Home > Citibank (South Dakota), N.A. > Securities
Citibank (South Dakota), N.A., Securities
| 2011-06-30 | Rank | |
| Total securities | $513,147,000 | 292 |
| U.S. Government securities | $111,000 | 7,113 |
| U.S. Treasury securities | $111,000 | 1,174 |
| U.S. Government agency obligations | $0 | 7,103 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $9,763,000 | 710 |
| Privately issued residential mortgage-backed securities | $9,763,000 | 342 |
| 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 | $53,792,000 | 31 |
| Equity securities | $449,481,000 | 8 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,903,000 | 993 |
| Mortgage-backed securities | $9,763,000 | 3,367 |
| Certificates of participation in pools of residential mortgages | $9,763,000 | 2,663 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $9,763,000 | 29 |
| 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) | $9,628,000 | 1,036 |
| Available-for-sale securities (fair market value) | $503,519,000 | 260 |
| Total debt securities | $63,665,000 | 2,054 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $1,681,633,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $1,681,633,000 | 10 |
| Revaluation losses on off-balance sheet contracts | $979,613,000 | 12 |
| 2011-03-31 | Rank | |
| Total securities | $66,514,000 | 1,994 |
| U.S. Government securities | $111,000 | 7,159 |
| U.S. Treasury securities | $111,000 | 1,221 |
| U.S. Government agency obligations | $0 | 7,165 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $9,966,000 | 727 |
| Privately issued residential mortgage-backed securities | $9,966,000 | 358 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $53,781,000 | 32 |
| Equity securities | $2,656,000 | 370 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,891,000 | 983 |
| Mortgage-backed securities | $9,966,000 | 3,262 |
| Certificates of participation in pools of residential mortgages | $9,966,000 | 2,569 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $9,966,000 | 30 |
| 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) | $9,716,000 | 1,046 |
| Available-for-sale securities (fair market value) | $56,798,000 | 2,059 |
| Total debt securities | $63,858,000 | 2,056 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $2,562,719,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $2,562,719,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $944,544,000 | 13 |
| 2010-12-31 | Rank | |
| Total securities | $66,430,000 | 1,927 |
| U.S. Government securities | $111,000 | 7,209 |
| U.S. Treasury securities | $111,000 | 1,225 |
| U.S. Government agency obligations | $0 | 7,211 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $10,010,000 | 754 |
| Privately issued residential mortgage-backed securities | $10,010,000 | 378 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $53,770,000 | 31 |
| Equity securities | $2,539,000 | 378 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,880,000 | 960 |
| Mortgage-backed securities | $10,010,000 | 3,153 |
| Certificates of participation in pools of residential mortgages | $10,010,000 | 2,456 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $10,010,000 | 32 |
| 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) | $9,759,000 | 1,035 |
| Available-for-sale securities (fair market value) | $56,671,000 | 1,980 |
| Total debt securities | $63,891,000 | 1,960 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $2,491,292,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $2,491,292,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $1,054,382,000 | 12 |
| 2010-09-30 | Rank | |
| Total securities | $66,754,000 | 1,855 |
| U.S. Government securities | $111,000 | 7,285 |
| U.S. Treasury securities | $111,000 | 1,132 |
| U.S. Government agency obligations | $0 | 7,288 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $10,205,000 | 760 |
| Privately issued residential mortgage-backed securities | $10,205,000 | 393 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $53,759,000 | 29 |
| Equity securities | $2,679,000 | 398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,869,000 | 954 |
| Mortgage-backed securities | $10,205,000 | 3,127 |
| Certificates of participation in pools of residential mortgages | $10,205,000 | 2,374 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $10,205,000 | 35 |
| 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) | $9,844,000 | 1,046 |
| Available-for-sale securities (fair market value) | $56,910,000 | 1,918 |
| Total debt securities | $64,075,000 | 1,914 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $2,992,249,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $2,992,249,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $1,371,309,000 | 11 |
| 2010-06-30 | Rank | |
| Total securities | $66,657,000 | 1,852 |
| U.S. Government securities | $111,000 | 7,370 |
| U.S. Treasury securities | $111,000 | 1,074 |
| U.S. Government agency obligations | $0 | 7,387 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $10,246,000 | 771 |
| Privately issued residential mortgage-backed securities | $10,246,000 | 425 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $53,747,000 | 27 |
| Equity securities | $2,553,000 | 423 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,858,000 | 982 |
| Mortgage-backed securities | $10,246,000 | 3,123 |
| Certificates of participation in pools of residential mortgages | $10,246,000 | 2,398 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $10,246,000 | 34 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| 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) | $9,886,000 | 1,088 |
| Available-for-sale securities (fair market value) | $56,771,000 | 1,913 |
| Total debt securities | $64,104,000 | 1,905 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $2,252,402,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $2,252,402,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $1,163,889,000 | 12 |
| 2010-03-31 | Rank | |
| Total securities | $64,274,000 | 1,956 |
| U.S. Government securities | $110,000 | 7,481 |
| U.S. Treasury securities | $110,000 | 1,084 |
| U.S. Government agency obligations | $0 | 7,484 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $10,426,000 | 777 |
| Privately issued residential mortgage-backed securities | $10,426,000 | 448 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $53,738,000 | 22 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,848,000 | 999 |
| Mortgage-backed securities | $10,426,000 | 3,140 |
| Certificates of participation in pools of residential mortgages | $10,426,000 | 2,464 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $10,426,000 | 37 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| 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) | $9,949,000 | 1,102 |
| Available-for-sale securities (fair market value) | $54,325,000 | 1,995 |
| Total debt securities | $64,274,000 | 1,926 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $2,343,049,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $2,341,386,000 | 10 |
| Revaluation losses on off-balance sheet contracts | $959,436,000 | 11 |
| 2009-12-31 | Rank | |
| Total securities | $2,971,391,000 | 69 |
| U.S. Government securities | $110,000 | 7,514 |
| U.S. Treasury securities | $110,000 | 1,031 |
| U.S. Government agency obligations | $0 | 7,522 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $2,917,553,000 | 22 |
| Privately issued residential mortgage-backed securities | $11,596,000 | 439 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $2,905,957,000 | 12 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $53,728,000 | 23 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,838,000 | 1,000 |
| Mortgage-backed securities | $11,596,000 | 3,055 |
| Certificates of participation in pools of residential mortgages | $11,596,000 | 2,388 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $11,596,000 | 35 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| 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) | $2,917,075,000 | 13 |
| Available-for-sale securities (fair market value) | $54,316,000 | 1,978 |
| Total debt securities | $2,971,391,000 | 70 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $13,270,878,000 | 8 |
| Revaluation gains on off-balance sheet contracts | $3,432,000 | 64 |
| Revaluation losses on off-balance sheet contracts | $99,000 | 82 |
| 2009-09-30 | Rank | |
| Total securities | $2,933,957,000 | 75 |
| U.S. Government securities | $110,000 | 7,598 |
| U.S. Treasury securities | $110,000 | 997 |
| U.S. Government agency obligations | $0 | 7,608 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $2,880,130,000 | 26 |
| Privately issued residential mortgage-backed securities | $11,732,000 | 471 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $2,868,398,000 | 14 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $53,717,000 | 21 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,827,000 | 995 |
| Mortgage-backed securities | $11,732,000 | 3,094 |
| Certificates of participation in pools of residential mortgages | $11,732,000 | 2,438 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $11,732,000 | 41 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| 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) | $2,879,524,000 | 12 |
| Available-for-sale securities (fair market value) | $54,433,000 | 1,961 |
| Total debt securities | $2,933,957,000 | 77 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $12,726,924,000 | 9 |
| Revaluation gains on off-balance sheet contracts | $8,615,000 | 57 |
| Revaluation losses on off-balance sheet contracts | $517,000 | 75 |
| 2009-06-30 | Rank | |
| Total securities | $2,934,803,000 | 75 |
| U.S. Government securities | $110,000 | 7,664 |
| U.S. Treasury securities | $110,000 | 986 |
| U.S. Government agency obligations | $0 | 7,687 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $2,880,987,000 | 24 |
| Privately issued residential mortgage-backed securities | $12,589,000 | 462 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $2,868,398,000 | 13 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $53,706,000 | 21 |
| 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 | $53,816,000 | 1,003 |
| Mortgage-backed securities | $12,589,000 | 3,018 |
| Certificates of participation in pools of residential mortgages | $12,589,000 | 2,384 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $12,589,000 | 40 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| 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) | $2,880,379,000 | 13 |
| Available-for-sale securities (fair market value) | $54,424,000 | 1,905 |
| Total debt securities | $2,934,803,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $12,046,965,000 | 9 |
| Revaluation gains on off-balance sheet contracts | $6,822,000 | 57 |
| Revaluation losses on off-balance sheet contracts | $360,000 | 74 |
| 2009-03-31 | Rank | |
| Total securities | $71,801,000 | 1,704 |
| U.S. Government securities | $108,000 | 7,744 |
| U.S. Treasury securities | $108,000 | 931 |
| U.S. Government agency obligations | $0 | 7,762 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $17,997,000 | 612 |
| Privately issued residential mortgage-backed securities | $12,791,000 | 465 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,206,000 | 120 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $53,696,000 | 19 |
| 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 | $53,805,000 | 1,021 |
| Mortgage-backed securities | $12,791,000 | 3,051 |
| Certificates of participation in pools of residential mortgages | $12,791,000 | 2,407 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $12,791,000 | 45 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| 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) | $12,070,000 | 1,038 |
| Available-for-sale securities (fair market value) | $59,731,000 | 1,756 |
| Total debt securities | $71,801,000 | 1,680 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $8,763,622,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $111,567,000 | 1,091 |
| U.S. Government securities | $109,000 | 7,817 |
| U.S. Treasury securities | $109,000 | 917 |
| U.S. Government agency obligations | $0 | 7,832 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $57,772,000 | 281 |
| Privately issued residential mortgage-backed securities | $12,886,000 | 447 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $44,886,000 | 53 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $53,686,000 | 15 |
| 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 | $53,795,000 | 1,041 |
| Mortgage-backed securities | $12,886,000 | 2,993 |
| Certificates of participation in pools of residential mortgages | $12,886,000 | 2,377 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $12,886,000 | 44 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| 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) | $12,158,000 | 1,025 |
| Available-for-sale securities (fair market value) | $99,409,000 | 1,065 |
| Total debt securities | $111,567,000 | 1,073 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $7,463,459,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $1,655,751,000 | 102 |
| U.S. Government securities | $109,000 | 7,866 |
| U.S. Treasury securities | $109,000 | 963 |
| U.S. Government agency obligations | $0 | 7,874 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $1,413,851,000 | 36 |
| Privately issued residential mortgage-backed securities | $13,112,000 | 439 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,400,739,000 | 13 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $241,791,000 | 11 |
| 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 | $241,900,000 | 267 |
| Mortgage-backed securities | $13,112,000 | 2,862 |
| Certificates of participation in pools of residential mortgages | $13,112,000 | 2,259 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $13,112,000 | 49 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $1,655,751,000 | 85 |
| Total debt securities | $1,655,751,000 | 100 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $5,934,900,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $2,118,375,000 | 92 |
| U.S. Government securities | $111,000 | 7,920 |
| U.S. Treasury securities | $111,000 | 961 |
| U.S. Government agency obligations | $0 | 7,934 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $1,876,412,000 | 37 |
| Privately issued residential mortgage-backed securities | $13,195,000 | 448 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,863,217,000 | 11 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $241,852,000 | 11 |
| 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 | $241,963,000 | 260 |
| Mortgage-backed securities | $13,195,000 | 2,832 |
| Certificates of participation in pools of residential mortgages | $13,195,000 | 2,235 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $13,195,000 | 54 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| 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) | $2,118,375,000 | 76 |
| Total debt securities | $2,118,375,000 | 93 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $6,775,608,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $2,148,307,000 | 95 |
| U.S. Government securities | $110,000 | 7,967 |
| U.S. Treasury securities | $110,000 | 987 |
| U.S. Government agency obligations | $0 | 7,976 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $1,906,366,000 | 39 |
| Privately issued residential mortgage-backed securities | $13,461,000 | 431 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,892,905,000 | 10 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $241,831,000 | 11 |
| 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 | $241,941,000 | 268 |
| Mortgage-backed securities | $13,461,000 | 2,739 |
| Certificates of participation in pools of residential mortgages | $13,461,000 | 2,140 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $13,461,000 | 59 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| 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) | $2,148,307,000 | 80 |
| Total debt securities | $2,148,307,000 | 95 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $6,574,109,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $2,305,289,000 | 88 |
| U.S. Government securities | $111,000 | 8,037 |
| U.S. Treasury securities | $111,000 | 1,090 |
| U.S. Government agency obligations | $0 | 8,029 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $2,063,376,000 | 33 |
| Privately issued residential mortgage-backed securities | $13,552,000 | 386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,049,824,000 | 9 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $241,802,000 | 11 |
| 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 | $241,913,000 | 265 |
| Mortgage-backed securities | $13,552,000 | 2,477 |
| Certificates of participation in pools of residential mortgages | $13,552,000 | 1,899 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $13,552,000 | 57 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| 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) | $2,305,289,000 | 75 |
| Total debt securities | $2,305,289,000 | 87 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $4,874,739,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $3,255,320,000 | 69 |
| U.S. Government securities | $110,000 | 8,096 |
| U.S. Treasury securities | $110,000 | 1,177 |
| U.S. Government agency obligations | $0 | 8,083 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $2,988,448,000 | 28 |
| Privately issued residential mortgage-backed securities | $13,818,000 | 365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,974,630,000 | 8 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $266,762,000 | 10 |
| 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 | $266,872,000 | 238 |
| Mortgage-backed securities | $13,818,000 | 2,286 |
| Certificates of participation in pools of residential mortgages | $13,818,000 | 1,746 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $13,818,000 | 56 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $3,255,320,000 | 59 |
| Total debt securities | $3,255,320,000 | 68 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $3,188,884,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $3,986,964,000 | 62 |
| U.S. Government securities | $110,000 | 8,143 |
| U.S. Treasury securities | $110,000 | 1,300 |
| U.S. Government agency obligations | $0 | 8,127 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $3,513,983,000 | 24 |
| Privately issued residential mortgage-backed securities | $13,883,000 | 351 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,500,100,000 | 5 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $472,871,000 | 8 |
| 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 | $472,981,000 | 154 |
| Mortgage-backed securities | $13,883,000 | 2,217 |
| Certificates of participation in pools of residential mortgages | $13,883,000 | 1,677 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $13,883,000 | 60 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $3,986,964,000 | 54 |
| Total debt securities | $3,986,964,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $2,485,390,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $4,219,698,000 | 57 |
| U.S. Government securities | $100,000 | 8,184 |
| U.S. Treasury securities | $100,000 | 1,395 |
| U.S. Government agency obligations | $0 | 8,164 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $3,734,839,000 | 22 |
| Privately issued residential mortgage-backed securities | $14,167,000 | 340 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,720,672,000 | 4 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $484,759,000 | 8 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $484,859,000 | 151 |
| Mortgage-backed securities | $14,167,000 | 2,186 |
| Certificates of participation in pools of residential mortgages | $14,167,000 | 1,664 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $14,167,000 | 59 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $4,219,698,000 | 50 |
| Total debt securities | $4,219,698,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $2,082,093,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $6,143,906,000 | 43 |
| U.S. Government securities | $100,000 | 8,240 |
| U.S. Treasury securities | $100,000 | 1,441 |
| U.S. Government agency obligations | $0 | 8,217 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $5,647,178,000 | 15 |
| Privately issued residential mortgage-backed securities | $14,258,000 | 323 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,632,920,000 | 4 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $496,628,000 | 8 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $496,728,000 | 147 |
| Mortgage-backed securities | $14,258,000 | 2,172 |
| Certificates of participation in pools of residential mortgages | $14,258,000 | 1,655 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $14,258,000 | 51 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $6,143,906,000 | 39 |
| Total debt securities | $6,143,906,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $1,723,582,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $5,622,695,000 | 51 |
| U.S. Government securities | $0 | 8,377 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $0 | 8,301 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $5,114,228,000 | 15 |
| Privately issued residential mortgage-backed securities | $12,887,000 | 353 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,101,341,000 | 4 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $508,467,000 | 8 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $508,467,000 | 148 |
| Mortgage-backed securities | $12,887,000 | 2,308 |
| Certificates of participation in pools of residential mortgages | $12,887,000 | 1,787 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $12,887,000 | 58 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $5,622,695,000 | 46 |
| Total debt securities | $5,622,695,000 | 50 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $999,442,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $5,632,566,000 | 50 |
| U.S. Government securities | $0 | 8,430 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $0 | 8,348 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $5,075,301,000 | 14 |
| Privately issued residential mortgage-backed securities | $12,962,000 | 347 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,062,339,000 | 4 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $557,265,000 | 8 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $557,265,000 | 139 |
| Mortgage-backed securities | $12,962,000 | 2,300 |
| Certificates of participation in pools of residential mortgages | $12,962,000 | 1,797 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $12,962,000 | 57 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $5,632,566,000 | 42 |
| Total debt securities | $5,632,566,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $797,741,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $5,563,098,000 | 49 |
| U.S. Government securities | $0 | 8,475 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $0 | 8,395 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $4,869,067,000 | 17 |
| Privately issued residential mortgage-backed securities | $13,036,000 | 343 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,856,031,000 | 3 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $694,031,000 | 7 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $694,031,000 | 121 |
| Mortgage-backed securities | $13,036,000 | 2,324 |
| Certificates of participation in pools of residential mortgages | $13,036,000 | 1,818 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $13,036,000 | 57 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $5,563,098,000 | 41 |
| Total debt securities | $5,563,098,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $437,908,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $5,850,177,000 | 48 |
| U.S. Government securities | $0 | 8,522 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $0 | 8,437 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $5,850,177,000 | 13 |
| Privately issued residential mortgage-backed securities | $13,108,000 | 346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,837,069,000 | 3 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $705,762,000 | 120 |
| Mortgage-backed securities | $13,108,000 | 2,330 |
| Certificates of participation in pools of residential mortgages | $13,108,000 | 1,826 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $13,108,000 | 52 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $5,850,177,000 | 41 |
| Total debt securities | $5,850,177,000 | 48 |
| 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 | $4,245,887,000 | 59 |
| U.S. Government securities | $0 | 8,563 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $0 | 8,485 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $4,245,887,000 | 19 |
| Privately issued residential mortgage-backed securities | $13,180,000 | 341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,232,707,000 | 6 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $13,180,000 | 2,341 |
| Certificates of participation in pools of residential mortgages | $13,180,000 | 1,842 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $13,180,000 | 54 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $4,245,887,000 | 52 |
| Total debt securities | $4,245,887,000 | 59 |
| 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 | $3,935,809,000 | 63 |
| U.S. Government securities | $0 | 8,590 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $0 | 8,507 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $3,935,809,000 | 19 |
| Privately issued residential mortgage-backed securities | $13,250,000 | 341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,922,559,000 | 6 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $13,250,000 | 2,413 |
| Certificates of participation in pools of residential mortgages | $13,250,000 | 1,905 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $13,250,000 | 53 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $3,935,809,000 | 55 |
| Total debt securities | $3,935,809,000 | 62 |
| 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 | $3,574,531,000 | 71 |
| U.S. Government securities | $0 | 8,658 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $0 | 8,569 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $3,574,531,000 | 20 |
| Privately issued residential mortgage-backed securities | $13,319,000 | 331 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,561,212,000 | 6 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $13,319,000 | 2,477 |
| Certificates of participation in pools of residential mortgages | $13,319,000 | 1,953 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $13,319,000 | 52 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $3,574,531,000 | 63 |
| Total debt securities | $3,574,531,000 | 71 |
| 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 | $3,413,924,000 | 77 |
| U.S. Government securities | $0 | 8,690 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $0 | 8,609 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $3,413,924,000 | 19 |
| Privately issued residential mortgage-backed securities | $14,486,000 | 324 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,399,438,000 | 7 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $14,486,000 | 2,389 |
| Certificates of participation in pools of residential mortgages | $14,486,000 | 1,866 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $14,486,000 | 50 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $3,413,924,000 | 67 |
| Total debt securities | $3,413,924,000 | 76 |
| 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 | $1,998,857,000 | 121 |
| U.S. Government securities | $0 | 8,738 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $0 | 8,656 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $1,998,857,000 | 26 |
| Privately issued residential mortgage-backed securities | $15,657,000 | 294 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,983,200,000 | 9 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $15,657,000 | 2,289 |
| Certificates of participation in pools of residential mortgages | $15,657,000 | 1,792 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $15,657,000 | 47 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $1,998,857,000 | 106 |
| Total debt securities | $1,998,857,000 | 120 |
| 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 | $1,551,437,000 | 143 |
| U.S. Government securities | $0 | 8,803 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $0 | 8,720 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $1,551,437,000 | 36 |
| Privately issued residential mortgage-backed securities | $15,739,000 | 282 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,535,698,000 | 10 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $15,739,000 | 2,300 |
| Certificates of participation in pools of residential mortgages | $15,739,000 | 1,796 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $15,739,000 | 45 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $1,551,437,000 | 127 |
| Total debt securities | $1,551,437,000 | 141 |
| 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 | $1,550,398,000 | 145 |
| U.S. Government securities | $0 | 8,825 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $0 | 8,741 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $1,550,398,000 | 39 |
| Privately issued residential mortgage-backed securities | $15,820,000 | 295 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,534,578,000 | 10 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $15,820,000 | 2,338 |
| Certificates of participation in pools of residential mortgages | $15,820,000 | 1,809 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $15,820,000 | 43 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| 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) | $1,550,398,000 | 127 |
| Total debt securities | $1,550,398,000 | 143 |
| 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 | $1,540,698,000 | 140 |
| U.S. Government securities | $0 | 8,888 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $0 | 8,796 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $1,540,698,000 | 33 |
| Privately issued residential mortgage-backed securities | $15,900,000 | 229 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,524,798,000 | 12 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $15,900,000 | 2,314 |
| Certificates of participation in pools of residential mortgages | $15,900,000 | 1,818 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $15,900,000 | 50 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| 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) | $1,540,698,000 | 125 |
| Total debt securities | $1,540,698,000 | 138 |
| 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 | $896,428,000 | 197 |
| U.S. Government securities | $0 | 8,934 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $0 | 8,835 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $896,428,000 | 41 |
| Privately issued residential mortgage-backed securities | $18,801,000 | 207 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $877,627,000 | 15 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $18,801,000 | 2,089 |
| Certificates of participation in pools of residential mortgages | $18,801,000 | 1,595 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $18,801,000 | 42 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| 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) | $896,428,000 | 177 |
| Total debt securities | $896,428,000 | 194 |
| 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 | $410,873,000 | 358 |
| U.S. Government securities | $0 | 8,962 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $0 | 8,860 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $410,873,000 | 69 |
| Privately issued residential mortgage-backed securities | $18,900,000 | 208 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $391,973,000 | 15 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| 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 | $0 | 7,339 |
| Mortgage-backed securities | $18,900,000 | 2,126 |
| Certificates of participation in pools of residential mortgages | $18,900,000 | 1,588 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $18,900,000 | 40 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| 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) | $410,873,000 | 316 |
| Total debt securities | $410,873,000 | 351 |
| 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 | $370,377,000 | 393 |
| U.S. Government securities | $0 | 9,007 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $0 | 8,906 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $370,377,000 | 71 |
| Privately issued residential mortgage-backed securities | $19,812,000 | 203 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $350,565,000 | 17 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $19,812,000 | 2,031 |
| Certificates of participation in pools of residential mortgages | $19,812,000 | 1,506 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $19,812,000 | 40 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| 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) | $370,377,000 | 334 |
| Total debt securities | $370,377,000 | 381 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $284,687,000 | 477 |
| U.S. Government securities | $0 | 9,056 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $0 | 8,949 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $284,687,000 | 82 |
| Privately issued residential mortgage-backed securities | $19,915,000 | 206 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $264,772,000 | 23 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $19,915,000 | 1,993 |
| Certificates of participation in pools of residential mortgages | $19,915,000 | 1,463 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $19,915,000 | 40 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| 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) | $284,687,000 | 403 |
| Total debt securities | $284,687,000 | 457 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $34,454,000 | 3,016 |
| U.S. Government securities | $18,575,000 | 3,732 |
| U.S. Treasury securities | $832,000 | 2,173 |
| U.S. Government agency obligations | $17,743,000 | 3,699 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $15,879,000 | 695 |
| Privately issued residential mortgage-backed securities | $15,879,000 | 265 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $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 | $108,000 | 7,519 |
| Mortgage-backed securities | $15,879,000 | 2,172 |
| Certificates of participation in pools of residential mortgages | $15,879,000 | 1,558 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $15,879,000 | 49 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $34,454,000 | 2,514 |
| Total debt securities | $34,454,000 | 2,950 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $34,996,000 | 3,039 |
| U.S. Government securities | $11,475,000 | 5,400 |
| U.S. Treasury securities | $11,475,000 | 574 |
| U.S. Government agency obligations | $0 | 9,486 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $16,352,000 | 606 |
| Privately issued residential mortgage-backed securities | $16,352,000 | 213 |
| 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 | $7,169,000 | 649 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $105,000 | 7,830 |
| Mortgage-backed securities | $16,352,000 | 1,706 |
| Certificates of participation in pools of residential mortgages | $16,352,000 | 1,220 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $16,352,000 | 45 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $34,996,000 | 2,432 |
| Total debt securities | $27,827,000 | 3,526 |
| 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 | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $28,439,000 | 3,749 |
| U.S. Government securities | $5,502,000 | 7,811 |
| U.S. Treasury securities | $5,502,000 | 1,441 |
| U.S. Government agency obligations | $0 | 9,793 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $15,799,000 | 634 |
| Privately issued residential mortgage-backed securities | $15,799,000 | 236 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $7,138,000 | 642 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 8,074 |
| Mortgage-backed securities | $15,799,000 | 1,884 |
| Certificates of participation in pools of residential mortgages | $15,799,000 | 1,354 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $15,799,000 | 56 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $28,439,000 | 2,951 |
| Total debt securities | $21,301,000 | 4,505 |
| 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 | $20,024,000 | 4,839 |
| U.S. Government securities | $2,123,000 | 9,376 |
| U.S. Treasury securities | $2,123,000 | 3,713 |
| U.S. Government agency obligations | $0 | 9,927 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $11,044,000 | 716 |
| Privately issued residential mortgage-backed securities | $11,044,000 | 263 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $6,857,000 | 670 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,000 | 8,257 |
| Mortgage-backed securities | $11,044,000 | 2,538 |
| Certificates of participation in pools of residential mortgages | $11,044,000 | 1,839 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $11,044,000 | 67 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| 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) | $20,024,000 | 3,790 |
| Total debt securities | $13,167,000 | 6,109 |
| 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 | $18,154,000 | 5,286 |
| U.S. Government securities | $101,000 | 10,639 |
| U.S. Treasury securities | $101,000 | 7,835 |
| U.S. Government agency obligations | $0 | 10,319 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $11,231,000 | 541 |
| Privately issued residential mortgage-backed securities | $11,231,000 | 227 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $6,822,000 | 608 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,000 | 8,704 |
| Mortgage-backed securities | $11,231,000 | 2,461 |
| Certificates of participation in pools of residential mortgages | $11,231,000 | 1,811 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $11,231,000 | 87 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| 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) | $18,154,000 | 3,879 |
| Total debt securities | $11,332,000 | 6,885 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $28,000 | 192 |
| Revaluation gains on off-balance sheet contracts | $28,000 | 53 |
| Revaluation losses on off-balance sheet contracts | $14,000 | 54 |
| 1996-12-31 | Rank | |
| Total securities | $18,227,000 | 5,661 |
| U.S. Government securities | $0 | 11,246 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $0 | 10,810 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $11,419,000 | 522 |
| Privately issued residential mortgage-backed securities | $11,416,000 | 245 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,000 | 3,301 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $6,808,000 | 584 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $11,416,000 | 2,701 |
| Certificates of participation in pools of residential mortgages | $11,416,000 | 1,977 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $11,416,000 | 103 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| 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) | $18,227,000 | 4,108 |
| Total debt securities | $11,419,000 | 7,335 |
| 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 | $15,439,000 | 6,590 |
| U.S. Government securities | $0 | 11,764 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $0 | 11,259 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $8,659,000 | 756 |
| Privately issued residential mortgage-backed securities | $8,644,000 | 309 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,000 | 3,835 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $6,780,000 | 555 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $8,644,000 | 3,373 |
| Certificates of participation in pools of residential mortgages | $8,644,000 | 2,375 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $8,644,000 | 131 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| 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) | $15,439,000 | 4,792 |
| Total debt securities | $8,659,000 | 8,638 |
| 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 | $6,363,000 | 10,209 |
| U.S. Government securities | $0 | 12,426 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $26,000 | 5,551 |
| 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 | $26,000 | 4,332 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $6,337,000 | 523 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| 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) | $26,000 | 11,485 |
| Available-for-sale securities (fair market value) | $6,337,000 | 6,201 |
| Total debt securities | $26,000 | 12,442 |
| 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 | $6,375,000 | 10,595 |
| U.S. Government securities | $0 | 13,030 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $38,000 | 6,234 |
| 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 | $38,000 | 4,874 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $6,337,000 | 587 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| 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 | $38,000 | 13,064 |
| 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 | $8,385,000 | 9,850 |
| U.S. Government securities | $0 | 13,618 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| 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 | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $8,385,000 | 410 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| 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 | $0 | 13,675 |
| 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 |