Home > Corus Bank > Securities
Corus Bank, Securities
| 2009-06-30 | Rank | |
| Total securities | $2,031,586,000 | 102 |
| U.S. Government securities | $396,411,000 | 233 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $396,411,000 | 225 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $1,635,175,000 | 37 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,635,175,000 | 12 |
| Foreign debt securities | $0 | 183 |
| 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 | $827,408,000 | 100 |
| Mortgage-backed securities | $0 | 6,522 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| 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) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $2,031,586,000 | 82 |
| Total debt securities | $2,031,586,000 | 102 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $1,975,365,000 | 101 |
| U.S. Government securities | $1,278,991,000 | 103 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $1,278,991,000 | 99 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $696,374,000 | 55 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $696,374,000 | 16 |
| Foreign debt securities | $0 | 181 |
| 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 | $11,143,000 | 3,226 |
| Mortgage-backed securities | $0 | 6,573 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| 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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $1,975,365,000 | 86 |
| Total debt securities | $1,975,365,000 | 97 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $1,634,014,000 | 106 |
| U.S. Government securities | $1,634,014,000 | 85 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $1,634,014,000 | 80 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| 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 | $11,184,000 | 3,264 |
| Mortgage-backed securities | $0 | 6,615 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $1,634,014,000 | 88 |
| Total debt securities | $1,634,014,000 | 106 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $998,882,000 | 147 |
| U.S. Government securities | $998,882,000 | 111 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $998,882,000 | 109 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| 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 | $11,335,000 | 3,244 |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| 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) | $998,882,000 | 124 |
| Total debt securities | $998,882,000 | 144 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $1,469,098,000 | 106 |
| U.S. Government securities | $1,469,098,000 | 87 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $1,469,098,000 | 86 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| 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 | $16,927,000 | 2,489 |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| 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) | $1,469,098,000 | 91 |
| Total debt securities | $1,469,098,000 | 107 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $3,311,454,000 | 64 |
| U.S. Government securities | $3,311,454,000 | 46 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $3,311,454,000 | 45 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| 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 | $11,427,000 | 3,131 |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| 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) | $3,311,454,000 | 54 |
| Total debt securities | $3,311,454,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $3,618,264,000 | 61 |
| U.S. Government securities | $3,618,264,000 | 43 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $3,618,264,000 | 42 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| 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 | $13,240,000 | 2,895 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| 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) | $3,618,264,000 | 52 |
| Total debt securities | $3,618,264,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $4,571,146,000 | 53 |
| U.S. Government securities | $4,571,146,000 | 39 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $4,571,146,000 | 37 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| 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 | $15,077,000 | 2,672 |
| Mortgage-backed securities | $4,502,000 | 3,837 |
| Certificates of participation in pools of residential mortgages | $4,502,000 | 3,207 |
| Issued or guaranteed by U.S. | $4,502,000 | 3,192 |
| Privately issued | $0 | 194 |
| 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) | $4,571,146,000 | 47 |
| Total debt securities | $4,571,146,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $4,933,656,000 | 51 |
| U.S. Government securities | $4,933,656,000 | 36 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $4,933,656,000 | 34 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| 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 | $0 | 201 |
| 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 | $17,772,000 | 2,384 |
| Mortgage-backed securities | $4,681,000 | 3,727 |
| Certificates of participation in pools of residential mortgages | $4,681,000 | 3,094 |
| Issued or guaranteed by U.S. | $4,681,000 | 3,080 |
| Privately issued | $0 | 207 |
| 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) | $4,933,656,000 | 44 |
| Total debt securities | $4,933,656,000 | 52 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $4,874,000,000 | 49 |
| U.S. Government securities | $4,874,000,000 | 35 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $4,874,000,000 | 34 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| 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 | $0 | 207 |
| 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 | $16,718,000 | 2,484 |
| Mortgage-backed securities | $4,803,000 | 3,688 |
| Certificates of participation in pools of residential mortgages | $4,803,000 | 3,050 |
| Issued or guaranteed by U.S. | $4,803,000 | 3,036 |
| Privately issued | $0 | 218 |
| 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) | $4,874,000,000 | 43 |
| Total debt securities | $4,874,000,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $5,183,085,000 | 49 |
| U.S. Government securities | $5,183,085,000 | 31 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $5,183,085,000 | 29 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| 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 | $0 | 210 |
| 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 | $18,596,000 | 2,308 |
| Mortgage-backed securities | $4,816,000 | 3,679 |
| Certificates of participation in pools of residential mortgages | $4,816,000 | 3,057 |
| Issued or guaranteed by U.S. | $4,816,000 | 3,044 |
| Privately issued | $0 | 208 |
| 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) | $5,183,085,000 | 43 |
| Total debt securities | $5,183,085,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $4,829,443,000 | 60 |
| U.S. Government securities | $4,829,443,000 | 43 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $4,829,443,000 | 41 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| 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 | $20,422,000 | 2,159 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| 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) | $4,829,443,000 | 52 |
| Total debt securities | $4,829,443,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $4,370,906,000 | 60 |
| U.S. Government securities | $4,370,904,000 | 42 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $4,370,904,000 | 41 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $2,000 | 3,126 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,339 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| 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 | $24,061,000 | 1,857 |
| Mortgage-backed securities | $2,000 | 6,767 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,000 | 3,655 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $2,000 | 1,240 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000 | 4,052 |
| Available-for-sale securities (fair market value) | $4,370,904,000 | 50 |
| Total debt securities | $4,370,906,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $3,728,405,000 | 65 |
| U.S. Government securities | $3,728,403,000 | 51 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $3,728,403,000 | 51 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $2,000 | 3,199 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,324 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| 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 | $21,770,000 | 2,005 |
| Mortgage-backed securities | $2,000 | 6,807 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,000 | 3,654 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $2,000 | 1,230 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000 | 4,118 |
| Available-for-sale securities (fair market value) | $3,728,403,000 | 58 |
| Total debt securities | $3,728,405,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $3,228,018,000 | 74 |
| U.S. Government securities | $3,228,016,000 | 56 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $3,228,016,000 | 55 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $2,000 | 3,295 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,316 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| 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 | $21,973,000 | 1,972 |
| Mortgage-backed securities | $2,000 | 6,888 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,000 | 3,678 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $2,000 | 1,212 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000 | 4,199 |
| Available-for-sale securities (fair market value) | $3,228,016,000 | 66 |
| Total debt securities | $3,228,018,000 | 74 |
| 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 | $2,991,548,000 | 79 |
| U.S. Government securities | $2,991,545,000 | 60 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $2,991,545,000 | 57 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $3,000 | 3,349 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,294 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| 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 | $17,499,000 | 2,346 |
| Mortgage-backed securities | $3,000 | 6,899 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,000 | 3,674 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $3,000 | 1,184 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000 | 4,263 |
| Available-for-sale securities (fair market value) | $2,991,545,000 | 66 |
| Total debt securities | $2,991,548,000 | 78 |
| 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 | $2,447,270,000 | 102 |
| U.S. Government securities | $2,447,267,000 | 76 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $2,447,267,000 | 73 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $3,000 | 3,398 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,264 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| 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 | $16,427,000 | 2,437 |
| Mortgage-backed securities | $2,799,000 | 4,541 |
| Certificates of participation in pools of residential mortgages | $2,092,000 | 4,312 |
| Issued or guaranteed by U.S. | $2,092,000 | 4,296 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $707,000 | 2,768 |
| CMOs issued by government agencies or sponsored agencies | $704,000 | 2,499 |
| Privately issued | $3,000 | 1,152 |
| 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) | $69,000 | 4,109 |
| Available-for-sale securities (fair market value) | $2,447,201,000 | 84 |
| Total debt securities | $2,447,270,000 | 102 |
| 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 | $832,466,000 | 209 |
| U.S. Government securities | $832,263,000 | 172 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $832,263,000 | 164 |
| Securities issued by states & political subdivisions | $200,000 | 6,134 |
| Other domestic debt securities | $3,000 | 3,452 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,259 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| 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 | $23,063,000 | 1,860 |
| Mortgage-backed securities | $3,110,000 | 4,510 |
| Certificates of participation in pools of residential mortgages | $2,347,000 | 4,258 |
| Issued or guaranteed by U.S. | $2,347,000 | 4,244 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $763,000 | 2,777 |
| CMOs issued by government agencies or sponsored agencies | $760,000 | 2,521 |
| Privately issued | $3,000 | 1,151 |
| 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) | $281,000 | 3,791 |
| Available-for-sale securities (fair market value) | $832,185,000 | 176 |
| Total debt securities | $832,466,000 | 209 |
| 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 | $431,622,000 | 343 |
| U.S. Government securities | $431,019,000 | 275 |
| U.S. Treasury securities | $199,309,000 | 41 |
| U.S. Government agency obligations | $231,710,000 | 436 |
| Securities issued by states & political subdivisions | $600,000 | 5,522 |
| Other domestic debt securities | $3,000 | 3,509 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,254 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| 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 | $19,286,000 | 2,138 |
| Mortgage-backed securities | $3,334,000 | 4,487 |
| Certificates of participation in pools of residential mortgages | $2,512,000 | 4,220 |
| Issued or guaranteed by U.S. | $2,512,000 | 4,207 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $822,000 | 2,778 |
| CMOs issued by government agencies or sponsored agencies | $819,000 | 2,529 |
| Privately issued | $3,000 | 1,150 |
| 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) | $695,000 | 3,439 |
| Available-for-sale securities (fair market value) | $430,927,000 | 296 |
| Total debt securities | $431,622,000 | 335 |
| 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 | $41,725,000 | 2,801 |
| U.S. Government securities | $28,531,000 | 2,958 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $28,531,000 | 2,840 |
| Securities issued by states & political subdivisions | $600,000 | 5,565 |
| Other domestic debt securities | $12,594,000 | 701 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,231 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,591,000 | 458 |
| 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 | $17,639,000 | 2,240 |
| Mortgage-backed securities | $3,752,000 | 4,358 |
| Certificates of participation in pools of residential mortgages | $2,842,000 | 4,088 |
| Issued or guaranteed by U.S. | $2,842,000 | 4,077 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $910,000 | 2,733 |
| CMOs issued by government agencies or sponsored agencies | $907,000 | 2,486 |
| Privately issued | $3,000 | 1,116 |
| 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) | $720,000 | 3,491 |
| Available-for-sale securities (fair market value) | $41,005,000 | 2,428 |
| Total debt securities | $41,725,000 | 2,747 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $617,000 | 123 |
| Revaluation gains on off-balance sheet contracts | $617,000 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $42,118,000 | 2,812 |
| U.S. Government securities | $28,801,000 | 2,953 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $28,801,000 | 2,840 |
| Securities issued by states & political subdivisions | $600,000 | 5,596 |
| Other domestic debt securities | $12,717,000 | 721 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,213 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,713,000 | 485 |
| 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 | $22,566,000 | 1,823 |
| Mortgage-backed securities | $4,180,000 | 4,298 |
| Certificates of participation in pools of residential mortgages | $3,144,000 | 4,007 |
| Issued or guaranteed by U.S. | $3,144,000 | 3,999 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,036,000 | 2,661 |
| CMOs issued by government agencies or sponsored agencies | $1,032,000 | 2,423 |
| Privately issued | $4,000 | 1,108 |
| 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) | $742,000 | 3,513 |
| Available-for-sale securities (fair market value) | $41,376,000 | 2,431 |
| Total debt securities | $42,118,000 | 2,750 |
| 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 | $209,186,000 | 652 |
| U.S. Government securities | $180,182,000 | 596 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $180,182,000 | 574 |
| Securities issued by states & political subdivisions | $1,100,000 | 5,069 |
| Other domestic debt securities | $27,904,000 | 462 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,280 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,900,000 | 276 |
| 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 | $13,692,000 | 2,659 |
| Mortgage-backed securities | $4,442,000 | 4,241 |
| Certificates of participation in pools of residential mortgages | $3,295,000 | 4,015 |
| Issued or guaranteed by U.S. | $3,295,000 | 4,006 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,147,000 | 2,681 |
| CMOs issued by government agencies or sponsored agencies | $1,143,000 | 2,428 |
| Privately issued | $4,000 | 1,165 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,264,000 | 3,164 |
| Available-for-sale securities (fair market value) | $207,922,000 | 562 |
| Total debt securities | $209,186,000 | 634 |
| 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 | $259,000 | 49 |
| 2003-12-31 | Rank | |
| Total securities | $241,258,000 | 596 |
| U.S. Government securities | $211,963,000 | 535 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $211,963,000 | 518 |
| Securities issued by states & political subdivisions | $1,099,000 | 5,115 |
| Other domestic debt securities | $28,196,000 | 435 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,139 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $28,191,000 | 289 |
| 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 | $12,276,000 | 2,777 |
| Mortgage-backed securities | $5,229,000 | 3,980 |
| Certificates of participation in pools of residential mortgages | $3,933,000 | 3,748 |
| Issued or guaranteed by U.S. | $3,933,000 | 3,735 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,296,000 | 2,604 |
| CMOs issued by government agencies or sponsored agencies | $1,291,000 | 2,476 |
| Privately issued | $5,000 | 988 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,282,000 | 3,198 |
| Available-for-sale securities (fair market value) | $239,976,000 | 516 |
| Total debt securities | $241,258,000 | 577 |
| 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 | $142,162,000 | 948 |
| U.S. Government securities | $112,531,000 | 881 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $112,531,000 | 843 |
| Securities issued by states & political subdivisions | $1,099,000 | 5,124 |
| Other domestic debt securities | $28,532,000 | 449 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,211 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $28,526,000 | 305 |
| 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 | $13,990,000 | 2,461 |
| Mortgage-backed securities | $5,961,000 | 3,767 |
| Certificates of participation in pools of residential mortgages | $4,421,000 | 3,595 |
| Issued or guaranteed by U.S. | $4,421,000 | 3,583 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,540,000 | 2,514 |
| CMOs issued by government agencies or sponsored agencies | $1,534,000 | 2,381 |
| Privately issued | $6,000 | 1,056 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,310,000 | 3,228 |
| Available-for-sale securities (fair market value) | $140,852,000 | 823 |
| Total debt securities | $142,162,000 | 917 |
| 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 | $119,369,000 | 1,096 |
| U.S. Government securities | $89,346,000 | 1,050 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $89,346,000 | 1,011 |
| Securities issued by states & political subdivisions | $1,099,000 | 5,101 |
| Other domestic debt securities | $28,924,000 | 461 |
| Privately issued residential mortgage-backed securities | $7,000 | 1,254 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $28,917,000 | 315 |
| 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 | $12,140,000 | 2,693 |
| Mortgage-backed securities | $6,938,000 | 3,635 |
| Certificates of participation in pools of residential mortgages | $5,171,000 | 3,385 |
| Issued or guaranteed by U.S. | $5,171,000 | 3,374 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,767,000 | 2,620 |
| CMOs issued by government agencies or sponsored agencies | $1,760,000 | 2,485 |
| Privately issued | $7,000 | 1,106 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,342,000 | 3,237 |
| Available-for-sale securities (fair market value) | $118,027,000 | 939 |
| Total debt securities | $119,369,000 | 1,056 |
| 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 | $236,832,000 | 582 |
| U.S. Government securities | $191,602,000 | 554 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $191,602,000 | 534 |
| Securities issued by states & political subdivisions | $1,099,000 | 5,041 |
| Other domestic debt securities | $44,131,000 | 332 |
| Privately issued residential mortgage-backed securities | $11,000 | 1,266 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $44,120,000 | 217 |
| 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 | $12,431,000 | 2,654 |
| Mortgage-backed securities | $8,342,000 | 3,354 |
| Certificates of participation in pools of residential mortgages | $6,341,000 | 3,041 |
| Issued or guaranteed by U.S. | $6,341,000 | 3,028 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,001,000 | 2,594 |
| CMOs issued by government agencies or sponsored agencies | $1,990,000 | 2,479 |
| Privately issued | $11,000 | 1,116 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,372,000 | 3,265 |
| Available-for-sale securities (fair market value) | $235,460,000 | 501 |
| Total debt securities | $236,832,000 | 562 |
| 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 | $270,414,000 | 498 |
| U.S. Government securities | $224,938,000 | 459 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $224,938,000 | 440 |
| Securities issued by states & political subdivisions | $1,099,000 | 5,057 |
| Other domestic debt securities | $44,377,000 | 328 |
| Privately issued residential mortgage-backed securities | $8,000 | 1,307 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $44,369,000 | 213 |
| 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 | $12,694,000 | 2,629 |
| Mortgage-backed securities | $10,146,000 | 2,994 |
| Certificates of participation in pools of residential mortgages | $7,907,000 | 2,672 |
| Issued or guaranteed by U.S. | $7,907,000 | 2,661 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,239,000 | 2,529 |
| CMOs issued by government agencies or sponsored agencies | $2,231,000 | 2,419 |
| Privately issued | $8,000 | 1,163 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,400,000 | 3,322 |
| Available-for-sale securities (fair market value) | $269,014,000 | 425 |
| Total debt securities | $270,414,000 | 476 |
| Structured notes | ||
| Amortized cost | $30,725,000 | 22 |
| Fair value | $30,754,000 | 22 |
| 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 | $135,254,000 | 850 |
| U.S. Government securities | $74,573,000 | 1,081 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $74,573,000 | 1,023 |
| Securities issued by states & political subdivisions | $1,244,000 | 4,985 |
| Other domestic debt securities | $59,422,000 | 277 |
| Privately issued residential mortgage-backed securities | $12,000 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $59,410,000 | 166 |
| Foreign debt securities | $15,000 | 305 |
| 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 | $28,303,000 | 1,291 |
| Mortgage-backed securities | $39,155,000 | 1,146 |
| Certificates of participation in pools of residential mortgages | $12,944,000 | 1,783 |
| Issued or guaranteed by U.S. | $12,944,000 | 1,772 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $26,211,000 | 695 |
| CMOs issued by government agencies or sponsored agencies | $26,199,000 | 629 |
| Privately issued | $12,000 | 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) | $1,737,000 | 3,353 |
| Available-for-sale securities (fair market value) | $133,517,000 | 725 |
| Total debt securities | $135,254,000 | 827 |
| 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 | $287,212,000 | 426 |
| U.S. Government securities | $171,047,000 | 508 |
| U.S. Treasury securities | $979,000 | 2,895 |
| U.S. Government agency obligations | $170,068,000 | 474 |
| Securities issued by states & political subdivisions | $1,418,000 | 4,913 |
| Other domestic debt securities | $107,152,000 | 163 |
| Privately issued residential mortgage-backed securities | $16,000 | 1,361 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $107,136,000 | 103 |
| Foreign debt securities | $15,000 | 293 |
| Equity securities | $7,580,000 | 624 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,427,000 | 1,268 |
| Mortgage-backed securities | $145,212,000 | 379 |
| Certificates of participation in pools of residential mortgages | $9,974,000 | 1,743 |
| Issued or guaranteed by U.S. | $9,974,000 | 1,732 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $135,238,000 | 210 |
| CMOs issued by government agencies or sponsored agencies | $135,222,000 | 178 |
| Privately issued | $16,000 | 1,183 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,194,000 | 3,752 |
| Available-for-sale securities (fair market value) | $285,018,000 | 353 |
| Total debt securities | $279,632,000 | 410 |
| 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 | $322,703,000 | 412 |
| U.S. Government securities | $253,319,000 | 399 |
| U.S. Treasury securities | $997,000 | 3,751 |
| U.S. Government agency obligations | $252,322,000 | 367 |
| Securities issued by states & political subdivisions | $1,596,000 | 4,972 |
| Other domestic debt securities | $57,872,000 | 271 |
| Privately issued residential mortgage-backed securities | $21,000 | 1,425 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $57,851,000 | 187 |
| Foreign debt securities | $15,000 | 323 |
| Equity securities | $9,901,000 | 507 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $155,424,000 | 334 |
| Mortgage-backed securities | $129,200,000 | 437 |
| Certificates of participation in pools of residential mortgages | $11,241,000 | 1,728 |
| Issued or guaranteed by U.S. | $11,241,000 | 1,717 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $117,959,000 | 247 |
| CMOs issued by government agencies or sponsored agencies | $117,938,000 | 210 |
| Privately issued | $21,000 | 1,241 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,694,000 | 3,896 |
| Available-for-sale securities (fair market value) | $320,009,000 | 334 |
| Total debt securities | $312,802,000 | 408 |
| 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 | $718,579,000 | 207 |
| U.S. Government securities | $676,619,000 | 178 |
| U.S. Treasury securities | $31,942,000 | 436 |
| U.S. Government agency obligations | $644,677,000 | 164 |
| Securities issued by states & political subdivisions | $2,209,000 | 4,547 |
| Other domestic debt securities | $30,210,000 | 372 |
| Privately issued residential mortgage-backed securities | $36,000 | 1,422 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,174,000 | 260 |
| Foreign debt securities | $15,000 | 335 |
| Equity securities | $9,526,000 | 519 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,881,000 | 553 |
| Mortgage-backed securities | $147,282,000 | 424 |
| Certificates of participation in pools of residential mortgages | $10,448,000 | 1,926 |
| Issued or guaranteed by U.S. | $10,448,000 | 1,912 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $136,834,000 | 219 |
| CMOs issued by government agencies or sponsored agencies | $136,798,000 | 187 |
| Privately issued | $36,000 | 1,217 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,916,000 | 3,817 |
| Available-for-sale securities (fair market value) | $714,663,000 | 168 |
| Total debt securities | $709,053,000 | 204 |
| 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 | $382,482,000 | 373 |
| U.S. Government securities | $206,044,000 | 505 |
| U.S. Treasury securities | $153,530,000 | 140 |
| U.S. Government agency obligations | $52,514,000 | 1,372 |
| Securities issued by states & political subdivisions | $4,197,000 | 3,110 |
| Other domestic debt securities | $161,510,000 | 96 |
| Privately issued residential mortgage-backed securities | $55,000 | 1,382 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $161,455,000 | 47 |
| Foreign debt securities | $15,000 | 356 |
| Equity securities | $10,716,000 | 411 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,684,000 | 701 |
| Mortgage-backed securities | $14,863,000 | 2,034 |
| Certificates of participation in pools of residential mortgages | $14,793,000 | 1,495 |
| Issued or guaranteed by U.S. | $14,793,000 | 1,486 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $70,000 | 4,869 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 4,769 |
| Privately issued | $55,000 | 1,148 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,576,000 | 3,623 |
| Available-for-sale securities (fair market value) | $375,906,000 | 282 |
| Total debt securities | $371,766,000 | 375 |
| 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 | $297,672,000 | 465 |
| U.S. Government securities | $186,475,000 | 571 |
| U.S. Treasury securities | $158,760,000 | 157 |
| U.S. Government agency obligations | $27,715,000 | 2,561 |
| Securities issued by states & political subdivisions | $5,250,000 | 2,723 |
| Other domestic debt securities | $95,212,000 | 131 |
| Privately issued residential mortgage-backed securities | $211,000 | 1,303 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $95,001,000 | 69 |
| Foreign debt securities | $15,000 | 411 |
| Equity securities | $10,720,000 | 387 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,679,000 | 971 |
| Mortgage-backed securities | $3,282,000 | 5,056 |
| Certificates of participation in pools of residential mortgages | $3,051,000 | 4,060 |
| Issued or guaranteed by U.S. | $3,051,000 | 4,039 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $231,000 | 4,950 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 5,212 |
| Privately issued | $211,000 | 1,056 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,547,000 | 3,508 |
| Available-for-sale securities (fair market value) | $289,125,000 | 342 |
| Total debt securities | $286,952,000 | 461 |
| 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 | $54,322,000 | 2,314 |
| U.S. Government securities | $34,472,000 | 2,920 |
| U.S. Treasury securities | $33,114,000 | 850 |
| U.S. Government agency obligations | $1,358,000 | 10,228 |
| Securities issued by states & political subdivisions | $713,000 | 6,872 |
| Other domestic debt securities | $18,173,000 | 465 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,173,000 | 316 |
| Foreign debt securities | $20,000 | 477 |
| Equity securities | $944,000 | 2,261 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,181,000 | 2,905 |
| Mortgage-backed securities | $1,032,000 | 7,244 |
| Certificates of participation in pools of residential mortgages | $1,032,000 | 6,031 |
| Issued or guaranteed by U.S. | $1,032,000 | 5,999 |
| Privately issued | $0 | 558 |
| 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) | $1,765,000 | 6,830 |
| Available-for-sale securities (fair market value) | $52,557,000 | 1,608 |
| Total debt securities | $53,378,000 | 2,282 |
| 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 | $31,414,000 | 4,116 |
| U.S. Government securities | $24,114,000 | 4,215 |
| U.S. Treasury securities | $21,882,000 | 1,604 |
| U.S. Government agency obligations | $2,232,000 | 9,707 |
| Securities issued by states & political subdivisions | $1,215,000 | 6,274 |
| Other domestic debt securities | $6,085,000 | 1,028 |
| Privately issued residential mortgage-backed securities | $91,000 | 2,203 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,994,000 | 774 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,211,000 | 2,886 |
| Mortgage-backed securities | $1,280,000 | 7,411 |
| Certificates of participation in pools of residential mortgages | $1,189,000 | 6,151 |
| Issued or guaranteed by U.S. | $1,189,000 | 6,125 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $91,000 | 6,220 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $91,000 | 1,895 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,538,000 | 8,942 |
| Available-for-sale securities (fair market value) | $27,876,000 | 2,063 |
| Total debt securities | $31,414,000 | 4,028 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $9,924,000 | 102 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $30,011,000 | 4,478 |
| U.S. Government securities | $27,088,000 | 3,956 |
| U.S. Treasury securities | $23,506,000 | 1,594 |
| U.S. Government agency obligations | $3,582,000 | 8,926 |
| Securities issued by states & political subdivisions | $1,789,000 | 5,586 |
| Other domestic debt securities | $1,134,000 | 3,137 |
| Privately issued residential mortgage-backed securities | $127,000 | 2,595 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,007,000 | 2,547 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,013,000 | 1,407 |
| Mortgage-backed securities | $2,068,000 | 7,202 |
| Certificates of participation in pools of residential mortgages | $1,606,000 | 6,176 |
| Issued or guaranteed by U.S. | $1,606,000 | 6,128 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $462,000 | 5,829 |
| CMOs issued by government agencies or sponsored agencies | $335,000 | 5,775 |
| Privately issued | $127,000 | 2,186 |
| 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 | $30,011,000 | 4,364 |
| 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 | $33,401,000 | 4,056 |
| U.S. Government securities | $28,302,000 | 3,781 |
| U.S. Treasury securities | $23,028,000 | 1,621 |
| U.S. Government agency obligations | $5,274,000 | 7,808 |
| Securities issued by states & political subdivisions | $3,055,000 | 4,019 |
| Other domestic debt securities | $2,044,000 | 2,881 |
| Privately issued residential mortgage-backed securities | $1,064,000 | 1,710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $980,000 | 3,037 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,799,000 | 1,176 |
| Mortgage-backed securities | $3,967,000 | 6,056 |
| Certificates of participation in pools of residential mortgages | $2,401,000 | 5,691 |
| Issued or guaranteed by U.S. | $2,401,000 | 5,623 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,566,000 | 4,389 |
| CMOs issued by government agencies or sponsored agencies | $502,000 | 5,410 |
| Privately issued | $1,064,000 | 1,381 |
| 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 | $33,401,000 | 3,981 |
| 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 |