Home > Fifth Third Bank > Securities
Fifth Third Bank, Securities
| 2009-06-30 | Rank | |
| Total securities | $5,532,882,000 | 46 |
| U.S. Government securities | $4,306,220,000 | 36 |
| U.S. Treasury securities | $132,744,000 | 42 |
| U.S. Government agency obligations | $4,173,476,000 | 36 |
| Securities issued by states & political subdivisions | $240,194,000 | 63 |
| Other domestic debt securities | $675,999,000 | 63 |
| Privately issued residential mortgage-backed securities | $70,000 | 1,551 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $620,898,000 | 24 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $55,031,000 | 111 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $310,469,000 | 24 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,790,463,000 | 32 |
| Mortgage-backed securities | $3,781,247,000 | 38 |
| Certificates of participation in pools of residential mortgages | $1,997,553,000 | 44 |
| Issued or guaranteed by U.S. | $1,997,483,000 | 43 |
| Privately issued | $70,000 | 159 |
| Collaterized mortgage obligations | $1,783,694,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $1,783,694,000 | 27 |
| 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) | $37,440,000 | 452 |
| Available-for-sale securities (fair market value) | $5,495,442,000 | 42 |
| Total debt securities | $5,222,413,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $923,758,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $550,137,000 | 20 |
| Revaluation losses on off-balance sheet contracts | $569,567,000 | 17 |
| 2009-03-31 | Rank | |
| Total securities | $5,547,608,000 | 43 |
| U.S. Government securities | $4,574,336,000 | 36 |
| U.S. Treasury securities | $133,542,000 | 38 |
| U.S. Government agency obligations | $4,440,794,000 | 35 |
| Securities issued by states & political subdivisions | $283,372,000 | 53 |
| Other domestic debt securities | $588,401,000 | 60 |
| Privately issued residential mortgage-backed securities | $79,000 | 1,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $546,083,000 | 23 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $42,239,000 | 132 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $101,499,000 | 43 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,763,189,000 | 31 |
| Mortgage-backed securities | $4,041,697,000 | 35 |
| Certificates of participation in pools of residential mortgages | $2,165,758,000 | 37 |
| Issued or guaranteed by U.S. | $2,165,679,000 | 37 |
| Privately issued | $79,000 | 165 |
| Collaterized mortgage obligations | $1,875,939,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $1,875,939,000 | 25 |
| 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) | $37,581,000 | 456 |
| Available-for-sale securities (fair market value) | $5,510,027,000 | 40 |
| Total debt securities | $5,446,109,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $1,222,818,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $761,768,000 | 19 |
| Revaluation losses on off-balance sheet contracts | $780,588,000 | 17 |
| 2008-12-31 | Rank | |
| Total securities | $5,105,115,000 | 42 |
| U.S. Government securities | $4,558,065,000 | 37 |
| U.S. Treasury securities | $134,769,000 | 31 |
| U.S. Government agency obligations | $4,423,296,000 | 36 |
| Securities issued by states & political subdivisions | $308,708,000 | 50 |
| Other domestic debt securities | $74,770,000 | 235 |
| Privately issued residential mortgage-backed securities | $77,000 | 1,513 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,125,000 | 61 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $52,568,000 | 110 |
| Foreign debt securities | $100,000 | 127 |
| Equity securities | $163,472,000 | 29 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,928,730,000 | 33 |
| Mortgage-backed securities | $3,985,295,000 | 38 |
| Certificates of participation in pools of residential mortgages | $2,195,478,000 | 35 |
| Issued or guaranteed by U.S. | $2,195,401,000 | 34 |
| Privately issued | $77,000 | 160 |
| Collaterized mortgage obligations | $1,789,817,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $1,789,817,000 | 23 |
| 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) | $39,149,000 | 434 |
| Available-for-sale securities (fair market value) | $5,065,966,000 | 39 |
| Total debt securities | $4,941,643,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $1,171,490,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $815,009,000 | 20 |
| Revaluation losses on off-balance sheet contracts | $829,508,000 | 18 |
| 2008-09-30 | Rank | |
| Total securities | $5,169,921,000 | 45 |
| U.S. Government securities | $4,319,541,000 | 35 |
| U.S. Treasury securities | $133,379,000 | 27 |
| U.S. Government agency obligations | $4,186,162,000 | 36 |
| Securities issued by states & political subdivisions | $341,370,000 | 42 |
| Other domestic debt securities | $454,309,000 | 71 |
| Privately issued residential mortgage-backed securities | $85,000 | 1,477 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $409,347,000 | 23 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $44,877,000 | 120 |
| Foreign debt securities | $100,000 | 137 |
| Equity securities | $54,601,000 | 54 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,055,065,000 | 32 |
| Mortgage-backed securities | $3,986,153,000 | 37 |
| Certificates of participation in pools of residential mortgages | $2,197,061,000 | 36 |
| Issued or guaranteed by U.S. | $2,196,976,000 | 35 |
| Privately issued | $85,000 | 159 |
| Collaterized mortgage obligations | $1,789,092,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $1,789,092,000 | 19 |
| 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) | $38,484,000 | 441 |
| Available-for-sale securities (fair market value) | $5,131,437,000 | 40 |
| Total debt securities | $5,115,319,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $290,942,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $290,942,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $291,344,000 | 20 |
| 2008-06-30 | Rank | |
| Total securities | $4,711,126,000 | 51 |
| U.S. Government securities | $4,160,480,000 | 40 |
| U.S. Treasury securities | $169,859,000 | 27 |
| U.S. Government agency obligations | $3,990,621,000 | 40 |
| Securities issued by states & political subdivisions | $367,123,000 | 41 |
| Other domestic debt securities | $68,883,000 | 267 |
| Privately issued residential mortgage-backed securities | $87,000 | 1,442 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,819,000 | 106 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $61,977,000 | 106 |
| Foreign debt securities | $100,000 | 144 |
| Equity securities | $114,540,000 | 35 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,896,077,000 | 33 |
| Mortgage-backed securities | $3,875,769,000 | 43 |
| Certificates of participation in pools of residential mortgages | $2,110,270,000 | 40 |
| Issued or guaranteed by U.S. | $2,110,183,000 | 38 |
| Privately issued | $87,000 | 172 |
| Collaterized mortgage obligations | $1,765,499,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,765,499,000 | 22 |
| 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) | $38,547,000 | 437 |
| Available-for-sale securities (fair market value) | $4,672,579,000 | 43 |
| Total debt securities | $4,596,586,000 | 51 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $271,841,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $271,841,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $271,492,000 | 21 |
| 2008-03-31 | Rank | |
| Total securities | $4,752,442,000 | 50 |
| U.S. Government securities | $4,088,835,000 | 37 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $4,088,835,000 | 37 |
| Securities issued by states & political subdivisions | $418,527,000 | 36 |
| Other domestic debt securities | $73,847,000 | 255 |
| Privately issued residential mortgage-backed securities | $91,000 | 1,432 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,384,000 | 103 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $65,372,000 | 105 |
| Foreign debt securities | $100,000 | 157 |
| Equity securities | $171,133,000 | 30 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,324,384,000 | 35 |
| Mortgage-backed securities | $4,057,255,000 | 42 |
| Certificates of participation in pools of residential mortgages | $2,072,252,000 | 41 |
| Issued or guaranteed by U.S. | $2,072,161,000 | 39 |
| Privately issued | $91,000 | 174 |
| Collaterized mortgage obligations | $1,985,003,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $1,985,003,000 | 17 |
| 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) | $31,011,000 | 523 |
| Available-for-sale securities (fair market value) | $4,721,431,000 | 44 |
| Total debt securities | $4,581,309,000 | 50 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $476,636,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $476,636,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $475,987,000 | 20 |
| 2007-12-31 | Rank | |
| Total securities | $4,428,623,000 | 53 |
| U.S. Government securities | $3,788,790,000 | 40 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $3,788,790,000 | 39 |
| Securities issued by states & political subdivisions | $468,965,000 | 34 |
| Other domestic debt securities | $66,313,000 | 263 |
| Privately issued residential mortgage-backed securities | $99,000 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,898,000 | 97 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $56,316,000 | 121 |
| Foreign debt securities | $100,000 | 163 |
| Equity securities | $104,455,000 | 40 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,511,568,000 | 36 |
| Mortgage-backed securities | $3,757,582,000 | 44 |
| Certificates of participation in pools of residential mortgages | $2,289,876,000 | 36 |
| Issued or guaranteed by U.S. | $2,289,777,000 | 33 |
| Privately issued | $99,000 | 163 |
| Collaterized mortgage obligations | $1,467,706,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,467,706,000 | 23 |
| 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) | $32,821,000 | 525 |
| Available-for-sale securities (fair market value) | $4,395,802,000 | 47 |
| Total debt securities | $4,324,167,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $254,739,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $254,739,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $254,490,000 | 21 |
| 2007-09-30 | Rank | |
| Total securities | $4,130,038,000 | 58 |
| U.S. Government securities | $3,533,302,000 | 43 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $3,533,302,000 | 43 |
| Securities issued by states & political subdivisions | $509,128,000 | 33 |
| Other domestic debt securities | $32,922,000 | 374 |
| Privately issued residential mortgage-backed securities | $100,000 | 1,294 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,525,000 | 90 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,297,000 | 223 |
| Foreign debt securities | $200,000 | 144 |
| Equity securities | $54,486,000 | 72 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,433,963,000 | 35 |
| Mortgage-backed securities | $3,162,265,000 | 47 |
| Certificates of participation in pools of residential mortgages | $2,228,862,000 | 35 |
| Issued or guaranteed by U.S. | $2,228,762,000 | 32 |
| Privately issued | $100,000 | 166 |
| Collaterized mortgage obligations | $933,403,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $933,403,000 | 37 |
| 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) | $24,594,000 | 681 |
| Available-for-sale securities (fair market value) | $4,105,444,000 | 49 |
| Total debt securities | $4,075,552,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $111,442,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $111,442,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $111,003,000 | 24 |
| 2007-06-30 | Rank | |
| Total securities | $4,781,927,000 | 53 |
| U.S. Government securities | $4,056,928,000 | 45 |
| U.S. Treasury securities | $79,815,000 | 48 |
| U.S. Government agency obligations | $3,977,113,000 | 44 |
| Securities issued by states & political subdivisions | $521,401,000 | 31 |
| Other domestic debt securities | $26,304,000 | 404 |
| Privately issued residential mortgage-backed securities | $103,000 | 1,251 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,897,000 | 58 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,304,000 | 771 |
| Foreign debt securities | $225,000 | 141 |
| Equity securities | $177,069,000 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,600,578,000 | 34 |
| Mortgage-backed securities | $3,946,285,000 | 46 |
| Certificates of participation in pools of residential mortgages | $2,797,242,000 | 28 |
| Issued or guaranteed by U.S. | $2,797,139,000 | 26 |
| Privately issued | $103,000 | 176 |
| Collaterized mortgage obligations | $1,149,043,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $1,149,043,000 | 33 |
| 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) | $24,550,000 | 686 |
| Available-for-sale securities (fair market value) | $4,757,377,000 | 45 |
| Total debt securities | $4,604,856,000 | 57 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $67,869,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $67,869,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $67,957,000 | 26 |
| 2007-03-31 | Rank | |
| Total securities | $4,476,298,000 | 54 |
| U.S. Government securities | $3,721,892,000 | 45 |
| U.S. Treasury securities | $918,963,000 | 7 |
| U.S. Government agency obligations | $2,802,929,000 | 59 |
| Securities issued by states & political subdivisions | $551,618,000 | 31 |
| Other domestic debt securities | $28,955,000 | 389 |
| Privately issued residential mortgage-backed securities | $111,000 | 1,213 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $25,526,000 | 58 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,318,000 | 790 |
| Foreign debt securities | $224,000 | 150 |
| Equity securities | $173,609,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,899,385,000 | 34 |
| Mortgage-backed securities | $2,771,872,000 | 56 |
| Certificates of participation in pools of residential mortgages | $1,971,825,000 | 38 |
| Issued or guaranteed by U.S. | $1,971,714,000 | 34 |
| Privately issued | $111,000 | 184 |
| Collaterized mortgage obligations | $800,047,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $800,047,000 | 45 |
| 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) | $24,620,000 | 702 |
| Available-for-sale securities (fair market value) | $4,451,678,000 | 45 |
| Total debt securities | $4,302,689,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $78,299,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $78,299,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $77,892,000 | 22 |
| 2006-12-31 | Rank | |
| Total securities | $4,665,655,000 | 53 |
| U.S. Government securities | $3,982,264,000 | 43 |
| U.S. Treasury securities | $1,118,984,000 | 9 |
| U.S. Government agency obligations | $2,863,280,000 | 56 |
| Securities issued by states & political subdivisions | $575,564,000 | 28 |
| Other domestic debt securities | $33,915,000 | 352 |
| Privately issued residential mortgage-backed securities | $181,000 | 1,163 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $30,403,000 | 54 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,331,000 | 805 |
| Foreign debt securities | $224,000 | 151 |
| Equity securities | $73,688,000 | 47 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,843,634,000 | 42 |
| Mortgage-backed securities | $2,862,517,000 | 53 |
| Certificates of participation in pools of residential mortgages | $2,047,486,000 | 38 |
| Issued or guaranteed by U.S. | $2,047,360,000 | 33 |
| Privately issued | $126,000 | 169 |
| Collaterized mortgage obligations | $815,031,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $814,976,000 | 43 |
| Privately issued | $55,000 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,638,000 | 715 |
| Available-for-sale securities (fair market value) | $4,641,017,000 | 46 |
| Total debt securities | $4,591,966,000 | 54 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $70,371,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $70,371,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $70,517,000 | 24 |
| 2006-09-30 | Rank | |
| Total securities | $6,936,922,000 | 42 |
| U.S. Government securities | $4,449,730,000 | 46 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $4,449,730,000 | 44 |
| Securities issued by states & political subdivisions | $604,289,000 | 23 |
| Other domestic debt securities | $1,780,617,000 | 37 |
| Privately issued residential mortgage-backed securities | $1,705,232,000 | 29 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $72,042,000 | 41 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,343,000 | 809 |
| Foreign debt securities | $349,000 | 128 |
| Equity securities | $101,937,000 | 33 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,474,911,000 | 32 |
| Mortgage-backed securities | $5,751,427,000 | 33 |
| Certificates of participation in pools of residential mortgages | $2,159,548,000 | 42 |
| Issued or guaranteed by U.S. | $2,159,419,000 | 37 |
| Privately issued | $129,000 | 177 |
| Collaterized mortgage obligations | $3,591,879,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $1,886,776,000 | 24 |
| Privately issued | $1,705,103,000 | 26 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,646,000 | 747 |
| Available-for-sale securities (fair market value) | $6,912,276,000 | 38 |
| Total debt securities | $6,834,984,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $46,300,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $46,300,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $43,462,000 | 28 |
| 2006-06-30 | Rank | |
| Total securities | $7,036,033,000 | 37 |
| U.S. Government securities | $4,577,170,000 | 41 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $4,577,170,000 | 40 |
| Securities issued by states & political subdivisions | $617,842,000 | 18 |
| Other domestic debt securities | $1,750,424,000 | 37 |
| Privately issued residential mortgage-backed securities | $1,659,677,000 | 30 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $87,420,000 | 38 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,327,000 | 818 |
| Foreign debt securities | $348,000 | 136 |
| Equity securities | $90,249,000 | 36 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,871,735,000 | 33 |
| Mortgage-backed securities | $5,720,571,000 | 34 |
| Certificates of participation in pools of residential mortgages | $2,158,815,000 | 40 |
| Issued or guaranteed by U.S. | $2,158,649,000 | 36 |
| Privately issued | $166,000 | 168 |
| Collaterized mortgage obligations | $3,561,756,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $1,902,245,000 | 23 |
| Privately issued | $1,659,511,000 | 27 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,659,000 | 801 |
| Available-for-sale securities (fair market value) | $7,013,374,000 | 34 |
| Total debt securities | $6,945,784,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $78,491,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $78,491,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $78,429,000 | 24 |
| 2006-03-31 | Rank | |
| Total securities | $7,241,859,000 | 38 |
| U.S. Government securities | $4,675,146,000 | 41 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $4,675,146,000 | 38 |
| Securities issued by states & political subdivisions | $648,846,000 | 17 |
| Other domestic debt securities | $1,818,569,000 | 37 |
| Privately issued residential mortgage-backed securities | $1,717,142,000 | 30 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $98,081,000 | 36 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,346,000 | 850 |
| Foreign debt securities | $348,000 | 137 |
| Equity securities | $98,950,000 | 33 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,780,731,000 | 35 |
| Mortgage-backed securities | $5,906,892,000 | 35 |
| Certificates of participation in pools of residential mortgages | $2,207,256,000 | 39 |
| Issued or guaranteed by U.S. | $2,207,081,000 | 37 |
| Privately issued | $175,000 | 162 |
| Collaterized mortgage obligations | $3,699,636,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $1,982,669,000 | 20 |
| Privately issued | $1,716,967,000 | 27 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,059,000 | 730 |
| Available-for-sale securities (fair market value) | $7,215,800,000 | 33 |
| Total debt securities | $7,142,910,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $51,652,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $51,652,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $51,931,000 | 26 |
| 2005-12-31 | Rank | |
| Total securities | $7,415,531,000 | 37 |
| U.S. Government securities | $4,818,498,000 | 41 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $4,818,498,000 | 38 |
| Securities issued by states & political subdivisions | $682,312,000 | 17 |
| Other domestic debt securities | $1,747,600,000 | 37 |
| Privately issued residential mortgage-backed securities | $1,638,655,000 | 31 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $105,571,000 | 34 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,374,000 | 885 |
| Foreign debt securities | $349,000 | 132 |
| Equity securities | $166,772,000 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,954,440,000 | 29 |
| Mortgage-backed securities | $5,967,875,000 | 35 |
| Certificates of participation in pools of residential mortgages | $2,267,865,000 | 40 |
| Issued or guaranteed by U.S. | $2,267,687,000 | 38 |
| Privately issued | $178,000 | 167 |
| Collaterized mortgage obligations | $3,700,010,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $2,061,533,000 | 19 |
| Privately issued | $1,638,477,000 | 29 |
| 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) | $24,122,000 | 797 |
| Available-for-sale securities (fair market value) | $7,391,409,000 | 32 |
| Total debt securities | $7,248,758,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $27,508,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $7,663,216,000 | 36 |
| U.S. Government securities | $4,960,478,000 | 42 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $4,960,478,000 | 40 |
| Securities issued by states & political subdivisions | $726,978,000 | 16 |
| Other domestic debt securities | $1,836,916,000 | 33 |
| Privately issued residential mortgage-backed securities | $1,718,529,000 | 31 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $114,979,000 | 36 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,408,000 | 913 |
| Foreign debt securities | $450,000 | 126 |
| Equity securities | $138,394,000 | 24 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,980,423,000 | 29 |
| Mortgage-backed securities | $6,161,172,000 | 31 |
| Certificates of participation in pools of residential mortgages | $2,296,368,000 | 37 |
| Issued or guaranteed by U.S. | $2,296,186,000 | 35 |
| Privately issued | $182,000 | 171 |
| Collaterized mortgage obligations | $3,864,804,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $2,146,457,000 | 22 |
| Privately issued | $1,718,347,000 | 26 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,813,000 | 962 |
| Available-for-sale securities (fair market value) | $7,644,403,000 | 30 |
| Total debt securities | $7,524,824,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $19,917,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $9,272,394,000 | 31 |
| U.S. Government securities | $6,081,833,000 | 36 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $6,081,833,000 | 33 |
| Securities issued by states & political subdivisions | $814,289,000 | 13 |
| Other domestic debt securities | $2,305,784,000 | 29 |
| Privately issued residential mortgage-backed securities | $2,129,190,000 | 27 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $129,626,000 | 34 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $46,968,000 | 143 |
| Foreign debt securities | $450,000 | 129 |
| Equity securities | $70,038,000 | 48 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,656,609,000 | 26 |
| Mortgage-backed securities | $7,338,030,000 | 26 |
| Certificates of participation in pools of residential mortgages | $2,964,848,000 | 31 |
| Issued or guaranteed by U.S. | $2,964,635,000 | 30 |
| Privately issued | $213,000 | 168 |
| Collaterized mortgage obligations | $4,373,182,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $2,244,205,000 | 21 |
| Privately issued | $2,128,977,000 | 22 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,438,000 | 860 |
| Available-for-sale securities (fair market value) | $9,249,956,000 | 25 |
| Total debt securities | $9,202,355,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $35,315,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $9,364,522,000 | 29 |
| U.S. Government securities | $5,717,171,000 | 41 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,717,171,000 | 38 |
| Securities issued by states & political subdivisions | $824,943,000 | 13 |
| Other domestic debt securities | $2,665,053,000 | 24 |
| Privately issued residential mortgage-backed securities | $2,109,050,000 | 25 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $503,692,000 | 21 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $52,311,000 | 133 |
| Foreign debt securities | $474,000 | 134 |
| Equity securities | $156,881,000 | 23 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,783,279,000 | 31 |
| Mortgage-backed securities | $7,234,410,000 | 29 |
| Certificates of participation in pools of residential mortgages | $2,820,438,000 | 33 |
| Issued or guaranteed by U.S. | $2,756,135,000 | 30 |
| Privately issued | $64,303,000 | 29 |
| Collaterized mortgage obligations | $4,413,972,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $2,369,225,000 | 20 |
| Privately issued | $2,044,747,000 | 22 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,504,000 | 875 |
| Available-for-sale securities (fair market value) | $9,342,018,000 | 24 |
| Total debt securities | $9,207,642,000 | 29 |
| 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 | $7,495,149,000 | 39 |
| U.S. Government securities | $4,476,729,000 | 48 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,476,729,000 | 47 |
| Securities issued by states & political subdivisions | $848,733,000 | 13 |
| Other domestic debt securities | $2,014,851,000 | 29 |
| Privately issued residential mortgage-backed securities | $1,380,185,000 | 34 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $580,506,000 | 19 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $54,160,000 | 128 |
| Foreign debt securities | $474,000 | 136 |
| Equity securities | $154,362,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,928,805,000 | 39 |
| Mortgage-backed securities | $5,358,713,000 | 38 |
| Certificates of participation in pools of residential mortgages | $1,453,650,000 | 65 |
| Issued or guaranteed by U.S. | $1,453,305,000 | 60 |
| Privately issued | $345,000 | 137 |
| Collaterized mortgage obligations | $3,905,063,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $2,525,223,000 | 21 |
| Privately issued | $1,379,840,000 | 28 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,567,000 | 875 |
| Available-for-sale securities (fair market value) | $7,472,582,000 | 31 |
| Total debt securities | $7,340,788,000 | 39 |
| 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 | $8,680,033,000 | 34 |
| U.S. Government securities | $5,624,710,000 | 41 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $5,624,710,000 | 38 |
| Securities issued by states & political subdivisions | $900,203,000 | 10 |
| Other domestic debt securities | $2,091,498,000 | 24 |
| Privately issued residential mortgage-backed securities | $1,355,722,000 | 33 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $682,343,000 | 19 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $53,433,000 | 133 |
| Foreign debt securities | $525,000 | 125 |
| Equity securities | $63,097,000 | 64 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,201,352,000 | 41 |
| Mortgage-backed securities | $6,144,533,000 | 35 |
| Certificates of participation in pools of residential mortgages | $1,787,921,000 | 52 |
| Issued or guaranteed by U.S. | $1,787,166,000 | 47 |
| Privately issued | $755,000 | 118 |
| Collaterized mortgage obligations | $4,356,612,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $3,001,645,000 | 15 |
| Privately issued | $1,354,967,000 | 27 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $43,883,000 | 513 |
| Available-for-sale securities (fair market value) | $8,636,150,000 | 29 |
| Total debt securities | $8,616,935,000 | 33 |
| 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 | $6,810,556,000 | 47 |
| U.S. Government securities | $5,173,190,000 | 44 |
| U.S. Treasury securities | $25,320,000 | 193 |
| U.S. Government agency obligations | $5,147,870,000 | 43 |
| Securities issued by states & political subdivisions | $900,399,000 | 9 |
| Other domestic debt securities | $634,502,000 | 69 |
| Privately issued residential mortgage-backed securities | $360,058,000 | 64 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $221,530,000 | 29 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $52,914,000 | 139 |
| Foreign debt securities | $523,000 | 118 |
| Equity securities | $101,942,000 | 42 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,007,618,000 | 42 |
| Mortgage-backed securities | $4,832,493,000 | 43 |
| Certificates of participation in pools of residential mortgages | $1,605,785,000 | 56 |
| Issued or guaranteed by U.S. | $1,604,948,000 | 51 |
| Privately issued | $837,000 | 115 |
| Collaterized mortgage obligations | $3,226,708,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $2,867,487,000 | 16 |
| Privately issued | $359,221,000 | 58 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $43,451,000 | 527 |
| Available-for-sale securities (fair market value) | $6,767,105,000 | 40 |
| Total debt securities | $6,708,614,000 | 46 |
| 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 | $7,395,051,000 | 44 |
| U.S. Government securities | $5,817,213,000 | 40 |
| U.S. Treasury securities | $26,368,000 | 184 |
| U.S. Government agency obligations | $5,790,845,000 | 37 |
| Securities issued by states & political subdivisions | $937,894,000 | 10 |
| Other domestic debt securities | $529,732,000 | 80 |
| Privately issued residential mortgage-backed securities | $241,080,000 | 85 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $255,421,000 | 26 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $33,231,000 | 233 |
| Foreign debt securities | $625,000 | 117 |
| Equity securities | $109,587,000 | 39 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,383,384,000 | 38 |
| Mortgage-backed securities | $5,124,246,000 | 43 |
| Certificates of participation in pools of residential mortgages | $1,632,037,000 | 55 |
| Issued or guaranteed by U.S. | $1,631,143,000 | 51 |
| Privately issued | $894,000 | 117 |
| Collaterized mortgage obligations | $3,492,209,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $3,252,023,000 | 15 |
| Privately issued | $240,186,000 | 77 |
| 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) | $43,700,000 | 504 |
| Available-for-sale securities (fair market value) | $7,351,351,000 | 36 |
| Total debt securities | $7,285,464,000 | 46 |
| 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 | $7,528,054,000 | 39 |
| U.S. Government securities | $5,948,656,000 | 36 |
| U.S. Treasury securities | $31,298,000 | 170 |
| U.S. Government agency obligations | $5,917,358,000 | 35 |
| Securities issued by states & political subdivisions | $927,539,000 | 9 |
| Other domestic debt securities | $538,480,000 | 64 |
| Privately issued residential mortgage-backed securities | $210,039,000 | 66 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $294,171,000 | 22 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $34,270,000 | 242 |
| Foreign debt securities | $625,000 | 123 |
| Equity securities | $112,754,000 | 42 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,850,841,000 | 47 |
| Mortgage-backed securities | $5,108,932,000 | 41 |
| Certificates of participation in pools of residential mortgages | $1,659,408,000 | 54 |
| Issued or guaranteed by U.S. | $1,658,481,000 | 50 |
| Privately issued | $927,000 | 128 |
| Collaterized mortgage obligations | $3,449,524,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $3,240,412,000 | 16 |
| Privately issued | $209,112,000 | 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) | $17,662,000 | 1,026 |
| Available-for-sale securities (fair market value) | $7,510,392,000 | 33 |
| Total debt securities | $7,415,301,000 | 39 |
| 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 | $4,595,547,000 | 58 |
| U.S. Government securities | $3,757,289,000 | 51 |
| U.S. Treasury securities | $26,274,000 | 195 |
| U.S. Government agency obligations | $3,731,015,000 | 48 |
| Securities issued by states & political subdivisions | $459,555,000 | 27 |
| Other domestic debt securities | $319,544,000 | 83 |
| Privately issued residential mortgage-backed securities | $95,193,000 | 94 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $186,602,000 | 29 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $37,749,000 | 235 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $59,159,000 | 82 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,619,143,000 | 71 |
| Mortgage-backed securities | $2,865,129,000 | 58 |
| Certificates of participation in pools of residential mortgages | $848,382,000 | 88 |
| Issued or guaranteed by U.S. | $848,382,000 | 86 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,016,747,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $1,921,554,000 | 23 |
| Privately issued | $95,193,000 | 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) | $3,337,000 | 2,432 |
| Available-for-sale securities (fair market value) | $4,592,210,000 | 45 |
| Total debt securities | $4,536,391,000 | 58 |
| 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 | $4,790,648,000 | 56 |
| U.S. Government securities | $4,094,970,000 | 46 |
| U.S. Treasury securities | $107,771,000 | 62 |
| U.S. Government agency obligations | $3,987,199,000 | 44 |
| Securities issued by states & political subdivisions | $471,770,000 | 24 |
| Other domestic debt securities | $223,908,000 | 103 |
| Privately issued residential mortgage-backed securities | $69,110,000 | 114 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $145,145,000 | 36 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,653,000 | 709 |
| 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 | $1,471,043,000 | 70 |
| Mortgage-backed securities | $3,491,769,000 | 51 |
| Certificates of participation in pools of residential mortgages | $1,118,506,000 | 72 |
| Issued or guaranteed by U.S. | $1,118,506,000 | 67 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,373,263,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $2,304,153,000 | 25 |
| Privately issued | $69,110,000 | 102 |
| 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) | $2,637,000 | 2,679 |
| Available-for-sale securities (fair market value) | $4,788,011,000 | 49 |
| Total debt securities | $4,790,649,000 | 56 |
| 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 | $4,725,243,000 | 55 |
| U.S. Government securities | $4,001,637,000 | 44 |
| U.S. Treasury securities | $132,122,000 | 52 |
| U.S. Government agency obligations | $3,869,515,000 | 46 |
| Securities issued by states & political subdivisions | $473,208,000 | 25 |
| Other domestic debt securities | $250,398,000 | 98 |
| Privately issued residential mortgage-backed securities | $77,794,000 | 110 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $163,316,000 | 31 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,288,000 | 750 |
| 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 | $2,114,622,000 | 52 |
| Mortgage-backed securities | $3,637,850,000 | 50 |
| Certificates of participation in pools of residential mortgages | $1,677,474,000 | 52 |
| Issued or guaranteed by U.S. | $1,677,474,000 | 48 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,960,376,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $1,882,582,000 | 28 |
| Privately issued | $77,794,000 | 98 |
| 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) | $4,725,243,000 | 47 |
| Total debt securities | $4,725,243,000 | 54 |
| 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 | $5,447,540,000 | 46 |
| U.S. Government securities | $4,686,491,000 | 41 |
| U.S. Treasury securities | $133,864,000 | 53 |
| U.S. Government agency obligations | $4,552,627,000 | 39 |
| Securities issued by states & political subdivisions | $485,278,000 | 23 |
| Other domestic debt securities | $275,771,000 | 85 |
| Privately issued residential mortgage-backed securities | $90,674,000 | 98 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $175,940,000 | 34 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,157,000 | 767 |
| 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 | $2,475,386,000 | 46 |
| Mortgage-backed securities | $4,041,039,000 | 41 |
| Certificates of participation in pools of residential mortgages | $1,966,817,000 | 48 |
| Issued or guaranteed by U.S. | $1,966,817,000 | 44 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,074,222,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $1,983,548,000 | 25 |
| Privately issued | $90,674,000 | 91 |
| 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) | $5,447,540,000 | 37 |
| Total debt securities | $5,447,540,000 | 46 |
| 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 | $2,940,184,000 | 76 |
| U.S. Government securities | $1,647,579,000 | 94 |
| U.S. Treasury securities | $112,534,000 | 67 |
| U.S. Government agency obligations | $1,535,045,000 | 95 |
| Securities issued by states & political subdivisions | $531,695,000 | 20 |
| Other domestic debt securities | $760,760,000 | 49 |
| Privately issued residential mortgage-backed securities | $564,290,000 | 36 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $158,684,000 | 32 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $37,786,000 | 259 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $150,000 | 1,935 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,376,781,000 | 65 |
| Mortgage-backed securities | $1,953,223,000 | 75 |
| Certificates of participation in pools of residential mortgages | $643,782,000 | 97 |
| Issued or guaranteed by U.S. | $643,782,000 | 96 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,309,441,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $745,151,000 | 60 |
| Privately issued | $564,290,000 | 32 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $2,940,184,000 | 66 |
| Total debt securities | $2,940,034,000 | 76 |
| 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 | $3,888,536,000 | 51 |
| U.S. Government securities | $2,360,879,000 | 56 |
| U.S. Treasury securities | $163,489,000 | 52 |
| U.S. Government agency obligations | $2,197,390,000 | 57 |
| Securities issued by states & political subdivisions | $645,609,000 | 13 |
| Other domestic debt securities | $760,156,000 | 41 |
| Privately issued residential mortgage-backed securities | $692,101,000 | 25 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $68,055,000 | 157 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $121,892,000 | 65 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,191,312,000 | 37 |
| Mortgage-backed securities | $2,531,148,000 | 48 |
| Certificates of participation in pools of residential mortgages | $799,086,000 | 82 |
| Issued or guaranteed by U.S. | $799,086,000 | 79 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,732,062,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $1,039,961,000 | 33 |
| Privately issued | $692,101,000 | 18 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $520,002,000 | 68 |
| Available-for-sale securities (fair market value) | $3,368,534,000 | 51 |
| Total debt securities | $3,766,644,000 | 51 |
| Structured notes | ||
| Amortized cost | $21,687,000 | 17 |
| Fair value | $21,685,000 | 16 |
| 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 | $3,147,699,000 | 65 |
| U.S. Government securities | $2,152,225,000 | 72 |
| U.S. Treasury securities | $198,995,000 | 61 |
| U.S. Government agency obligations | $1,953,230,000 | 68 |
| Securities issued by states & political subdivisions | $491,890,000 | 18 |
| Other domestic debt securities | $423,134,000 | 73 |
| Privately issued residential mortgage-backed securities | $361,963,000 | 44 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $61,171,000 | 177 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $80,450,000 | 85 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,147,615,000 | 46 |
| Mortgage-backed securities | $1,913,380,000 | 65 |
| Certificates of participation in pools of residential mortgages | $479,140,000 | 120 |
| Issued or guaranteed by U.S. | $479,140,000 | 115 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,434,240,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $1,072,277,000 | 30 |
| Privately issued | $361,963,000 | 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) | $602,011,000 | 63 |
| Available-for-sale securities (fair market value) | $2,545,688,000 | 67 |
| Total debt securities | $3,067,249,000 | 63 |
| Structured notes | ||
| Amortized cost | $33,236,000 | 19 |
| Fair value | $32,706,000 | 18 |
| 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 | $3,511,557,000 | 53 |
| U.S. Government securities | $2,511,084,000 | 56 |
| U.S. Treasury securities | $317,868,000 | 48 |
| U.S. Government agency obligations | $2,193,216,000 | 57 |
| Securities issued by states & political subdivisions | $440,077,000 | 20 |
| Other domestic debt securities | $494,226,000 | 53 |
| Privately issued residential mortgage-backed securities | $392,706,000 | 36 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $101,520,000 | 94 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $66,170,000 | 100 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,423,652,000 | 63 |
| Mortgage-backed securities | $1,999,492,000 | 58 |
| Certificates of participation in pools of residential mortgages | $232,628,000 | 206 |
| Issued or guaranteed by U.S. | $232,628,000 | 202 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,766,864,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $1,374,158,000 | 21 |
| Privately issued | $392,706,000 | 29 |
| 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) | $791,569,000 | 49 |
| Available-for-sale securities (fair market value) | $2,719,988,000 | 58 |
| Total debt securities | $3,445,387,000 | 54 |
| Structured notes | ||
| Amortized cost | $50,221,000 | 13 |
| Fair value | $50,682,000 | 13 |
| Trading account assets | $349,090,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $2,811,528,000 | 57 |
| U.S. Government securities | $2,203,838,000 | 60 |
| U.S. Treasury securities | $387,129,000 | 60 |
| U.S. Government agency obligations | $1,816,709,000 | 58 |
| Securities issued by states & political subdivisions | $138,613,000 | 67 |
| Other domestic debt securities | $421,552,000 | 47 |
| Privately issued residential mortgage-backed securities | $371,039,000 | 29 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,513,000 | 120 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $47,525,000 | 105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,040,420,000 | 69 |
| Mortgage-backed securities | $2,070,705,000 | 48 |
| Certificates of participation in pools of residential mortgages | $228,168,000 | 209 |
| Issued or guaranteed by U.S. | $228,168,000 | 205 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,842,537,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $1,471,498,000 | 15 |
| Privately issued | $371,039,000 | 18 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $805,591,000 | 51 |
| Available-for-sale securities (fair market value) | $2,005,937,000 | 68 |
| Total debt securities | $2,764,003,000 | 56 |
| Structured notes | ||
| Amortized cost | $50,304,000 | 27 |
| Fair value | $50,513,000 | 27 |
| Trading account assets | $986,000 | 159 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $2,089,162,000 | 85 |
| U.S. Government securities | $1,571,578,000 | 86 |
| U.S. Treasury securities | $612,680,000 | 36 |
| U.S. Government agency obligations | $958,898,000 | 116 |
| Securities issued by states & political subdivisions | $134,425,000 | 69 |
| Other domestic debt securities | $346,218,000 | 51 |
| Privately issued residential mortgage-backed securities | $346,218,000 | 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 | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $36,941,000 | 127 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,081,550,000 | 73 |
| Mortgage-backed securities | $1,124,415,000 | 97 |
| Certificates of participation in pools of residential mortgages | $163,282,000 | 291 |
| Issued or guaranteed by U.S. | $163,282,000 | 283 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $961,133,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $614,915,000 | 40 |
| Privately issued | $346,218,000 | 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) | $653,619,000 | 74 |
| Available-for-sale securities (fair market value) | $1,435,543,000 | 80 |
| Total debt securities | $2,052,221,000 | 83 |
| Structured notes | ||
| Amortized cost | $37,595,000 | 37 |
| Fair value | $37,603,000 | 36 |
| Trading account assets | $1,962,000 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $2,218,130,000 | 81 |
| U.S. Government securities | $1,942,003,000 | 69 |
| U.S. Treasury securities | $651,996,000 | 44 |
| U.S. Government agency obligations | $1,290,007,000 | 87 |
| Securities issued by states & political subdivisions | $143,470,000 | 59 |
| Other domestic debt securities | $95,819,000 | 154 |
| Privately issued residential mortgage-backed securities | $95,819,000 | 98 |
| 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 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $36,838,000 | 110 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $919,359,000 | 78 |
| Mortgage-backed securities | $1,210,853,000 | 89 |
| Certificates of participation in pools of residential mortgages | $259,096,000 | 207 |
| Issued or guaranteed by U.S. | $259,096,000 | 203 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $951,757,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $855,938,000 | 29 |
| Privately issued | $95,819,000 | 62 |
| 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) | $588,331,000 | 91 |
| Available-for-sale securities (fair market value) | $1,629,799,000 | 79 |
| Total debt securities | $2,181,292,000 | 79 |
| Structured notes | ||
| Amortized cost | $39,779,000 | 47 |
| Fair value | $38,600,000 | 49 |
| Trading account assets | $2,175,000 | 158 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $1,095,174,000 | 181 |
| U.S. Government securities | $1,049,152,000 | 156 |
| U.S. Treasury securities | $53,080,000 | 653 |
| U.S. Government agency obligations | $996,072,000 | 110 |
| Securities issued by states & political subdivisions | $41,918,000 | 253 |
| Other domestic debt securities | $1,190,000 | 2,590 |
| Privately issued residential mortgage-backed securities | $1,190,000 | 863 |
| 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 | $0 | 600 |
| Equity securities | $2,914,000 | 991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $392,847,000 | 169 |
| Mortgage-backed securities | $638,306,000 | 169 |
| Certificates of participation in pools of residential mortgages | $132,904,000 | 339 |
| Issued or guaranteed by U.S. | $132,904,000 | 332 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $505,402,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $504,212,000 | 71 |
| Privately issued | $1,190,000 | 666 |
| 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) | $673,997,000 | 178 |
| Available-for-sale securities (fair market value) | $421,177,000 | 172 |
| Total debt securities | $1,092,260,000 | 180 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $985,000 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $1,244,248,000 | 161 |
| U.S. Government securities | $1,207,800,000 | 132 |
| U.S. Treasury securities | $218,026,000 | 197 |
| U.S. Government agency obligations | $989,774,000 | 97 |
| Securities issued by states & political subdivisions | $25,572,000 | 435 |
| Other domestic debt securities | $8,317,000 | 992 |
| Privately issued residential mortgage-backed securities | $6,746,000 | 432 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,571,000 | 2,052 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $2,559,000 | 1,195 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $280,603,000 | 197 |
| Mortgage-backed securities | $559,193,000 | 177 |
| Certificates of participation in pools of residential mortgages | $204,791,000 | 248 |
| Issued or guaranteed by U.S. | $204,791,000 | 226 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $354,402,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $347,656,000 | 101 |
| Privately issued | $6,746,000 | 276 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $1,241,689,000 | 161 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $29,645,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $1,008,053,000 | 184 |
| U.S. Government securities | $958,578,000 | 151 |
| U.S. Treasury securities | $222,596,000 | 176 |
| U.S. Government agency obligations | $735,982,000 | 129 |
| Securities issued by states & political subdivisions | $31,856,000 | 315 |
| Other domestic debt securities | $15,810,000 | 740 |
| Privately issued residential mortgage-backed securities | $12,096,000 | 376 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,714,000 | 1,444 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $1,809,000 | 1,361 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $272,186,000 | 181 |
| Mortgage-backed securities | $480,709,000 | 192 |
| Certificates of participation in pools of residential mortgages | $174,097,000 | 267 |
| Issued or guaranteed by U.S. | $174,097,000 | 245 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $306,612,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $294,516,000 | 112 |
| Privately issued | $12,096,000 | 221 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $1,006,244,000 | 183 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $51,646,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |