122,384,000 | 29 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,114,685,000 | 31 |
| Mortgage-backed securities | $3,073,624,000 | 49 |
| Certificates of participation in pools of residential mortgages | $312,873,000 | 148 |
| Issued or guaranteed by U.S. | $312,873,000 | 139 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,760,751,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $400,309,000 | 77 |
| Privately issued | $2,360,442,000 | 24 |
| 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) | $1,935,000 | 2,401 |
| Available-for-sale securities (fair market value) | $5,742,473,000 | 40 |
| Total debt securities | $5,622,024,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $7,990,000 | 139 |
| Revaluation gains on off-balance sheet contracts | $7,990,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $7,441,000 | 49 |
| 2007-03-31 | Rank | |
| Total securities | $5,691,058,000 | 42 |
| U.S. Government securities | $2,905,361,000 | 60 |
| U.S. Treasury securities | $5,180,000 | 395 |
| U.S. Government agency obligations | $2,900,181,000 | 55 |
| Securities issued by states & political subdivisions | $43,000 | 6,101 |
| Other domestic debt securities | $2,697,855,000 | 29 |
| Privately issued residential mortgage-backed securities | $2,486,305,000 | 25 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $211,550,000 | 36 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $87,799,000 | 41 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,221,849,000 | 30 |
| Mortgage-backed securities | $3,046,295,000 | 51 |
| Certificates of participation in pools of residential mortgages | $280,039,000 | 163 |
| Issued or guaranteed by U.S. | $280,039,000 | 156 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,766,256,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $279,951,000 | 96 |
| Privately issued | $2,486,305,000 | 22 |
| 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) | $2,047,000 | 2,392 |
| Available-for-sale securities (fair market value) | $5,689,011,000 | 38 |
| Total debt securities | $5,603,259,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $6,392,000 | 184 |
| Revaluation gains on off-balance sheet contracts | $6,392,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $6,043,000 | 44 |
| 2006-12-31 | Rank | |
| Total securities | $4,623,558,000 | 54 |
| U.S. Government securities | $1,818,770,000 | 88 |
| U.S. Treasury securities | $10,650,000 | 275 |
| U.S. Government agency obligations | $1,808,120,000 | 86 |
| Securities issued by states & political subdivisions | $43,000 | 6,148 |
| Other domestic debt securities | $2,660,717,000 | 28 |
| Privately issued residential mortgage-backed securities | $2,449,613,000 | 25 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $211,104,000 | 36 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $144,028,000 | 23 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,842,260,000 | 33 |
| Mortgage-backed securities | $3,018,207,000 | 51 |
| Certificates of participation in pools of residential mortgages | $292,788,000 | 167 |
| Issued or guaranteed by U.S. | $292,788,000 | 160 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,725,419,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $275,806,000 | 97 |
| Privately issued | $2,449,613,000 | 23 |
| 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) | $2,155,000 | 2,418 |
| Available-for-sale securities (fair market value) | $4,621,403,000 | 47 |
| Total debt securities | $4,479,530,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $4,870,000 | 92 |
| Revaluation gains on off-balance sheet contracts | $4,870,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $4,729,000 | 47 |
| 2006-09-30 | Rank | |
| Total securities | $4,872,470,000 | 58 |
| U.S. Government securities | $2,032,023,000 | 79 |
| U.S. Treasury securities | $4,956,000 | 473 |
| U.S. Government agency obligations | $2,027,067,000 | 78 |
| Securities issued by states & political subdivisions | $43,000 | 6,222 |
| Other domestic debt securities | $2,671,596,000 | 29 |
| Privately issued residential mortgage-backed securities | $2,476,324,000 | 25 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $195,272,000 | 43 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $168,808,000 | 20 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,956,281,000 | 41 |
| Mortgage-backed securities | $3,082,157,000 | 58 |
| Certificates of participation in pools of residential mortgages | $313,488,000 | 162 |
| Issued or guaranteed by U.S. | $313,488,000 | 155 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,768,669,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $292,345,000 | 102 |
| Privately issued | $2,476,324,000 | 24 |
| 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) | $2,288,000 | 2,432 |
| Available-for-sale securities (fair market value) | $4,870,182,000 | 51 |
| Total debt securities | $4,703,662,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $4,884,000 | 93 |
| Revaluation gains on off-balance sheet contracts | $4,884,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $4,827,000 | 48 |
| 2006-06-30 | Rank | |
| Total securities | $4,773,815,000 | 56 |
| U.S. Government securities | $1,933,443,000 | 81 |
| U.S. Treasury securities | $4,926,000 | 518 |
| U.S. Government agency obligations | $1,928,517,000 | 79 |
| Securities issued by states & political subdivisions | $43,000 | 6,272 |
| Other domestic debt securities | $2,710,874,000 | 30 |
| Privately issued residential mortgage-backed securities | $2,570,513,000 | 25 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $140,361,000 | 57 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $129,455,000 | 24 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,423,137,000 | 47 |
| Mortgage-backed securities | $3,204,885,000 | 52 |
| Certificates of participation in pools of residential mortgages | $323,135,000 | 168 |
| Issued or guaranteed by U.S. | $323,135,000 | 158 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,881,750,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $311,237,000 | 97 |
| Privately issued | $2,570,513,000 | 23 |
| 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) | $2,424,000 | 2,429 |
| Available-for-sale securities (fair market value) | $4,771,391,000 | 47 |
| Total debt securities | $4,644,359,000 | 57 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $8,557,000 | 89 |
| Revaluation gains on off-balance sheet contracts | $8,557,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $8,347,000 | 45 |
| 2006-03-31 | Rank | |
| Total securities | $4,974,300,000 | 56 |
| U.S. Government securities | $1,982,049,000 | 80 |
| U.S. Treasury securities | $4,935,000 | 563 |
| U.S. Government agency obligations | $1,977,114,000 | 78 |
| Securities issued by states & political subdivisions | $54,000 | 6,273 |
| Other domestic debt securities | $2,862,861,000 | 29 |
| Privately issued residential mortgage-backed securities | $2,628,186,000 | 25 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $234,675,000 | 36 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $129,336,000 | 25 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,463,361,000 | 47 |
| Mortgage-backed securities | $3,302,120,000 | 51 |
| Certificates of participation in pools of residential mortgages | $343,404,000 | 161 |
| Issued or guaranteed by U.S. | $343,404,000 | 154 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,958,716,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $330,530,000 | 91 |
| Privately issued | $2,628,186,000 | 23 |
| 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) | $2,589,000 | 2,406 |
| Available-for-sale securities (fair market value) | $4,971,711,000 | 47 |
| Total debt securities | $4,844,963,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $5,893,000 | 97 |
| Revaluation gains on off-balance sheet contracts | $5,893,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $5,549,000 | 46 |
| 2005-12-31 | Rank | |
| Total securities | $4,763,013,000 | 54 |
| U.S. Government securities | $2,116,512,000 | 84 |
| U.S. Treasury securities | $4,962,000 | 567 |
| U.S. Government agency obligations | $2,111,550,000 | 80 |
| Securities issued by states & political subdivisions | $54,000 | 6,323 |
| Other domestic debt securities | $2,514,162,000 | 26 |
| Privately issued residential mortgage-backed securities | $2,453,741,000 | 22 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $60,421,000 | 123 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $132,285,000 | 23 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,831,784,000 | 43 |
| Mortgage-backed securities | $3,002,975,000 | 55 |
| Certificates of participation in pools of residential mortgages | $357,592,000 | 159 |
| Issued or guaranteed by U.S. | $357,592,000 | 155 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,645,383,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $191,642,000 | 130 |
| Privately issued | $2,453,741,000 | 21 |
| 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) | $2,742,000 | 2,417 |
| Available-for-sale securities (fair market value) | $4,760,271,000 | 44 |
| Total debt securities | $4,630,730,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $3,312,000 | 107 |
| Revaluation gains on off-balance sheet contracts | $3,312,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $3,239,000 | 45 |
| 2005-09-30 | Rank | |
| Total securities | $4,891,039,000 | 54 |
| U.S. Government securities | $2,643,832,000 | 65 |
| U.S. Treasury securities | $4,978,000 | 543 |
| U.S. Government agency obligations | $2,638,854,000 | 63 |
| Securities issued by states & political subdivisions | $54,000 | 6,365 |
| Other domestic debt securities | $2,123,670,000 | 30 |
| Privately issued residential mortgage-backed securities | $2,062,811,000 | 25 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $60,859,000 | 120 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $123,483,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,529,499,000 | 36 |
| Mortgage-backed securities | $2,628,143,000 | 63 |
| Certificates of participation in pools of residential mortgages | $382,645,000 | 155 |
| Issued or guaranteed by U.S. | $382,645,000 | 151 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,245,498,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $182,687,000 | 137 |
| Privately issued | $2,062,811,000 | 22 |
| 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) | $2,993,000 | 2,386 |
| Available-for-sale securities (fair market value) | $4,888,046,000 | 43 |
| Total debt securities | $4,767,554,000 | 54 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $2,338,000 | 107 |
| Revaluation gains on off-balance sheet contracts | $2,338,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $2,295,000 | 41 |
| 2005-06-30 | Rank | |
| Total securities | $4,657,829,000 | 53 |
| U.S. Government securities | $2,934,423,000 | 60 |
| U.S. Treasury securities | $4,990,000 | 561 |
| U.S. Government agency obligations | $2,929,433,000 | 58 |
| Securities issued by states & political subdivisions | $54,000 | 6,373 |
| Other domestic debt securities | $1,595,352,000 | 37 |
| Privately issued residential mortgage-backed securities | $1,533,640,000 | 32 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $61,712,000 | 116 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $128,000,000 | 22 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,179,591,000 | 41 |
| Mortgage-backed securities | $2,117,236,000 | 79 |
| Certificates of participation in pools of residential mortgages | $389,551,000 | 155 |
| Issued or guaranteed by U.S. | $389,551,000 | 150 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,727,685,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $194,045,000 | 136 |
| Privately issued | $1,533,640,000 | 28 |
| 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) | $3,295,000 | 2,329 |
| Available-for-sale securities (fair market value) | $4,654,534,000 | 44 |
| Total debt securities | $4,529,829,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $2,189,000 | 107 |
| Revaluation gains on off-balance sheet contracts | $2,189,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $1,654,000 | 41 |
| 2005-03-31 | Rank | |
| Total securities | $4,799,228,000 | 56 |
| U.S. Government securities | $3,256,927,000 | 58 |
| U.S. Treasury securities | $4,978,000 | 618 |
| U.S. Government agency obligations | $3,251,949,000 | 57 |
| Securities issued by states & political subdivisions | $66,000 | 6,407 |
| Other domestic debt securities | $1,415,854,000 | 40 |
| Privately issued residential mortgage-backed securities | $1,355,206,000 | 33 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $60,648,000 | 117 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $126,381,000 | 28 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,668,366,000 | 49 |
| Mortgage-backed securities | $1,975,090,000 | 87 |
| Certificates of participation in pools of residential mortgages | $415,368,000 | 154 |
| Issued or guaranteed by U.S. | $415,368,000 | 149 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,559,722,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $204,516,000 | 129 |
| Privately issued | $1,355,206,000 | 27 |
| 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) | $3,653,000 | 2,285 |
| Available-for-sale securities (fair market value) | $4,795,575,000 | 47 |
| Total debt securities | $4,672,847,000 | 57 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $1,478,000 | 113 |
| Revaluation gains on off-balance sheet contracts | $1,478,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $922,000 | 42 |
| 2004-12-31 | Rank | |
| Total securities | $4,434,511,000 | 61 |
| U.S. Government securities | $3,321,944,000 | 59 |
| U.S. Treasury securities | $4,980,000 | 640 |
| U.S. Government agency obligations | $3,316,964,000 | 58 |
| Securities issued by states & political subdivisions | $66,000 | 6,450 |
| Other domestic debt securities | $930,762,000 | 57 |
| Privately issued residential mortgage-backed securities | $868,948,000 | 44 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $61,814,000 | 119 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $181,739,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,689,468,000 | 51 |
| Mortgage-backed securities | $1,524,253,000 | 100 |
| Certificates of participation in pools of residential mortgages | $438,338,000 | 151 |
| Issued or guaranteed by U.S. | $438,338,000 | 147 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,085,915,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $216,967,000 | 129 |
| Privately issued | $868,948,000 | 40 |
| 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) | $3,998,000 | 2,237 |
| Available-for-sale securities (fair market value) | $4,430,513,000 | 53 |
| Total debt securities | $4,252,772,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $1,149,000 | 123 |
| Revaluation gains on off-balance sheet contracts | $1,149,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $756,000 | 45 |
| 2004-09-30 | Rank | |
| Total securities | $4,267,351,000 | 61 |
| U.S. Government securities | $3,738,665,000 | 54 |
| U.S. Treasury securities | $4,992,000 | 620 |
| U.S. Government agency obligations | $3,733,673,000 | 52 |
| Securities issued by states & political subdivisions | $66,000 | 6,492 |
| Other domestic debt securities | $406,012,000 | 88 |
| Privately issued residential mortgage-backed securities | $341,263,000 | 65 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $64,749,000 | 119 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $122,608,000 | 34 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,033,317,000 | 44 |
| Mortgage-backed securities | $1,031,049,000 | 129 |
| Certificates of participation in pools of residential mortgages | $460,947,000 | 139 |
| Issued or guaranteed by U.S. | $460,947,000 | 135 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $570,102,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $228,839,000 | 124 |
| Privately issued | $341,263,000 | 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) | $4,472,000 | 2,138 |
| Available-for-sale securities (fair market value) | $4,262,879,000 | 51 |
| Total debt securities | $4,144,743,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $1,182,000 | 116 |
| Revaluation gains on off-balance sheet contracts | $1,182,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $884,000 | 49 |
| 2004-06-30 | Rank | |
| Total securities | $5,061,365,000 | 56 |
| U.S. Government securities | $4,911,156,000 | 46 |
| U.S. Treasury securities | $39,983,000 | 142 |
| U.S. Government agency obligations | $4,871,173,000 | 45 |
| Securities issued by states & political subdivisions | $66,000 | 6,534 |
| Other domestic debt securities | $21,364,000 | 524 |
| Privately issued residential mortgage-backed securities | $17,281,000 | 265 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,083,000 | 998 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $128,779,000 | 32 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,923,055,000 | 44 |
| Mortgage-backed securities | $1,128,401,000 | 121 |
| Certificates of participation in pools of residential mortgages | $368,481,000 | 174 |
| Issued or guaranteed by U.S. | $368,481,000 | 171 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $759,920,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $742,639,000 | 57 |
| Privately issued | $17,281,000 | 246 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,105,000 | 2,043 |
| Available-for-sale securities (fair market value) | $5,056,260,000 | 46 |
| Total debt securities | $4,932,586,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $3,732,000 | 98 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $677,000 | 46 |
| 2004-03-31 | Rank | |
| Total securities | $4,839,852,000 | 58 |
| U.S. Government securities | $4,688,236,000 | 48 |
| U.S. Treasury securities | $96,946,000 | 74 |
| U.S. Government agency obligations | $4,591,290,000 | 44 |
| Securities issued by states & political subdivisions | $77,000 | 6,518 |
| Other domestic debt securities | $25,927,000 | 481 |
| Privately issued residential mortgage-backed securities | $22,116,000 | 247 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,811,000 | 1,129 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $125,612,000 | 35 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,837,614,000 | 44 |
| Mortgage-backed securities | $741,033,000 | 163 |
| Certificates of participation in pools of residential mortgages | $64,087,000 | 630 |
| Issued or guaranteed by U.S. | $64,087,000 | 625 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $676,946,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $654,830,000 | 63 |
| Privately issued | $22,116,000 | 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) | $5,950,000 | 1,903 |
| Available-for-sale securities (fair market value) | $4,833,902,000 | 48 |
| Total debt securities | $4,714,240,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $4,534,000 | 90 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $976,000 | 47 |
| 2003-12-31 | Rank | |
| Total securities | $4,298,337,000 | 62 |
| U.S. Government securities | $4,135,398,000 | 48 |
| U.S. Treasury securities | $96,939,000 | 76 |
| U.S. Government agency obligations | $4,038,459,000 | 47 |
| Securities issued by states & political subdivisions | $77,000 | 6,595 |
| Other domestic debt securities | $27,308,000 | 444 |
| Privately issued residential mortgage-backed securities | $23,023,000 | 196 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,285,000 | 1,128 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $135,554,000 | 31 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,560,850,000 | 54 |
| Mortgage-backed securities | $784,269,000 | 155 |
| Certificates of participation in pools of residential mortgages | $71,213,000 | 610 |
| Issued or guaranteed by U.S. | $71,213,000 | 602 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $713,056,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $690,033,000 | 67 |
| Privately issued | $23,023,000 | 172 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,796,000 | 1,827 |
| Available-for-sale securities (fair market value) | $4,291,541,000 | 52 |
| Total debt securities | $4,162,783,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $4,604,000 | 94 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $798,000 | 45 |
| 2003-09-30 | Rank | |
| Total securities | $4,013,540,000 | 67 |
| U.S. Government securities | $3,439,460,000 | 57 |
| U.S. Treasury securities | $5,042,000 | 658 |
| U.S. Government agency obligations | $3,434,418,000 | 54 |
| Securities issued by states & political subdivisions | $77,000 | 6,645 |
| Other domestic debt securities | $451,212,000 | 68 |
| Privately issued residential mortgage-backed securities | $382,438,000 | 41 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $64,165,000 | 49 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,609,000 | 1,164 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $122,791,000 | 37 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,724,497,000 | 47 |
| Mortgage-backed securities | $1,988,899,000 | 79 |
| Certificates of participation in pools of residential mortgages | $278,635,000 | 213 |
| Issued or guaranteed by U.S. | $278,635,000 | 207 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,710,264,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,327,826,000 | 38 |
| Privately issued | $382,438,000 | 34 |
| 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) | $8,207,000 | 1,625 |
| Available-for-sale securities (fair market value) | $4,005,333,000 | 53 |
| Total debt securities | $3,890,749,000 | 68 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $4,464,000 | 94 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $697,000 | 48 |
| 2003-06-30 | Rank | |
| Total securities | $4,470,795,000 | 59 |
| U.S. Government securities | $3,535,671,000 | 53 |
| U.S. Treasury securities | $2,005,000 | 1,179 |
| U.S. Government agency obligations | $3,533,666,000 | 52 |
| Securities issued by states & political subdivisions | $77,000 | 6,652 |
| Other domestic debt securities | $784,994,000 | 41 |
| Privately issued residential mortgage-backed securities | $640,069,000 | 30 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $140,306,000 | 37 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,619,000 | 1,188 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $150,053,000 | 34 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,514,425,000 | 45 |
| Mortgage-backed securities | $3,306,619,000 | 53 |
| Certificates of participation in pools of residential mortgages | $356,162,000 | 163 |
| Issued or guaranteed by U.S. | $356,162,000 | 161 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,950,457,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $2,310,388,000 | 24 |
| Privately issued | $640,069,000 | 26 |
| 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) | $10,776,000 | 1,382 |
| Available-for-sale securities (fair market value) | $4,460,019,000 | 52 |
| Total debt securities | $4,320,742,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $4,708,000 | 100 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $952,000 | 50 |
| 2003-03-31 | Rank | |
| Total securities | $4,540,740,000 | 59 |
| U.S. Government securities | $3,004,685,000 | 59 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $3,004,685,000 | 57 |
| Securities issued by states & political subdivisions | $88,000 | 6,633 |
| Other domestic debt securities | $1,353,047,000 | 30 |
| Privately issued residential mortgage-backed securities | $1,090,112,000 | 21 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $138,160,000 | 36 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $124,775,000 | 75 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $182,920,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,049,981,000 | 54 |
| Mortgage-backed securities | $3,242,782,000 | 55 |
| Certificates of participation in pools of residential mortgages | $432,584,000 | 138 |
| Issued or guaranteed by U.S. | $432,584,000 | 135 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,810,198,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $1,720,086,000 | 31 |
| Privately issued | $1,090,112,000 | 18 |
| 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) | $13,661,000 | 1,218 |
| Available-for-sale securities (fair market value) | $4,527,079,000 | 50 |
| Total debt securities | $4,357,820,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $4,222,000 | 97 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $809,000 | 54 |
| 2002-12-31 | Rank | |
| Total securities | $4,495,167,000 | 54 |
| U.S. Government securities | $2,876,021,000 | 63 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $2,876,021,000 | 60 |
| Securities issued by states & political subdivisions | $88,000 | 6,662 |
| Other domestic debt securities | $1,426,509,000 | 28 |
| Privately issued residential mortgage-backed securities | $1,157,185,000 | 20 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $139,350,000 | 38 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $129,974,000 | 73 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $192,549,000 | 23 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,237,756,000 | 51 |
| Mortgage-backed securities | $3,119,320,000 | 54 |
| Certificates of participation in pools of residential mortgages | $502,302,000 | 121 |
| Issued or guaranteed by U.S. | $502,302,000 | 119 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,617,018,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $1,459,833,000 | 33 |
| Privately issued | $1,157,185,000 | 17 |
| 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) | $16,632,000 | 1,066 |
| Available-for-sale securities (fair market value) | $4,478,535,000 | 47 |
| Total debt securities | $4,302,618,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $4,865,000 | 102 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $1,643,000 | 51 |
| 2001-12-31 | Rank | |
| Total securities | $3,490,357,000 | 62 |
| U.S. Government securities | $2,188,222,000 | 75 |
| U.S. Treasury securities | $82,105,000 | 89 |
| U.S. Government agency obligations | $2,106,117,000 | 73 |
| Securities issued by states & political subdivisions | $35,398,000 | 410 |
| Other domestic debt securities | $1,055,363,000 | 37 |
| Privately issued residential mortgage-backed securities | $827,486,000 | 28 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $126,141,000 | 37 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $101,736,000 | 91 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $211,374,000 | 17 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,523,719,000 | 57 |
| Mortgage-backed securities | $2,093,892,000 | 69 |
| Certificates of participation in pools of residential mortgages | $477,443,000 | 119 |
| Issued or guaranteed by U.S. | $477,443,000 | 118 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,616,449,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $788,963,000 | 56 |
| Privately issued | $827,486,000 | 24 |
| 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) | $3,490,357,000 | 54 |
| Total debt securities | $3,278,983,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $5,227,000 | 99 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $103,000 | 49 |
| 2000-12-31 | Rank | |
| Total securities | $2,564,747,000 | 78 |
| U.S. Government securities | $1,696,014,000 | 80 |
| U.S. Treasury securities | $128,911,000 | 68 |
| U.S. Government agency obligations | $1,567,103,000 | 79 |
| Securities issued by states & political subdivisions | $36,041,000 | 394 |
| Other domestic debt securities | $742,498,000 | 42 |
| Privately issued residential mortgage-backed securities | $439,329,000 | 38 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $303,169,000 | 38 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $90,194,000 | 86 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,264,624,000 | 64 |
| Mortgage-backed securities | $1,522,131,000 | 79 |
| Certificates of participation in pools of residential mortgages | $809,436,000 | 81 |
| Issued or guaranteed by U.S. | $809,436,000 | 78 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $712,695,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $273,366,000 | 107 |
| Privately issued | $439,329,000 | 32 |
| 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) | $48,875,000 | 523 |
| Available-for-sale securities (fair market value) | $2,515,872,000 | 65 |
| Total debt securities | $2,474,553,000 | 79 |
| Structured notes | ||
| Amortized cost | $15,855,000 | 23 |
| Fair value | $15,514,000 | 23 |
| Trading account assets | $3,028,000 | 96 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $2,229,152,000 | 92 |
| U.S. Government securities | $1,588,331,000 | 93 |
| U.S. Treasury securities | $128,112,000 | 86 |
| U.S. Government agency obligations | $1,460,219,000 | 89 |
| Securities issued by states & political subdivisions | $28,892,000 | 513 |
| Other domestic debt securities | $548,264,000 | 58 |
| Privately issued residential mortgage-backed securities | $178,636,000 | 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 | $369,628,000 | 41 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $63,665,000 | 111 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,804,084,000 | 53 |
| Mortgage-backed securities | $1,452,666,000 | 86 |
| Certificates of participation in pools of residential mortgages | $709,625,000 | 90 |
| Issued or guaranteed by U.S. | $709,625,000 | 88 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $743,041,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $564,405,000 | 61 |
| Privately issued | $178,636,000 | 55 |
| 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) | $54,167,000 | 511 |
| Available-for-sale securities (fair market value) | $2,174,985,000 | 80 |
| Total debt securities | $2,165,487,000 | 93 |
| Structured notes | ||
| Amortized cost | $21,006,000 | 23 |
| Fair value | $20,902,000 | 22 |
| Trading account assets | $3,174,000 | 100 |
| Revaluation gains on off-balance sheet contracts | $2,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $2,033,540,000 | 90 |
| U.S. Government securities | $1,545,079,000 | 88 |
| U.S. Treasury securities | $151,777,000 | 98 |
| U.S. Government agency obligations | $1,393,302,000 | 87 |
| Securities issued by states & political subdivisions | $32,059,000 | 434 |
| Other domestic debt securities | $289,449,000 | 85 |
| Privately issued residential mortgage-backed securities | $123,418,000 | 84 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $166,031,000 | 56 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $166,953,000 | 30 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $680,643,000 | 96 |
| Mortgage-backed securities | $1,335,683,000 | 92 |
| Certificates of participation in pools of residential mortgages | $709,646,000 | 90 |
| Issued or guaranteed by U.S. | $709,646,000 | 89 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $626,037,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $502,619,000 | 70 |
| Privately issued | $123,418,000 | 69 |
| 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) | $85,910,000 | 328 |
| Available-for-sale securities (fair market value) | $1,947,630,000 | 80 |
| Total debt securities | $1,866,587,000 | 96 |
| Structured notes | ||
| Amortized cost | $6,881,000 | 103 |
| Fair value | $6,886,000 | 101 |
| Trading account assets | $59,000 | 184 |
| Revaluation gains on off-balance sheet contracts | $59,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $52,000 | 51 |
| 1997-12-31 | Rank | |
| Total securities | $1,732,648,000 | 97 |
| U.S. Government securities | $1,473,594,000 | 91 |
| U.S. Treasury securities | $276,766,000 | 84 |
| U.S. Government agency obligations | $1,196,828,000 | 96 |
| Securities issued by states & political subdivisions | $40,696,000 | 260 |
| Other domestic debt securities | $94,153,000 | 134 |
| 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 | $94,153,000 | 73 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $124,205,000 | 36 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $750,422,000 | 89 |
| Mortgage-backed securities | $886,230,000 | 112 |
| Certificates of participation in pools of residential mortgages | $701,237,000 | 91 |
| Issued or guaranteed by U.S. | $701,237,000 | 88 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $184,993,000 | 157 |
| CMOs issued by government agencies or sponsored agencies | $184,993,000 | 143 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $188,556,000 | 204 |
| Available-for-sale securities (fair market value) | $1,544,092,000 | 84 |
| Total debt securities | $1,608,443,000 | 104 |
| Structured notes | ||
| Amortized cost | $85,744,000 | 14 |
| Fair value | $85,950,000 | 14 |
| Trading account assets | $229,000 | 177 |
| Revaluation gains on off-balance sheet contracts | $229,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $215,000 | 47 |
| 1996-12-31 | Rank | |
| Total securities | $1,577,880,000 | 110 |
| U.S. Government securities | $1,427,136,000 | 95 |
| U.S. Treasury securities | $268,541,000 | 92 |
| U.S. Government agency obligations | $1,158,595,000 | 100 |
| Securities issued by states & political subdivisions | $44,062,000 | 229 |
| Other domestic debt securities | $21,773,000 | 344 |
| 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 | $21,773,000 | 197 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $84,909,000 | 45 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $611,458,000 | 110 |
| Mortgage-backed securities | $889,720,000 | 122 |
| Certificates of participation in pools of residential mortgages | $827,206,000 | 88 |
| Issued or guaranteed by U.S. | $827,206,000 | 81 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $62,514,000 | 353 |
| CMOs issued by government agencies or sponsored agencies | $62,514,000 | 322 |
| Privately issued | $0 | 1,788 |
| 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) | $256,860,000 | 175 |
| Available-for-sale securities (fair market value) | $1,321,020,000 | 87 |
| Total debt securities | $1,492,971,000 | 112 |
| Structured notes | ||
| Amortized cost | $38,461,000 | 35 |
| Fair value | $38,175,000 | 35 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $1,258,546,000 | 154 |
| U.S. Government securities | $1,123,421,000 | 138 |
| U.S. Treasury securities | $267,897,000 | 114 |
| U.S. Government agency obligations | $855,524,000 | 131 |
| Securities issued by states & political subdivisions | $49,589,000 | 209 |
| Other domestic debt securities | $45,243,000 | 252 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $45,243,000 | 140 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $40,293,000 | 94 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $506,788,000 | 135 |
| Mortgage-backed securities | $557,610,000 | 180 |
| Certificates of participation in pools of residential mortgages | $451,385,000 | 138 |
| Issued or guaranteed by U.S. | $451,385,000 | 128 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $106,225,000 | 264 |
| CMOs issued by government agencies or sponsored agencies | $106,225,000 | 234 |
| Privately issued | $0 | 2,213 |
| 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) | $272,191,000 | 177 |
| Available-for-sale securities (fair market value) | $986,355,000 | 127 |
| Total debt securities | $1,218,253,000 | 153 |
| Structured notes | ||
| Amortized cost | $8,809,000 | 346 |
| Fair value | $8,721,000 | 344 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $903,747,000 | 220 |
| U.S. Government securities | $770,645,000 | 199 |
| U.S. Treasury securities | $263,917,000 | 147 |
| U.S. Government agency obligations | $506,728,000 | 208 |
| Securities issued by states & political subdivisions | $47,242,000 | 221 |
| Other domestic debt securities | $53,262,000 | 250 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $53,262,000 | 134 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $32,598,000 | 96 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $275,793,000 | 203 |
| Mortgage-backed securities | $321,377,000 | 280 |
| Certificates of participation in pools of residential mortgages | $256,926,000 | 206 |
| Issued or guaranteed by U.S. | $256,926,000 | 200 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $64,451,000 | 387 |
| CMOs issued by government agencies or sponsored agencies | $64,451,000 | 356 |
| Privately issued | $0 | 2,507 |
| 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) | $535,354,000 | 207 |
| Available-for-sale securities (fair market value) | $368,393,000 | 189 |
| Total debt securities | $871,149,000 | 222 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $1,077,007,000 | 182 |
| U.S. Government securities | $933,692,000 | 172 |
| U.S. Treasury securities | $514,149,000 | 96 |
| U.S. Government agency obligations | $419,543,000 | 248 |
| Securities issued by states & political subdivisions | $56,056,000 | 182 |
| Other domestic debt securities | $44,804,000 | 314 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $44,804,000 | 191 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $42,455,000 | 84 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $302,679,000 | 187 |
| Mortgage-backed securities | $216,694,000 | 386 |
| Certificates of participation in pools of residential mortgages | $175,373,000 | 278 |
| Issued or guaranteed by U.S. | $175,373,000 | 258 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $41,321,000 | 607 |
| CMOs issued by government agencies or sponsored agencies | $41,321,000 | 558 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $1,034,552,000 | 189 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $519,832,000 | 316 |
| U.S. Government securities | $390,402,000 | 338 |
| U.S. Treasury securities | $213,461,000 | 184 |
| U.S. Government agency obligations | $176,941,000 | 449 |
| Securities issued by states & political subdivisions | $61,955,000 | 152 |
| Other domestic debt securities | $41,488,000 | 372 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $41,488,000 | 227 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $25,987,000 | 117 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $133,745,000 | 295 |
| Mortgage-backed securities | $65,671,000 | 912 |
| Certificates of participation in pools of residential mortgages | $62,671,000 | 623 |
| Issued or guaranteed by U.S. | $62,671,000 | 585 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $3,000,000 | 3,437 |
| CMOs issued by government agencies or sponsored agencies | $3,000,000 | 3,146 |
| Privately issued | $0 | 3,547 |
| 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) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $493,845,000 | 319 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |