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Merrill Lynch Bank USA, Securities
| 2009-06-30 | Rank | |
| Total securities | $1,983,487,000 | 106 |
| U.S. Government securities | $543,000 | 7,472 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $543,000 | 7,395 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $1,982,944,000 | 31 |
| Privately issued residential mortgage-backed securities | $126,478,000 | 101 |
| Commercial mortgage-backed securities - Total | $1,490,660,000 | 10 |
| Asset backed securities | $276,715,000 | 31 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $89,091,000 | 76 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $483,463,000 | 148 |
| Mortgage-backed securities | $1,617,681,000 | 77 |
| Certificates of participation in pools of residential mortgages | $102,223,000 | 440 |
| Issued or guaranteed by U.S. | $543,000 | 5,384 |
| Privately issued | $101,680,000 | 16 |
| Collaterized mortgage obligations | $24,798,000 | 786 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $24,798,000 | 300 |
| Commercial mortgage-backed securities | $1,490,660,000 | 10 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $1,490,660,000 | 8 |
| Held to maturity securities (book value) | $6,188,000 | 1,460 |
| Available-for-sale securities (fair market value) | $1,977,299,000 | 86 |
| Total debt securities | $1,983,485,000 | 104 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $15,906,000 | 93 |
| Revaluation gains on off-balance sheet contracts | $89,000 | 77 |
| Revaluation losses on off-balance sheet contracts | $72,000 | 78 |
| 2009-03-31 | Rank | |
| Total securities | $2,245,181,000 | 93 |
| U.S. Government securities | $607,000 | 7,554 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $607,000 | 7,475 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $2,244,574,000 | 27 |
| Privately issued residential mortgage-backed securities | $1,397,574,000 | 25 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $705,853,000 | 18 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $141,147,000 | 59 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $1,398,181,000 | 90 |
| Certificates of participation in pools of residential mortgages | $101,011,000 | 453 |
| Issued or guaranteed by U.S. | $607,000 | 5,402 |
| Privately issued | $100,404,000 | 20 |
| Collaterized mortgage obligations | $1,297,170,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $1,297,170,000 | 20 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,209,000 | 1,488 |
| Available-for-sale securities (fair market value) | $2,238,972,000 | 80 |
| Total debt securities | $2,245,182,000 | 91 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $17,488,000 | 102 |
| Revaluation gains on off-balance sheet contracts | $3,474,000 | 57 |
| Revaluation losses on off-balance sheet contracts | $2,735,000 | 56 |
| 2008-12-31 | Rank | |
| Total securities | $3,901,141,000 | 56 |
| U.S. Government securities | $21,633,000 | 3,362 |
| U.S. Treasury securities | $20,996,000 | 106 |
| U.S. Government agency obligations | $637,000 | 7,557 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $3,879,508,000 | 16 |
| Privately issued residential mortgage-backed securities | $2,997,478,000 | 13 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $713,968,000 | 17 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $168,062,000 | 36 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,587,786,000 | 45 |
| Mortgage-backed securities | $2,998,115,000 | 47 |
| Certificates of participation in pools of residential mortgages | $637,000 | 5,409 |
| Issued or guaranteed by U.S. | $637,000 | 5,392 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,997,478,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $2,997,478,000 | 12 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,227,000 | 1,484 |
| Available-for-sale securities (fair market value) | $3,894,914,000 | 47 |
| Total debt securities | $3,901,142,000 | 54 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $228,075,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $3,149,000 | 56 |
| Revaluation losses on off-balance sheet contracts | $3,612,000 | 55 |
| 2008-09-30 | Rank | |
| Total securities | $14,516,715,000 | 19 |
| U.S. Government securities | $16,574,000 | 3,962 |
| U.S. Treasury securities | $15,927,000 | 125 |
| U.S. Government agency obligations | $647,000 | 7,603 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $14,487,261,000 | 12 |
| Privately issued residential mortgage-backed securities | $12,945,349,000 | 9 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,355,901,000 | 14 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $186,011,000 | 33 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $12,880,000 | 151 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,784,595,000 | 21 |
| Mortgage-backed securities | $12,945,996,000 | 18 |
| Certificates of participation in pools of residential mortgages | $6,889,000 | 3,179 |
| Issued or guaranteed by U.S. | $647,000 | 5,376 |
| Privately issued | $6,242,000 | 65 |
| Collaterized mortgage obligations | $12,939,107,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $12,939,107,000 | 9 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,242,000 | 1,485 |
| Available-for-sale securities (fair market value) | $14,510,473,000 | 17 |
| Total debt securities | $14,503,314,000 | 19 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $665,700,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $2,439,000 | 59 |
| Revaluation losses on off-balance sheet contracts | $1,721,000 | 58 |
| 2008-06-30 | Rank | |
| Total securities | $16,951,349,000 | 20 |
| U.S. Government securities | $11,575,000 | 4,822 |
| U.S. Treasury securities | $10,916,000 | 163 |
| U.S. Government agency obligations | $659,000 | 7,666 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $16,939,774,000 | 12 |
| Privately issued residential mortgage-backed securities | $14,623,670,000 | 9 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,103,084,000 | 9 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $213,020,000 | 39 |
| 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 | $326,948,000 | 204 |
| Mortgage-backed securities | $14,624,329,000 | 18 |
| Certificates of participation in pools of residential mortgages | $6,917,000 | 3,174 |
| Issued or guaranteed by U.S. | $659,000 | 5,378 |
| Privately issued | $6,258,000 | 68 |
| Collaterized mortgage obligations | $14,617,412,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $14,617,412,000 | 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) | $6,258,000 | 1,477 |
| Available-for-sale securities (fair market value) | $16,945,091,000 | 18 |
| Total debt securities | $16,725,980,000 | 20 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $902,682,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $5,687,000 | 57 |
| Revaluation losses on off-balance sheet contracts | $9,216,000 | 47 |
| 2008-03-31 | Rank | |
| Total securities | $19,537,377,000 | 17 |
| U.S. Government securities | $11,687,000 | 4,804 |
| U.S. Treasury securities | $10,980,000 | 171 |
| U.S. Government agency obligations | $707,000 | 7,694 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $19,125,690,000 | 8 |
| Privately issued residential mortgage-backed securities | $16,030,928,000 | 9 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,882,282,000 | 8 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $212,480,000 | 40 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $400,000,000 | 14 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $326,948,000 | 211 |
| Mortgage-backed securities | $16,031,635,000 | 16 |
| Certificates of participation in pools of residential mortgages | $707,000 | 5,316 |
| Issued or guaranteed by U.S. | $707,000 | 5,290 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $16,030,928,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $16,030,928,000 | 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) | $2,138,000 | 2,205 |
| Available-for-sale securities (fair market value) | $19,535,239,000 | 16 |
| Total debt securities | $19,137,377,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $1,226,919,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $5,703,000 | 54 |
| Revaluation losses on off-balance sheet contracts | $18,278,000 | 45 |
| 2007-12-31 | Rank | |
| Total securities | $22,562,994,000 | 14 |
| U.S. Government securities | $10,625,000 | 5,126 |
| U.S. Treasury securities | $9,911,000 | 205 |
| U.S. Government agency obligations | $714,000 | 7,777 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $22,552,369,000 | 8 |
| Privately issued residential mortgage-backed securities | $19,221,438,000 | 7 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,104,728,000 | 7 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $226,203,000 | 35 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,816,599,000 | 12 |
| Mortgage-backed securities | $19,222,152,000 | 12 |
| Certificates of participation in pools of residential mortgages | $714,000 | 5,134 |
| Issued or guaranteed by U.S. | $714,000 | 5,113 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $19,221,438,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $19,221,438,000 | 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) | $2,160,000 | 2,266 |
| Available-for-sale securities (fair market value) | $22,560,834,000 | 13 |
| Total debt securities | $22,562,995,000 | 14 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $934,140,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $8,867,000 | 47 |
| Revaluation losses on off-balance sheet contracts | $6,005,000 | 49 |
| 2007-09-30 | Rank | |
| Total securities | $23,085,174,000 | 14 |
| U.S. Government securities | $14,888,000 | 4,393 |
| U.S. Treasury securities | $14,151,000 | 162 |
| U.S. Government agency obligations | $737,000 | 7,823 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $23,048,536,000 | 6 |
| Privately issued residential mortgage-backed securities | $18,928,458,000 | 5 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,888,005,000 | 6 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $232,073,000 | 39 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $21,750,000 | 158 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,601,393,000 | 11 |
| Mortgage-backed securities | $18,929,195,000 | 13 |
| Certificates of participation in pools of residential mortgages | $737,000 | 5,010 |
| Issued or guaranteed by U.S. | $737,000 | 4,995 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $18,928,458,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $18,928,458,000 | 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) | $2,257,000 | 2,280 |
| Available-for-sale securities (fair market value) | $23,082,917,000 | 13 |
| Total debt securities | $23,063,425,000 | 14 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $1,410,466,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $7,433,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $6,834,000 | 45 |
| 2007-06-30 | Rank | |
| Total securities | $19,090,570,000 | 17 |
| U.S. Government securities | $6,919,000 | 6,142 |
| U.S. Treasury securities | $6,168,000 | 322 |
| U.S. Government agency obligations | $751,000 | 7,869 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $19,063,651,000 | 6 |
| Privately issued residential mortgage-backed securities | $16,775,600,000 | 5 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,051,681,000 | 9 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $236,370,000 | 32 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $20,000,000 | 154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,937,104,000 | 53 |
| Mortgage-backed securities | $16,776,351,000 | 16 |
| Certificates of participation in pools of residential mortgages | $751,000 | 5,005 |
| Issued or guaranteed by U.S. | $751,000 | 4,990 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $16,775,600,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $16,775,600,000 | 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) | $2,281,000 | 2,299 |
| Available-for-sale securities (fair market value) | $19,088,289,000 | 16 |
| Total debt securities | $19,070,570,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $1,475,048,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $9,429,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $2,858,000 | 56 |
| 2007-03-31 | Rank | |
| Total securities | $20,447,210,000 | 15 |
| U.S. Government securities | $8,274,000 | 5,807 |
| U.S. Treasury securities | $7,498,000 | 320 |
| U.S. Government agency obligations | $776,000 | 7,908 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $20,418,936,000 | 5 |
| Privately issued residential mortgage-backed securities | $18,129,662,000 | 5 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,045,752,000 | 9 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $243,522,000 | 30 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $20,000,000 | 157 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $413,934,000 | 171 |
| Mortgage-backed securities | $18,130,438,000 | 13 |
| Certificates of participation in pools of residential mortgages | $776,000 | 5,007 |
| Issued or guaranteed by U.S. | $776,000 | 4,988 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $18,129,662,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $18,129,662,000 | 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) | $2,318,000 | 2,328 |
| Available-for-sale securities (fair market value) | $20,444,892,000 | 13 |
| Total debt securities | $20,427,211,000 | 14 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $1,666,756,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $11,903,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $4,819,000 | 50 |
| 2006-12-31 | Rank | |
| Total securities | $20,979,942,000 | 15 |
| U.S. Government securities | $919,368,000 | 148 |
| U.S. Treasury securities | $162,423,000 | 29 |
| U.S. Government agency obligations | $756,945,000 | 160 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $19,809,216,000 | 5 |
| Privately issued residential mortgage-backed securities | $17,419,819,000 | 3 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,145,777,000 | 7 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $243,620,000 | 30 |
| Foreign debt securities | $251,358,000 | 11 |
| 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 | $4,230,402,000 | 29 |
| Mortgage-backed securities | $18,176,764,000 | 12 |
| Certificates of participation in pools of residential mortgages | $894,000 | 4,906 |
| Issued or guaranteed by U.S. | $894,000 | 4,888 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $18,175,870,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $756,051,000 | 46 |
| Privately issued | $17,419,819,000 | 3 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000,000 | 2,460 |
| Available-for-sale securities (fair market value) | $20,977,942,000 | 13 |
| Total debt securities | $20,979,942,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $1,760,324,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $10,694,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $7,960,000 | 42 |
| 2006-09-30 | Rank | |
| Total securities | $18,725,605,000 | 17 |
| U.S. Government securities | $881,820,000 | 152 |
| U.S. Treasury securities | $155,530,000 | 34 |
| U.S. Government agency obligations | $726,290,000 | 170 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $17,598,432,000 | 5 |
| Privately issued residential mortgage-backed securities | $15,369,094,000 | 3 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,002,029,000 | 8 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $227,309,000 | 37 |
| Foreign debt securities | $245,353,000 | 12 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,007,925,000 | 94 |
| Mortgage-backed securities | $16,095,384,000 | 17 |
| Certificates of participation in pools of residential mortgages | $1,049,000 | 4,779 |
| Issued or guaranteed by U.S. | $1,049,000 | 4,755 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $16,094,335,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $725,241,000 | 59 |
| Privately issued | $15,369,094,000 | 3 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000,000 | 2,512 |
| Available-for-sale securities (fair market value) | $18,723,605,000 | 15 |
| Total debt securities | $18,725,603,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $1,808,817,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $15,982,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $7,413,000 | 44 |
| 2006-06-30 | Rank | |
| Total securities | $11,974,687,000 | 22 |
| U.S. Government securities | $151,580,000 | 621 |
| U.S. Treasury securities | $150,440,000 | 38 |
| U.S. Government agency obligations | $1,140,000 | 7,968 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $11,505,134,000 | 10 |
| Privately issued residential mortgage-backed securities | $10,168,329,000 | 7 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,252,817,000 | 11 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $83,988,000 | 95 |
| Foreign debt securities | $245,271,000 | 11 |
| Equity securities | $72,702,000 | 46 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $349,733,000 | 200 |
| Mortgage-backed securities | $10,169,469,000 | 20 |
| Certificates of participation in pools of residential mortgages | $1,140,000 | 4,742 |
| Issued or guaranteed by U.S. | $1,140,000 | 4,718 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $10,168,329,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $10,168,329,000 | 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) | $6,000,000 | 1,761 |
| Available-for-sale securities (fair market value) | $11,968,687,000 | 20 |
| Total debt securities | $11,901,985,000 | 22 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $1,091,278,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $10,704,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $5,130,000 | 50 |
| 2006-03-31 | Rank | |
| Total securities | $10,914,380,000 | 26 |
| U.S. Government securities | $153,854,000 | 622 |
| U.S. Treasury securities | $152,445,000 | 46 |
| U.S. Government agency obligations | $1,409,000 | 7,936 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $10,449,423,000 | 11 |
| Privately issued residential mortgage-backed securities | $9,280,105,000 | 7 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,078,362,000 | 13 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $90,956,000 | 96 |
| Foreign debt securities | $236,082,000 | 12 |
| Equity securities | $75,021,000 | 49 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $525,095,000 | 144 |
| Mortgage-backed securities | $9,281,514,000 | 20 |
| Certificates of participation in pools of residential mortgages | $1,409,000 | 4,573 |
| Issued or guaranteed by U.S. | $1,409,000 | 4,554 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $9,280,105,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $9,280,105,000 | 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) | $4,000,000 | 2,104 |
| Available-for-sale securities (fair market value) | $10,910,380,000 | 21 |
| Total debt securities | $10,839,357,000 | 25 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $721,899,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $10,372,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $11,613,000 | 38 |
| 2005-12-31 | Rank | |
| Total securities | $10,748,151,000 | 27 |
| U.S. Government securities | $281,501,000 | 376 |
| U.S. Treasury securities | $156,969,000 | 47 |
| U.S. Government agency obligations | $124,532,000 | 720 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $10,173,356,000 | 8 |
| Privately issued residential mortgage-backed securities | $7,137,406,000 | 9 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,923,226,000 | 6 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $112,724,000 | 74 |
| Foreign debt securities | $237,191,000 | 11 |
| Equity securities | $56,103,000 | 62 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $525,095,000 | 147 |
| Mortgage-backed securities | $7,138,968,000 | 25 |
| Certificates of participation in pools of residential mortgages | $29,160,000 | 1,027 |
| Issued or guaranteed by U.S. | $1,562,000 | 4,494 |
| Privately issued | $27,598,000 | 42 |
| Collaterized mortgage obligations | $7,109,808,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $7,109,808,000 | 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) | $4,000,000 | 2,130 |
| Available-for-sale securities (fair market value) | $10,744,151,000 | 22 |
| Total debt securities | $10,692,048,000 | 25 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $1,039,829,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $11,061,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $15,584,000 | 35 |
| 2005-09-30 | Rank | |
| Total securities | $14,820,767,000 | 17 |
| U.S. Government securities | $279,115,000 | 375 |
| U.S. Treasury securities | $157,766,000 | 41 |
| U.S. Government agency obligations | $121,349,000 | 731 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $13,755,544,000 | 7 |
| Privately issued residential mortgage-backed securities | $5,274,339,000 | 11 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,333,880,000 | 3 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $147,325,000 | 53 |
| Foreign debt securities | $729,539,000 | 7 |
| Equity securities | $56,569,000 | 62 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $525,095,000 | 145 |
| Mortgage-backed securities | $5,276,028,000 | 35 |
| Certificates of participation in pools of residential mortgages | $31,817,000 | 986 |
| Issued or guaranteed by U.S. | $1,689,000 | 4,468 |
| Privately issued | $30,128,000 | 42 |
| Collaterized mortgage obligations | $5,244,211,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $5,244,211,000 | 9 |
| 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) | $4,000,000 | 2,148 |
| Available-for-sale securities (fair market value) | $14,816,767,000 | 16 |
| Total debt securities | $14,764,197,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $924,514,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $14,157,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $15,833,000 | 33 |
| 2005-06-30 | Rank | |
| Total securities | $21,067,966,000 | 12 |
| U.S. Government securities | $409,425,000 | 269 |
| U.S. Treasury securities | $161,313,000 | 41 |
| U.S. Government agency obligations | $248,112,000 | 402 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $19,869,702,000 | 4 |
| Privately issued residential mortgage-backed securities | $7,362,391,000 | 7 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,272,613,000 | 2 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $234,698,000 | 33 |
| Foreign debt securities | $731,193,000 | 8 |
| Equity securities | $57,646,000 | 60 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,323,069,000 | 35 |
| Mortgage-backed securities | $7,364,225,000 | 25 |
| Certificates of participation in pools of residential mortgages | $86,979,000 | 465 |
| Issued or guaranteed by U.S. | $1,834,000 | 4,457 |
| Privately issued | $85,145,000 | 29 |
| Collaterized mortgage obligations | $7,277,246,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $7,277,246,000 | 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) | $4,000,000 | 2,174 |
| Available-for-sale securities (fair market value) | $21,063,966,000 | 11 |
| Total debt securities | $21,010,327,000 | 14 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $1,378,814,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $5,693,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $15,813,000 | 30 |
| 2005-03-31 | Rank | |
| Total securities | $23,029,810,000 | 10 |
| U.S. Government securities | $2,240,989,000 | 84 |
| U.S. Treasury securities | $1,750,523,000 | 5 |
| U.S. Government agency obligations | $490,466,000 | 232 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $19,954,778,000 | 3 |
| Privately issued residential mortgage-backed securities | $6,242,163,000 | 6 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,366,200,000 | 2 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $346,415,000 | 19 |
| Foreign debt securities | $777,170,000 | 9 |
| Equity securities | $56,873,000 | 63 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,489,748,000 | 39 |
| Mortgage-backed securities | $6,244,030,000 | 35 |
| Certificates of participation in pools of residential mortgages | $42,194,000 | 833 |
| Issued or guaranteed by U.S. | $1,867,000 | 4,507 |
| Privately issued | $40,327,000 | 34 |
| Collaterized mortgage obligations | $6,201,836,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $6,201,836,000 | 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) | $4,000,000 | 2,210 |
| Available-for-sale securities (fair market value) | $23,025,810,000 | 10 |
| Total debt securities | $22,972,937,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $1,164,680,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $15,084,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $15,045,000 | 33 |
| 2004-12-31 | Rank | |
| Total securities | $25,426,273,000 | 8 |
| U.S. Government securities | $2,442,152,000 | 84 |
| U.S. Treasury securities | $1,748,609,000 | 4 |
| U.S. Government agency obligations | $693,543,000 | 185 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $22,108,098,000 | 2 |
| Privately issued residential mortgage-backed securities | $7,663,676,000 | 4 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,098,188,000 | 1 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $346,234,000 | 22 |
| Foreign debt securities | $818,341,000 | 9 |
| Equity securities | $57,682,000 | 70 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,973,687,000 | 31 |
| Mortgage-backed securities | $7,665,633,000 | 24 |
| Certificates of participation in pools of residential mortgages | $50,017,000 | 745 |
| Issued or guaranteed by U.S. | $1,957,000 | 4,478 |
| Privately issued | $48,060,000 | 33 |
| Collaterized mortgage obligations | $7,615,616,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $7,615,616,000 | 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) | $4,000,000 | 2,231 |
| Available-for-sale securities (fair market value) | $25,422,273,000 | 8 |
| Total debt securities | $25,368,590,000 | 8 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $1,308,368,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $10,645,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $11,593,000 | 35 |
| 2004-09-30 | Rank | |
| Total securities | $24,670,035,000 | 8 |
| U.S. Government securities | $1,752,123,000 | 103 |
| U.S. Treasury securities | $1,749,993,000 | 7 |
| U.S. Government agency obligations | $2,130,000 | 7,919 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $22,132,677,000 | 2 |
| Privately issued residential mortgage-backed securities | $6,356,239,000 | 5 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,437,081,000 | 1 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $339,357,000 | 20 |
| Foreign debt securities | $727,484,000 | 9 |
| Equity securities | $57,751,000 | 72 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,613,539,000 | 40 |
| Mortgage-backed securities | $6,358,369,000 | 34 |
| Certificates of participation in pools of residential mortgages | $58,645,000 | 655 |
| Issued or guaranteed by U.S. | $2,130,000 | 4,417 |
| Privately issued | $56,515,000 | 30 |
| Collaterized mortgage obligations | $6,299,724,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $6,299,724,000 | 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $24,670,035,000 | 8 |
| Total debt securities | $24,612,285,000 | 8 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $1,462,103,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $2,881,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $18,511,000 | 34 |
| 2004-06-30 | Rank | |
| Total securities | $27,888,621,000 | 9 |
| U.S. Government securities | $4,068,372,000 | 54 |
| U.S. Treasury securities | $4,036,687,000 | 4 |
| U.S. Government agency obligations | $31,685,000 | 2,632 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $23,054,331,000 | 3 |
| Privately issued residential mortgage-backed securities | $6,385,270,000 | 4 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,321,725,000 | 2 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $347,336,000 | 21 |
| Foreign debt securities | $709,109,000 | 9 |
| Equity securities | $56,809,000 | 77 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,925,362,000 | 28 |
| Mortgage-backed securities | $6,387,575,000 | 32 |
| Certificates of participation in pools of residential mortgages | $73,488,000 | 582 |
| Issued or guaranteed by U.S. | $2,305,000 | 4,385 |
| Privately issued | $71,183,000 | 27 |
| Collaterized mortgage obligations | $6,314,087,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $6,314,087,000 | 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $27,888,621,000 | 9 |
| Total debt securities | $27,831,813,000 | 9 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $1,737,707,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $12,755,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $10,341,000 | 39 |
| 2004-03-31 | Rank | |
| Total securities | $28,893,024,000 | 9 |
| U.S. Government securities | $6,220,068,000 | 38 |
| U.S. Treasury securities | $6,119,225,000 | 3 |
| U.S. Government agency obligations | $100,843,000 | 912 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $21,888,256,000 | 3 |
| Privately issued residential mortgage-backed securities | $5,097,991,000 | 5 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,150,261,000 | 2 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $640,004,000 | 10 |
| Foreign debt securities | $726,194,000 | 8 |
| Equity securities | $58,506,000 | 81 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,869,434,000 | 21 |
| Mortgage-backed securities | $5,198,834,000 | 41 |
| Certificates of participation in pools of residential mortgages | $94,673,000 | 496 |
| Issued or guaranteed by U.S. | $5,693,000 | 3,226 |
| Privately issued | $88,980,000 | 23 |
| Collaterized mortgage obligations | $5,104,161,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $95,150,000 | 244 |
| Privately issued | $5,009,011,000 | 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $28,893,024,000 | 8 |
| Total debt securities | $28,834,518,000 | 8 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $1,948,405,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $4,433,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $29,001,000 | 34 |
| 2003-12-31 | Rank | |
| Total securities | $28,037,776,000 | 10 |
| U.S. Government securities | $5,783,686,000 | 38 |
| U.S. Treasury securities | $5,684,304,000 | 4 |
| U.S. Government agency obligations | $99,382,000 | 959 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $21,467,471,000 | 3 |
| Privately issued residential mortgage-backed securities | $5,310,419,000 | 4 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,456,072,000 | 2 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $700,980,000 | 10 |
| Foreign debt securities | $728,334,000 | 9 |
| Equity securities | $58,285,000 | 79 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,498,277,000 | 15 |
| Mortgage-backed securities | $5,409,801,000 | 37 |
| Certificates of participation in pools of residential mortgages | $86,121,000 | 535 |
| Issued or guaranteed by U.S. | $6,216,000 | 3,092 |
| Privately issued | $79,905,000 | 27 |
| Collaterized mortgage obligations | $5,323,680,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $93,166,000 | 272 |
| Privately issued | $5,230,514,000 | 3 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $28,037,776,000 | 10 |
| Total debt securities | $27,979,491,000 | 10 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $1,517,280,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $3,842,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $15,763,000 | 34 |
| 2003-09-30 | Rank | |
| Total securities | $29,070,509,000 | 9 |
| U.S. Government securities | $6,053,244,000 | 34 |
| U.S. Treasury securities | $5,917,786,000 | 3 |
| U.S. Government agency obligations | $135,458,000 | 728 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $22,276,808,000 | 2 |
| Privately issued residential mortgage-backed securities | $5,353,842,000 | 4 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,091,946,000 | 2 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $831,020,000 | 10 |
| Foreign debt securities | $681,849,000 | 9 |
| Equity securities | $58,608,000 | 83 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,786,342,000 | 15 |
| Mortgage-backed securities | $5,489,300,000 | 32 |
| Certificates of participation in pools of residential mortgages | $85,706,000 | 534 |
| Issued or guaranteed by U.S. | $7,111,000 | 2,896 |
| Privately issued | $78,595,000 | 25 |
| Collaterized mortgage obligations | $5,403,594,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $128,347,000 | 218 |
| Privately issued | $5,275,247,000 | 3 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $29,070,509,000 | 9 |
| Total debt securities | $29,011,901,000 | 9 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $1,618,623,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $4,416,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $19,920,000 | 33 |
| 2003-06-30 | Rank | |
| Total securities | $30,885,494,000 | 9 |
| U.S. Government securities | $2,950,019,000 | 62 |
| U.S. Treasury securities | $2,476,040,000 | 6 |
| U.S. Government agency obligations | $473,979,000 | 252 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $26,480,384,000 | 1 |
| Privately issued residential mortgage-backed securities | $5,824,824,000 | 4 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $19,584,593,000 | 1 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,070,967,000 | 7 |
| Foreign debt securities | $685,491,000 | 7 |
| Equity securities | $769,600,000 | 6 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,906,576,000 | 31 |
| Mortgage-backed securities | $6,298,803,000 | 29 |
| Certificates of participation in pools of residential mortgages | $105,615,000 | 438 |
| Issued or guaranteed by U.S. | $7,594,000 | 2,789 |
| Privately issued | $98,021,000 | 16 |
| Collaterized mortgage obligations | $6,193,188,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $466,385,000 | 91 |
| Privately issued | $5,726,803,000 | 3 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $30,885,494,000 | 9 |
| Total debt securities | $30,115,894,000 | 9 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $1,601,458,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $5,048,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $8,008,000 | 37 |
| 2003-03-31 | Rank | |
| Total securities | $34,695,414,000 | 7 |
| U.S. Government securities | $2,799,674,000 | 64 |
| U.S. Treasury securities | $1,724,136,000 | 6 |
| U.S. Government agency obligations | $1,075,538,000 | 135 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $31,152,376,000 | 1 |
| Privately issued residential mortgage-backed securities | $5,820,386,000 | 4 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $23,448,395,000 | 1 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,883,595,000 | 1 |
| Foreign debt securities | $233,279,000 | 12 |
| Equity securities | $510,085,000 | 9 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,047,689,000 | 55 |
| Mortgage-backed securities | $6,895,924,000 | 27 |
| Certificates of participation in pools of residential mortgages | $48,556,000 | 758 |
| Issued or guaranteed by U.S. | $8,480,000 | 2,601 |
| Privately issued | $40,076,000 | 35 |
| Collaterized mortgage obligations | $6,847,368,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $1,067,058,000 | 50 |
| Privately issued | $5,780,310,000 | 3 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $34,695,414,000 | 7 |
| Total debt securities | $34,185,329,000 | 7 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $713,519,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $64,938,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $13,292,000 | 35 |
| 2002-12-31 | Rank | |
| Total securities | $40,666,243,000 | 6 |
| U.S. Government securities | $6,403,233,000 | 30 |
| U.S. Treasury securities | $2,228,016,000 | 4 |
| U.S. Government agency obligations | $4,175,217,000 | 40 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $34,192,721,000 | 1 |
| Privately issued residential mortgage-backed securities | $6,588,492,000 | 3 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $25,704,471,000 | 1 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,899,758,000 | 2 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $70,289,000 | 70 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,891,982,000 | 22 |
| Mortgage-backed securities | $7,665,822,000 | 22 |
| Certificates of participation in pools of residential mortgages | $63,451,000 | 596 |
| Issued or guaranteed by U.S. | $8,999,000 | 2,473 |
| Privately issued | $54,452,000 | 29 |
| Collaterized mortgage obligations | $7,602,371,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $1,068,331,000 | 50 |
| Privately issued | $6,534,040,000 | 3 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $40,666,243,000 | 6 |
| Total debt securities | $40,595,954,000 | 6 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $666,440,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $76,473,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $28,858,000 | 34 |
| 2001-12-31 | Rank | |
| Total securities | $48,922,183,000 | 4 |
| U.S. Government securities | $1,128,962,000 | 132 |
| U.S. Treasury securities | $9,965,000 | 475 |
| U.S. Government agency obligations | $1,118,997,000 | 126 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $47,730,913,000 | 1 |
| Privately issued residential mortgage-backed securities | $8,438,996,000 | 3 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $36,750,617,000 | 1 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,541,300,000 | 2 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $62,308,000 | 78 |
| 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 | $9,557,993,000 | 12 |
| Certificates of participation in pools of residential mortgages | $245,053,000 | 192 |
| Issued or guaranteed by U.S. | $46,714,000 | 659 |
| Privately issued | $198,339,000 | 14 |
| Collaterized mortgage obligations | $9,312,940,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $1,072,283,000 | 44 |
| Privately issued | $8,240,657,000 | 1 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $48,922,183,000 | 4 |
| Total debt securities | $48,859,875,000 | 4 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $3,221,853,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $27,805,260,000 | 6 |
| U.S. Government securities | $823,737,000 | 147 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $823,737,000 | 139 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $26,966,445,000 | 1 |
| Privately issued residential mortgage-backed securities | $10,192,161,000 | 2 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,774,284,000 | 1 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $15,078,000 | 362 |
| 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 | $10,987,999,000 | 9 |
| Certificates of participation in pools of residential mortgages | $231,812,000 | 177 |
| Issued or guaranteed by U.S. | $231,812,000 | 177 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $10,756,187,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $564,026,000 | 61 |
| Privately issued | $10,192,161,000 | 1 |
| 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) | $1,045,000 | 4,425 |
| Available-for-sale securities (fair market value) | $27,804,215,000 | 6 |
| Total debt securities | $27,790,182,000 | 6 |
| 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 | $1,336,426,000 | 143 |
| U.S. Government securities | $824,320,000 | 154 |
| U.S. Treasury securities | $9,985,000 | 883 |
| U.S. Government agency obligations | $814,335,000 | 145 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $507,344,000 | 64 |
| Privately issued residential mortgage-backed securities | $188,795,000 | 61 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $318,549,000 | 46 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $4,762,000 | 855 |
| 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 | $1,003,130,000 | 113 |
| Certificates of participation in pools of residential mortgages | $168,231,000 | 248 |
| Issued or guaranteed by U.S. | $168,231,000 | 242 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $834,899,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $646,104,000 | 53 |
| Privately issued | $188,795,000 | 51 |
| 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 | 1,900 |
| Available-for-sale securities (fair market value) | $1,324,456,000 | 119 |
| Total debt securities | $1,331,664,000 | 139 |
| 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 | $247,148,000 | 512 |
| U.S. Government securities | $87,814,000 | 1,012 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $87,814,000 | 890 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $154,907,000 | 125 |
| Privately issued residential mortgage-backed securities | $105,694,000 | 90 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $49,213,000 | 169 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $4,427,000 | 914 |
| 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 | $193,508,000 | 367 |
| Certificates of participation in pools of residential mortgages | $52,862,000 | 607 |
| Issued or guaranteed by U.S. | $52,862,000 | 601 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $140,646,000 | 210 |
| CMOs issued by government agencies or sponsored agencies | $34,952,000 | 465 |
| Privately issued | $105,694,000 | 74 |
| 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) | $2,195,000 | 4,630 |
| Available-for-sale securities (fair market value) | $244,953,000 | 399 |
| Total debt securities | $242,721,000 | 497 |
| 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 | $127,382,000 | 905 |
| U.S. Government securities | $106,131,000 | 888 |
| U.S. Treasury securities | $20,095,000 | 950 |
| U.S. Government agency obligations | $86,036,000 | 880 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $21,251,000 | 351 |
| Privately issued residential mortgage-backed securities | $2,265,000 | 433 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,986,000 | 258 |
| Foreign debt securities | $0 | 390 |
| 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 | $88,301,000 | 590 |
| Certificates of participation in pools of residential mortgages | $86,036,000 | 438 |
| Issued or guaranteed by U.S. | $86,036,000 | 435 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,265,000 | 2,572 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $2,265,000 | 331 |
| 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) | $21,251,000 | 1,586 |
| Available-for-sale securities (fair market value) | $106,131,000 | 786 |
| Total debt securities | $127,382,000 | 875 |
| 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 | $215,004,000 | 594 |
| U.S. Government securities | $111,143,000 | 908 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $111,143,000 | 724 |
| Securities issued by states & political subdivisions | $2,799,000 | 4,093 |
| Other domestic debt securities | $101,062,000 | 127 |
| 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 | $101,062,000 | 62 |
| Foreign debt securities | $0 | 466 |
| 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 | $111,143,000 | 549 |
| Certificates of participation in pools of residential mortgages | $111,143,000 | 396 |
| Issued or guaranteed by U.S. | $111,143,000 | 387 |
| 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) | $103,861,000 | 383 |
| Available-for-sale securities (fair market value) | $111,143,000 | 762 |
| Total debt securities | $215,004,000 | 584 |
| 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 | $340,057,000 | 440 |
| U.S. Government securities | $59,514,000 | 1,708 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $59,514,000 | 1,234 |
| Securities issued by states & political subdivisions | $1,629,000 | 5,368 |
| Other domestic debt securities | $278,914,000 | 70 |
| 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 | $278,914,000 | 26 |
| Foreign debt securities | $0 | 553 |
| 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 | $0 | 9,636 |
| Mortgage-backed securities | $59,514,000 | 848 |
| Certificates of participation in pools of residential mortgages | $59,514,000 | 604 |
| Issued or guaranteed by U.S. | $59,514,000 | 587 |
| 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) | $275,578,000 | 176 |
| Available-for-sale securities (fair market value) | $64,479,000 | 1,312 |
| Total debt securities | $340,057,000 | 432 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $300,850,000 | 503 |
| U.S. Government securities | $31,981,000 | 3,260 |
| U.S. Treasury securities | $5,039,000 | 5,482 |
| U.S. Government agency obligations | $26,942,000 | 2,495 |
| Securities issued by states & political subdivisions | $1,466,000 | 5,889 |
| Other domestic debt securities | $267,403,000 | 70 |
| 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 | $267,403,000 | 26 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $26,942,000 | 1,627 |
| Certificates of participation in pools of residential mortgages | $26,942,000 | 1,106 |
| Issued or guaranteed by U.S. | $26,942,000 | 1,088 |
| 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) | $300,850,000 | 318 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $300,850,000 | 494 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $168,237,000 | 836 |
| U.S. Government securities | $14,999,000 | 6,271 |
| U.S. Treasury securities | $5,083,000 | 5,625 |
| U.S. Government agency obligations | $9,916,000 | 5,596 |
| Securities issued by states & political subdivisions | $2,038,000 | 5,259 |
| Other domestic debt securities | $84,200,000 | 199 |
| 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 | $84,200,000 | 100 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $67,000,000 | 46 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $9,916,000 | 3,657 |
| Certificates of participation in pools of residential mortgages | $9,916,000 | 2,495 |
| Issued or guaranteed by U.S. | $9,916,000 | 2,470 |
| 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 | $101,237,000 | 1,320 |
| 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 | $95,722,000 | 1,414 |
| U.S. Government securities | $20,244,000 | 5,010 |
| U.S. Treasury securities | $20,244,000 | 1,828 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $2,167,000 | 4,856 |
| Other domestic debt securities | $4,311,000 | 1,857 |
| 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 | $4,311,000 | 1,313 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $69,000,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| 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 | $26,722,000 | 4,817 |
| 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 |