Home > Bank of Tokyo-Mitsubishi UFJ Trust Company > Securities
Bank of Tokyo-Mitsubishi UFJ Trust Company, Securities
| 2011-09-30 | Rank | |
| Total securities | $222,000 | 7,184 |
| U.S. Government securities | $0 | 7,111 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $0 | 7,028 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $222,000 | 886 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $0 | 6,031 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $222,000 | 6,725 |
| Total debt securities | $0 | 7,229 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $4,597,000 | 6,610 |
| U.S. Government securities | $4,282,000 | 6,179 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $4,282,000 | 6,055 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $315,000 | 830 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,284,000 | 5,064 |
| Mortgage-backed securities | $4,282,000 | 4,309 |
| Certificates of participation in pools of residential mortgages | $4,282,000 | 3,693 |
| Issued or guaranteed by U.S. | $4,282,000 | 3,682 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $4,597,000 | 6,138 |
| Total debt securities | $4,282,000 | 6,627 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $329,219,000 | 434 |
| U.S. Government securities | $229,648,000 | 463 |
| U.S. Treasury securities | $197,711,000 | 42 |
| U.S. Government agency obligations | $31,937,000 | 2,580 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $99,128,000 | 167 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $99,128,000 | 40 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $443,000 | 788 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $217,240,000 | 283 |
| Mortgage-backed securities | $31,937,000 | 1,708 |
| Certificates of participation in pools of residential mortgages | $31,937,000 | 1,145 |
| Issued or guaranteed by U.S. | $31,937,000 | 1,139 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $329,219,000 | 382 |
| Total debt securities | $328,776,000 | 429 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $347,415,000 | 407 |
| U.S. Government securities | $247,347,000 | 413 |
| U.S. Treasury securities | $213,006,000 | 43 |
| U.S. Government agency obligations | $34,341,000 | 2,311 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $99,510,000 | 169 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $99,309,000 | 38 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $201,000 | 1,942 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $558,000 | 737 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $234,242,000 | 264 |
| Mortgage-backed securities | $34,341,000 | 1,569 |
| Certificates of participation in pools of residential mortgages | $34,341,000 | 1,034 |
| Issued or guaranteed by U.S. | $34,341,000 | 1,024 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $347,415,000 | 361 |
| Total debt securities | $346,857,000 | 404 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $350,506,000 | 380 |
| U.S. Government securities | $250,178,000 | 386 |
| U.S. Treasury securities | $213,068,000 | 39 |
| U.S. Government agency obligations | $37,110,000 | 2,143 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $99,809,000 | 165 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $99,609,000 | 37 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $200,000 | 1,970 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $519,000 | 806 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $236,187,000 | 248 |
| Mortgage-backed securities | $37,110,000 | 1,464 |
| Certificates of participation in pools of residential mortgages | $37,110,000 | 941 |
| Issued or guaranteed by U.S. | $37,110,000 | 933 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $350,506,000 | 339 |
| Total debt securities | $349,987,000 | 376 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $352,768,000 | 363 |
| U.S. Government securities | $231,717,000 | 413 |
| U.S. Treasury securities | $193,062,000 | 42 |
| U.S. Government agency obligations | $38,655,000 | 2,109 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $100,305,000 | 160 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $99,976,000 | 32 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $329,000 | 1,798 |
| Foreign debt securities | $20,143,000 | 33 |
| Equity securities | $603,000 | 776 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $238,174,000 | 252 |
| Mortgage-backed securities | $38,655,000 | 1,380 |
| Certificates of participation in pools of residential mortgages | $38,557,000 | 905 |
| Issued or guaranteed by U.S. | $38,557,000 | 898 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $98,000 | 3,541 |
| CMOs issued by government agencies or sponsored agencies | $98,000 | 3,223 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $352,768,000 | 320 |
| Total debt securities | $352,165,000 | 358 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $353,315,000 | 375 |
| U.S. Government securities | $233,968,000 | 416 |
| U.S. Treasury securities | $192,850,000 | 46 |
| U.S. Government agency obligations | $41,118,000 | 2,026 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $98,529,000 | 163 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $98,169,000 | 34 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $360,000 | 1,808 |
| Foreign debt securities | $20,332,000 | 31 |
| Equity securities | $486,000 | 871 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $239,984,000 | 258 |
| Mortgage-backed securities | $41,118,000 | 1,366 |
| Certificates of participation in pools of residential mortgages | $40,685,000 | 926 |
| Issued or guaranteed by U.S. | $40,685,000 | 919 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $433,000 | 3,235 |
| CMOs issued by government agencies or sponsored agencies | $433,000 | 2,900 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $353,315,000 | 332 |
| Total debt securities | $352,830,000 | 370 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $351,641,000 | 368 |
| U.S. Government securities | $214,156,000 | 437 |
| U.S. Treasury securities | $172,479,000 | 45 |
| U.S. Government agency obligations | $41,677,000 | 1,967 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $96,592,000 | 175 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $96,226,000 | 39 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $366,000 | 1,842 |
| Foreign debt securities | $40,618,000 | 27 |
| Equity securities | $275,000 | 1,000 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $242,036,000 | 268 |
| Mortgage-backed securities | $41,677,000 | 1,385 |
| Certificates of participation in pools of residential mortgages | $40,974,000 | 945 |
| Issued or guaranteed by U.S. | $40,974,000 | 937 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $703,000 | 3,065 |
| CMOs issued by government agencies or sponsored agencies | $703,000 | 2,715 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $351,641,000 | 327 |
| Total debt securities | $351,367,000 | 363 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $368,968,000 | 354 |
| U.S. Government securities | $217,752,000 | 412 |
| U.S. Treasury securities | $172,785,000 | 37 |
| U.S. Government agency obligations | $44,967,000 | 1,832 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $109,830,000 | 174 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $95,008,000 | 40 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $14,822,000 | 274 |
| Foreign debt securities | $40,964,000 | 24 |
| Equity securities | $422,000 | 976 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $245,498,000 | 257 |
| Mortgage-backed securities | $44,967,000 | 1,327 |
| Certificates of participation in pools of residential mortgages | $44,022,000 | 915 |
| Issued or guaranteed by U.S. | $44,022,000 | 906 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $945,000 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $945,000 | 2,561 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $368,968,000 | 310 |
| Total debt securities | $368,545,000 | 342 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $367,437,000 | 371 |
| U.S. Government securities | $221,159,000 | 402 |
| U.S. Treasury securities | $173,035,000 | 33 |
| U.S. Government agency obligations | $48,124,000 | 1,681 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $105,326,000 | 188 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $92,574,000 | 43 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $12,752,000 | 328 |
| Foreign debt securities | $40,952,000 | 24 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $248,609,000 | 257 |
| Mortgage-backed securities | $48,124,000 | 1,259 |
| Certificates of participation in pools of residential mortgages | $46,850,000 | 887 |
| Issued or guaranteed by U.S. | $46,850,000 | 877 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,274,000 | 2,746 |
| CMOs issued by government agencies or sponsored agencies | $1,274,000 | 2,382 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $367,437,000 | 321 |
| Total debt securities | $367,436,000 | 360 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $368,029,000 | 364 |
| U.S. Government securities | $225,962,000 | 401 |
| U.S. Treasury securities | $173,485,000 | 30 |
| U.S. Government agency obligations | $52,477,000 | 1,580 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $100,827,000 | 192 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $93,892,000 | 47 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,935,000 | 528 |
| Foreign debt securities | $41,240,000 | 22 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $254,132,000 | 256 |
| Mortgage-backed securities | $52,477,000 | 1,177 |
| Certificates of participation in pools of residential mortgages | $50,774,000 | 849 |
| Issued or guaranteed by U.S. | $50,774,000 | 840 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,703,000 | 2,609 |
| CMOs issued by government agencies or sponsored agencies | $1,703,000 | 2,240 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $368,029,000 | 310 |
| Total debt securities | $368,030,000 | 356 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $366,743,000 | 361 |
| U.S. Government securities | $227,167,000 | 390 |
| U.S. Treasury securities | $128,822,000 | 32 |
| U.S. Government agency obligations | $98,345,000 | 842 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $98,218,000 | 195 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $93,972,000 | 47 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,246,000 | 725 |
| Foreign debt securities | $41,358,000 | 17 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $256,652,000 | 265 |
| Mortgage-backed securities | $53,103,000 | 1,128 |
| Certificates of participation in pools of residential mortgages | $51,171,000 | 814 |
| Issued or guaranteed by U.S. | $51,171,000 | 805 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,932,000 | 2,459 |
| CMOs issued by government agencies or sponsored agencies | $1,932,000 | 2,140 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $366,743,000 | 308 |
| Total debt securities | $366,742,000 | 351 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $414,447,000 | 308 |
| U.S. Government securities | $227,824,000 | 382 |
| U.S. Treasury securities | $129,540,000 | 28 |
| U.S. Government agency obligations | $98,284,000 | 814 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $145,482,000 | 153 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $136,565,000 | 38 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,917,000 | 414 |
| Foreign debt securities | $41,141,000 | 17 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $255,621,000 | 259 |
| Mortgage-backed securities | $53,323,000 | 1,082 |
| Certificates of participation in pools of residential mortgages | $51,250,000 | 779 |
| Issued or guaranteed by U.S. | $51,250,000 | 769 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,073,000 | 2,324 |
| CMOs issued by government agencies or sponsored agencies | $2,073,000 | 1,988 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $414,447,000 | 260 |
| Total debt securities | $414,446,000 | 302 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $509,836,000 | 260 |
| U.S. Government securities | $301,307,000 | 292 |
| U.S. Treasury securities | $182,183,000 | 25 |
| U.S. Government agency obligations | $119,124,000 | 684 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $167,779,000 | 149 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $167,779,000 | 34 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $40,750,000 | 18 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $392,651,000 | 165 |
| Mortgage-backed securities | $74,013,000 | 793 |
| Certificates of participation in pools of residential mortgages | $71,541,000 | 555 |
| Issued or guaranteed by U.S. | $71,541,000 | 548 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,472,000 | 2,215 |
| CMOs issued by government agencies or sponsored agencies | $2,472,000 | 1,882 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $509,836,000 | 222 |
| Total debt securities | $509,837,000 | 255 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $843,260,000 | 183 |
| U.S. Government securities | $628,872,000 | 166 |
| U.S. Treasury securities | $501,517,000 | 10 |
| U.S. Government agency obligations | $127,355,000 | 634 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $172,838,000 | 151 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $172,838,000 | 38 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $41,550,000 | 19 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $585,162,000 | 126 |
| Mortgage-backed securities | $81,973,000 | 706 |
| Certificates of participation in pools of residential mortgages | $76,245,000 | 510 |
| Issued or guaranteed by U.S. | $76,245,000 | 503 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $5,728,000 | 1,602 |
| CMOs issued by government agencies or sponsored agencies | $5,728,000 | 1,318 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $843,260,000 | 161 |
| Total debt securities | $843,259,000 | 174 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $904,090,000 | 172 |
| U.S. Government securities | $622,508,000 | 166 |
| U.S. Treasury securities | $489,825,000 | 12 |
| U.S. Government agency obligations | $132,683,000 | 615 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $241,091,000 | 120 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $241,091,000 | 33 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $40,491,000 | 21 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $596,889,000 | 120 |
| Mortgage-backed securities | $85,912,000 | 628 |
| Certificates of participation in pools of residential mortgages | $78,213,000 | 467 |
| Issued or guaranteed by U.S. | $78,213,000 | 461 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $7,699,000 | 1,326 |
| CMOs issued by government agencies or sponsored agencies | $7,699,000 | 1,084 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $904,090,000 | 149 |
| Total debt securities | $904,092,000 | 168 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $899,494,000 | 176 |
| U.S. Government securities | $615,187,000 | 171 |
| U.S. Treasury securities | $482,710,000 | 13 |
| U.S. Government agency obligations | $132,477,000 | 617 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $244,611,000 | 121 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $244,611,000 | 32 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $39,696,000 | 19 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $548,795,000 | 130 |
| Mortgage-backed securities | $88,325,000 | 593 |
| Certificates of participation in pools of residential mortgages | $78,490,000 | 439 |
| Issued or guaranteed by U.S. | $78,490,000 | 434 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $9,835,000 | 1,118 |
| CMOs issued by government agencies or sponsored agencies | $9,835,000 | 891 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $899,494,000 | 147 |
| Total debt securities | $899,493,000 | 169 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $887,016,000 | 177 |
| U.S. Government securities | $594,070,000 | 182 |
| U.S. Treasury securities | $473,899,000 | 13 |
| U.S. Government agency obligations | $120,171,000 | 692 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $254,138,000 | 119 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $254,138,000 | 27 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $38,808,000 | 21 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $564,218,000 | 134 |
| Mortgage-backed securities | $66,887,000 | 727 |
| Certificates of participation in pools of residential mortgages | $55,019,000 | 599 |
| Issued or guaranteed by U.S. | $55,019,000 | 588 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $11,868,000 | 958 |
| CMOs issued by government agencies or sponsored agencies | $11,868,000 | 755 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $887,016,000 | 149 |
| Total debt securities | $887,017,000 | 175 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $905,748,000 | 175 |
| U.S. Government securities | $612,353,000 | 181 |
| U.S. Treasury securities | $454,161,000 | 16 |
| U.S. Government agency obligations | $158,192,000 | 547 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $254,204,000 | 116 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $254,204,000 | 28 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $39,181,000 | 22 |
| Equity securities | $10,000 | 1,789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $614,251,000 | 122 |
| Mortgage-backed securities | $113,078,000 | 493 |
| Certificates of participation in pools of residential mortgages | $98,271,000 | 378 |
| Issued or guaranteed by U.S. | $98,271,000 | 372 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $14,807,000 | 835 |
| CMOs issued by government agencies or sponsored agencies | $14,807,000 | 653 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $905,748,000 | 148 |
| Total debt securities | $905,737,000 | 174 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $920,209,000 | 179 |
| U.S. Government securities | $627,032,000 | 182 |
| U.S. Treasury securities | $451,256,000 | 16 |
| U.S. Government agency obligations | $175,776,000 | 505 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $254,209,000 | 117 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $254,209,000 | 27 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $38,941,000 | 23 |
| Equity securities | $27,000 | 1,790 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $305,886,000 | 225 |
| Mortgage-backed securities | $119,370,000 | 482 |
| Certificates of participation in pools of residential mortgages | $102,168,000 | 373 |
| Issued or guaranteed by U.S. | $102,168,000 | 366 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $17,202,000 | 762 |
| CMOs issued by government agencies or sponsored agencies | $17,202,000 | 606 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $920,209,000 | 153 |
| Total debt securities | $920,182,000 | 175 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $905,204,000 | 185 |
| U.S. Government securities | $611,969,000 | 189 |
| U.S. Treasury securities | $420,881,000 | 17 |
| U.S. Government agency obligations | $191,088,000 | 472 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $254,230,000 | 119 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $254,230,000 | 29 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $38,978,000 | 25 |
| Equity securities | $27,000 | 1,822 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $459,939,000 | 159 |
| Mortgage-backed securities | $124,509,000 | 478 |
| Certificates of participation in pools of residential mortgages | $104,869,000 | 376 |
| Issued or guaranteed by U.S. | $104,869,000 | 370 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $19,640,000 | 693 |
| CMOs issued by government agencies or sponsored agencies | $19,640,000 | 551 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $905,204,000 | 159 |
| Total debt securities | $905,177,000 | 184 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $1,522,144,000 | 135 |
| U.S. Government securities | $1,229,953,000 | 119 |
| U.S. Treasury securities | $414,850,000 | 18 |
| U.S. Government agency obligations | $815,103,000 | 161 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $254,039,000 | 116 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $254,039,000 | 29 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $38,125,000 | 22 |
| Equity securities | $27,000 | 1,855 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,123,927,000 | 92 |
| Mortgage-backed securities | $81,491,000 | 648 |
| Certificates of participation in pools of residential mortgages | $59,482,000 | 591 |
| Issued or guaranteed by U.S. | $59,482,000 | 584 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $22,009,000 | 641 |
| CMOs issued by government agencies or sponsored agencies | $22,009,000 | 503 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $1,522,144,000 | 116 |
| Total debt securities | $1,522,115,000 | 130 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $1,302,108,000 | 150 |
| U.S. Government securities | $1,010,479,000 | 135 |
| U.S. Treasury securities | $416,120,000 | 21 |
| U.S. Government agency obligations | $594,359,000 | 194 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $253,129,000 | 118 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $204,015,000 | 29 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $49,114,000 | 134 |
| Foreign debt securities | $38,473,000 | 19 |
| Equity securities | $27,000 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $901,300,000 | 100 |
| Mortgage-backed securities | $57,546,000 | 845 |
| Certificates of participation in pools of residential mortgages | $32,822,000 | 934 |
| Issued or guaranteed by U.S. | $32,822,000 | 926 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $24,724,000 | 598 |
| CMOs issued by government agencies or sponsored agencies | $24,724,000 | 477 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $1,302,108,000 | 130 |
| Total debt securities | $1,302,080,000 | 144 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $1,442,375,000 | 138 |
| U.S. Government securities | $1,169,299,000 | 125 |
| U.S. Treasury securities | $419,653,000 | 22 |
| U.S. Government agency obligations | $749,646,000 | 174 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $233,850,000 | 123 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $203,957,000 | 30 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,893,000 | 197 |
| Foreign debt securities | $39,073,000 | 20 |
| Equity securities | $153,000 | 1,693 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,053,937,000 | 94 |
| Mortgage-backed securities | $62,166,000 | 803 |
| Certificates of participation in pools of residential mortgages | $34,597,000 | 919 |
| Issued or guaranteed by U.S. | $34,597,000 | 913 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $27,569,000 | 566 |
| CMOs issued by government agencies or sponsored agencies | $27,569,000 | 449 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $1,442,375,000 | 121 |
| Total debt securities | $1,442,222,000 | 136 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $1,351,620,000 | 147 |
| U.S. Government securities | $1,167,764,000 | 125 |
| U.S. Treasury securities | $547,285,000 | 15 |
| U.S. Government agency obligations | $620,479,000 | 195 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $144,341,000 | 171 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $104,009,000 | 37 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,332,000 | 165 |
| Foreign debt securities | $39,425,000 | 22 |
| Equity securities | $90,000 | 1,786 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,055,199,000 | 90 |
| Mortgage-backed securities | $68,962,000 | 738 |
| Certificates of participation in pools of residential mortgages | $38,375,000 | 866 |
| Issued or guaranteed by U.S. | $38,375,000 | 861 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $30,587,000 | 525 |
| CMOs issued by government agencies or sponsored agencies | $30,587,000 | 422 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $1,351,620,000 | 129 |
| Total debt securities | $1,351,529,000 | 145 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $1,384,605,000 | 151 |
| U.S. Government securities | $1,284,768,000 | 122 |
| U.S. Treasury securities | $426,514,000 | 20 |
| U.S. Government agency obligations | $858,254,000 | 164 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $99,634,000 | 209 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $60,009,000 | 45 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $39,625,000 | 168 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $203,000 | 1,671 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,169,763,000 | 86 |
| Mortgage-backed securities | $72,484,000 | 728 |
| Certificates of participation in pools of residential mortgages | $38,758,000 | 870 |
| Issued or guaranteed by U.S. | $38,758,000 | 863 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $33,726,000 | 503 |
| CMOs issued by government agencies or sponsored agencies | $33,726,000 | 403 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $1,384,605,000 | 131 |
| Total debt securities | $1,384,402,000 | 150 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $1,248,877,000 | 162 |
| U.S. Government securities | $1,172,398,000 | 135 |
| U.S. Treasury securities | $377,042,000 | 24 |
| U.S. Government agency obligations | $795,356,000 | 168 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $76,278,000 | 228 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $76,278,000 | 101 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $201,000 | 1,706 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,073,327,000 | 97 |
| Mortgage-backed securities | $78,091,000 | 710 |
| Certificates of participation in pools of residential mortgages | $41,951,000 | 836 |
| Issued or guaranteed by U.S. | $41,951,000 | 830 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $36,140,000 | 493 |
| CMOs issued by government agencies or sponsored agencies | $36,140,000 | 398 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $1,248,877,000 | 141 |
| Total debt securities | $1,248,676,000 | 159 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $2,636,450,000 | 101 |
| U.S. Government securities | $2,586,216,000 | 78 |
| U.S. Treasury securities | $394,613,000 | 23 |
| U.S. Government agency obligations | $2,191,603,000 | 84 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $49,905,000 | 296 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $49,905,000 | 138 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $329,000 | 1,607 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,535,528,000 | 54 |
| Mortgage-backed securities | $84,208,000 | 689 |
| Certificates of participation in pools of residential mortgages | $45,816,000 | 803 |
| Issued or guaranteed by U.S. | $45,816,000 | 798 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $38,392,000 | 487 |
| CMOs issued by government agencies or sponsored agencies | $38,392,000 | 391 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $2,636,450,000 | 84 |
| Total debt securities | $2,636,121,000 | 100 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $1,966,854,000 | 123 |
| U.S. Government securities | $1,865,127,000 | 95 |
| U.S. Treasury securities | $144,538,000 | 48 |
| U.S. Government agency obligations | $1,720,589,000 | 98 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $101,685,000 | 205 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $101,685,000 | 82 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $42,000 | 2,013 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,813,542,000 | 66 |
| Mortgage-backed securities | $88,308,000 | 679 |
| Certificates of participation in pools of residential mortgages | $48,944,000 | 758 |
| Issued or guaranteed by U.S. | $48,944,000 | 754 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $39,364,000 | 475 |
| CMOs issued by government agencies or sponsored agencies | $39,364,000 | 385 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $1,966,854,000 | 107 |
| Total debt securities | $1,966,812,000 | 123 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $2,485,063,000 | 103 |
| U.S. Government securities | $2,386,697,000 | 84 |
| U.S. Treasury securities | $142,335,000 | 54 |
| U.S. Government agency obligations | $2,244,362,000 | 82 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $98,297,000 | 207 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $98,297,000 | 86 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $69,000 | 2,003 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,368,993,000 | 56 |
| Mortgage-backed securities | $91,604,000 | 661 |
| Certificates of participation in pools of residential mortgages | $51,936,000 | 732 |
| Issued or guaranteed by U.S. | $51,936,000 | 728 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $39,668,000 | 478 |
| CMOs issued by government agencies or sponsored agencies | $39,668,000 | 393 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $2,485,063,000 | 90 |
| Total debt securities | $2,484,994,000 | 101 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $2,437,145,000 | 105 |
| U.S. Government securities | $2,339,901,000 | 82 |
| U.S. Treasury securities | $646,193,000 | 14 |
| U.S. Government agency obligations | $1,693,708,000 | 97 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $97,171,000 | 213 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $97,171,000 | 90 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $73,000 | 2,020 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,326,393,000 | 53 |
| Mortgage-backed securities | $102,811,000 | 630 |
| Certificates of participation in pools of residential mortgages | $61,882,000 | 649 |
| Issued or guaranteed by U.S. | $61,882,000 | 643 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $40,929,000 | 488 |
| CMOs issued by government agencies or sponsored agencies | $40,929,000 | 397 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $2,437,145,000 | 88 |
| Total debt securities | $2,437,072,000 | 103 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $1,593,711,000 | 134 |
| U.S. Government securities | $1,503,246,000 | 115 |
| U.S. Treasury securities | $773,312,000 | 12 |
| U.S. Government agency obligations | $729,934,000 | 179 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $90,465,000 | 194 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $90,465,000 | 105 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,476,835,000 | 78 |
| Mortgage-backed securities | $142,281,000 | 503 |
| Certificates of participation in pools of residential mortgages | $132,319,000 | 376 |
| Issued or guaranteed by U.S. | $132,319,000 | 372 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $9,962,000 | 1,137 |
| CMOs issued by government agencies or sponsored agencies | $9,962,000 | 1,056 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $1,593,711,000 | 121 |
| Total debt securities | $1,593,711,000 | 134 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $2,948,916,000 | 84 |
| U.S. Government securities | $2,861,216,000 | 68 |
| U.S. Treasury securities | $201,582,000 | 39 |
| U.S. Government agency obligations | $2,659,634,000 | 71 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $87,698,000 | 198 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $87,698,000 | 110 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $2,000 | 2,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,785,991,000 | 46 |
| Mortgage-backed securities | $143,027,000 | 493 |
| Certificates of participation in pools of residential mortgages | $143,004,000 | 344 |
| Issued or guaranteed by U.S. | $143,004,000 | 339 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $23,000 | 3,997 |
| CMOs issued by government agencies or sponsored agencies | $23,000 | 3,799 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $2,948,916,000 | 72 |
| Total debt securities | $2,948,914,000 | 81 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $1,967,609,000 | 120 |
| U.S. Government securities | $1,879,380,000 | 100 |
| U.S. Treasury securities | $116,864,000 | 59 |
| U.S. Government agency obligations | $1,762,516,000 | 97 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $84,534,000 | 209 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $84,534,000 | 113 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $3,695,000 | 822 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,507,000 | 647 |
| Mortgage-backed securities | $335,320,000 | 273 |
| Certificates of participation in pools of residential mortgages | $335,285,000 | 173 |
| Issued or guaranteed by U.S. | $335,285,000 | 170 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $35,000 | 4,140 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 3,942 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $1,967,609,000 | 108 |
| Total debt securities | $1,963,914,000 | 120 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $510,313,000 | 308 |
| U.S. Government securities | $424,240,000 | 283 |
| U.S. Treasury securities | $41,455,000 | 140 |
| U.S. Government agency obligations | $382,785,000 | 300 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $80,996,000 | 214 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $80,996,000 | 120 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $5,077,000 | 683 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,953,000 | 534 |
| Mortgage-backed securities | $381,289,000 | 242 |
| Certificates of participation in pools of residential mortgages | $381,243,000 | 153 |
| Issued or guaranteed by U.S. | $381,243,000 | 150 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $46,000 | 4,184 |
| CMOs issued by government agencies or sponsored agencies | $46,000 | 3,992 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $510,313,000 | 265 |
| Total debt securities | $505,236,000 | 304 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $723,000 | 138 |
| Revaluation gains on off-balance sheet contracts | $723,000 | 55 |
| Revaluation losses on off-balance sheet contracts | $2,328,000 | 46 |
| 2002-12-31 | Rank | |
| Total securities | $360,694,000 | 384 |
| U.S. Government securities | $286,527,000 | 376 |
| U.S. Treasury securities | $31,365,000 | 189 |
| U.S. Government agency obligations | $255,162,000 | 395 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $74,165,000 | 230 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $74,165,000 | 129 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,000 | 2,368 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,082,000 | 514 |
| Mortgage-backed securities | $253,666,000 | 318 |
| Certificates of participation in pools of residential mortgages | $253,607,000 | 203 |
| Issued or guaranteed by U.S. | $253,607,000 | 195 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $59,000 | 4,206 |
| CMOs issued by government agencies or sponsored agencies | $59,000 | 4,020 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $360,694,000 | 328 |
| Total debt securities | $360,692,000 | 371 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $758,000 | 134 |
| Revaluation gains on off-balance sheet contracts | $758,000 | 52 |
| Revaluation losses on off-balance sheet contracts | $2,633,000 | 48 |
| 2001-12-31 | Rank | |
| Total securities | $386,463,000 | 334 |
| U.S. Government securities | $374,277,000 | 270 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $374,277,000 | 253 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $12,186,000 | 839 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,186,000 | 629 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,990,000 | 557 |
| Mortgage-backed securities | $247,463,000 | 288 |
| Certificates of participation in pools of residential mortgages | $246,468,000 | 190 |
| Issued or guaranteed by U.S. | $246,468,000 | 187 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $995,000 | 3,317 |
| CMOs issued by government agencies or sponsored agencies | $995,000 | 3,150 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $386,463,000 | 295 |
| Total debt securities | $386,463,000 | 326 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $997,000 | 140 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $191,908,000 | 603 |
| U.S. Government securities | $191,908,000 | 462 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $191,908,000 | 437 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,495,000 | 536 |
| Mortgage-backed securities | $33,970,000 | 1,036 |
| Certificates of participation in pools of residential mortgages | $30,019,000 | 801 |
| Issued or guaranteed by U.S. | $30,019,000 | 793 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $3,951,000 | 1,698 |
| CMOs issued by government agencies or sponsored agencies | $3,951,000 | 1,567 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $191,908,000 | 489 |
| Total debt securities | $191,908,000 | 582 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $863,000 | 53 |
| 1999-12-31 | Rank | |
| Total securities | $368,675,000 | 375 |
| U.S. Government securities | $319,307,000 | 329 |
| U.S. Treasury securities | $7,186,000 | 1,142 |
| U.S. Government agency obligations | $312,121,000 | 305 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $19,000,000 | 574 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,000,000 | 445 |
| Foreign debt securities | $30,368,000 | 24 |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,325,000 | 542 |
| Mortgage-backed securities | $35,064,000 | 1,096 |
| Certificates of participation in pools of residential mortgages | $29,438,000 | 878 |
| Issued or guaranteed by U.S. | $29,438,000 | 865 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $5,626,000 | 1,510 |
| CMOs issued by government agencies or sponsored agencies | $5,626,000 | 1,388 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $368,675,000 | 301 |
| Total debt securities | $368,675,000 | 367 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $393,513,000 | 351 |
| U.S. Government securities | $308,262,000 | 357 |
| U.S. Treasury securities | $10,856,000 | 1,191 |
| U.S. Government agency obligations | $297,406,000 | 326 |
| Securities issued by states & political subdivisions | $13,699,000 | 1,221 |
| Other domestic debt securities | $19,344,000 | 509 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,344,000 | 375 |
| Foreign debt securities | $52,208,000 | 21 |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,014,000 | 442 |
| Mortgage-backed securities | $11,289,000 | 2,506 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $11,289,000 | 1,087 |
| CMOs issued by government agencies or sponsored agencies | $11,289,000 | 996 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $393,513,000 | 285 |
| Total debt securities | $393,513,000 | 342 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $503,301,000 | 285 |
| U.S. Government securities | $321,676,000 | 361 |
| U.S. Treasury securities | $32,374,000 | 577 |
| U.S. Government agency obligations | $289,302,000 | 335 |
| Securities issued by states & political subdivisions | $37,783,000 | 296 |
| Other domestic debt securities | $40,006,000 | 239 |
| 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 | $40,006,000 | 147 |
| Foreign debt securities | $103,836,000 | 20 |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $269,867,000 | 180 |
| Mortgage-backed securities | $85,950,000 | 604 |
| Certificates of participation in pools of residential mortgages | $14,251,000 | 1,542 |
| Issued or guaranteed by U.S. | $14,251,000 | 1,531 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $71,699,000 | 302 |
| CMOs issued by government agencies or sponsored agencies | $71,699,000 | 280 |
| 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) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $503,301,000 | 225 |
| Total debt securities | $503,301,000 | 275 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $530,329,000 | 290 |
| U.S. Government securities | $320,196,000 | 378 |
| U.S. Treasury securities | $42,821,000 | 547 |
| U.S. Government agency obligations | $277,375,000 | 353 |
| Securities issued by states & political subdivisions | $44,259,000 | 227 |
| Other domestic debt securities | $55,073,000 | 197 |
| 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 | $55,073,000 | 104 |
| Foreign debt securities | $110,801,000 | 19 |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $240,028,000 | 216 |
| Mortgage-backed securities | $107,687,000 | 555 |
| Certificates of participation in pools of residential mortgages | $21,712,000 | 1,252 |
| Issued or guaranteed by U.S. | $21,712,000 | 1,235 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $85,975,000 | 278 |
| CMOs issued by government agencies or sponsored agencies | $85,975,000 | 251 |
| 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) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $530,329,000 | 212 |
| Total debt securities | $530,329,000 | 288 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| 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 | $818,926,000 | 222 |
| U.S. Government securities | $533,433,000 | 261 |
| U.S. Treasury securities | $61,350,000 | 448 |
| U.S. Government agency obligations | $472,083,000 | 216 |
| Securities issued by states & political subdivisions | $58,038,000 | 168 |
| Other domestic debt securities | $78,599,000 | 179 |
| 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 | $78,599,000 | 88 |
| Foreign debt securities | $148,856,000 | 17 |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $314,636,000 | 191 |
| Mortgage-backed securities | $198,086,000 | 386 |
| Certificates of participation in pools of residential mortgages | $35,447,000 | 889 |
| Issued or guaranteed by U.S. | $35,447,000 | 868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $162,639,000 | 206 |
| CMOs issued by government agencies or sponsored agencies | $162,639,000 | 183 |
| 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) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $818,926,000 | 157 |
| Total debt securities | $818,926,000 | 220 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| 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 | $558,727,000 | 310 |
| U.S. Government securities | $318,523,000 | 407 |
| U.S. Treasury securities | $49,192,000 | 711 |
| U.S. Government agency obligations | $269,331,000 | 359 |
| Securities issued by states & political subdivisions | $62,015,000 | 167 |
| Other domestic debt securities | $40,263,000 | 287 |
| 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 | $40,263,000 | 165 |
| Foreign debt securities | $137,926,000 | 12 |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $148,231,000 | 328 |
| Mortgage-backed securities | $222,862,000 | 365 |
| Certificates of participation in pools of residential mortgages | $47,386,000 | 733 |
| Issued or guaranteed by U.S. | $47,386,000 | 718 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $175,476,000 | 208 |
| CMOs issued by government agencies or sponsored agencies | $175,476,000 | 192 |
| 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) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $558,727,000 | 125 |
| Total debt securities | $558,727,000 | 307 |
| 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 | $489,288,000 | 352 |
| U.S. Government securities | $259,729,000 | 489 |
| U.S. Treasury securities | $57,874,000 | 647 |
| U.S. Government agency obligations | $201,855,000 | 429 |
| Securities issued by states & political subdivisions | $71,261,000 | 140 |
| Other domestic debt securities | $10,000,000 | 871 |
| 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 | $10,000,000 | 620 |
| Foreign debt securities | $146,930,000 | 13 |
| Equity securities | $1,368,000 | 1,772 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $134,520,000 | 328 |
| Mortgage-backed securities | $117,304,000 | 587 |
| Certificates of participation in pools of residential mortgages | $53,421,000 | 691 |
| Issued or guaranteed by U.S. | $53,421,000 | 659 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $63,883,000 | 427 |
| CMOs issued by government agencies or sponsored agencies | $63,883,000 | 402 |
| 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 | $487,920,000 | 343 |
| 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 | $624,178,000 | 280 |
| U.S. Government securities | $313,966,000 | 399 |
| U.S. Treasury securities | $59,012,000 | 635 |
| U.S. Government agency obligations | $254,954,000 | 339 |
| Securities issued by states & political subdivisions | $104,406,000 | 89 |
| Other domestic debt securities | $45,698,000 | 341 |
| 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 | $45,698,000 | 207 |
| Foreign debt securities | $155,666,000 | 14 |
| Equity securities | $4,442,000 | 702 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $131,635,000 | 301 |
| Mortgage-backed securities | $152,312,000 | 472 |
| Certificates of participation in pools of residential mortgages | $67,895,000 | 587 |
| Issued or guaranteed by U.S. | $67,895,000 | 553 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $84,417,000 | 335 |
| CMOs issued by government agencies or sponsored agencies | $84,417,000 | 307 |
| 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 | $618,306,000 | 274 |
| 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 |