Home > LaSalle Bank Midwest National Association > Securities
LaSalle Bank Midwest National Association, Securities
| 2008-09-30 | Rank | |
| Total securities | $0 | 8,112 |
| U.S. Government securities | $0 | 7,941 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $0 | 7,874 |
| 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 | $0 | 6,576 |
| 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) | $0 | 7,569 |
| Total debt securities | $0 | 8,066 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $59,904,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $57,012,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $58,934,000 | 36 |
| 2008-06-30 | Rank | |
| Total securities | $0 | 8,159 |
| U.S. Government securities | $0 | 7,997 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $0 | 7,934 |
| 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 | $0 | 6,612 |
| 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) | $0 | 7,617 |
| Total debt securities | $0 | 8,104 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $61,720,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $49,213,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $49,167,000 | 36 |
| 2008-03-31 | Rank | |
| Total securities | $54,507,000 | 2,140 |
| U.S. Government securities | $0 | 8,032 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $0 | 7,976 |
| 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 | $54,507,000 | 80 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| 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) | $54,507,000 | 1,878 |
| Total debt securities | $0 | 8,143 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $103,183,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $86,269,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $86,185,000 | 35 |
| 2007-12-31 | Rank | |
| Total securities | $82,839,000 | 1,440 |
| U.S. Government securities | $0 | 8,104 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $0 | 8,029 |
| 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 | $82,839,000 | 53 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| 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) | $82,839,000 | 1,246 |
| Total debt securities | $0 | 8,190 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $60,540,000 | 77 |
| Revaluation gains on off-balance sheet contracts | $48,508,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $48,352,000 | 33 |
| 2007-09-30 | Rank | |
| Total securities | $10,366,170,000 | 31 |
| U.S. Government securities | $9,900,787,000 | 18 |
| U.S. Treasury securities | $9,522,000 | 223 |
| U.S. Government agency obligations | $9,891,265,000 | 18 |
| Securities issued by states & political subdivisions | $1,370,000 | 4,624 |
| Other domestic debt securities | $463,481,000 | 79 |
| Privately issued residential mortgage-backed securities | $463,481,000 | 55 |
| 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 | $532,000 | 99 |
| 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 | $5,635,663,000 | 27 |
| Mortgage-backed securities | $8,730,501,000 | 26 |
| Certificates of participation in pools of residential mortgages | $8,559,252,000 | 16 |
| Issued or guaranteed by U.S. | $8,246,970,000 | 12 |
| Privately issued | $312,282,000 | 16 |
| Collaterized mortgage obligations | $171,249,000 | 187 |
| CMOs issued by government agencies or sponsored agencies | $20,050,000 | 541 |
| Privately issued | $151,199,000 | 93 |
| 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) | $223,000 | 3,265 |
| Available-for-sale securities (fair market value) | $10,365,947,000 | 28 |
| Total debt securities | $10,366,170,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $41,057,000 | 76 |
| Revaluation gains on off-balance sheet contracts | $28,702,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $40,689,000 | 30 |
| 2007-06-30 | Rank | |
| Total securities | $10,349,015,000 | 27 |
| U.S. Government securities | $9,867,094,000 | 18 |
| U.S. Treasury securities | $14,979,000 | 176 |
| U.S. Government agency obligations | $9,852,115,000 | 17 |
| Securities issued by states & political subdivisions | $1,554,000 | 4,528 |
| Other domestic debt securities | $479,267,000 | 75 |
| Privately issued residential mortgage-backed securities | $479,267,000 | 61 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $1,100,000 | 70 |
| 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 | $4,765,333,000 | 26 |
| Mortgage-backed securities | $8,816,157,000 | 24 |
| Certificates of participation in pools of residential mortgages | $8,648,089,000 | 14 |
| Issued or guaranteed by U.S. | $8,318,141,000 | 11 |
| Privately issued | $329,948,000 | 16 |
| Collaterized mortgage obligations | $168,068,000 | 195 |
| CMOs issued by government agencies or sponsored agencies | $18,749,000 | 552 |
| Privately issued | $149,319,000 | 96 |
| 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) | $228,000 | 3,293 |
| Available-for-sale securities (fair market value) | $10,348,787,000 | 26 |
| Total debt securities | $10,349,015,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $50,485,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $28,132,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $84,751,000 | 23 |
| 2007-03-31 | Rank | |
| Total securities | $10,453,562,000 | 27 |
| U.S. Government securities | $9,928,399,000 | 17 |
| U.S. Treasury securities | $14,960,000 | 200 |
| U.S. Government agency obligations | $9,913,439,000 | 17 |
| Securities issued by states & political subdivisions | $1,672,000 | 4,479 |
| Other domestic debt securities | $522,390,000 | 70 |
| Privately issued residential mortgage-backed securities | $522,390,000 | 56 |
| 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 | $1,101,000 | 70 |
| 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 | $7,644,750,000 | 16 |
| Mortgage-backed securities | $9,044,752,000 | 23 |
| Certificates of participation in pools of residential mortgages | $8,792,852,000 | 13 |
| Issued or guaranteed by U.S. | $8,503,750,000 | 10 |
| Privately issued | $289,102,000 | 16 |
| Collaterized mortgage obligations | $251,900,000 | 148 |
| CMOs issued by government agencies or sponsored agencies | $18,612,000 | 561 |
| Privately issued | $233,288,000 | 82 |
| 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) | $233,000 | 3,354 |
| Available-for-sale securities (fair market value) | $10,453,329,000 | 25 |
| Total debt securities | $10,453,562,000 | 26 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $30,767,000 | 102 |
| Revaluation gains on off-balance sheet contracts | $13,669,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $54,131,000 | 26 |
| 2006-12-31 | Rank | |
| Total securities | $10,483,088,000 | 27 |
| U.S. Government securities | $10,428,008,000 | 16 |
| U.S. Treasury securities | $14,976,000 | 215 |
| U.S. Government agency obligations | $10,413,032,000 | 16 |
| Securities issued by states & political subdivisions | $1,678,000 | 4,483 |
| Other domestic debt securities | $52,301,000 | 276 |
| Privately issued residential mortgage-backed securities | $52,301,000 | 179 |
| 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 | $1,101,000 | 68 |
| 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 | $6,865,253,000 | 20 |
| Mortgage-backed securities | $9,230,968,000 | 23 |
| Certificates of participation in pools of residential mortgages | $9,211,634,000 | 12 |
| Issued or guaranteed by U.S. | $9,159,805,000 | 9 |
| Privately issued | $51,829,000 | 37 |
| Collaterized mortgage obligations | $19,334,000 | 714 |
| CMOs issued by government agencies or sponsored agencies | $18,862,000 | 578 |
| Privately issued | $472,000 | 968 |
| 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) | $237,000 | 3,437 |
| Available-for-sale securities (fair market value) | $10,482,851,000 | 25 |
| Total debt securities | $10,483,088,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $30,537,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $23,884,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $23,536,000 | 30 |
| 2006-09-30 | Rank | |
| Total securities | $9,474,363,000 | 31 |
| U.S. Government securities | $9,397,580,000 | 22 |
| U.S. Treasury securities | $14,907,000 | 221 |
| U.S. Government agency obligations | $9,382,673,000 | 22 |
| Securities issued by states & political subdivisions | $1,863,000 | 4,398 |
| Other domestic debt securities | $73,623,000 | 243 |
| Privately issued residential mortgage-backed securities | $73,623,000 | 152 |
| 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 | $1,197,000 | 68 |
| Equity securities | $100,000 | 1,676 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,539,851,000 | 30 |
| Mortgage-backed securities | $8,107,067,000 | 25 |
| Certificates of participation in pools of residential mortgages | $8,085,927,000 | 15 |
| Issued or guaranteed by U.S. | $8,012,800,000 | 14 |
| Privately issued | $73,127,000 | 33 |
| Collaterized mortgage obligations | $21,140,000 | 662 |
| CMOs issued by government agencies or sponsored agencies | $20,644,000 | 538 |
| Privately issued | $496,000 | 921 |
| 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) | $260,000 | 3,479 |
| Available-for-sale securities (fair market value) | $9,474,103,000 | 27 |
| Total debt securities | $9,474,263,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $158,453,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $24,110,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $23,808,000 | 33 |
| 2006-06-30 | Rank | |
| Total securities | $4,171,646,000 | 62 |
| U.S. Government securities | $4,075,279,000 | 48 |
| U.S. Treasury securities | $19,908,000 | 190 |
| U.S. Government agency obligations | $4,055,371,000 | 45 |
| Securities issued by states & political subdivisions | $1,993,000 | 4,310 |
| Other domestic debt securities | $93,098,000 | 210 |
| Privately issued residential mortgage-backed securities | $93,098,000 | 136 |
| 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 | $1,176,000 | 70 |
| Equity securities | $100,000 | 1,705 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,302,657,000 | 51 |
| Mortgage-backed securities | $2,807,937,000 | 57 |
| Certificates of participation in pools of residential mortgages | $2,786,230,000 | 29 |
| Issued or guaranteed by U.S. | $2,693,661,000 | 26 |
| Privately issued | $92,569,000 | 32 |
| Collaterized mortgage obligations | $21,707,000 | 648 |
| CMOs issued by government agencies or sponsored agencies | $21,178,000 | 517 |
| Privately issued | $529,000 | 897 |
| 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) | $296,000 | 3,498 |
| Available-for-sale securities (fair market value) | $4,171,350,000 | 53 |
| Total debt securities | $4,171,546,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $295,246,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $40,852,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $40,311,000 | 37 |
| 2006-03-31 | Rank | |
| Total securities | $4,401,544,000 | 61 |
| U.S. Government securities | $4,282,689,000 | 45 |
| U.S. Treasury securities | $19,926,000 | 198 |
| U.S. Government agency obligations | $4,262,763,000 | 43 |
| Securities issued by states & political subdivisions | $2,112,000 | 4,255 |
| Other domestic debt securities | $115,442,000 | 184 |
| Privately issued residential mortgage-backed securities | $115,442,000 | 126 |
| 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 | $1,201,000 | 72 |
| Equity securities | $100,000 | 1,746 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,656,852,000 | 44 |
| Mortgage-backed securities | $2,956,568,000 | 56 |
| Certificates of participation in pools of residential mortgages | $2,934,120,000 | 27 |
| Issued or guaranteed by U.S. | $2,819,237,000 | 28 |
| Privately issued | $114,883,000 | 31 |
| Collaterized mortgage obligations | $22,448,000 | 637 |
| CMOs issued by government agencies or sponsored agencies | $21,889,000 | 513 |
| Privately issued | $559,000 | 885 |
| 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) | $306,000 | 3,535 |
| Available-for-sale securities (fair market value) | $4,401,238,000 | 52 |
| Total debt securities | $4,401,444,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $182,956,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $31,766,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $31,339,000 | 31 |
| 2005-12-31 | Rank | |
| Total securities | $4,422,315,000 | 60 |
| U.S. Government securities | $4,284,890,000 | 43 |
| U.S. Treasury securities | $19,966,000 | 208 |
| U.S. Government agency obligations | $4,264,924,000 | 42 |
| Securities issued by states & political subdivisions | $2,122,000 | 4,286 |
| Other domestic debt securities | $134,000,000 | 178 |
| Privately issued residential mortgage-backed securities | $134,000,000 | 118 |
| 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 | $1,203,000 | 73 |
| Equity securities | $100,000 | 1,758 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,009,835,000 | 40 |
| Mortgage-backed securities | $2,891,521,000 | 58 |
| Certificates of participation in pools of residential mortgages | $2,870,433,000 | 30 |
| Issued or guaranteed by U.S. | $2,737,036,000 | 30 |
| Privately issued | $133,397,000 | 25 |
| Collaterized mortgage obligations | $21,088,000 | 665 |
| CMOs issued by government agencies or sponsored agencies | $20,485,000 | 537 |
| Privately issued | $603,000 | 837 |
| 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) | $334,000 | 3,571 |
| Available-for-sale securities (fair market value) | $4,421,981,000 | 51 |
| Total debt securities | $4,422,215,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $264,688,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $25,029,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $24,575,000 | 29 |
| 2005-09-30 | Rank | |
| Total securities | $6,405,807,000 | 45 |
| U.S. Government securities | $6,245,338,000 | 33 |
| U.S. Treasury securities | $22,966,000 | 177 |
| U.S. Government agency obligations | $6,222,372,000 | 32 |
| Securities issued by states & political subdivisions | $2,330,000 | 4,169 |
| Other domestic debt securities | $156,834,000 | 165 |
| Privately issued residential mortgage-backed securities | $156,834,000 | 110 |
| 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 | $1,205,000 | 76 |
| Equity securities | $100,000 | 1,765 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,868,123,000 | 30 |
| Mortgage-backed securities | $4,843,405,000 | 38 |
| Certificates of participation in pools of residential mortgages | $4,798,770,000 | 21 |
| Issued or guaranteed by U.S. | $4,642,587,000 | 18 |
| Privately issued | $156,183,000 | 22 |
| Collaterized mortgage obligations | $44,635,000 | 419 |
| CMOs issued by government agencies or sponsored agencies | $43,984,000 | 333 |
| Privately issued | $651,000 | 813 |
| 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) | $340,000 | 3,612 |
| Available-for-sale securities (fair market value) | $6,405,467,000 | 39 |
| Total debt securities | $6,405,707,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $38,080,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $18,763,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $18,211,000 | 31 |
| 2005-06-30 | Rank | |
| Total securities | $7,264,620,000 | 39 |
| U.S. Government securities | $7,071,482,000 | 26 |
| U.S. Treasury securities | $23,970,000 | 181 |
| U.S. Government agency obligations | $7,047,512,000 | 26 |
| Securities issued by states & political subdivisions | $2,506,000 | 4,053 |
| Other domestic debt securities | $189,299,000 | 158 |
| Privately issued residential mortgage-backed securities | $189,299,000 | 105 |
| 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 | $1,233,000 | 78 |
| Equity securities | $100,000 | 1,791 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,392,725,000 | 28 |
| Mortgage-backed securities | $5,517,525,000 | 36 |
| Certificates of participation in pools of residential mortgages | $5,451,321,000 | 19 |
| Issued or guaranteed by U.S. | $5,284,862,000 | 17 |
| Privately issued | $166,459,000 | 21 |
| Collaterized mortgage obligations | $66,204,000 | 342 |
| CMOs issued by government agencies or sponsored agencies | $43,364,000 | 351 |
| Privately issued | $22,840,000 | 254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $345,000 | 3,666 |
| Available-for-sale securities (fair market value) | $7,264,275,000 | 32 |
| Total debt securities | $7,264,520,000 | 39 |
| Structured notes | ||
| Amortized cost | $4,985,000 | 872 |
| Fair value | $5,017,000 | 816 |
| Trading account assets | $72,127,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $19,250,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $18,468,000 | 27 |
| 2005-03-31 | Rank | |
| Total securities | $8,318,139,000 | 36 |
| U.S. Government securities | $8,122,032,000 | 22 |
| U.S. Treasury securities | $23,903,000 | 199 |
| U.S. Government agency obligations | $8,098,129,000 | 21 |
| Securities issued by states & political subdivisions | $2,746,000 | 3,923 |
| Other domestic debt securities | $191,974,000 | 148 |
| Privately issued residential mortgage-backed securities | $191,974,000 | 98 |
| 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 | $1,287,000 | 78 |
| Equity securities | $100,000 | 1,825 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,186,449,000 | 22 |
| Mortgage-backed securities | $6,531,273,000 | 33 |
| Certificates of participation in pools of residential mortgages | $6,460,069,000 | 17 |
| Issued or guaranteed by U.S. | $6,290,497,000 | 15 |
| Privately issued | $169,572,000 | 18 |
| Collaterized mortgage obligations | $71,204,000 | 343 |
| CMOs issued by government agencies or sponsored agencies | $48,802,000 | 337 |
| Privately issued | $22,402,000 | 249 |
| 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) | $369,000 | 3,697 |
| Available-for-sale securities (fair market value) | $8,317,770,000 | 29 |
| Total debt securities | $8,318,039,000 | 35 |
| Structured notes | ||
| Amortized cost | $4,961,000 | 882 |
| Fair value | $5,052,000 | 817 |
| Trading account assets | $94,741,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $25,941,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $24,978,000 | 27 |
| 2004-12-31 | Rank | |
| Total securities | $9,564,902,000 | 28 |
| U.S. Government securities | $9,255,367,000 | 19 |
| U.S. Treasury securities | $38,901,000 | 131 |
| U.S. Government agency obligations | $9,216,466,000 | 19 |
| Securities issued by states & political subdivisions | $2,768,000 | 3,939 |
| Other domestic debt securities | $305,376,000 | 110 |
| Privately issued residential mortgage-backed securities | $278,036,000 | 80 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $27,340,000 | 63 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $1,289,000 | 83 |
| Equity securities | $102,000 | 1,859 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,297,376,000 | 36 |
| Mortgage-backed securities | $7,685,998,000 | 23 |
| Certificates of participation in pools of residential mortgages | $7,511,674,000 | 14 |
| Issued or guaranteed by U.S. | $7,340,543,000 | 14 |
| Privately issued | $171,131,000 | 17 |
| Collaterized mortgage obligations | $174,324,000 | 213 |
| CMOs issued by government agencies or sponsored agencies | $67,419,000 | 283 |
| Privately issued | $106,905,000 | 115 |
| 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) | $411,000 | 3,715 |
| Available-for-sale securities (fair market value) | $9,564,491,000 | 23 |
| Total debt securities | $9,564,800,000 | 28 |
| Structured notes | ||
| Amortized cost | $4,936,000 | 861 |
| Fair value | $5,120,000 | 786 |
| Trading account assets | $118,087,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $56,684,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $55,559,000 | 26 |
| 2004-09-30 | Rank | |
| Total securities | $10,034,298,000 | 28 |
| U.S. Government securities | $9,839,552,000 | 21 |
| U.S. Treasury securities | $40,991,000 | 132 |
| U.S. Government agency obligations | $9,798,561,000 | 21 |
| Securities issued by states & political subdivisions | $3,054,000 | 3,798 |
| Other domestic debt securities | $190,247,000 | 150 |
| Privately issued residential mortgage-backed securities | $163,259,000 | 105 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $26,988,000 | 68 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $1,343,000 | 79 |
| Equity securities | $102,000 | 1,876 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,590,396,000 | 34 |
| Mortgage-backed securities | $8,163,368,000 | 24 |
| Certificates of participation in pools of residential mortgages | $7,843,918,000 | 14 |
| Issued or guaranteed by U.S. | $7,768,460,000 | 15 |
| Privately issued | $75,458,000 | 26 |
| Collaterized mortgage obligations | $319,450,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $231,649,000 | 121 |
| Privately issued | $87,801,000 | 117 |
| 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) | $464,000 | 3,725 |
| Available-for-sale securities (fair market value) | $10,033,834,000 | 24 |
| Total debt securities | $10,034,196,000 | 28 |
| Structured notes | ||
| Amortized cost | $4,911,000 | 871 |
| Fair value | $5,209,000 | 791 |
| Trading account assets | $116,080,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $27,541,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $26,176,000 | 31 |
| 2004-06-30 | Rank | |
| Total securities | $11,988,073,000 | 24 |
| U.S. Government securities | $11,891,694,000 | 18 |
| U.S. Treasury securities | $51,090,000 | 113 |
| U.S. Government agency obligations | $11,840,604,000 | 18 |
| Securities issued by states & political subdivisions | $3,126,000 | 3,765 |
| Other domestic debt securities | $91,806,000 | 214 |
| Privately issued residential mortgage-backed securities | $64,639,000 | 147 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $27,167,000 | 70 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $1,345,000 | 75 |
| Equity securities | $102,000 | 1,918 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,611,396,000 | 40 |
| Mortgage-backed securities | $9,860,039,000 | 19 |
| Certificates of participation in pools of residential mortgages | $9,525,359,000 | 13 |
| Issued or guaranteed by U.S. | $9,523,878,000 | 12 |
| Privately issued | $1,481,000 | 99 |
| Collaterized mortgage obligations | $334,680,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $271,522,000 | 101 |
| Privately issued | $63,158,000 | 134 |
| 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) | $1,481,000 | 3,048 |
| Available-for-sale securities (fair market value) | $11,986,592,000 | 22 |
| Total debt securities | $11,987,971,000 | 24 |
| Structured notes | ||
| Amortized cost | $4,887,000 | 864 |
| Fair value | $5,314,000 | 766 |
| Trading account assets | $111,381,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $30,799,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $29,238,000 | 31 |
| 2004-03-31 | Rank | |
| Total securities | $13,330,047,000 | 21 |
| U.S. Government securities | $13,254,170,000 | 16 |
| U.S. Treasury securities | $81,435,000 | 82 |
| U.S. Government agency obligations | $13,172,735,000 | 16 |
| Securities issued by states & political subdivisions | $3,385,000 | 3,664 |
| Other domestic debt securities | $70,074,000 | 251 |
| Privately issued residential mortgage-backed securities | $70,074,000 | 147 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $1,866,000 | 72 |
| Equity securities | $552,000 | 1,514 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,215,893,000 | 33 |
| Mortgage-backed securities | $11,670,414,000 | 16 |
| Certificates of participation in pools of residential mortgages | $11,317,817,000 | 11 |
| Issued or guaranteed by U.S. | $11,316,331,000 | 11 |
| Privately issued | $1,486,000 | 105 |
| Collaterized mortgage obligations | $352,597,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $284,009,000 | 104 |
| Privately issued | $68,588,000 | 135 |
| 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) | $1,486,000 | 3,038 |
| Available-for-sale securities (fair market value) | $13,328,561,000 | 19 |
| Total debt securities | $13,329,495,000 | 20 |
| Structured notes | ||
| Amortized cost | $4,862,000 | 733 |
| Fair value | $5,177,000 | 665 |
| Trading account assets | $120,089,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $44,854,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $43,081,000 | 30 |
| 2003-12-31 | Rank | |
| Total securities | $13,520,748,000 | 19 |
| U.S. Government securities | $13,397,969,000 | 14 |
| U.S. Treasury securities | $82,625,000 | 84 |
| U.S. Government agency obligations | $13,315,344,000 | 14 |
| Securities issued by states & political subdivisions | $3,464,000 | 3,668 |
| Other domestic debt securities | $116,894,000 | 167 |
| Privately issued residential mortgage-backed securities | $116,894,000 | 87 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $1,869,000 | 78 |
| Equity securities | $552,000 | 1,527 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,581,401,000 | 31 |
| Mortgage-backed securities | $12,009,504,000 | 15 |
| Certificates of participation in pools of residential mortgages | $11,637,873,000 | 10 |
| Issued or guaranteed by U.S. | $11,636,210,000 | 10 |
| Privately issued | $1,663,000 | 112 |
| Collaterized mortgage obligations | $371,631,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $256,400,000 | 126 |
| Privately issued | $115,231,000 | 75 |
| 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) | $1,663,000 | 3,001 |
| Available-for-sale securities (fair market value) | $13,519,085,000 | 18 |
| Total debt securities | $13,520,196,000 | 19 |
| Structured notes | ||
| Amortized cost | $4,838,000 | 660 |
| Fair value | $5,289,000 | 589 |
| Trading account assets | $102,720,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $36,773,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $34,790,000 | 30 |
| 2003-09-30 | Rank | |
| Total securities | $12,744,667,000 | 19 |
| U.S. Government securities | $12,649,304,000 | 15 |
| U.S. Treasury securities | $61,011,000 | 95 |
| U.S. Government agency obligations | $12,588,293,000 | 15 |
| Securities issued by states & political subdivisions | $3,615,000 | 3,583 |
| Other domestic debt securities | $88,319,000 | 196 |
| Privately issued residential mortgage-backed securities | $88,319,000 | 97 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $2,874,000 | 67 |
| Equity securities | $555,000 | 1,588 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,154,344,000 | 25 |
| Mortgage-backed securities | $11,323,862,000 | 16 |
| Certificates of participation in pools of residential mortgages | $10,990,676,000 | 9 |
| Issued or guaranteed by U.S. | $10,988,877,000 | 9 |
| Privately issued | $1,799,000 | 107 |
| Collaterized mortgage obligations | $333,186,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $246,666,000 | 135 |
| Privately issued | $86,520,000 | 85 |
| 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) | $1,806,000 | 2,982 |
| Available-for-sale securities (fair market value) | $12,742,861,000 | 18 |
| Total debt securities | $12,744,112,000 | 19 |
| Structured notes | ||
| Amortized cost | $4,813,000 | 543 |
| Fair value | $5,331,000 | 477 |
| Trading account assets | $65,594,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $45,382,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $43,473,000 | 29 |
| 2003-06-30 | Rank | |
| Total securities | $12,608,957,000 | 19 |
| U.S. Government securities | $12,460,297,000 | 15 |
| U.S. Treasury securities | $55,303,000 | 107 |
| U.S. Government agency obligations | $12,404,994,000 | 15 |
| Securities issued by states & political subdivisions | $3,760,000 | 3,503 |
| Other domestic debt securities | $140,424,000 | 144 |
| Privately issued residential mortgage-backed securities | $140,424,000 | 77 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $3,921,000 | 56 |
| Equity securities | $555,000 | 1,603 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,831,003,000 | 39 |
| Mortgage-backed securities | $11,338,286,000 | 14 |
| Certificates of participation in pools of residential mortgages | $10,636,769,000 | 12 |
| Issued or guaranteed by U.S. | $10,634,836,000 | 12 |
| Privately issued | $1,933,000 | 101 |
| Collaterized mortgage obligations | $701,517,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $563,026,000 | 84 |
| Privately issued | $138,491,000 | 70 |
| 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) | $1,940,000 | 2,937 |
| Available-for-sale securities (fair market value) | $12,607,017,000 | 19 |
| Total debt securities | $12,608,402,000 | 19 |
| Structured notes | ||
| Amortized cost | $4,789,000 | 426 |
| Fair value | $5,383,000 | 363 |
| Trading account assets | $96,557,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $52,939,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $50,487,000 | 30 |
| 2003-03-31 | Rank | |
| Total securities | $13,011,725,000 | 18 |
| U.S. Government securities | $12,835,493,000 | 13 |
| U.S. Treasury securities | $51,272,000 | 116 |
| U.S. Government agency obligations | $12,784,221,000 | 13 |
| Securities issued by states & political subdivisions | $4,022,000 | 3,319 |
| Other domestic debt securities | $167,728,000 | 124 |
| Privately issued residential mortgage-backed securities | $167,728,000 | 68 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $3,927,000 | 55 |
| Equity securities | $555,000 | 1,600 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,841,585,000 | 39 |
| Mortgage-backed securities | $11,837,923,000 | 13 |
| Certificates of participation in pools of residential mortgages | $10,879,718,000 | 11 |
| Issued or guaranteed by U.S. | $10,877,650,000 | 11 |
| Privately issued | $2,068,000 | 99 |
| Collaterized mortgage obligations | $958,205,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $792,545,000 | 67 |
| Privately issued | $165,660,000 | 63 |
| 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) | $2,075,000 | 2,914 |
| Available-for-sale securities (fair market value) | $13,009,650,000 | 18 |
| Total debt securities | $13,011,170,000 | 18 |
| Structured notes | ||
| Amortized cost | $4,764,000 | 297 |
| Fair value | $5,466,000 | 255 |
| Trading account assets | $68,450,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $47,028,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $44,354,000 | 29 |
| 2002-12-31 | Rank | |
| Total securities | $12,046,549,000 | 19 |
| U.S. Government securities | $11,993,886,000 | 15 |
| U.S. Treasury securities | $44,548,000 | 138 |
| U.S. Government agency obligations | $11,949,338,000 | 15 |
| Securities issued by states & political subdivisions | $4,501,000 | 3,111 |
| Other domestic debt securities | $43,674,000 | 335 |
| Privately issued residential mortgage-backed securities | $43,674,000 | 138 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $3,933,000 | 57 |
| Equity securities | $555,000 | 1,595 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,532,544,000 | 31 |
| Mortgage-backed securities | $11,159,932,000 | 13 |
| Certificates of participation in pools of residential mortgages | $10,432,015,000 | 10 |
| Issued or guaranteed by U.S. | $10,429,742,000 | 10 |
| Privately issued | $2,273,000 | 93 |
| Collaterized mortgage obligations | $727,917,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $686,516,000 | 70 |
| Privately issued | $41,401,000 | 124 |
| 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) | $2,280,000 | 2,905 |
| Available-for-sale securities (fair market value) | $12,044,269,000 | 18 |
| Total debt securities | $12,045,994,000 | 19 |
| Structured notes | ||
| Amortized cost | $4,740,000 | 222 |
| Fair value | $5,086,000 | 200 |
| Trading account assets | $99,034,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $47,681,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $44,782,000 | 28 |
| 2001-12-31 | Rank | |
| Total securities | $8,573,455,000 | 26 |
| U.S. Government securities | $8,465,916,000 | 17 |
| U.S. Treasury securities | $45,028,000 | 150 |
| U.S. Government agency obligations | $8,420,888,000 | 16 |
| Securities issued by states & political subdivisions | $10,990,000 | 1,574 |
| Other domestic debt securities | $73,258,000 | 235 |
| Privately issued residential mortgage-backed securities | $23,379,000 | 228 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $49,879,000 | 201 |
| Foreign debt securities | $4,967,000 | 52 |
| Equity securities | $18,324,000 | 235 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,962,921,000 | 16 |
| Mortgage-backed securities | $8,300,355,000 | 19 |
| Certificates of participation in pools of residential mortgages | $7,999,780,000 | 13 |
| Issued or guaranteed by U.S. | $7,996,690,000 | 11 |
| Privately issued | $3,090,000 | 91 |
| Collaterized mortgage obligations | $300,575,000 | 133 |
| CMOs issued by government agencies or sponsored agencies | $280,286,000 | 112 |
| Privately issued | $20,289,000 | 214 |
| 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) | $3,177,000 | 2,727 |
| Available-for-sale securities (fair market value) | $8,570,278,000 | 22 |
| Total debt securities | $8,555,131,000 | 26 |
| Structured notes | ||
| Amortized cost | $4,642,000 | 77 |
| Fair value | $5,152,000 | 67 |
| Trading account assets | $86,299,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $26,147,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $22,292,000 | 36 |
| 2000-12-31 | Rank | |
| Total securities | $2,010,753,000 | 100 |
| U.S. Government securities | $1,527,740,000 | 90 |
| U.S. Treasury securities | $70,213,000 | 116 |
| U.S. Government agency obligations | $1,457,527,000 | 89 |
| Securities issued by states & political subdivisions | $6,509,000 | 2,319 |
| Other domestic debt securities | $348,534,000 | 77 |
| Privately issued residential mortgage-backed securities | $348,534,000 | 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 | $0 | 3,386 |
| Foreign debt securities | $4,800,000 | 51 |
| Equity securities | $123,170,000 | 64 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $501,418,000 | 126 |
| Mortgage-backed securities | $1,776,061,000 | 71 |
| Certificates of participation in pools of residential mortgages | $46,896,000 | 558 |
| Issued or guaranteed by U.S. | $41,935,000 | 614 |
| Privately issued | $4,961,000 | 76 |
| Collaterized mortgage obligations | $1,729,165,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $1,385,592,000 | 23 |
| Privately issued | $343,573,000 | 39 |
| 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) | $1,887,583,000 | 17 |
| Available-for-sale securities (fair market value) | $123,170,000 | 694 |
| Total debt securities | $1,887,583,000 | 100 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $11,909,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $10,081,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $7,734,000 | 35 |
| 1999-12-31 | Rank | |
| Total securities | $1,373,708,000 | 139 |
| U.S. Government securities | $1,239,201,000 | 117 |
| U.S. Treasury securities | $34,738,000 | 279 |
| U.S. Government agency obligations | $1,204,463,000 | 106 |
| Securities issued by states & political subdivisions | $7,938,000 | 2,079 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $4,800,000 | 56 |
| Equity securities | $121,769,000 | 59 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $546,823,000 | 130 |
| Mortgage-backed securities | $1,174,463,000 | 103 |
| Certificates of participation in pools of residential mortgages | $54,902,000 | 551 |
| Issued or guaranteed by U.S. | $54,902,000 | 544 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,119,561,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,119,561,000 | 24 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,251,939,000 | 32 |
| Available-for-sale securities (fair market value) | $121,769,000 | 737 |
| Total debt securities | $1,251,939,000 | 148 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $13,869,000 | 76 |
| Revaluation gains on off-balance sheet contracts | $6,547,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $5,103,000 | 35 |
| 1998-12-31 | Rank | |
| Total securities | $1,348,676,000 | 124 |
| U.S. Government securities | $1,214,213,000 | 107 |
| U.S. Treasury securities | $75,034,000 | 187 |
| U.S. Government agency obligations | $1,139,179,000 | 102 |
| Securities issued by states & political subdivisions | $10,755,000 | 1,569 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $4,000,000 | 66 |
| Equity securities | $119,708,000 | 54 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $386,533,000 | 143 |
| Mortgage-backed securities | $1,109,179,000 | 103 |
| Certificates of participation in pools of residential mortgages | $82,559,000 | 437 |
| Issued or guaranteed by U.S. | $82,559,000 | 429 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,026,620,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,026,620,000 | 30 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,228,968,000 | 29 |
| Available-for-sale securities (fair market value) | $119,708,000 | 732 |
| Total debt securities | $1,228,968,000 | 131 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $8,336,000 | 93 |
| Revaluation gains on off-balance sheet contracts | $2,438,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $1,913,000 | 41 |
| 1997-12-31 | Rank | |
| Total securities | $1,033,694,000 | 158 |
| U.S. Government securities | $926,375,000 | 146 |
| U.S. Treasury securities | $415,007,000 | 53 |
| U.S. Government agency obligations | $511,368,000 | 192 |
| Securities issued by states & political subdivisions | $16,054,000 | 865 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $4,500,000 | 62 |
| Equity securities | $86,765,000 | 51 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $427,237,000 | 133 |
| Mortgage-backed securities | $486,373,000 | 172 |
| Certificates of participation in pools of residential mortgages | $123,643,000 | 338 |
| Issued or guaranteed by U.S. | $123,643,000 | 330 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $362,730,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $362,730,000 | 82 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $946,929,000 | 45 |
| Available-for-sale securities (fair market value) | $86,765,000 | 936 |
| Total debt securities | $946,929,000 | 166 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $7,301,000 | 103 |
| Revaluation gains on off-balance sheet contracts | $230,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $215,000 | 47 |
| 1996-12-31 | Rank | |
| Total securities | $1,157,659,000 | 150 |
| U.S. Government securities | $1,048,680,000 | 135 |
| U.S. Treasury securities | $431,181,000 | 60 |
| U.S. Government agency obligations | $617,499,000 | 170 |
| Securities issued by states & political subdivisions | $21,575,000 | 577 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $4,000,000 | 75 |
| Equity securities | $83,404,000 | 46 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $456,470,000 | 133 |
| Mortgage-backed securities | $540,052,000 | 168 |
| Certificates of participation in pools of residential mortgages | $198,582,000 | 257 |
| Issued or guaranteed by U.S. | $198,582,000 | 249 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $341,470,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $341,470,000 | 85 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,074,255,000 | 50 |
| Available-for-sale securities (fair market value) | $83,404,000 | 985 |
| Total debt securities | $1,074,255,000 | 155 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $363,000 | 195 |
| Revaluation gains on off-balance sheet contracts | $198,000 | 64 |
| Revaluation losses on off-balance sheet contracts | $153,000 | 61 |
| 1995-12-31 | Rank | |
| Total securities | $1,210,437,000 | 158 |
| U.S. Government securities | $1,069,331,000 | 141 |
| U.S. Treasury securities | $288,537,000 | 108 |
| U.S. Government agency obligations | $780,794,000 | 144 |
| Securities issued by states & political subdivisions | $39,006,000 | 282 |
| Other domestic debt securities | $50,875,000 | 234 |
| Privately issued residential mortgage-backed securities | $5,348,000 | 387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $45,527,000 | 136 |
| Foreign debt securities | $4,000,000 | 88 |
| Equity securities | $47,225,000 | 73 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $504,845,000 | 136 |
| Mortgage-backed securities | $682,803,000 | 161 |
| Certificates of participation in pools of residential mortgages | $255,426,000 | 213 |
| Issued or guaranteed by U.S. | $255,426,000 | 209 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $427,377,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $422,029,000 | 74 |
| Privately issued | $5,348,000 | 260 |
| 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) | $1,104,313,000 | 50 |
| Available-for-sale securities (fair market value) | $106,124,000 | 824 |
| Total debt securities | $1,163,212,000 | 157 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $126,000 | 226 |
| Revaluation gains on off-balance sheet contracts | $4,000 | 82 |
| Revaluation losses on off-balance sheet contracts | $3,000 | 77 |
| 1994-12-31 | Rank | |
| Total securities | $1,223,284,000 | 168 |
| U.S. Government securities | $1,064,636,000 | 153 |
| U.S. Treasury securities | $374,474,000 | 110 |
| U.S. Government agency obligations | $690,162,000 | 156 |
| Securities issued by states & political subdivisions | $25,226,000 | 457 |
| Other domestic debt securities | $85,060,000 | 175 |
| Privately issued residential mortgage-backed securities | $11,376,000 | 284 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $73,684,000 | 103 |
| Foreign debt securities | $3,000,000 | 105 |
| Equity securities | $45,362,000 | 65 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $741,127,000 | 97 |
| Mortgage-backed securities | $701,509,000 | 156 |
| Certificates of participation in pools of residential mortgages | $279,430,000 | 189 |
| Issued or guaranteed by U.S. | $279,430,000 | 182 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $422,079,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $410,703,000 | 90 |
| Privately issued | $11,376,000 | 187 |
| 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) | $976,011,000 | 132 |
| Available-for-sale securities (fair market value) | $247,273,000 | 259 |
| Total debt securities | $1,177,922,000 | 171 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $11,028,000 | 97 |
| Revaluation gains on off-balance sheet contracts | $309,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $277,000 | 51 |
| 1993-12-31 | Rank | |
| Total securities | $1,048,190,000 | 189 |
| U.S. Government securities | $942,700,000 | 170 |
| U.S. Treasury securities | $115,327,000 | 340 |
| U.S. Government agency obligations | $827,373,000 | 116 |
| Securities issued by states & political subdivisions | $27,332,000 | 405 |
| Other domestic debt securities | $56,078,000 | 263 |
| Privately issued residential mortgage-backed securities | $56,078,000 | 136 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $3,000,000 | 109 |
| Equity securities | $19,080,000 | 199 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $552,742,000 | 123 |
| Mortgage-backed securities | $883,399,000 | 115 |
| Certificates of participation in pools of residential mortgages | $381,914,000 | 157 |
| Issued or guaranteed by U.S. | $381,914,000 | 137 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $501,485,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $445,407,000 | 84 |
| Privately issued | $56,078,000 | 67 |
| 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 | $1,029,110,000 | 190 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $33,714,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $1,196,762,000 | 149 |
| U.S. Government securities | $1,027,510,000 | 140 |
| U.S. Treasury securities | $90,549,000 | 421 |
| U.S. Government agency obligations | $936,961,000 | 91 |
| Securities issued by states & political subdivisions | $29,744,000 | 338 |
| Other domestic debt securities | $122,645,000 | 155 |
| Privately issued residential mortgage-backed securities | $122,645,000 | 83 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $2,500,000 | 116 |
| Equity securities | $14,363,000 | 221 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $769,424,000 | 78 |
| Mortgage-backed securities | $1,059,467,000 | 92 |
| Certificates of participation in pools of residential mortgages | $576,650,000 | 95 |
| Issued or guaranteed by U.S. | $576,650,000 | 76 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $482,817,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $360,172,000 | 92 |
| Privately issued | $122,645,000 | 37 |
| 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 | $1,182,399,000 | 150 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $42,001,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |