Home > Westernbank Puerto Rico > Securities
Westernbank Puerto Rico, Securities
| 2010-03-31 | Rank | |
| Total securities | $1,879,542,000 | 96 |
| U.S. Government securities | $1,836,860,000 | 77 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $1,836,860,000 | 73 |
| Securities issued by states & political subdivisions | $21,245,000 | 1,189 |
| Other domestic debt securities | $21,437,000 | 488 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $21,437,000 | 201 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,608,077,000 | 59 |
| Mortgage-backed securities | $1,836,860,000 | 69 |
| Certificates of participation in pools of residential mortgages | $1,348,741,000 | 59 |
| Issued or guaranteed by U.S. | $1,348,741,000 | 59 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $488,119,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $488,119,000 | 69 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $527,291,000 | 50 |
| Available-for-sale securities (fair market value) | $1,352,251,000 | 104 |
| Total debt securities | $1,879,542,000 | 97 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $12,120,000 | 92 |
| Revaluation gains on off-balance sheet contracts | $12,120,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $5,880,000 | 58 |
| 2009-12-31 | Rank | |
| Total securities | $2,296,037,000 | 84 |
| U.S. Government securities | $2,253,357,000 | 70 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,253,357,000 | 69 |
| Securities issued by states & political subdivisions | $21,243,000 | 1,178 |
| Other domestic debt securities | $21,437,000 | 499 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $21,437,000 | 198 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,040,902,000 | 51 |
| Mortgage-backed securities | $1,939,158,000 | 67 |
| Certificates of participation in pools of residential mortgages | $1,425,802,000 | 54 |
| Issued or guaranteed by U.S. | $1,425,802,000 | 52 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $513,356,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $513,356,000 | 62 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $552,987,000 | 49 |
| Available-for-sale securities (fair market value) | $1,743,050,000 | 88 |
| Total debt securities | $2,296,037,000 | 84 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $13,370,000 | 85 |
| Revaluation gains on off-balance sheet contracts | $13,370,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $7,070,000 | 55 |
| 2009-09-30 | Rank | |
| Total securities | $3,108,302,000 | 70 |
| U.S. Government securities | $3,062,481,000 | 57 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $3,062,481,000 | 56 |
| Securities issued by states & political subdivisions | $24,385,000 | 999 |
| Other domestic debt securities | $21,436,000 | 542 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $21,436,000 | 205 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,076,505,000 | 37 |
| Mortgage-backed securities | $3,014,020,000 | 51 |
| Certificates of participation in pools of residential mortgages | $1,356,985,000 | 53 |
| Issued or guaranteed by U.S. | $1,356,985,000 | 52 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,657,035,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $1,657,035,000 | 31 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $575,251,000 | 51 |
| Available-for-sale securities (fair market value) | $2,533,051,000 | 66 |
| Total debt securities | $3,108,302,000 | 72 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $12,962,000 | 95 |
| Revaluation gains on off-balance sheet contracts | $12,962,000 | 53 |
| Revaluation losses on off-balance sheet contracts | $8,081,000 | 55 |
| 2009-06-30 | Rank | |
| Total securities | $4,371,882,000 | 57 |
| U.S. Government securities | $4,325,647,000 | 35 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $4,325,647,000 | 35 |
| Securities issued by states & political subdivisions | $24,799,000 | 945 |
| Other domestic debt securities | $21,436,000 | 567 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $21,436,000 | 225 |
| 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 | $3,113,118,000 | 33 |
| Mortgage-backed securities | $4,130,689,000 | 33 |
| Certificates of participation in pools of residential mortgages | $1,775,673,000 | 49 |
| Issued or guaranteed by U.S. | $1,775,673,000 | 49 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,355,016,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $2,355,016,000 | 19 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $563,979,000 | 50 |
| Available-for-sale securities (fair market value) | $3,807,903,000 | 55 |
| Total debt securities | $4,371,882,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $11,355,000 | 104 |
| Revaluation gains on off-balance sheet contracts | $11,355,000 | 53 |
| Revaluation losses on off-balance sheet contracts | $8,671,000 | 55 |
| 2009-03-31 | Rank | |
| Total securities | $4,465,185,000 | 53 |
| U.S. Government securities | $4,418,990,000 | 37 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $4,418,990,000 | 36 |
| Securities issued by states & political subdivisions | $24,759,000 | 894 |
| Other domestic debt securities | $21,436,000 | 538 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,436,000 | 209 |
| 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 | $3,373,864,000 | 35 |
| Mortgage-backed securities | $4,216,262,000 | 33 |
| Certificates of participation in pools of residential mortgages | $1,718,488,000 | 48 |
| Issued or guaranteed by U.S. | $1,718,488,000 | 46 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,497,774,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $2,497,774,000 | 20 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $615,657,000 | 43 |
| Available-for-sale securities (fair market value) | $3,849,528,000 | 54 |
| Total debt securities | $4,465,185,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $15,562,000 | 106 |
| Revaluation gains on off-balance sheet contracts | $15,562,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $10,316,000 | 52 |
| 2008-12-31 | Rank | |
| Total securities | $4,655,388,000 | 45 |
| U.S. Government securities | $4,609,184,000 | 36 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $4,609,184,000 | 35 |
| Securities issued by states & political subdivisions | $24,768,000 | 871 |
| Other domestic debt securities | $21,436,000 | 506 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,436,000 | 206 |
| 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 | $3,672,620,000 | 34 |
| Mortgage-backed securities | $3,928,993,000 | 39 |
| Certificates of participation in pools of residential mortgages | $536,584,000 | 108 |
| Issued or guaranteed by U.S. | $536,584,000 | 106 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,392,409,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $3,392,409,000 | 14 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $988,059,000 | 22 |
| Available-for-sale securities (fair market value) | $3,667,329,000 | 49 |
| Total debt securities | $4,655,388,000 | 44 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $18,371,000 | 103 |
| Revaluation gains on off-balance sheet contracts | $18,371,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $11,253,000 | 52 |
| 2008-09-30 | Rank | |
| Total securities | $5,853,214,000 | 39 |
| U.S. Government securities | $5,807,023,000 | 30 |
| U.S. Treasury securities | $7,477,000 | 224 |
| U.S. Government agency obligations | $5,799,546,000 | 29 |
| Securities issued by states & political subdivisions | $24,756,000 | 857 |
| Other domestic debt securities | $21,435,000 | 497 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,435,000 | 210 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,457,280,000 | 25 |
| Mortgage-backed securities | $3,593,734,000 | 41 |
| Certificates of participation in pools of residential mortgages | $10,541,000 | 2,610 |
| Issued or guaranteed by U.S. | $10,541,000 | 2,593 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $3,583,193,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $3,583,193,000 | 14 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,086,388,000 | 12 |
| Available-for-sale securities (fair market value) | $3,766,826,000 | 45 |
| Total debt securities | $5,853,214,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $15,337,000 | 107 |
| Revaluation gains on off-balance sheet contracts | $15,337,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $7,589,000 | 50 |
| 2008-06-30 | Rank | |
| Total securities | $6,574,433,000 | 43 |
| U.S. Government securities | $6,523,331,000 | 29 |
| U.S. Treasury securities | $7,494,000 | 209 |
| U.S. Government agency obligations | $6,515,837,000 | 28 |
| Securities issued by states & political subdivisions | $29,667,000 | 706 |
| Other domestic debt securities | $21,435,000 | 522 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,435,000 | 236 |
| 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 | $5,794,963,000 | 25 |
| Mortgage-backed securities | $3,669,754,000 | 45 |
| Certificates of participation in pools of residential mortgages | $10,783,000 | 2,548 |
| Issued or guaranteed by U.S. | $10,783,000 | 2,533 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $3,658,971,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $3,658,971,000 | 14 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,732,433,000 | 12 |
| Available-for-sale securities (fair market value) | $3,842,000,000 | 51 |
| Total debt securities | $6,574,433,000 | 43 |
| Structured notes | ||
| Amortized cost | $5,997,000 | 230 |
| Fair value | $5,997,000 | 225 |
| Trading account assets | $17,134,000 | 109 |
| Revaluation gains on off-balance sheet contracts | $17,134,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $7,739,000 | 50 |
| 2008-03-31 | Rank | |
| Total securities | $5,342,211,000 | 46 |
| U.S. Government securities | $5,295,192,000 | 32 |
| U.S. Treasury securities | $15,994,000 | 131 |
| U.S. Government agency obligations | $5,279,198,000 | 30 |
| Securities issued by states & political subdivisions | $25,582,000 | 828 |
| Other domestic debt securities | $21,437,000 | 516 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,437,000 | 232 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,668,205,000 | 28 |
| Mortgage-backed securities | $1,418,723,000 | 87 |
| Certificates of participation in pools of residential mortgages | $11,204,000 | 2,392 |
| Issued or guaranteed by U.S. | $11,204,000 | 2,379 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,407,519,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,407,519,000 | 26 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,953,865,000 | 8 |
| Available-for-sale securities (fair market value) | $1,388,346,000 | 109 |
| Total debt securities | $5,342,211,000 | 46 |
| Structured notes | ||
| Amortized cost | $5,997,000 | 238 |
| Fair value | $5,997,000 | 238 |
| Trading account assets | $31,902,000 | 94 |
| Revaluation gains on off-balance sheet contracts | $31,902,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $10,926,000 | 52 |
| 2007-12-31 | Rank | |
| Total securities | $7,019,817,000 | 39 |
| U.S. Government securities | $6,972,869,000 | 24 |
| U.S. Treasury securities | $31,996,000 | 85 |
| U.S. Government agency obligations | $6,940,873,000 | 23 |
| Securities issued by states & political subdivisions | $25,512,000 | 803 |
| Other domestic debt securities | $21,436,000 | 493 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,436,000 | 239 |
| 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 | $5,997,464,000 | 23 |
| Mortgage-backed securities | $1,050,909,000 | 102 |
| Certificates of participation in pools of residential mortgages | $11,712,000 | 2,091 |
| Issued or guaranteed by U.S. | $11,712,000 | 2,081 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,039,197,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,039,197,000 | 29 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,542,721,000 | 4 |
| Available-for-sale securities (fair market value) | $477,096,000 | 235 |
| Total debt securities | $7,019,817,000 | 39 |
| Structured notes | ||
| Amortized cost | $175,000,000 | 5 |
| Fair value | $174,648,000 | 5 |
| Trading account assets | $29,492,000 | 94 |
| Revaluation gains on off-balance sheet contracts | $29,492,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $7,743,000 | 46 |
| 2007-09-30 | Rank | |
| Total securities | $7,336,160,000 | 37 |
| U.S. Government securities | $7,287,986,000 | 26 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $7,287,986,000 | 26 |
| Securities issued by states & political subdivisions | $26,739,000 | 743 |
| Other domestic debt securities | $21,435,000 | 467 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,435,000 | 231 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,259,297,000 | 25 |
| Mortgage-backed securities | $1,064,089,000 | 99 |
| Certificates of participation in pools of residential mortgages | $12,127,000 | 1,885 |
| Issued or guaranteed by U.S. | $12,127,000 | 1,877 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,051,962,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,051,962,000 | 30 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,847,750,000 | 4 |
| Available-for-sale securities (fair market value) | $488,410,000 | 232 |
| Total debt securities | $7,336,160,000 | 37 |
| Structured notes | ||
| Amortized cost | $175,000,000 | 8 |
| Fair value | $172,805,000 | 8 |
| Trading account assets | $25,247,000 | 95 |
| Revaluation gains on off-balance sheet contracts | $25,247,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $5,061,000 | 48 |
| 2007-06-30 | Rank | |
| Total securities | $7,532,383,000 | 37 |
| U.S. Government securities | $7,481,197,000 | 22 |
| U.S. Treasury securities | $34,754,000 | 91 |
| U.S. Government agency obligations | $7,446,443,000 | 22 |
| Securities issued by states & political subdivisions | $29,752,000 | 653 |
| Other domestic debt securities | $21,434,000 | 449 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,434,000 | 215 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,473,476,000 | 20 |
| Mortgage-backed securities | $1,087,773,000 | 107 |
| Certificates of participation in pools of residential mortgages | $12,581,000 | 1,791 |
| Issued or guaranteed by U.S. | $12,581,000 | 1,785 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,075,192,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $1,075,192,000 | 35 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,025,991,000 | 3 |
| Available-for-sale securities (fair market value) | $506,392,000 | 228 |
| Total debt securities | $7,532,383,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $18,451,000 | 113 |
| Revaluation gains on off-balance sheet contracts | $18,451,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $3,073,000 | 55 |
| 2007-03-31 | Rank | |
| Total securities | $7,235,818,000 | 35 |
| U.S. Government securities | $7,184,622,000 | 24 |
| U.S. Treasury securities | $49,728,000 | 74 |
| U.S. Government agency obligations | $7,134,894,000 | 24 |
| Securities issued by states & political subdivisions | $29,763,000 | 647 |
| Other domestic debt securities | $21,433,000 | 464 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,433,000 | 224 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,141,673,000 | 19 |
| Mortgage-backed securities | $606,384,000 | 149 |
| Certificates of participation in pools of residential mortgages | $13,022,000 | 1,755 |
| Issued or guaranteed by U.S. | $13,022,000 | 1,749 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $593,362,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $593,362,000 | 63 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,217,719,000 | 4 |
| Available-for-sale securities (fair market value) | $18,099,000 | 4,206 |
| Total debt securities | $7,235,818,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $19,871,000 | 123 |
| Revaluation gains on off-balance sheet contracts | $19,871,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $1,600,000 | 59 |
| 2006-12-31 | Rank | |
| Total securities | $6,970,155,000 | 34 |
| U.S. Government securities | $6,919,010,000 | 26 |
| U.S. Treasury securities | $49,644,000 | 85 |
| U.S. Government agency obligations | $6,869,366,000 | 26 |
| Securities issued by states & political subdivisions | $29,713,000 | 647 |
| Other domestic debt securities | $21,432,000 | 458 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,432,000 | 234 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,380,317,000 | 22 |
| Mortgage-backed securities | $610,488,000 | 150 |
| Certificates of participation in pools of residential mortgages | $13,553,000 | 1,723 |
| Issued or guaranteed by U.S. | $13,553,000 | 1,714 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $596,935,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $596,935,000 | 63 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,952,105,000 | 3 |
| Available-for-sale securities (fair market value) | $18,050,000 | 4,259 |
| Total debt securities | $6,970,155,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $18,655,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $18,655,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $1,573,000 | 52 |
| 2006-09-30 | Rank | |
| Total securities | $6,974,245,000 | 41 |
| U.S. Government securities | $6,918,044,000 | 30 |
| U.S. Treasury securities | $49,731,000 | 85 |
| U.S. Government agency obligations | $6,868,313,000 | 29 |
| Securities issued by states & political subdivisions | $29,769,000 | 644 |
| Other domestic debt securities | $26,432,000 | 417 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,432,000 | 200 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,413,166,000 | 24 |
| Mortgage-backed securities | $614,544,000 | 151 |
| Certificates of participation in pools of residential mortgages | $14,409,000 | 1,666 |
| Issued or guaranteed by U.S. | $14,409,000 | 1,656 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $600,135,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $600,135,000 | 63 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,956,138,000 | 3 |
| Available-for-sale securities (fair market value) | $18,107,000 | 4,248 |
| Total debt securities | $6,974,245,000 | 41 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $14,518,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $14,518,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $1,616,000 | 52 |
| 2006-06-30 | Rank | |
| Total securities | $6,945,238,000 | 40 |
| U.S. Government securities | $6,886,311,000 | 25 |
| U.S. Treasury securities | $49,786,000 | 92 |
| U.S. Government agency obligations | $6,836,525,000 | 25 |
| Securities issued by states & political subdivisions | $32,496,000 | 552 |
| Other domestic debt securities | $26,431,000 | 412 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,431,000 | 205 |
| 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 | $6,489,545,000 | 22 |
| Mortgage-backed securities | $627,947,000 | 153 |
| Certificates of participation in pools of residential mortgages | $14,939,000 | 1,637 |
| Issued or guaranteed by U.S. | $14,939,000 | 1,629 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $613,008,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $613,008,000 | 63 |
| Privately issued | $0 | 1,296 |
| 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) | $6,924,403,000 | 2 |
| Available-for-sale securities (fair market value) | $20,835,000 | 3,883 |
| Total debt securities | $6,945,237,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $8,619,000 | 88 |
| Revaluation gains on off-balance sheet contracts | $7,011,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $2,676,000 | 52 |
| 2006-03-31 | Rank | |
| Total securities | $7,345,881,000 | 37 |
| U.S. Government securities | $7,287,626,000 | 25 |
| U.S. Treasury securities | $29,854,000 | 140 |
| U.S. Government agency obligations | $7,257,772,000 | 25 |
| Securities issued by states & political subdivisions | $31,825,000 | 568 |
| Other domestic debt securities | $26,430,000 | 420 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,430,000 | 212 |
| 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 | $6,290,058,000 | 23 |
| Mortgage-backed securities | $642,379,000 | 152 |
| Certificates of participation in pools of residential mortgages | $15,503,000 | 1,599 |
| Issued or guaranteed by U.S. | $15,503,000 | 1,591 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $626,876,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $626,876,000 | 61 |
| Privately issued | $0 | 1,290 |
| 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) | $7,345,881,000 | 2 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $7,345,883,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $11,443,000 | 87 |
| Revaluation gains on off-balance sheet contracts | $9,830,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $2,100,000 | 49 |
| 2005-12-31 | Rank | |
| Total securities | $7,018,740,000 | 39 |
| U.S. Government securities | $6,960,487,000 | 27 |
| U.S. Treasury securities | $29,874,000 | 143 |
| U.S. Government agency obligations | $6,930,613,000 | 27 |
| Securities issued by states & political subdivisions | $31,824,000 | 564 |
| Other domestic debt securities | $26,429,000 | 429 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,429,000 | 216 |
| 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 | $6,275,638,000 | 24 |
| Mortgage-backed securities | $651,740,000 | 155 |
| Certificates of participation in pools of residential mortgages | $15,090,000 | 1,661 |
| Issued or guaranteed by U.S. | $15,090,000 | 1,649 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $636,650,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $636,650,000 | 62 |
| Privately issued | $0 | 1,272 |
| 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) | $7,018,555,000 | 2 |
| Available-for-sale securities (fair market value) | $185,000 | 7,879 |
| Total debt securities | $7,018,740,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $9,967,000 | 82 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $6,932,224,000 | 40 |
| U.S. Government securities | $6,873,972,000 | 28 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $6,873,972,000 | 28 |
| Securities issued by states & political subdivisions | $31,823,000 | 565 |
| Other domestic debt securities | $26,429,000 | 434 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,429,000 | 222 |
| 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 | $6,272,732,000 | 23 |
| Mortgage-backed securities | $695,100,000 | 154 |
| Certificates of participation in pools of residential mortgages | $15,989,000 | 1,606 |
| Issued or guaranteed by U.S. | $15,989,000 | 1,595 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $679,111,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $679,111,000 | 60 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,931,544,000 | 2 |
| Available-for-sale securities (fair market value) | $680,000 | 7,769 |
| Total debt securities | $6,932,223,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $10,282,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $6,851,552,000 | 44 |
| U.S. Government securities | $6,765,304,000 | 31 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $6,765,304,000 | 30 |
| Securities issued by states & political subdivisions | $34,823,000 | 500 |
| Other domestic debt securities | $51,425,000 | 287 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $51,425,000 | 132 |
| 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 | $6,223,468,000 | 22 |
| Mortgage-backed securities | $761,385,000 | 150 |
| Certificates of participation in pools of residential mortgages | $16,981,000 | 1,600 |
| Issued or guaranteed by U.S. | $16,981,000 | 1,586 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $744,404,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $744,404,000 | 61 |
| Privately issued | $0 | 1,232 |
| 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) | $6,849,360,000 | 3 |
| Available-for-sale securities (fair market value) | $2,192,000 | 7,406 |
| Total debt securities | $6,851,552,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $11,835,000 | 80 |
| Revaluation gains on off-balance sheet contracts | $11,835,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $83,000 | 45 |
| 2005-03-31 | Rank | |
| Total securities | $6,897,637,000 | 44 |
| U.S. Government securities | $6,811,394,000 | 30 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,811,394,000 | 30 |
| Securities issued by states & political subdivisions | $34,822,000 | 496 |
| Other domestic debt securities | $51,421,000 | 289 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $51,421,000 | 134 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,014,441,000 | 24 |
| Mortgage-backed securities | $804,980,000 | 149 |
| Certificates of participation in pools of residential mortgages | $18,167,000 | 1,579 |
| Issued or guaranteed by U.S. | $18,167,000 | 1,567 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $786,813,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $786,813,000 | 59 |
| Privately issued | $0 | 1,232 |
| 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) | $6,892,575,000 | 2 |
| Available-for-sale securities (fair market value) | $5,062,000 | 6,782 |
| Total debt securities | $6,897,637,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $5,015,000 | 98 |
| Revaluation gains on off-balance sheet contracts | $5,015,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $422,000 | 46 |
| 2004-12-31 | Rank | |
| Total securities | $6,923,690,000 | 42 |
| U.S. Government securities | $6,837,262,000 | 29 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,837,262,000 | 29 |
| Securities issued by states & political subdivisions | $34,822,000 | 504 |
| Other domestic debt securities | $51,606,000 | 286 |
| Privately issued residential mortgage-backed securities | $189,000 | 1,001 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $51,417,000 | 133 |
| 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 | $6,459,412,000 | 19 |
| Mortgage-backed securities | $838,172,000 | 145 |
| Certificates of participation in pools of residential mortgages | $19,186,000 | 1,534 |
| Issued or guaranteed by U.S. | $19,028,000 | 1,529 |
| Privately issued | $158,000 | 157 |
| Collaterized mortgage obligations | $818,986,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $818,955,000 | 55 |
| Privately issued | $31,000 | 1,060 |
| 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) | $6,915,809,000 | 2 |
| Available-for-sale securities (fair market value) | $7,881,000 | 6,142 |
| Total debt securities | $6,923,690,000 | 41 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $7,792,000 | 88 |
| Revaluation gains on off-balance sheet contracts | $7,792,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $254,000 | 46 |
| 2004-09-30 | Rank | |
| Total securities | $6,619,734,000 | 46 |
| U.S. Government securities | $6,373,058,000 | 35 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $6,373,058,000 | 34 |
| Securities issued by states & political subdivisions | $34,822,000 | 502 |
| Other domestic debt securities | $211,854,000 | 134 |
| Privately issued residential mortgage-backed securities | $299,000 | 900 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $211,555,000 | 38 |
| 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 | $6,071,799,000 | 25 |
| Mortgage-backed securities | $873,999,000 | 141 |
| Certificates of participation in pools of residential mortgages | $20,191,000 | 1,472 |
| Issued or guaranteed by U.S. | $20,022,000 | 1,470 |
| Privately issued | $169,000 | 162 |
| Collaterized mortgage obligations | $853,808,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $853,678,000 | 52 |
| Privately issued | $130,000 | 914 |
| 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) | $6,607,508,000 | 1 |
| Available-for-sale securities (fair market value) | $12,226,000 | 5,290 |
| Total debt securities | $6,619,734,000 | 46 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $5,287,000 | 89 |
| Revaluation gains on off-balance sheet contracts | $5,287,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $183,000 | 52 |
| 2004-06-30 | Rank | |
| Total securities | $6,638,311,000 | 48 |
| U.S. Government securities | $6,239,006,000 | 35 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $6,239,006,000 | 35 |
| Securities issued by states & political subdivisions | $34,501,000 | 492 |
| Other domestic debt securities | $364,804,000 | 95 |
| Privately issued residential mortgage-backed securities | $466,000 | 822 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $364,338,000 | 20 |
| 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 | $6,019,427,000 | 26 |
| Mortgage-backed securities | $914,374,000 | 138 |
| Certificates of participation in pools of residential mortgages | $21,336,000 | 1,438 |
| Issued or guaranteed by U.S. | $21,012,000 | 1,434 |
| Privately issued | $324,000 | 142 |
| Collaterized mortgage obligations | $893,038,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $892,896,000 | 49 |
| Privately issued | $142,000 | 908 |
| 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) | $6,515,362,000 | 1 |
| Available-for-sale securities (fair market value) | $122,949,000 | 891 |
| Total debt securities | $6,638,311,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $4,220,000 | 93 |
| Revaluation gains on off-balance sheet contracts | $1,638,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $315,000 | 51 |
| 2004-03-31 | Rank | |
| Total securities | $5,974,196,000 | 52 |
| U.S. Government securities | $5,774,712,000 | 41 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $5,774,712,000 | 38 |
| Securities issued by states & political subdivisions | $34,501,000 | 494 |
| Other domestic debt securities | $164,983,000 | 154 |
| Privately issued residential mortgage-backed securities | $494,000 | 857 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $39,490,000 | 62 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $124,999,000 | 70 |
| 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 | $5,635,905,000 | 24 |
| Mortgage-backed securities | $980,283,000 | 135 |
| Certificates of participation in pools of residential mortgages | $20,220,000 | 1,529 |
| Issued or guaranteed by U.S. | $19,883,000 | 1,529 |
| Privately issued | $337,000 | 151 |
| Collaterized mortgage obligations | $960,063,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $959,906,000 | 47 |
| Privately issued | $157,000 | 952 |
| 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) | $5,931,593,000 | 3 |
| Available-for-sale securities (fair market value) | $42,603,000 | 2,406 |
| Total debt securities | $5,974,196,000 | 52 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $1,813,000 | 106 |
| Revaluation gains on off-balance sheet contracts | $1,813,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $5,773,221,000 | 51 |
| U.S. Government securities | $5,498,799,000 | 41 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $5,498,799,000 | 38 |
| Securities issued by states & political subdivisions | $34,500,000 | 503 |
| Other domestic debt securities | $239,922,000 | 100 |
| Privately issued residential mortgage-backed securities | $525,000 | 724 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $39,421,000 | 65 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $199,976,000 | 48 |
| 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 | $5,448,711,000 | 23 |
| Mortgage-backed securities | $1,041,400,000 | 128 |
| Certificates of participation in pools of residential mortgages | $21,592,000 | 1,458 |
| Issued or guaranteed by U.S. | $21,235,000 | 1,460 |
| Privately issued | $357,000 | 163 |
| Collaterized mortgage obligations | $1,019,808,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $1,019,640,000 | 48 |
| Privately issued | $168,000 | 776 |
| 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) | $5,718,141,000 | 2 |
| Available-for-sale securities (fair market value) | $55,080,000 | 1,948 |
| Total debt securities | $5,773,221,000 | 51 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $2,821,000 | 109 |
| Revaluation gains on off-balance sheet contracts | $2,821,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $5,377,205,000 | 51 |
| U.S. Government securities | $5,062,477,000 | 40 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $5,062,477,000 | 38 |
| Securities issued by states & political subdivisions | $32,050,000 | 555 |
| Other domestic debt securities | $282,678,000 | 88 |
| Privately issued residential mortgage-backed securities | $554,000 | 754 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $61,693,000 | 55 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $220,431,000 | 44 |
| 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 | $5,062,340,000 | 27 |
| Mortgage-backed securities | $1,130,053,000 | 121 |
| Certificates of participation in pools of residential mortgages | $23,712,000 | 1,362 |
| Issued or guaranteed by U.S. | $23,337,000 | 1,370 |
| Privately issued | $375,000 | 170 |
| Collaterized mortgage obligations | $1,106,341,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $1,106,162,000 | 45 |
| Privately issued | $179,000 | 839 |
| 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) | $5,295,364,000 | 1 |
| Available-for-sale securities (fair market value) | $81,841,000 | 1,360 |
| Total debt securities | $5,377,205,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $2,633,000 | 110 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $4,803,000 | 39 |
| 2003-06-30 | Rank | |
| Total securities | $4,256,339,000 | 60 |
| U.S. Government securities | $4,145,078,000 | 44 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $4,145,078,000 | 41 |
| Securities issued by states & political subdivisions | $19,050,000 | 1,012 |
| Other domestic debt securities | $92,211,000 | 193 |
| Privately issued residential mortgage-backed securities | $605,000 | 779 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $61,178,000 | 49 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,428,000 | 298 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,997,354,000 | 30 |
| Mortgage-backed securities | $1,379,477,000 | 105 |
| Certificates of participation in pools of residential mortgages | $25,844,000 | 1,266 |
| Issued or guaranteed by U.S. | $25,453,000 | 1,279 |
| Privately issued | $391,000 | 165 |
| Collaterized mortgage obligations | $1,353,633,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,353,419,000 | 41 |
| Privately issued | $214,000 | 860 |
| 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) | $4,155,142,000 | 7 |
| Available-for-sale securities (fair market value) | $101,197,000 | 1,100 |
| Total debt securities | $4,256,339,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $4,142,490,000 | 63 |
| U.S. Government securities | $3,961,305,000 | 45 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $3,961,305,000 | 43 |
| Securities issued by states & political subdivisions | $19,695,000 | 915 |
| Other domestic debt securities | $161,490,000 | 131 |
| Privately issued residential mortgage-backed securities | $669,000 | 785 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $105,413,000 | 40 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $55,408,000 | 188 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,830,544,000 | 29 |
| Mortgage-backed securities | $763,388,000 | 154 |
| Certificates of participation in pools of residential mortgages | $28,308,000 | 1,162 |
| Issued or guaranteed by U.S. | $27,882,000 | 1,175 |
| Privately issued | $426,000 | 164 |
| Collaterized mortgage obligations | $735,080,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $734,837,000 | 71 |
| Privately issued | $243,000 | 878 |
| 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) | $4,044,550,000 | 8 |
| Available-for-sale securities (fair market value) | $97,940,000 | 1,091 |
| Total debt securities | $4,142,490,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $3,647,736,000 | 68 |
| U.S. Government securities | $3,397,735,000 | 48 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $3,397,735,000 | 46 |
| Securities issued by states & political subdivisions | $19,695,000 | 898 |
| Other domestic debt securities | $230,306,000 | 98 |
| Privately issued residential mortgage-backed securities | $743,000 | 787 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $124,175,000 | 41 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $105,388,000 | 99 |
| 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 | $3,248,413,000 | 35 |
| Mortgage-backed securities | $727,134,000 | 156 |
| Certificates of participation in pools of residential mortgages | $30,997,000 | 1,036 |
| Issued or guaranteed by U.S. | $30,514,000 | 1,049 |
| Privately issued | $483,000 | 153 |
| Collaterized mortgage obligations | $696,137,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $695,877,000 | 68 |
| Privately issued | $260,000 | 909 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,486,849,000 | 9 |
| Available-for-sale securities (fair market value) | $160,887,000 | 670 |
| Total debt securities | $3,647,736,000 | 68 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $5,933,000 | 42 |
| 2001-12-31 | Rank | |
| Total securities | $2,651,456,000 | 81 |
| U.S. Government securities | $2,373,152,000 | 66 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $2,373,152,000 | 63 |
| Securities issued by states & political subdivisions | $22,607,000 | 713 |
| Other domestic debt securities | $199,616,000 | 113 |
| Privately issued residential mortgage-backed securities | $1,820,000 | 648 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $107,482,000 | 40 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $90,314,000 | 107 |
| Foreign debt securities | $56,081,000 | 20 |
| 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 | $2,274,918,000 | 39 |
| Mortgage-backed securities | $390,526,000 | 211 |
| Certificates of participation in pools of residential mortgages | $41,986,000 | 730 |
| Issued or guaranteed by U.S. | $41,356,000 | 733 |
| Privately issued | $630,000 | 147 |
| Collaterized mortgage obligations | $348,540,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $347,350,000 | 95 |
| Privately issued | $1,190,000 | 688 |
| 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) | $2,369,774,000 | 12 |
| Available-for-sale securities (fair market value) | $281,682,000 | 379 |
| Total debt securities | $2,651,456,000 | 80 |
| Structured notes | ||
| Amortized cost | $45,000,000 | 10 |
| Fair value | $44,235,000 | 10 |
| Trading account assets | $4,609,000 | 102 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $3,838,000 | 42 |
| 2000-12-31 | Rank | |
| Total securities | $1,714,293,000 | 113 |
| U.S. Government securities | $1,510,691,000 | 93 |
| U.S. Treasury securities | $250,000 | 3,826 |
| U.S. Government agency obligations | $1,510,441,000 | 85 |
| Securities issued by states & political subdivisions | $13,769,000 | 1,204 |
| Other domestic debt securities | $160,033,000 | 121 |
| Privately issued residential mortgage-backed securities | $10,201,000 | 277 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $149,832,000 | 72 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $29,800,000 | 204 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,465,553,000 | 58 |
| Mortgage-backed securities | $153,475,000 | 365 |
| Certificates of participation in pools of residential mortgages | $80,611,000 | 388 |
| Issued or guaranteed by U.S. | $79,772,000 | 385 |
| Privately issued | $839,000 | 151 |
| Collaterized mortgage obligations | $72,864,000 | 295 |
| CMOs issued by government agencies or sponsored agencies | $63,502,000 | 286 |
| Privately issued | $9,362,000 | 256 |
| 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) | $1,656,687,000 | 20 |
| Available-for-sale securities (fair market value) | $57,606,000 | 1,482 |
| Total debt securities | $1,684,493,000 | 111 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $2,161,000 | 102 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $1,209,517,000 | 157 |
| U.S. Government securities | $1,136,181,000 | 128 |
| U.S. Treasury securities | $4,822,000 | 1,629 |
| U.S. Government agency obligations | $1,131,359,000 | 115 |
| Securities issued by states & political subdivisions | $16,668,000 | 976 |
| Other domestic debt securities | $43,868,000 | 332 |
| Privately issued residential mortgage-backed securities | $13,534,000 | 262 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,334,000 | 311 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $12,800,000 | 418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,067,141,000 | 82 |
| Mortgage-backed securities | $120,265,000 | 465 |
| Certificates of participation in pools of residential mortgages | $85,152,000 | 399 |
| Issued or guaranteed by U.S. | $84,231,000 | 396 |
| Privately issued | $921,000 | 142 |
| Collaterized mortgage obligations | $35,113,000 | 516 |
| CMOs issued by government agencies or sponsored agencies | $22,500,000 | 611 |
| Privately issued | $12,613,000 | 227 |
| 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) | $1,174,532,000 | 36 |
| Available-for-sale securities (fair market value) | $34,985,000 | 2,463 |
| Total debt securities | $1,196,717,000 | 154 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $1,289,000 | 115 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $1,163,573,000 | 146 |
| U.S. Government securities | $852,178,000 | 146 |
| U.S. Treasury securities | $4,799,000 | 2,340 |
| U.S. Government agency obligations | $847,379,000 | 131 |
| Securities issued by states & political subdivisions | $14,818,000 | 1,106 |
| Other domestic debt securities | $290,777,000 | 83 |
| Privately issued residential mortgage-backed securities | $281,835,000 | 46 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,942,000 | 641 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $5,800,000 | 739 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $743,323,000 | 90 |
| Mortgage-backed securities | $406,429,000 | 203 |
| Certificates of participation in pools of residential mortgages | $364,508,000 | 145 |
| Issued or guaranteed by U.S. | $92,465,000 | 390 |
| Privately issued | $272,043,000 | 9 |
| Collaterized mortgage obligations | $41,921,000 | 460 |
| CMOs issued by government agencies or sponsored agencies | $32,129,000 | 499 |
| Privately issued | $9,792,000 | 231 |
| 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) | $1,142,542,000 | 37 |
| Available-for-sale securities (fair market value) | $21,031,000 | 3,653 |
| Total debt securities | $1,157,773,000 | 140 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $5,090,000 | 107 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $743,191,000 | 200 |
| U.S. Government securities | $579,519,000 | 202 |
| U.S. Treasury securities | $5,777,000 | 2,866 |
| U.S. Government agency obligations | $573,742,000 | 170 |
| Securities issued by states & political subdivisions | $26,210,000 | 466 |
| Other domestic debt securities | $133,162,000 | 105 |
| Privately issued residential mortgage-backed securities | $128,917,000 | 65 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,245,000 | 718 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $4,300,000 | 888 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $470,872,000 | 120 |
| Mortgage-backed securities | $255,928,000 | 297 |
| Certificates of participation in pools of residential mortgages | $212,632,000 | 224 |
| Issued or guaranteed by U.S. | $97,749,000 | 392 |
| Privately issued | $114,883,000 | 23 |
| Collaterized mortgage obligations | $43,296,000 | 417 |
| CMOs issued by government agencies or sponsored agencies | $29,262,000 | 504 |
| Privately issued | $14,034,000 | 140 |
| 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) | $738,891,000 | 56 |
| Available-for-sale securities (fair market value) | $4,300,000 | 7,758 |
| Total debt securities | $738,891,000 | 198 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $5,348,000 | 114 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $557,058,000 | 276 |
| U.S. Government securities | $446,109,000 | 275 |
| U.S. Treasury securities | $64,027,000 | 360 |
| U.S. Government agency obligations | $382,082,000 | 260 |
| Securities issued by states & political subdivisions | $26,146,000 | 452 |
| Other domestic debt securities | $81,679,000 | 151 |
| Privately issued residential mortgage-backed securities | $81,679,000 | 92 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $3,124,000 | 1,069 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $340,575,000 | 159 |
| Mortgage-backed securities | $205,143,000 | 377 |
| Certificates of participation in pools of residential mortgages | $140,894,000 | 330 |
| Issued or guaranteed by U.S. | $107,354,000 | 396 |
| Privately issued | $33,540,000 | 64 |
| Collaterized mortgage obligations | $64,249,000 | 346 |
| CMOs issued by government agencies or sponsored agencies | $16,110,000 | 803 |
| Privately issued | $48,139,000 | 86 |
| 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) | $553,934,000 | 84 |
| Available-for-sale securities (fair market value) | $3,124,000 | 8,542 |
| Total debt securities | $553,934,000 | 276 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $2,458,000 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $434,063,000 | 359 |
| U.S. Government securities | $293,508,000 | 413 |
| U.S. Treasury securities | $38,705,000 | 741 |
| U.S. Government agency obligations | $254,803,000 | 368 |
| Securities issued by states & political subdivisions | $32,257,000 | 349 |
| Other domestic debt securities | $105,714,000 | 146 |
| Privately issued residential mortgage-backed securities | $105,714,000 | 91 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $2,584,000 | 1,196 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $173,136,000 | 290 |
| Mortgage-backed securities | $173,547,000 | 421 |
| Certificates of participation in pools of residential mortgages | $103,868,000 | 403 |
| Issued or guaranteed by U.S. | $64,426,000 | 557 |
| Privately issued | $39,442,000 | 63 |
| Collaterized mortgage obligations | $69,679,000 | 358 |
| CMOs issued by government agencies or sponsored agencies | $3,407,000 | 2,550 |
| Privately issued | $66,272,000 | 79 |
| 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) | $427,980,000 | 119 |
| Available-for-sale securities (fair market value) | $6,083,000 | 7,532 |
| Total debt securities | $431,479,000 | 354 |
| 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 | $298,371,000 | 508 |
| U.S. Government securities | $180,624,000 | 637 |
| U.S. Treasury securities | $28,753,000 | 1,205 |
| U.S. Government agency obligations | $151,871,000 | 537 |
| Securities issued by states & political subdivisions | $24,734,000 | 466 |
| Other domestic debt securities | $90,917,000 | 165 |
| Privately issued residential mortgage-backed securities | $90,917,000 | 99 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $2,096,000 | 1,251 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $158,461,000 | 312 |
| Mortgage-backed securities | $137,070,000 | 509 |
| Certificates of participation in pools of residential mortgages | $55,068,000 | 651 |
| Issued or guaranteed by U.S. | $42,682,000 | 768 |
| Privately issued | $12,386,000 | 110 |
| Collaterized mortgage obligations | $82,002,000 | 323 |
| CMOs issued by government agencies or sponsored agencies | $3,471,000 | 2,672 |
| Privately issued | $78,531,000 | 59 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $296,275,000 | 321 |
| Available-for-sale securities (fair market value) | $2,096,000 | 8,767 |
| Total debt securities | $296,275,000 | 500 |
| 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 | $188,624,000 | 754 |
| U.S. Government securities | $195,422,000 | 621 |
| U.S. Treasury securities | $93,741,000 | 403 |
| U.S. Government agency obligations | $101,681,000 | 763 |
| Securities issued by states & political subdivisions | $30,256,000 | 357 |
| Other domestic debt securities | $129,059,000 | 133 |
| Privately issued residential mortgage-backed securities | $16,674,000 | 271 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $112,385,000 | 68 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,123,000 | 610 |
| Assets held in trading accounts for TFR Reporters | $171,791,000 | 4 |
| General valuation allowances for securities for TFR Reporters | $445,000 | 55 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $118,355,000 | 582 |
| Certificates of participation in pools of residential mortgages | $55,735,000 | 671 |
| Issued or guaranteed by U.S. | $39,061,000 | 858 |
| Privately issued | $16,674,000 | 141 |
| Collaterized mortgage obligations | $62,620,000 | 436 |
| CMOs issued by government agencies or sponsored agencies | $62,620,000 | 410 |
| Privately issued | NA | NA |
| 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 | $354,737,000 | 438 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $171,791,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $287,386,000 | 522 |
| U.S. Government securities | $147,439,000 | 742 |
| U.S. Treasury securities | $42,989,000 | 870 |
| U.S. Government agency obligations | $104,450,000 | 709 |
| Securities issued by states & political subdivisions | $28,290,000 | 354 |
| Other domestic debt securities | $107,933,000 | 165 |
| Privately issued residential mortgage-backed securities | $9,503,000 | 444 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $98,430,000 | 85 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,754,000 | 661 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $1,030,000 | 45 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $113,953,000 | 591 |
| Certificates of participation in pools of residential mortgages | $70,843,000 | 568 |
| Issued or guaranteed by U.S. | $61,340,000 | 600 |
| Privately issued | $9,503,000 | 199 |
| Collaterized mortgage obligations | $43,110,000 | 558 |
| CMOs issued by government agencies or sponsored agencies | $43,110,000 | 497 |
| Privately issued | NA | NA |
| 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 | $283,662,000 | 515 |
| 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 |