Home > Citizens Bank of Massachusetts > Securities
Citizens Bank of Massachusetts, Securities
| 2007-06-30 | Rank | |
| Total securities | $5,734,686,000 | 45 |
| U.S. Government securities | $4,276,767,000 | 42 |
| U.S. Treasury securities | $3,992,000 | 447 |
| U.S. Government agency obligations | $4,272,775,000 | 41 |
| Securities issued by states & political subdivisions | $17,322,000 | 1,208 |
| Other domestic debt securities | $1,438,947,000 | 42 |
| Privately issued residential mortgage-backed securities | $1,438,947,000 | 35 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $1,650,000 | 58 |
| 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 | $3,322,239,000 | 37 |
| Mortgage-backed securities | $5,562,323,000 | 33 |
| Certificates of participation in pools of residential mortgages | $1,783,626,000 | 45 |
| Issued or guaranteed by U.S. | $992,877,000 | 66 |
| Privately issued | $790,749,000 | 10 |
| Collaterized mortgage obligations | $3,778,697,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $3,130,499,000 | 12 |
| Privately issued | $648,198,000 | 47 |
| 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) | $5,734,686,000 | 41 |
| Total debt securities | $5,734,686,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $63,460,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $63,460,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $34,053,000 | 32 |
| 2007-03-31 | Rank | |
| Total securities | $5,882,482,000 | 41 |
| U.S. Government securities | $4,492,125,000 | 39 |
| U.S. Treasury securities | $3,983,000 | 481 |
| U.S. Government agency obligations | $4,488,142,000 | 37 |
| Securities issued by states & political subdivisions | $19,267,000 | 1,065 |
| Other domestic debt securities | $1,370,340,000 | 42 |
| Privately issued residential mortgage-backed securities | $1,370,340,000 | 34 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $750,000 | 87 |
| 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 | $3,352,698,000 | 39 |
| Mortgage-backed securities | $5,658,588,000 | 30 |
| Certificates of participation in pools of residential mortgages | $1,897,879,000 | 42 |
| Issued or guaranteed by U.S. | $1,054,298,000 | 63 |
| Privately issued | $843,581,000 | 10 |
| Collaterized mortgage obligations | $3,760,709,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $3,233,950,000 | 11 |
| Privately issued | $526,759,000 | 48 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $5,882,482,000 | 37 |
| Total debt securities | $5,882,482,000 | 41 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $54,696,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $54,696,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $27,564,000 | 30 |
| 2006-12-31 | Rank | |
| Total securities | $6,110,583,000 | 44 |
| U.S. Government securities | $4,671,019,000 | 37 |
| U.S. Treasury securities | $4,764,000 | 469 |
| U.S. Government agency obligations | $4,666,255,000 | 35 |
| Securities issued by states & political subdivisions | $19,505,000 | 1,035 |
| Other domestic debt securities | $1,419,309,000 | 39 |
| Privately issued residential mortgage-backed securities | $1,419,309,000 | 35 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $750,000 | 87 |
| 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 | $3,586,042,000 | 35 |
| Mortgage-backed securities | $5,885,818,000 | 29 |
| Certificates of participation in pools of residential mortgages | $1,957,493,000 | 40 |
| Issued or guaranteed by U.S. | $1,084,967,000 | 64 |
| Privately issued | $872,526,000 | 9 |
| Collaterized mortgage obligations | $3,928,325,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $3,381,542,000 | 11 |
| Privately issued | $546,783,000 | 48 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $6,110,583,000 | 40 |
| Total debt securities | $6,110,583,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $55,463,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $55,463,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $28,944,000 | 28 |
| 2006-09-30 | Rank | |
| Total securities | $7,675,841,000 | 37 |
| U.S. Government securities | $5,423,899,000 | 36 |
| U.S. Treasury securities | $2,793,000 | 674 |
| U.S. Government agency obligations | $5,421,106,000 | 34 |
| Securities issued by states & political subdivisions | $21,009,000 | 951 |
| Other domestic debt securities | $2,230,183,000 | 32 |
| Privately issued residential mortgage-backed securities | $2,213,974,000 | 27 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,209,000 | 71 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $750,000 | 87 |
| 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 | $3,547,853,000 | 39 |
| Mortgage-backed securities | $7,286,099,000 | 29 |
| Certificates of participation in pools of residential mortgages | $2,945,602,000 | 31 |
| Issued or guaranteed by U.S. | $1,297,049,000 | 57 |
| Privately issued | $1,648,553,000 | 8 |
| Collaterized mortgage obligations | $4,340,497,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $3,775,076,000 | 11 |
| Privately issued | $565,421,000 | 47 |
| 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) | $7,675,841,000 | 33 |
| Total debt securities | $7,675,841,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $56,186,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $56,186,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $30,292,000 | 31 |
| 2006-06-30 | Rank | |
| Total securities | $7,698,308,000 | 34 |
| U.S. Government securities | $5,559,149,000 | 35 |
| U.S. Treasury securities | $2,975,000 | 687 |
| U.S. Government agency obligations | $5,556,174,000 | 31 |
| Securities issued by states & political subdivisions | $21,857,000 | 900 |
| Other domestic debt securities | $2,114,823,000 | 33 |
| Privately issued residential mortgage-backed securities | $2,099,333,000 | 28 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,490,000 | 71 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $650,000 | 104 |
| Equity securities | $1,829,000 | 828 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,792,522,000 | 34 |
| Mortgage-backed securities | $7,243,580,000 | 27 |
| Certificates of participation in pools of residential mortgages | $2,973,166,000 | 27 |
| Issued or guaranteed by U.S. | $1,448,984,000 | 49 |
| Privately issued | $1,524,182,000 | 8 |
| Collaterized mortgage obligations | $4,270,414,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $3,695,263,000 | 10 |
| Privately issued | $575,151,000 | 50 |
| 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) | $7,698,308,000 | 31 |
| Total debt securities | $7,696,479,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $74,328,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $74,328,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $49,958,000 | 28 |
| 2006-03-31 | Rank | |
| Total securities | $7,907,627,000 | 34 |
| U.S. Government securities | $5,729,965,000 | 34 |
| U.S. Treasury securities | $3,302,000 | 701 |
| U.S. Government agency obligations | $5,726,663,000 | 31 |
| Securities issued by states & political subdivisions | $20,393,000 | 956 |
| Other domestic debt securities | $2,154,759,000 | 33 |
| Privately issued residential mortgage-backed securities | $2,128,669,000 | 28 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $26,090,000 | 57 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $650,000 | 106 |
| Equity securities | $1,860,000 | 850 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,431,823,000 | 37 |
| Mortgage-backed securities | $7,486,524,000 | 26 |
| Certificates of participation in pools of residential mortgages | $2,939,960,000 | 26 |
| Issued or guaranteed by U.S. | $1,415,542,000 | 52 |
| Privately issued | $1,524,418,000 | 7 |
| Collaterized mortgage obligations | $4,546,564,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $3,942,313,000 | 10 |
| Privately issued | $604,251,000 | 47 |
| 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) | $7,907,627,000 | 29 |
| Total debt securities | $7,905,767,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $121,561,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $121,561,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $96,439,000 | 22 |
| 2005-12-31 | Rank | |
| Total securities | $7,504,766,000 | 36 |
| U.S. Government securities | $5,326,569,000 | 39 |
| U.S. Treasury securities | $3,339,000 | 713 |
| U.S. Government agency obligations | $5,323,230,000 | 36 |
| Securities issued by states & political subdivisions | $20,745,000 | 945 |
| Other domestic debt securities | $2,154,910,000 | 32 |
| Privately issued residential mortgage-backed securities | $2,116,668,000 | 27 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $38,242,000 | 49 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $650,000 | 104 |
| Equity securities | $1,892,000 | 868 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,316,378,000 | 38 |
| Mortgage-backed securities | $7,091,731,000 | 26 |
| Certificates of participation in pools of residential mortgages | $2,818,249,000 | 31 |
| Issued or guaranteed by U.S. | $1,330,292,000 | 56 |
| Privately issued | $1,487,957,000 | 7 |
| Collaterized mortgage obligations | $4,273,482,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $3,644,771,000 | 11 |
| Privately issued | $628,711,000 | 44 |
| 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) | $7,504,766,000 | 31 |
| Total debt securities | $7,502,874,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $82,052,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $82,052,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $58,942,000 | 25 |
| 2005-09-30 | Rank | |
| Total securities | $7,760,568,000 | 34 |
| U.S. Government securities | $5,377,616,000 | 41 |
| U.S. Treasury securities | $3,389,000 | 695 |
| U.S. Government agency obligations | $5,374,227,000 | 38 |
| Securities issued by states & political subdivisions | $16,387,000 | 1,217 |
| Other domestic debt securities | $2,365,915,000 | 27 |
| Privately issued residential mortgage-backed securities | $2,220,117,000 | 24 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $145,798,000 | 33 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $650,000 | 106 |
| 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 | $3,120,313,000 | 41 |
| Mortgage-backed securities | $7,146,390,000 | 25 |
| Certificates of participation in pools of residential mortgages | $2,823,353,000 | 32 |
| Issued or guaranteed by U.S. | $1,258,274,000 | 58 |
| Privately issued | $1,565,079,000 | 6 |
| Collaterized mortgage obligations | $4,323,037,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $3,667,999,000 | 13 |
| Privately issued | $655,038,000 | 42 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $7,760,568,000 | 29 |
| Total debt securities | $7,760,568,000 | 34 |
| 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 | $7,893,556,000 | 34 |
| U.S. Government securities | $5,420,903,000 | 42 |
| U.S. Treasury securities | $3,427,000 | 711 |
| U.S. Government agency obligations | $5,417,476,000 | 39 |
| Securities issued by states & political subdivisions | $16,625,000 | 1,183 |
| Other domestic debt securities | $2,455,373,000 | 27 |
| Privately issued residential mortgage-backed securities | $2,319,365,000 | 22 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $136,008,000 | 33 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $655,000 | 107 |
| 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 | $2,908,646,000 | 44 |
| Mortgage-backed securities | $7,237,165,000 | 28 |
| Certificates of participation in pools of residential mortgages | $2,873,771,000 | 32 |
| Issued or guaranteed by U.S. | $986,295,000 | 75 |
| Privately issued | $1,887,476,000 | 4 |
| Collaterized mortgage obligations | $4,363,394,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $3,931,505,000 | 11 |
| Privately issued | $431,889,000 | 53 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $7,893,556,000 | 29 |
| Total debt securities | $7,893,556,000 | 33 |
| 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 | $8,387,061,000 | 34 |
| U.S. Government securities | $6,163,364,000 | 37 |
| U.S. Treasury securities | $3,517,000 | 767 |
| U.S. Government agency obligations | $6,159,847,000 | 35 |
| Securities issued by states & political subdivisions | $15,585,000 | 1,255 |
| Other domestic debt securities | $2,207,457,000 | 30 |
| Privately issued residential mortgage-backed securities | $2,073,061,000 | 26 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $134,396,000 | 35 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $655,000 | 111 |
| 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 | $2,737,225,000 | 47 |
| Mortgage-backed securities | $7,645,845,000 | 26 |
| Certificates of participation in pools of residential mortgages | $3,131,659,000 | 28 |
| Issued or guaranteed by U.S. | $1,252,922,000 | 66 |
| Privately issued | $1,878,737,000 | 3 |
| Collaterized mortgage obligations | $4,514,186,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $4,319,862,000 | 10 |
| Privately issued | $194,324,000 | 83 |
| 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) | $8,387,061,000 | 28 |
| Total debt securities | $8,387,061,000 | 34 |
| 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 | $8,375,123,000 | 33 |
| U.S. Government securities | $5,940,044,000 | 37 |
| U.S. Treasury securities | $3,565,000 | 788 |
| U.S. Government agency obligations | $5,936,479,000 | 35 |
| Securities issued by states & political subdivisions | $14,269,000 | 1,391 |
| Other domestic debt securities | $2,420,155,000 | 23 |
| Privately issued residential mortgage-backed securities | $2,242,686,000 | 18 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $177,469,000 | 32 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $655,000 | 114 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,011,841,000 | 44 |
| Mortgage-backed securities | $7,580,265,000 | 26 |
| Certificates of participation in pools of residential mortgages | $3,131,671,000 | 30 |
| Issued or guaranteed by U.S. | $1,342,506,000 | 67 |
| Privately issued | $1,789,165,000 | 4 |
| Collaterized mortgage obligations | $4,448,594,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $3,995,073,000 | 8 |
| Privately issued | $453,521,000 | 56 |
| 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) | $8,375,123,000 | 27 |
| Total debt securities | $8,375,123,000 | 33 |
| 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 | $8,223,527,000 | 36 |
| U.S. Government securities | $5,631,564,000 | 40 |
| U.S. Treasury securities | $4,213,000 | 685 |
| U.S. Government agency obligations | $5,627,351,000 | 37 |
| Securities issued by states & political subdivisions | $12,851,000 | 1,541 |
| Other domestic debt securities | $2,578,457,000 | 19 |
| Privately issued residential mortgage-backed securities | $2,400,114,000 | 16 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $178,343,000 | 33 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $655,000 | 112 |
| 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 | $2,726,861,000 | 50 |
| Mortgage-backed securities | $7,426,833,000 | 26 |
| Certificates of participation in pools of residential mortgages | $3,127,649,000 | 28 |
| Issued or guaranteed by U.S. | $1,271,804,000 | 66 |
| Privately issued | $1,855,845,000 | 5 |
| Collaterized mortgage obligations | $4,299,184,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $3,754,915,000 | 11 |
| Privately issued | $544,269,000 | 47 |
| 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) | $8,223,527,000 | 32 |
| Total debt securities | $8,223,527,000 | 36 |
| 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 | $8,384,416,000 | 36 |
| U.S. Government securities | $5,641,314,000 | 43 |
| U.S. Treasury securities | $4,495,000 | 704 |
| U.S. Government agency obligations | $5,636,819,000 | 40 |
| Securities issued by states & political subdivisions | $12,546,000 | 1,562 |
| Other domestic debt securities | $2,729,901,000 | 18 |
| Privately issued residential mortgage-backed securities | $2,566,835,000 | 11 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $163,066,000 | 32 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $655,000 | 106 |
| 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 | $2,685,209,000 | 50 |
| Mortgage-backed securities | $7,508,525,000 | 25 |
| Certificates of participation in pools of residential mortgages | $3,150,477,000 | 29 |
| Issued or guaranteed by U.S. | $1,255,747,000 | 68 |
| Privately issued | $1,894,730,000 | 3 |
| Collaterized mortgage obligations | $4,358,048,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $3,685,943,000 | 12 |
| Privately issued | $672,105,000 | 43 |
| 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) | $8,384,416,000 | 30 |
| Total debt securities | $8,384,416,000 | 35 |
| 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 | $8,075,336,000 | 37 |
| U.S. Government securities | $5,200,653,000 | 45 |
| U.S. Treasury securities | $36,453,000 | 147 |
| U.S. Government agency obligations | $5,164,200,000 | 42 |
| Securities issued by states & political subdivisions | $10,334,000 | 1,893 |
| Other domestic debt securities | $2,863,694,000 | 20 |
| Privately issued residential mortgage-backed securities | $2,707,157,000 | 11 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $156,537,000 | 36 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $655,000 | 116 |
| 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 | $2,502,104,000 | 51 |
| Mortgage-backed securities | $7,313,807,000 | 28 |
| Certificates of participation in pools of residential mortgages | $2,861,660,000 | 30 |
| Issued or guaranteed by U.S. | $1,003,905,000 | 81 |
| Privately issued | $1,857,755,000 | 4 |
| Collaterized mortgage obligations | $4,452,147,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $3,602,745,000 | 13 |
| Privately issued | $849,402,000 | 40 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $8,075,336,000 | 32 |
| Total debt securities | $8,075,336,000 | 37 |
| 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 | $9,054,775,000 | 31 |
| U.S. Government securities | $5,846,608,000 | 37 |
| U.S. Treasury securities | $50,205,000 | 119 |
| U.S. Government agency obligations | $5,796,403,000 | 36 |
| Securities issued by states & political subdivisions | $9,699,000 | 1,997 |
| Other domestic debt securities | $3,197,788,000 | 16 |
| Privately issued residential mortgage-backed securities | $3,071,047,000 | 8 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $126,741,000 | 38 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $680,000 | 121 |
| 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 | $2,996,985,000 | 44 |
| Mortgage-backed securities | $8,363,378,000 | 21 |
| Certificates of participation in pools of residential mortgages | $3,190,654,000 | 27 |
| Issued or guaranteed by U.S. | $1,175,551,000 | 69 |
| Privately issued | $2,015,103,000 | 4 |
| Collaterized mortgage obligations | $5,172,724,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $4,116,780,000 | 12 |
| Privately issued | $1,055,944,000 | 19 |
| 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) | $9,054,775,000 | 28 |
| Total debt securities | $9,054,775,000 | 31 |
| 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 | $8,428,846,000 | 31 |
| U.S. Government securities | $5,432,697,000 | 37 |
| U.S. Treasury securities | $46,437,000 | 122 |
| U.S. Government agency obligations | $5,386,260,000 | 36 |
| Securities issued by states & political subdivisions | $8,620,000 | 2,204 |
| Other domestic debt securities | $2,986,849,000 | 14 |
| Privately issued residential mortgage-backed securities | $2,859,844,000 | 9 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $127,005,000 | 40 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $680,000 | 123 |
| 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 | $2,383,238,000 | 51 |
| Mortgage-backed securities | $7,940,457,000 | 23 |
| Certificates of participation in pools of residential mortgages | $2,411,213,000 | 39 |
| Issued or guaranteed by U.S. | $1,014,584,000 | 75 |
| Privately issued | $1,396,629,000 | 6 |
| Collaterized mortgage obligations | $5,529,244,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $4,066,029,000 | 12 |
| Privately issued | $1,463,215,000 | 13 |
| 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) | $8,428,846,000 | 30 |
| Total debt securities | $8,428,846,000 | 31 |
| 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 | $8,623,341,000 | 32 |
| U.S. Government securities | $5,707,827,000 | 35 |
| U.S. Treasury securities | $35,394,000 | 155 |
| U.S. Government agency obligations | $5,672,433,000 | 34 |
| Securities issued by states & political subdivisions | $7,865,000 | 2,308 |
| Other domestic debt securities | $2,906,874,000 | 14 |
| Privately issued residential mortgage-backed securities | $2,645,142,000 | 9 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $261,732,000 | 23 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $775,000 | 122 |
| 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 | $222,629,000 | 248 |
| Mortgage-backed securities | $7,910,035,000 | 22 |
| Certificates of participation in pools of residential mortgages | $1,973,303,000 | 45 |
| Issued or guaranteed by U.S. | $959,691,000 | 77 |
| Privately issued | $1,013,612,000 | 6 |
| Collaterized mortgage obligations | $5,936,732,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $4,305,202,000 | 15 |
| Privately issued | $1,631,530,000 | 14 |
| 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) | $8,623,341,000 | 30 |
| Total debt securities | $8,623,341,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $8,341,854,000 | 34 |
| U.S. Government securities | $5,302,717,000 | 38 |
| U.S. Treasury securities | $35,328,000 | 166 |
| U.S. Government agency obligations | $5,267,389,000 | 37 |
| Securities issued by states & political subdivisions | $5,243,000 | 2,857 |
| Other domestic debt securities | $3,033,219,000 | 15 |
| Privately issued residential mortgage-backed securities | $2,750,901,000 | 10 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $282,318,000 | 19 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $675,000 | 124 |
| 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 | $443,638,000 | 147 |
| Mortgage-backed securities | $7,618,277,000 | 25 |
| Certificates of participation in pools of residential mortgages | $2,593,757,000 | 32 |
| Issued or guaranteed by U.S. | $1,196,214,000 | 67 |
| Privately issued | $1,397,543,000 | 4 |
| Collaterized mortgage obligations | $5,024,520,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $3,671,162,000 | 15 |
| Privately issued | $1,353,358,000 | 14 |
| 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) | $8,341,854,000 | 31 |
| Total debt securities | $8,341,854,000 | 34 |
| 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 | $7,959,315,000 | 33 |
| U.S. Government securities | $5,204,923,000 | 36 |
| U.S. Treasury securities | $53,320,000 | 121 |
| U.S. Government agency obligations | $5,151,603,000 | 34 |
| Securities issued by states & political subdivisions | $3,327,000 | 3,599 |
| Other domestic debt securities | $2,750,390,000 | 17 |
| Privately issued residential mortgage-backed securities | $2,418,971,000 | 11 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $331,419,000 | 18 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $675,000 | 124 |
| 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 | $2,208,866,000 | 52 |
| Mortgage-backed securities | $6,995,574,000 | 27 |
| Certificates of participation in pools of residential mortgages | $2,593,720,000 | 32 |
| Issued or guaranteed by U.S. | $1,509,755,000 | 55 |
| Privately issued | $1,083,965,000 | 5 |
| Collaterized mortgage obligations | $4,401,854,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $3,066,848,000 | 18 |
| Privately issued | $1,335,006,000 | 15 |
| 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) | $7,959,315,000 | 31 |
| Total debt securities | $7,959,315,000 | 33 |
| 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 | $5,738,307,000 | 40 |
| U.S. Government securities | $3,131,084,000 | 47 |
| U.S. Treasury securities | $425,654,000 | 20 |
| U.S. Government agency obligations | $2,705,430,000 | 53 |
| Securities issued by states & political subdivisions | $1,974,000 | 4,344 |
| Other domestic debt securities | $2,604,574,000 | 20 |
| Privately issued residential mortgage-backed securities | $2,233,433,000 | 10 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $369,376,000 | 19 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,765,000 | 2,043 |
| Foreign debt securities | $675,000 | 132 |
| 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 | $1,976,162,000 | 42 |
| Mortgage-backed securities | $4,864,944,000 | 32 |
| Certificates of participation in pools of residential mortgages | $2,504,500,000 | 33 |
| Issued or guaranteed by U.S. | $1,223,059,000 | 63 |
| Privately issued | $1,281,441,000 | 5 |
| Collaterized mortgage obligations | $2,360,444,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $1,408,452,000 | 33 |
| Privately issued | $951,992,000 | 20 |
| 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) | $5,738,307,000 | 36 |
| Total debt securities | $5,738,307,000 | 40 |
| 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 | $3,019,201,000 | 69 |
| U.S. Government securities | $1,787,139,000 | 76 |
| U.S. Treasury securities | $24,751,000 | 280 |
| U.S. Government agency obligations | $1,762,388,000 | 70 |
| Securities issued by states & political subdivisions | $26,810,000 | 537 |
| Other domestic debt securities | $1,121,544,000 | 31 |
| Privately issued residential mortgage-backed securities | $1,103,748,000 | 19 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,796,000 | 448 |
| Foreign debt securities | $3,159,000 | 65 |
| Equity securities | $80,549,000 | 94 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,235,303,000 | 35 |
| Mortgage-backed securities | $2,796,522,000 | 43 |
| Certificates of participation in pools of residential mortgages | $1,326,798,000 | 51 |
| Issued or guaranteed by U.S. | $875,479,000 | 72 |
| Privately issued | $451,319,000 | 6 |
| Collaterized mortgage obligations | $1,469,724,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $817,295,000 | 44 |
| Privately issued | $652,429,000 | 21 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $3,019,201,000 | 58 |
| Total debt securities | $2,938,652,000 | 66 |
| 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 | $2,371,809,000 | 87 |
| U.S. Government securities | $1,073,431,000 | 133 |
| U.S. Treasury securities | $70,874,000 | 155 |
| U.S. Government agency obligations | $1,002,557,000 | 125 |
| Securities issued by states & political subdivisions | $50,897,000 | 250 |
| Other domestic debt securities | $1,164,885,000 | 30 |
| Privately issued residential mortgage-backed securities | $1,140,497,000 | 17 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,388,000 | 366 |
| Foreign debt securities | $2,393,000 | 81 |
| Equity securities | $80,203,000 | 87 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,298,163,000 | 72 |
| Mortgage-backed securities | $2,075,741,000 | 60 |
| Certificates of participation in pools of residential mortgages | $944,347,000 | 77 |
| Issued or guaranteed by U.S. | $447,465,000 | 123 |
| Privately issued | $496,882,000 | 7 |
| Collaterized mortgage obligations | $1,131,394,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $487,779,000 | 72 |
| Privately issued | $643,615,000 | 19 |
| 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) | $2,371,809,000 | 76 |
| Total debt securities | $2,291,606,000 | 88 |
| 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 | $2,245,859,000 | 83 |
| U.S. Government securities | $1,125,965,000 | 117 |
| U.S. Treasury securities | $56,436,000 | 242 |
| U.S. Government agency obligations | $1,069,529,000 | 110 |
| Securities issued by states & political subdivisions | $52,198,000 | 231 |
| Other domestic debt securities | $1,034,764,000 | 25 |
| Privately issued residential mortgage-backed securities | $891,899,000 | 19 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $142,865,000 | 67 |
| Foreign debt securities | $55,000 | 277 |
| Equity securities | $32,877,000 | 181 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $213,902,000 | 210 |
| Mortgage-backed securities | $1,840,529,000 | 64 |
| Certificates of participation in pools of residential mortgages | $337,747,000 | 151 |
| Issued or guaranteed by U.S. | $337,747,000 | 145 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,502,782,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $610,883,000 | 55 |
| Privately issued | $891,899,000 | 14 |
| 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) | $2,245,859,000 | 72 |
| Total debt securities | $2,212,982,000 | 81 |
| 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 | $1,601,068,000 | 110 |
| U.S. Government securities | $1,147,395,000 | 121 |
| U.S. Treasury securities | $125,506,000 | 160 |
| U.S. Government agency obligations | $1,021,889,000 | 115 |
| Securities issued by states & political subdivisions | $69,142,000 | 136 |
| Other domestic debt securities | $354,657,000 | 53 |
| Privately issued residential mortgage-backed securities | $299,598,000 | 37 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $55,059,000 | 111 |
| Foreign debt securities | $55,000 | 295 |
| Equity securities | $29,819,000 | 158 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $127,441,000 | 318 |
| Mortgage-backed securities | $1,155,711,000 | 86 |
| Certificates of participation in pools of residential mortgages | $369,431,000 | 149 |
| Issued or guaranteed by U.S. | $369,431,000 | 143 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $786,280,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $486,682,000 | 60 |
| Privately issued | $299,598,000 | 24 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $1,601,068,000 | 81 |
| Total debt securities | $1,571,249,000 | 106 |
| 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 | $1,303,346,000 | 136 |
| U.S. Government securities | $1,061,336,000 | 134 |
| U.S. Treasury securities | $177,277,000 | 142 |
| U.S. Government agency obligations | $884,059,000 | 124 |
| Securities issued by states & political subdivisions | $13,569,000 | 1,027 |
| Other domestic debt securities | $196,070,000 | 84 |
| Privately issued residential mortgage-backed securities | $196,070,000 | 57 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $32,371,000 | 149 |
| 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 | $974,546,000 | 112 |
| Certificates of participation in pools of residential mortgages | $376,600,000 | 159 |
| Issued or guaranteed by U.S. | $376,600,000 | 151 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $597,946,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $401,876,000 | 64 |
| Privately issued | $196,070,000 | 35 |
| 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) | $1,303,346,000 | 89 |
| Total debt securities | $1,276,955,000 | 133 |
| 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 | $1,090,286,000 | 170 |
| U.S. Government securities | $868,409,000 | 169 |
| U.S. Treasury securities | $110,046,000 | 253 |
| U.S. Government agency obligations | $758,363,000 | 149 |
| Securities issued by states & political subdivisions | $1,637,000 | 5,354 |
| Other domestic debt securities | $191,356,000 | 90 |
| Privately issued residential mortgage-backed securities | $191,043,000 | 63 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $313,000 | 2,824 |
| Foreign debt securities | $5,000 | 520 |
| Equity securities | $28,879,000 | 151 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,053,000 | 1,044 |
| Mortgage-backed securities | $860,711,000 | 127 |
| Certificates of participation in pools of residential mortgages | $354,354,000 | 170 |
| Issued or guaranteed by U.S. | $354,354,000 | 158 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $506,357,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $315,314,000 | 101 |
| Privately issued | $191,043,000 | 40 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $1,090,286,000 | 114 |
| Total debt securities | $1,047,084,000 | 174 |
| 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 | $667,509,000 | 273 |
| U.S. Government securities | $643,854,000 | 232 |
| U.S. Treasury securities | $165,914,000 | 224 |
| U.S. Government agency obligations | $477,940,000 | 220 |
| Securities issued by states & political subdivisions | $1,474,000 | 5,883 |
| Other domestic debt securities | $757,000 | 3,092 |
| Privately issued residential mortgage-backed securities | $757,000 | 1,063 |
| 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 | 4,515 |
| Foreign debt securities | $5,000 | 567 |
| Equity securities | $21,419,000 | 166 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $111,561,000 | 385 |
| Mortgage-backed securities | $407,732,000 | 236 |
| Certificates of participation in pools of residential mortgages | $263,446,000 | 202 |
| Issued or guaranteed by U.S. | $263,446,000 | 194 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $144,286,000 | 233 |
| CMOs issued by government agencies or sponsored agencies | $143,529,000 | 216 |
| Privately issued | $757,000 | 840 |
| 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) | $199,053,000 | 436 |
| Available-for-sale securities (fair market value) | $468,456,000 | 157 |
| Total debt securities | $661,294,000 | 269 |
| 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 | $297,356,000 | 525 |
| U.S. Government securities | $277,556,000 | 461 |
| U.S. Treasury securities | $140,261,000 | 289 |
| U.S. Government agency obligations | $137,295,000 | 587 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $686,000 | 3,824 |
| Privately issued residential mortgage-backed securities | $686,000 | 1,468 |
| 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 | 5,124 |
| Foreign debt securities | $15,000 | 551 |
| Equity securities | $19,099,000 | 198 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,629,000 | 7,514 |
| Mortgage-backed securities | $126,938,000 | 558 |
| Certificates of participation in pools of residential mortgages | $62,918,000 | 618 |
| Issued or guaranteed by U.S. | $62,918,000 | 590 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $64,020,000 | 425 |
| CMOs issued by government agencies or sponsored agencies | $63,334,000 | 406 |
| Privately issued | $686,000 | 1,156 |
| 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 | $278,257,000 | 540 |
| 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 | $114,603,000 | 1,183 |
| U.S. Government securities | $114,587,000 | 958 |
| U.S. Treasury securities | $112,737,000 | 338 |
| U.S. Government agency obligations | $1,850,000 | 10,695 |
| 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 | NA | NA |
| Equity securities | $17,000 | 7,775 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $1,000 | 561 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,850,000 | 7,828 |
| Certificates of participation in pools of residential mortgages | $1,850,000 | 6,329 |
| Issued or guaranteed by U.S. | $1,850,000 | 6,264 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $114,587,000 | 1,157 |
| 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 |