Home > Merrill Lynch Bank and Trust Company > Securities
Merrill Lynch Bank and Trust Company, Securities
| 2006-06-30 | Rank | |
| Total securities | $4,143,422,000 | 63 |
| U.S. Government securities | $11,156,000 | 5,307 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $11,156,000 | 5,173 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $4,132,266,000 | 17 |
| Privately issued residential mortgage-backed securities | $3,599,336,000 | 19 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $441,459,000 | 19 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $91,471,000 | 89 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $3,610,492,000 | 47 |
| Certificates of participation in pools of residential mortgages | $107,428,000 | 373 |
| Issued or guaranteed by U.S. | $11,156,000 | 1,959 |
| Privately issued | $96,272,000 | 31 |
| Collaterized mortgage obligations | $3,503,064,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $3,503,064,000 | 17 |
| 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) | $11,156,000 | 1,281 |
| Available-for-sale securities (fair market value) | $4,132,266,000 | 54 |
| Total debt securities | $4,143,424,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $1,317,228,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $4,541,000 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $5,084,921,000 | 54 |
| U.S. Government securities | $11,970,000 | 5,143 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $11,970,000 | 5,004 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $5,072,951,000 | 15 |
| Privately issued residential mortgage-backed securities | $4,422,321,000 | 14 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $558,827,000 | 20 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $91,803,000 | 95 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $4,434,291,000 | 42 |
| Certificates of participation in pools of residential mortgages | $211,546,000 | 221 |
| Issued or guaranteed by U.S. | $11,970,000 | 1,907 |
| Privately issued | $199,576,000 | 22 |
| Collaterized mortgage obligations | $4,222,745,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $4,222,745,000 | 13 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,970,000 | 1,262 |
| Available-for-sale securities (fair market value) | $5,072,951,000 | 45 |
| Total debt securities | $5,084,921,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $973,413,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $6,731,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $21,000 | 54 |
| 2005-12-31 | Rank | |
| Total securities | $4,428,590,000 | 59 |
| U.S. Government securities | $12,738,000 | 4,984 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $12,738,000 | 4,835 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $4,415,852,000 | 18 |
| Privately issued residential mortgage-backed securities | $3,796,382,000 | 16 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $602,220,000 | 19 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,250,000 | 303 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $3,809,120,000 | 45 |
| Certificates of participation in pools of residential mortgages | $214,679,000 | 232 |
| Issued or guaranteed by U.S. | $12,738,000 | 1,856 |
| Privately issued | $201,941,000 | 20 |
| Collaterized mortgage obligations | $3,594,441,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $3,594,441,000 | 15 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,738,000 | 1,251 |
| Available-for-sale securities (fair market value) | $4,415,852,000 | 54 |
| Total debt securities | $4,428,590,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $914,690,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $2,275,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $402,000 | 51 |
| 2005-09-30 | Rank | |
| Total securities | $3,478,977,000 | 67 |
| U.S. Government securities | $13,935,000 | 4,709 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $13,935,000 | 4,575 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $3,465,042,000 | 21 |
| Privately issued residential mortgage-backed securities | $1,798,653,000 | 29 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,648,982,000 | 10 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,407,000 | 308 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $1,812,588,000 | 86 |
| Certificates of participation in pools of residential mortgages | $218,238,000 | 231 |
| Issued or guaranteed by U.S. | $13,935,000 | 1,761 |
| Privately issued | $204,303,000 | 19 |
| Collaterized mortgage obligations | $1,594,350,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $1,594,350,000 | 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) | $13,935,000 | 1,187 |
| Available-for-sale securities (fair market value) | $3,465,042,000 | 60 |
| Total debt securities | $3,478,977,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $924,366,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $3,603,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $4,482,117,000 | 54 |
| U.S. Government securities | $14,312,000 | 4,697 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $14,312,000 | 4,557 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $4,467,805,000 | 16 |
| Privately issued residential mortgage-backed securities | $2,259,921,000 | 25 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,125,063,000 | 9 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $82,821,000 | 93 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,121,891,000 | 89 |
| Mortgage-backed securities | $2,274,233,000 | 74 |
| Certificates of participation in pools of residential mortgages | $252,180,000 | 205 |
| Issued or guaranteed by U.S. | $14,312,000 | 1,792 |
| Privately issued | $237,868,000 | 15 |
| Collaterized mortgage obligations | $2,022,053,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $2,022,053,000 | 25 |
| 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) | $14,312,000 | 1,186 |
| Available-for-sale securities (fair market value) | $4,467,805,000 | 48 |
| Total debt securities | $4,482,118,000 | 54 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $1,124,536,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $181,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $3,213,000 | 38 |
| 2005-03-31 | Rank | |
| Total securities | $6,979,566,000 | 42 |
| U.S. Government securities | $438,556,000 | 263 |
| U.S. Treasury securities | $398,469,000 | 21 |
| U.S. Government agency obligations | $40,087,000 | 2,142 |
| Securities issued by states & political subdivisions | $7,716,000 | 2,333 |
| Other domestic debt securities | $6,499,609,000 | 10 |
| Privately issued residential mortgage-backed securities | $2,674,423,000 | 18 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,495,587,000 | 7 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $329,599,000 | 20 |
| Foreign debt securities | $33,685,000 | 21 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $398,469,000 | 181 |
| Mortgage-backed securities | $2,689,468,000 | 64 |
| Certificates of participation in pools of residential mortgages | $172,624,000 | 288 |
| Issued or guaranteed by U.S. | $15,045,000 | 1,795 |
| Privately issued | $157,579,000 | 20 |
| Collaterized mortgage obligations | $2,516,844,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $2,516,844,000 | 17 |
| 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) | $15,045,000 | 1,159 |
| Available-for-sale securities (fair market value) | $6,964,521,000 | 37 |
| Total debt securities | $6,979,566,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $1,196,029,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $7,108,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $7,856,750,000 | 38 |
| U.S. Government securities | $438,060,000 | 272 |
| U.S. Treasury securities | $397,313,000 | 22 |
| U.S. Government agency obligations | $40,747,000 | 2,115 |
| Securities issued by states & political subdivisions | $7,677,000 | 2,381 |
| Other domestic debt securities | $7,411,013,000 | 9 |
| Privately issued residential mortgage-backed securities | $2,742,899,000 | 16 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,350,560,000 | 5 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $317,554,000 | 26 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $893,824,000 | 110 |
| Mortgage-backed securities | $2,758,618,000 | 61 |
| Certificates of participation in pools of residential mortgages | $35,214,000 | 995 |
| Issued or guaranteed by U.S. | $15,719,000 | 1,756 |
| Privately issued | $19,495,000 | 46 |
| Collaterized mortgage obligations | $2,723,404,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $2,723,404,000 | 15 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,719,000 | 1,120 |
| Available-for-sale securities (fair market value) | $7,841,031,000 | 30 |
| Total debt securities | $7,856,749,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $1,354,801,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $9,334,000 | 38 |
| 2004-09-30 | Rank | |
| Total securities | $6,746,323,000 | 45 |
| U.S. Government securities | $414,369,000 | 284 |
| U.S. Treasury securities | $397,125,000 | 23 |
| U.S. Government agency obligations | $17,244,000 | 4,075 |
| Securities issued by states & political subdivisions | $7,720,000 | 2,388 |
| Other domestic debt securities | $6,324,234,000 | 10 |
| Privately issued residential mortgage-backed securities | $2,165,886,000 | 17 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,882,984,000 | 5 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $275,364,000 | 27 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $149,438,000 | 374 |
| Mortgage-backed securities | $2,183,130,000 | 79 |
| Certificates of participation in pools of residential mortgages | $39,173,000 | 916 |
| Issued or guaranteed by U.S. | $17,244,000 | 1,656 |
| Privately issued | $21,929,000 | 41 |
| Collaterized mortgage obligations | $2,143,957,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $2,143,957,000 | 14 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,244,000 | 1,055 |
| Available-for-sale securities (fair market value) | $6,729,079,000 | 39 |
| Total debt securities | $6,746,322,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $1,208,461,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $12,685,000 | 37 |
| 2004-06-30 | Rank | |
| Total securities | $8,456,855,000 | 34 |
| U.S. Government securities | $1,104,403,000 | 147 |
| U.S. Treasury securities | $1,086,097,000 | 12 |
| U.S. Government agency obligations | $18,306,000 | 3,981 |
| Securities issued by states & political subdivisions | $7,179,000 | 2,485 |
| Other domestic debt securities | $7,345,273,000 | 9 |
| Privately issued residential mortgage-backed securities | $2,514,727,000 | 12 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,502,054,000 | 6 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $328,492,000 | 23 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,089,097,000 | 98 |
| Mortgage-backed securities | $2,533,033,000 | 69 |
| Certificates of participation in pools of residential mortgages | $41,959,000 | 875 |
| Issued or guaranteed by U.S. | $18,306,000 | 1,606 |
| Privately issued | $23,653,000 | 34 |
| Collaterized mortgage obligations | $2,491,074,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $2,491,074,000 | 10 |
| 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) | $18,306,000 | 1,017 |
| Available-for-sale securities (fair market value) | $8,438,549,000 | 29 |
| Total debt securities | $8,456,853,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $925,667,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $2,658,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $468,000 | 48 |
| 2004-03-31 | Rank | |
| Total securities | $9,888,627,000 | 28 |
| U.S. Government securities | $1,201,900,000 | 136 |
| U.S. Treasury securities | $1,107,469,000 | 11 |
| U.S. Government agency obligations | $94,431,000 | 972 |
| Securities issued by states & political subdivisions | $7,770,000 | 2,369 |
| Other domestic debt securities | $8,678,957,000 | 8 |
| Privately issued residential mortgage-backed securities | $2,645,878,000 | 13 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,442,436,000 | 6 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $590,643,000 | 13 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,107,469,000 | 99 |
| Mortgage-backed securities | $2,685,698,000 | 65 |
| Certificates of participation in pools of residential mortgages | $39,820,000 | 924 |
| Issued or guaranteed by U.S. | $39,820,000 | 918 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,645,878,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $2,645,878,000 | 11 |
| 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) | $19,355,000 | 950 |
| Available-for-sale securities (fair market value) | $9,869,272,000 | 26 |
| Total debt securities | $9,888,627,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $1,152,695,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $18,770,000 | 36 |
| 2003-12-31 | Rank | |
| Total securities | $9,549,125,000 | 28 |
| U.S. Government securities | $1,040,704,000 | 151 |
| U.S. Treasury securities | $934,186,000 | 11 |
| U.S. Government agency obligations | $106,518,000 | 896 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $8,508,421,000 | 8 |
| Privately issued residential mortgage-backed securities | $2,702,438,000 | 10 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,480,310,000 | 6 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $325,673,000 | 24 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $934,484,000 | 101 |
| Mortgage-backed securities | $2,744,854,000 | 58 |
| Certificates of participation in pools of residential mortgages | $42,416,000 | 903 |
| Issued or guaranteed by U.S. | $42,416,000 | 894 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,702,438,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $2,702,438,000 | 8 |
| 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) | $20,209,000 | 925 |
| Available-for-sale securities (fair market value) | $9,528,916,000 | 27 |
| Total debt securities | $9,549,125,000 | 28 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $657,629,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $5,468,000 | 38 |
| 2003-09-30 | Rank | |
| Total securities | $10,722,156,000 | 25 |
| U.S. Government securities | $1,761,869,000 | 101 |
| U.S. Treasury securities | $1,577,764,000 | 8 |
| U.S. Government agency obligations | $184,105,000 | 576 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $8,960,287,000 | 6 |
| Privately issued residential mortgage-backed securities | $2,501,690,000 | 11 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,051,407,000 | 6 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $407,190,000 | 21 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,192,704,000 | 85 |
| Mortgage-backed securities | $2,547,539,000 | 64 |
| Certificates of participation in pools of residential mortgages | $45,849,000 | 835 |
| Issued or guaranteed by U.S. | $45,849,000 | 830 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,501,690,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $2,501,690,000 | 8 |
| 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) | $21,190,000 | 895 |
| Available-for-sale securities (fair market value) | $10,700,966,000 | 23 |
| Total debt securities | $10,722,156,000 | 23 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $795,543,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $6,578,000 | 38 |
| 2003-06-30 | Rank | |
| Total securities | $11,354,507,000 | 21 |
| U.S. Government securities | $1,587,124,000 | 111 |
| U.S. Treasury securities | $1,248,856,000 | 10 |
| U.S. Government agency obligations | $338,268,000 | 334 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $9,257,383,000 | 7 |
| Privately issued residential mortgage-backed securities | $2,563,754,000 | 10 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,087,975,000 | 6 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $605,654,000 | 14 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $510,000,000 | 8 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $715,171,000 | 108 |
| Mortgage-backed securities | $2,614,185,000 | 62 |
| Certificates of participation in pools of residential mortgages | $50,431,000 | 757 |
| Issued or guaranteed by U.S. | $50,431,000 | 754 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,563,754,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $2,563,754,000 | 7 |
| 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) | $22,952,000 | 809 |
| Available-for-sale securities (fair market value) | $11,331,555,000 | 20 |
| Total debt securities | $10,844,508,000 | 23 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $543,076,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $5,294,000 | 39 |
| 2003-03-31 | Rank | |
| Total securities | $11,959,560,000 | 19 |
| U.S. Government securities | $756,637,000 | 178 |
| U.S. Treasury securities | $496,974,000 | 13 |
| U.S. Government agency obligations | $259,663,000 | 420 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $10,802,923,000 | 5 |
| Privately issued residential mortgage-backed securities | $3,148,476,000 | 8 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,909,434,000 | 5 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $745,013,000 | 12 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $400,000,000 | 11 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $496,974,000 | 136 |
| Mortgage-backed securities | $3,202,059,000 | 56 |
| Certificates of participation in pools of residential mortgages | $53,583,000 | 706 |
| Issued or guaranteed by U.S. | $53,583,000 | 703 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $3,148,476,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $3,148,476,000 | 6 |
| 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) | $24,269,000 | 789 |
| Available-for-sale securities (fair market value) | $11,935,291,000 | 19 |
| Total debt securities | $11,559,560,000 | 19 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $844,182,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $5,041,000 | 40 |
| 2002-12-31 | Rank | |
| Total securities | $12,595,912,000 | 17 |
| U.S. Government securities | $1,247,821,000 | 128 |
| U.S. Treasury securities | $727,306,000 | 13 |
| U.S. Government agency obligations | $520,515,000 | 224 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $11,348,091,000 | 4 |
| Privately issued residential mortgage-backed securities | $3,061,744,000 | 7 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,610,936,000 | 5 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $675,411,000 | 15 |
| 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 | $1,554,138,000 | 71 |
| Mortgage-backed securities | $3,210,174,000 | 51 |
| Certificates of participation in pools of residential mortgages | $57,103,000 | 647 |
| Issued or guaranteed by U.S. | $57,103,000 | 642 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $3,153,071,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $91,327,000 | 273 |
| Privately issued | $3,061,744,000 | 5 |
| 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) | $25,714,000 | 759 |
| Available-for-sale securities (fair market value) | $12,570,198,000 | 17 |
| Total debt securities | $12,595,912,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $1,090,974,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $4,537,000 | 45 |
| 2001-12-31 | Rank | |
| Total securities | $10,787,378,000 | 19 |
| U.S. Government securities | $356,503,000 | 285 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $356,503,000 | 267 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $10,430,875,000 | 4 |
| Privately issued residential mortgage-backed securities | $2,704,819,000 | 9 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,995,907,000 | 5 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $730,149,000 | 11 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $3,061,322,000 | 46 |
| Certificates of participation in pools of residential mortgages | $77,541,000 | 450 |
| Issued or guaranteed by U.S. | $77,541,000 | 444 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,983,781,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $278,962,000 | 114 |
| Privately issued | $2,704,819,000 | 7 |
| 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) | $33,941,000 | 607 |
| Available-for-sale securities (fair market value) | $10,753,437,000 | 17 |
| Total debt securities | $10,787,377,000 | 18 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $3,100,368,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $12,088,834,000 | 17 |
| U.S. Government securities | $1,530,539,000 | 89 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $1,530,539,000 | 81 |
| Securities issued by states & political subdivisions | $11,823,000 | 1,406 |
| Other domestic debt securities | $10,546,172,000 | 3 |
| Privately issued residential mortgage-backed securities | $3,715,508,000 | 5 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,830,664,000 | 4 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $300,000 | 4,981 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $4,755,718,000 | 26 |
| Certificates of participation in pools of residential mortgages | $301,733,000 | 145 |
| Issued or guaranteed by U.S. | $301,733,000 | 143 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $4,453,985,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $738,477,000 | 49 |
| Privately issued | $3,715,508,000 | 4 |
| 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) | $52,773,000 | 483 |
| Available-for-sale securities (fair market value) | $12,036,061,000 | 15 |
| Total debt securities | $12,088,534,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $1,709,172,000 | 119 |
| U.S. Government securities | $1,205,568,000 | 121 |
| U.S. Treasury securities | $14,288,000 | 654 |
| U.S. Government agency obligations | $1,191,280,000 | 108 |
| Securities issued by states & political subdivisions | $10,186,000 | 1,649 |
| Other domestic debt securities | $493,418,000 | 66 |
| Privately issued residential mortgage-backed securities | $263,391,000 | 49 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $230,027,000 | 62 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $1,454,671,000 | 84 |
| Certificates of participation in pools of residential mortgages | $312,936,000 | 150 |
| Issued or guaranteed by U.S. | $312,936,000 | 148 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,141,735,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $878,344,000 | 40 |
| Privately issued | $263,391,000 | 43 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $65,960,000 | 420 |
| Available-for-sale securities (fair market value) | $1,643,212,000 | 104 |
| Total debt securities | $1,709,172,000 | 114 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $1,100,446,000 | 152 |
| U.S. Government securities | $748,778,000 | 161 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $748,778,000 | 147 |
| Securities issued by states & political subdivisions | $15,795,000 | 1,043 |
| Other domestic debt securities | $330,887,000 | 71 |
| Privately issued residential mortgage-backed securities | $230,067,000 | 56 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,820,000 | 95 |
| Foreign debt securities | $4,986,000 | 58 |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $978,845,000 | 113 |
| Certificates of participation in pools of residential mortgages | $250,752,000 | 190 |
| Issued or guaranteed by U.S. | $250,752,000 | 186 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $728,093,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $498,026,000 | 72 |
| Privately issued | $230,067,000 | 44 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $124,288,000 | 239 |
| Available-for-sale securities (fair market value) | $976,158,000 | 124 |
| Total debt securities | $1,100,446,000 | 146 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $479,677,000 | 302 |
| U.S. Government securities | $352,127,000 | 333 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $352,127,000 | 280 |
| Securities issued by states & political subdivisions | $7,874,000 | 1,881 |
| Other domestic debt securities | $114,720,000 | 120 |
| 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 | $114,720,000 | 63 |
| Foreign debt securities | $4,956,000 | 59 |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $352,127,000 | 227 |
| Certificates of participation in pools of residential mortgages | $352,127,000 | 156 |
| Issued or guaranteed by U.S. | $352,127,000 | 150 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $238,464,000 | 155 |
| Available-for-sale securities (fair market value) | $241,213,000 | 395 |
| Total debt securities | $479,677,000 | 293 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $836,272,000 | 196 |
| U.S. Government securities | $432,556,000 | 286 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $432,556,000 | 229 |
| Securities issued by states & political subdivisions | $291,000 | 7,619 |
| Other domestic debt securities | $363,912,000 | 50 |
| 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 | $363,912,000 | 20 |
| Foreign debt securities | $39,513,000 | 29 |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $432,556,000 | 201 |
| Certificates of participation in pools of residential mortgages | $432,556,000 | 142 |
| Issued or guaranteed by U.S. | $432,556,000 | 135 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $547,594,000 | 86 |
| Available-for-sale securities (fair market value) | $288,678,000 | 343 |
| Total debt securities | $836,272,000 | 193 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $1,415,078,000 | 132 |
| U.S. Government securities | $614,965,000 | 232 |
| U.S. Treasury securities | $123,540,000 | 230 |
| U.S. Government agency obligations | $491,425,000 | 211 |
| Securities issued by states & political subdivisions | $537,000 | 7,236 |
| Other domestic debt securities | $745,065,000 | 26 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $745,065,000 | 11 |
| Foreign debt securities | $54,511,000 | 29 |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $123,540,000 | 363 |
| Mortgage-backed securities | $491,425,000 | 200 |
| Certificates of participation in pools of residential mortgages | $491,425,000 | 131 |
| Issued or guaranteed by U.S. | $491,425,000 | 122 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,090,134,000 | 52 |
| Available-for-sale securities (fair market value) | $324,944,000 | 340 |
| Total debt securities | $1,415,078,000 | 132 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $29,037,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $1,465,604,000 | 143 |
| U.S. Government securities | $521,221,000 | 279 |
| U.S. Treasury securities | $51,488,000 | 677 |
| U.S. Government agency obligations | $469,733,000 | 223 |
| Securities issued by states & political subdivisions | $783,000 | 7,055 |
| Other domestic debt securities | $906,218,000 | 20 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $906,218,000 | 5 |
| Foreign debt securities | $37,382,000 | 33 |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $469,733,000 | 208 |
| Certificates of participation in pools of residential mortgages | $469,733,000 | 134 |
| Issued or guaranteed by U.S. | $469,733,000 | 119 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,465,604,000 | 83 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $1,465,604,000 | 138 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $28,989,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $1,166,767,000 | 172 |
| U.S. Government securities | $637,205,000 | 238 |
| U.S. Treasury securities | $153,239,000 | 265 |
| U.S. Government agency obligations | $483,966,000 | 211 |
| Securities issued by states & political subdivisions | $778,000 | 7,251 |
| Other domestic debt securities | $510,759,000 | 42 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $510,759,000 | 11 |
| Foreign debt securities | $18,025,000 | 41 |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,642,000 | 393 |
| Mortgage-backed securities | $483,966,000 | 208 |
| Certificates of participation in pools of residential mortgages | $483,966,000 | 125 |
| Issued or guaranteed by U.S. | $483,966,000 | 107 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $1,166,767,000 | 171 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $1,108,671,000 | 170 |
| U.S. Government securities | $736,767,000 | 202 |
| U.S. Treasury securities | $572,482,000 | 83 |
| U.S. Government agency obligations | $164,285,000 | 480 |
| Securities issued by states & political subdivisions | $774,000 | 7,048 |
| Other domestic debt securities | $340,821,000 | 59 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $340,821,000 | 22 |
| Foreign debt securities | $30,309,000 | 33 |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $526,945,000 | 115 |
| Mortgage-backed securities | $164,285,000 | 453 |
| Certificates of participation in pools of residential mortgages | $164,285,000 | 284 |
| Issued or guaranteed by U.S. | $164,285,000 | 263 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $1,108,671,000 | 167 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |