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Guaranty Bank, Securities
| 2009-06-30 | Rank | |
| Total securities | $2,525,395,000 | 89 |
| U.S. Government securities | $681,927,000 | 154 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $681,927,000 | 150 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $1,826,396,000 | 34 |
| Privately issued residential mortgage-backed securities | $1,826,396,000 | 20 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $17,072,000 | 139 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,508,323,000 | 57 |
| Certificates of participation in pools of residential mortgages | $685,549,000 | 98 |
| Issued or guaranteed by U.S. | $681,924,000 | 96 |
| Privately issued | $3,625,000 | 68 |
| Collaterized mortgage obligations | $1,822,774,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,375 |
| Privately issued | $1,822,771,000 | 18 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,072,000 | 836 |
| Available-for-sale securities (fair market value) | $2,508,323,000 | 72 |
| Total debt securities | $2,508,323,000 | 87 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $2,401,090,000 | 89 |
| U.S. Government securities | $706,876,000 | 157 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $706,876,000 | 150 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $1,677,141,000 | 34 |
| Privately issued residential mortgage-backed securities | $1,677,141,000 | 22 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $17,073,000 | 147 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,384,017,000 | 63 |
| Certificates of participation in pools of residential mortgages | $710,676,000 | 96 |
| Issued or guaranteed by U.S. | $706,873,000 | 94 |
| Privately issued | $3,803,000 | 73 |
| Collaterized mortgage obligations | $1,673,341,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,374 |
| Privately issued | $1,673,338,000 | 18 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,535,639,000 | 17 |
| Available-for-sale securities (fair market value) | $865,451,000 | 150 |
| Total debt securities | $2,384,017,000 | 87 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $3,473,806,000 | 63 |
| U.S. Government securities | $747,294,000 | 150 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $747,294,000 | 148 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $2,722,626,000 | 22 |
| Privately issued residential mortgage-backed securities | $2,722,626,000 | 16 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,886,000 | 384 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,469,920,000 | 43 |
| Certificates of participation in pools of residential mortgages | $751,363,000 | 87 |
| Issued or guaranteed by U.S. | $747,291,000 | 85 |
| Privately issued | $4,072,000 | 74 |
| Collaterized mortgage obligations | $2,718,557,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,376 |
| Privately issued | $2,718,554,000 | 15 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,613,554,000 | 14 |
| Available-for-sale securities (fair market value) | $860,252,000 | 145 |
| Total debt securities | $3,469,920,000 | 61 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $4,034,524,000 | 51 |
| U.S. Government securities | $947,031,000 | 113 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $947,031,000 | 112 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $3,083,655,000 | 21 |
| Privately issued residential mortgage-backed securities | $3,083,655,000 | 17 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,838,000 | 406 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,030,686,000 | 36 |
| Certificates of participation in pools of residential mortgages | $951,235,000 | 72 |
| Issued or guaranteed by U.S. | $947,028,000 | 70 |
| Privately issued | $4,207,000 | 79 |
| Collaterized mortgage obligations | $3,079,451,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,323 |
| Privately issued | $3,079,448,000 | 16 |
| 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) | $2,887,631,000 | 8 |
| Available-for-sale securities (fair market value) | $1,146,893,000 | 109 |
| Total debt securities | $4,030,686,000 | 51 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $4,597,558,000 | 52 |
| U.S. Government securities | $1,478,641,000 | 86 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,478,641,000 | 84 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $3,115,086,000 | 26 |
| Privately issued residential mortgage-backed securities | $3,115,086,000 | 20 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,831,000 | 560 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,593,727,000 | 39 |
| Certificates of participation in pools of residential mortgages | $1,482,970,000 | 54 |
| Issued or guaranteed by U.S. | $1,478,638,000 | 53 |
| Privately issued | $4,332,000 | 84 |
| Collaterized mortgage obligations | $3,110,757,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,355 |
| Privately issued | $3,110,754,000 | 19 |
| 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) | $3,244,543,000 | 8 |
| Available-for-sale securities (fair market value) | $1,353,015,000 | 99 |
| Total debt securities | $4,593,727,000 | 52 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $4,927,281,000 | 49 |
| U.S. Government securities | $1,639,575,000 | 82 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,639,575,000 | 80 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $3,283,790,000 | 25 |
| Privately issued residential mortgage-backed securities | $3,283,790,000 | 21 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,916,000 | 607 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,923,365,000 | 38 |
| Certificates of participation in pools of residential mortgages | $1,644,242,000 | 52 |
| Issued or guaranteed by U.S. | $1,639,572,000 | 49 |
| Privately issued | $4,670,000 | 81 |
| Collaterized mortgage obligations | $3,279,123,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,353 |
| Privately issued | $3,279,120,000 | 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) | $3,444,358,000 | 10 |
| Available-for-sale securities (fair market value) | $1,482,923,000 | 103 |
| Total debt securities | $4,923,365,000 | 49 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $5,524,515,000 | 47 |
| U.S. Government securities | $1,794,578,000 | 74 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,794,578,000 | 74 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $3,726,047,000 | 23 |
| Privately issued residential mortgage-backed securities | $3,726,047,000 | 19 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,890,000 | 560 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,520,625,000 | 34 |
| Certificates of participation in pools of residential mortgages | $1,799,347,000 | 46 |
| Issued or guaranteed by U.S. | $1,794,575,000 | 44 |
| Privately issued | $4,772,000 | 77 |
| Collaterized mortgage obligations | $3,721,278,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,314 |
| Privately issued | $3,721,275,000 | 19 |
| 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) | $3,646,272,000 | 10 |
| Available-for-sale securities (fair market value) | $1,878,243,000 | 88 |
| Total debt securities | $5,520,625,000 | 47 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $5,817,866,000 | 45 |
| U.S. Government securities | $1,942,678,000 | 72 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,942,678,000 | 70 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $3,871,361,000 | 26 |
| Privately issued residential mortgage-backed securities | $3,871,361,000 | 20 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,827,000 | 552 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,814,039,000 | 32 |
| Certificates of participation in pools of residential mortgages | $1,947,542,000 | 42 |
| Issued or guaranteed by U.S. | $1,942,629,000 | 38 |
| Privately issued | $4,913,000 | 73 |
| Collaterized mortgage obligations | $3,866,497,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $49,000 | 3,119 |
| Privately issued | $3,866,448,000 | 18 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,854,600,000 | 11 |
| Available-for-sale securities (fair market value) | $1,963,266,000 | 90 |
| Total debt securities | $5,814,039,000 | 45 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $5,076,452,000 | 49 |
| U.S. Government securities | $2,136,240,000 | 69 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,136,240,000 | 68 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $2,936,429,000 | 27 |
| Privately issued residential mortgage-backed securities | $2,936,429,000 | 23 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,783,000 | 558 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,072,669,000 | 36 |
| Certificates of participation in pools of residential mortgages | $2,140,808,000 | 35 |
| Issued or guaranteed by U.S. | $2,135,738,000 | 34 |
| Privately issued | $5,070,000 | 82 |
| Collaterized mortgage obligations | $2,931,861,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $502,000 | 2,595 |
| Privately issued | $2,931,359,000 | 21 |
| 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) | $4,195,311,000 | 8 |
| Available-for-sale securities (fair market value) | $881,141,000 | 150 |
| Total debt securities | $5,072,669,000 | 50 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $5,106,668,000 | 46 |
| U.S. Government securities | $2,159,606,000 | 72 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,159,606,000 | 70 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $2,943,209,000 | 26 |
| Privately issued residential mortgage-backed securities | $2,943,209,000 | 22 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,853,000 | 555 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,102,815,000 | 35 |
| Certificates of participation in pools of residential mortgages | $2,163,765,000 | 34 |
| Issued or guaranteed by U.S. | $2,158,453,000 | 31 |
| Privately issued | $5,312,000 | 81 |
| Collaterized mortgage obligations | $2,939,050,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $1,153,000 | 2,169 |
| Privately issued | $2,937,897,000 | 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) | $4,611,954,000 | 7 |
| Available-for-sale securities (fair market value) | $494,714,000 | 235 |
| Total debt securities | $5,102,815,000 | 46 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $5,377,827,000 | 47 |
| U.S. Government securities | $2,318,890,000 | 67 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,318,890,000 | 64 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $3,055,095,000 | 26 |
| Privately issued residential mortgage-backed securities | $3,055,095,000 | 21 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,842,000 | 571 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,373,985,000 | 33 |
| Certificates of participation in pools of residential mortgages | $2,322,494,000 | 30 |
| Issued or guaranteed by U.S. | $2,316,951,000 | 29 |
| Privately issued | $5,543,000 | 70 |
| Collaterized mortgage obligations | $3,051,491,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $1,939,000 | 1,861 |
| Privately issued | $3,049,552,000 | 19 |
| 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) | $4,857,002,000 | 5 |
| Available-for-sale securities (fair market value) | $520,825,000 | 220 |
| Total debt securities | $5,373,985,000 | 47 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $5,591,067,000 | 53 |
| U.S. Government securities | $2,421,993,000 | 71 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,421,993,000 | 68 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $3,165,228,000 | 25 |
| Privately issued residential mortgage-backed securities | $3,165,228,000 | 20 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,846,000 | 556 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,587,221,000 | 36 |
| Certificates of participation in pools of residential mortgages | $2,424,841,000 | 35 |
| Issued or guaranteed by U.S. | $2,419,170,000 | 30 |
| Privately issued | $5,671,000 | 71 |
| Collaterized mortgage obligations | $3,162,380,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $2,823,000 | 1,635 |
| Privately issued | $3,159,557,000 | 18 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,044,301,000 | 6 |
| Available-for-sale securities (fair market value) | $546,766,000 | 216 |
| Total debt securities | $5,587,221,000 | 51 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $5,833,334,000 | 47 |
| U.S. Government securities | $2,624,380,000 | 59 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,624,380,000 | 58 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $3,205,200,000 | 25 |
| Privately issued residential mortgage-backed securities | $3,205,200,000 | 21 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,754,000 | 570 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,829,580,000 | 31 |
| Certificates of participation in pools of residential mortgages | $2,626,354,000 | 31 |
| Issued or guaranteed by U.S. | $2,620,553,000 | 28 |
| Privately issued | $5,801,000 | 72 |
| Collaterized mortgage obligations | $3,203,226,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $3,827,000 | 1,432 |
| Privately issued | $3,199,399,000 | 19 |
| 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) | $5,254,358,000 | 6 |
| Available-for-sale securities (fair market value) | $578,976,000 | 213 |
| Total debt securities | $5,829,580,000 | 45 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $6,232,701,000 | 43 |
| U.S. Government securities | $2,833,200,000 | 59 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,833,200,000 | 58 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $3,395,700,000 | 22 |
| Privately issued residential mortgage-backed securities | $3,395,700,000 | 18 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,801,000 | 579 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,228,900,000 | 30 |
| Certificates of participation in pools of residential mortgages | $2,834,643,000 | 30 |
| Issued or guaranteed by U.S. | $2,828,242,000 | 27 |
| Privately issued | $6,401,000 | 69 |
| Collaterized mortgage obligations | $3,394,257,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $4,958,000 | 1,271 |
| Privately issued | $3,389,299,000 | 18 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,619,712,000 | 5 |
| Available-for-sale securities (fair market value) | $612,989,000 | 213 |
| Total debt securities | $6,228,900,000 | 42 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $6,209,109,000 | 46 |
| U.S. Government securities | $3,031,045,000 | 58 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,031,045,000 | 56 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $3,174,189,000 | 22 |
| Privately issued residential mortgage-backed securities | $3,174,189,000 | 19 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,875,000 | 581 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,205,234,000 | 34 |
| Certificates of participation in pools of residential mortgages | $3,031,643,000 | 29 |
| Issued or guaranteed by U.S. | $3,024,852,000 | 29 |
| Privately issued | $6,791,000 | 63 |
| Collaterized mortgage obligations | $3,173,591,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $6,193,000 | 1,126 |
| Privately issued | $3,167,398,000 | 18 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,562,197,000 | 6 |
| Available-for-sale securities (fair market value) | $646,912,000 | 208 |
| Total debt securities | $6,205,234,000 | 46 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $5,141,442,000 | 51 |
| U.S. Government securities | $3,314,696,000 | 54 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,314,696,000 | 53 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $1,822,849,000 | 34 |
| Privately issued residential mortgage-backed securities | $1,822,849,000 | 28 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,897,000 | 599 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,137,545,000 | 37 |
| Certificates of participation in pools of residential mortgages | $5,129,975,000 | 19 |
| Issued or guaranteed by U.S. | $3,307,126,000 | 23 |
| Privately issued | $1,822,849,000 | 4 |
| Collaterized mortgage obligations | $7,570,000 | 1,201 |
| CMOs issued by government agencies or sponsored agencies | $7,570,000 | 1,025 |
| 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) | $4,456,147,000 | 8 |
| Available-for-sale securities (fair market value) | $685,295,000 | 195 |
| Total debt securities | $5,137,545,000 | 51 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $4,265,711,000 | 56 |
| U.S. Government securities | $3,877,711,000 | 47 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,877,711,000 | 46 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $364,029,000 | 92 |
| Privately issued residential mortgage-backed securities | $364,029,000 | 69 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $23,971,000 | 131 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,241,740,000 | 41 |
| Certificates of participation in pools of residential mortgages | $4,232,663,000 | 22 |
| Issued or guaranteed by U.S. | $3,868,634,000 | 22 |
| Privately issued | $364,029,000 | 12 |
| Collaterized mortgage obligations | $9,077,000 | 1,116 |
| CMOs issued by government agencies or sponsored agencies | $9,077,000 | 955 |
| 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) | $3,529,737,000 | 10 |
| Available-for-sale securities (fair market value) | $735,974,000 | 189 |
| Total debt securities | $4,241,740,000 | 56 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $4,366,856,000 | 59 |
| U.S. Government securities | $3,969,049,000 | 51 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,969,049,000 | 49 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $393,917,000 | 88 |
| Privately issued residential mortgage-backed securities | $393,917,000 | 67 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,890,000 | 632 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,362,966,000 | 42 |
| Certificates of participation in pools of residential mortgages | $4,352,209,000 | 22 |
| Issued or guaranteed by U.S. | $3,958,292,000 | 23 |
| Privately issued | $393,917,000 | 12 |
| Collaterized mortgage obligations | $10,757,000 | 1,042 |
| CMOs issued by government agencies or sponsored agencies | $10,757,000 | 889 |
| 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) | $3,583,717,000 | 11 |
| Available-for-sale securities (fair market value) | $783,139,000 | 185 |
| Total debt securities | $4,362,966,000 | 59 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $4,711,183,000 | 59 |
| U.S. Government securities | $4,287,193,000 | 50 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,287,193,000 | 49 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $420,049,000 | 89 |
| Privately issued residential mortgage-backed securities | $420,049,000 | 66 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,941,000 | 662 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,697,749,000 | 44 |
| Certificates of participation in pools of residential mortgages | $4,685,125,000 | 22 |
| Issued or guaranteed by U.S. | $4,265,076,000 | 23 |
| Privately issued | $420,049,000 | 11 |
| Collaterized mortgage obligations | $12,624,000 | 969 |
| CMOs issued by government agencies or sponsored agencies | $12,624,000 | 820 |
| Privately issued | $0 | 1,227 |
| 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) | $3,877,271,000 | 11 |
| Available-for-sale securities (fair market value) | $833,912,000 | 181 |
| Total debt securities | $4,707,242,000 | 59 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $5,179,196,000 | 55 |
| U.S. Government securities | $4,668,874,000 | 46 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,668,874,000 | 42 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $456,370,000 | 79 |
| Privately issued residential mortgage-backed securities | $456,370,000 | 56 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $53,952,000 | 78 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,124,896,000 | 42 |
| Certificates of participation in pools of residential mortgages | $5,110,264,000 | 22 |
| Issued or guaranteed by U.S. | $4,653,894,000 | 22 |
| Privately issued | $456,370,000 | 9 |
| Collaterized mortgage obligations | $14,632,000 | 889 |
| CMOs issued by government agencies or sponsored agencies | $14,632,000 | 746 |
| Privately issued | $0 | 1,190 |
| 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) | $4,286,014,000 | 7 |
| Available-for-sale securities (fair market value) | $893,182,000 | 182 |
| Total debt securities | $5,125,244,000 | 55 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $5,425,524,000 | 53 |
| U.S. Government securities | $5,107,485,000 | 45 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,107,485,000 | 44 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $284,160,000 | 108 |
| Privately issued residential mortgage-backed securities | $284,160,000 | 73 |
| 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 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $33,879,000 | 115 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,391,295,000 | 41 |
| Certificates of participation in pools of residential mortgages | $5,374,188,000 | 21 |
| Issued or guaranteed by U.S. | $5,090,028,000 | 22 |
| Privately issued | $284,160,000 | 10 |
| Collaterized mortgage obligations | $17,107,000 | 815 |
| CMOs issued by government agencies or sponsored agencies | $17,107,000 | 687 |
| Privately issued | $0 | 1,191 |
| 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) | $4,459,427,000 | 8 |
| Available-for-sale securities (fair market value) | $966,097,000 | 171 |
| Total debt securities | $5,391,645,000 | 53 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $6,030,991,000 | 51 |
| U.S. Government securities | $5,672,431,000 | 42 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,672,431,000 | 39 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $354,556,000 | 98 |
| Privately issued residential mortgage-backed securities | $354,556,000 | 70 |
| 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 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,004,000 | 738 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,026,638,000 | 36 |
| Certificates of participation in pools of residential mortgages | $6,006,684,000 | 20 |
| Issued or guaranteed by U.S. | $5,652,128,000 | 19 |
| Privately issued | $354,556,000 | 11 |
| Collaterized mortgage obligations | $19,954,000 | 766 |
| CMOs issued by government agencies or sponsored agencies | $19,954,000 | 645 |
| Privately issued | $0 | 1,245 |
| 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) | $4,982,287,000 | 5 |
| Available-for-sale securities (fair market value) | $1,048,704,000 | 165 |
| Total debt securities | $6,026,987,000 | 51 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $6,405,980,000 | 47 |
| U.S. Government securities | $6,013,424,000 | 35 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,013,424,000 | 34 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $388,552,000 | 74 |
| Privately issued residential mortgage-backed securities | $388,552,000 | 48 |
| 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 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,004,000 | 714 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,395,444,000 | 29 |
| Certificates of participation in pools of residential mortgages | $6,373,035,000 | 16 |
| Issued or guaranteed by U.S. | $5,984,483,000 | 16 |
| Privately issued | $388,552,000 | 11 |
| Collaterized mortgage obligations | $22,409,000 | 712 |
| CMOs issued by government agencies or sponsored agencies | $22,409,000 | 654 |
| 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) | $5,277,467,000 | 3 |
| Available-for-sale securities (fair market value) | $1,128,513,000 | 155 |
| Total debt securities | $6,401,976,000 | 47 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $6,074,191,000 | 47 |
| U.S. Government securities | $5,742,595,000 | 35 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,742,595,000 | 33 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $325,720,000 | 79 |
| Privately issued residential mortgage-backed securities | $325,720,000 | 48 |
| 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 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,876,000 | 608 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,067,966,000 | 28 |
| Certificates of participation in pools of residential mortgages | $6,040,924,000 | 16 |
| Issued or guaranteed by U.S. | $5,715,204,000 | 16 |
| Privately issued | $325,720,000 | 10 |
| Collaterized mortgage obligations | $27,042,000 | 634 |
| CMOs issued by government agencies or sponsored agencies | $27,042,000 | 583 |
| 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) | $4,809,339,000 | 3 |
| Available-for-sale securities (fair market value) | $1,264,852,000 | 138 |
| Total debt securities | $6,068,315,000 | 46 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $5,685,763,000 | 47 |
| U.S. Government securities | $5,509,537,000 | 38 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,509,537,000 | 36 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $169,832,000 | 125 |
| Privately issued residential mortgage-backed securities | $169,832,000 | 69 |
| 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 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,394,000 | 582 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,679,019,000 | 34 |
| Certificates of participation in pools of residential mortgages | $5,646,356,000 | 15 |
| Issued or guaranteed by U.S. | $5,476,524,000 | 15 |
| Privately issued | $169,832,000 | 9 |
| Collaterized mortgage obligations | $32,663,000 | 607 |
| CMOs issued by government agencies or sponsored agencies | $32,663,000 | 559 |
| 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) | $4,279,107,000 | 6 |
| Available-for-sale securities (fair market value) | $1,406,656,000 | 132 |
| Total debt securities | $5,679,369,000 | 47 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $5,761,597,000 | 48 |
| U.S. Government securities | $5,637,723,000 | 36 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,637,723,000 | 34 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $117,474,000 | 159 |
| Privately issued residential mortgage-backed securities | $117,474,000 | 85 |
| 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 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,400,000 | 593 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,754,849,000 | 32 |
| Certificates of participation in pools of residential mortgages | $5,715,586,000 | 15 |
| Issued or guaranteed by U.S. | $5,598,112,000 | 15 |
| Privately issued | $117,474,000 | 15 |
| Collaterized mortgage obligations | $39,263,000 | 554 |
| CMOs issued by government agencies or sponsored agencies | $39,263,000 | 506 |
| 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) | $4,199,123,000 | 7 |
| Available-for-sale securities (fair market value) | $1,562,474,000 | 125 |
| Total debt securities | $5,755,197,000 | 46 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $5,642,546,000 | 44 |
| U.S. Government securities | $5,558,849,000 | 34 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,558,849,000 | 32 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $81,273,000 | 216 |
| Privately issued residential mortgage-backed securities | $81,273,000 | 111 |
| 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 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,424,000 | 1,009 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,632,425,000 | 32 |
| Certificates of participation in pools of residential mortgages | $5,567,404,000 | 17 |
| Issued or guaranteed by U.S. | $5,486,131,000 | 16 |
| Privately issued | $81,273,000 | 25 |
| Collaterized mortgage obligations | $65,021,000 | 392 |
| CMOs issued by government agencies or sponsored agencies | $65,021,000 | 350 |
| 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) | $3,924,740,000 | 8 |
| Available-for-sale securities (fair market value) | $1,717,806,000 | 120 |
| Total debt securities | $5,640,122,000 | 44 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $3,173,131,000 | 70 |
| U.S. Government securities | $3,099,767,000 | 49 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,099,767,000 | 46 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $70,618,000 | 241 |
| Privately issued residential mortgage-backed securities | $70,618,000 | 117 |
| 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 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,746,000 | 913 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,164,910,000 | 45 |
| Certificates of participation in pools of residential mortgages | $2,990,266,000 | 30 |
| Issued or guaranteed by U.S. | $2,919,648,000 | 27 |
| Privately issued | $70,618,000 | 26 |
| Collaterized mortgage obligations | $174,644,000 | 199 |
| CMOs issued by government agencies or sponsored agencies | $174,644,000 | 165 |
| 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) | $780,512,000 | 31 |
| Available-for-sale securities (fair market value) | $2,392,619,000 | 77 |
| Total debt securities | $3,170,385,000 | 67 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $3,118,286,000 | 61 |
| U.S. Government securities | $3,004,590,000 | 43 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,004,590,000 | 42 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $110,289,000 | 162 |
| Privately issued residential mortgage-backed securities | $110,289,000 | 80 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,407,000 | 1,117 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,100,380,000 | 40 |
| Certificates of participation in pools of residential mortgages | $2,887,912,000 | 24 |
| Issued or guaranteed by U.S. | $2,777,623,000 | 23 |
| Privately issued | $110,289,000 | 15 |
| Collaterized mortgage obligations | $212,468,000 | 144 |
| CMOs issued by government agencies or sponsored agencies | $212,468,000 | 122 |
| 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) | $706,769,000 | 54 |
| Available-for-sale securities (fair market value) | $2,411,517,000 | 68 |
| Total debt securities | $3,114,879,000 | 60 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $2,330,870,000 | 90 |
| U.S. Government securities | $2,158,606,000 | 71 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,158,606,000 | 64 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $168,148,000 | 133 |
| Privately issued residential mortgage-backed securities | $168,148,000 | 68 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,116,000 | 953 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,315,802,000 | 53 |
| Certificates of participation in pools of residential mortgages | $2,068,167,000 | 32 |
| Issued or guaranteed by U.S. | $1,900,019,000 | 33 |
| Privately issued | $168,148,000 | 14 |
| Collaterized mortgage obligations | $247,635,000 | 151 |
| CMOs issued by government agencies or sponsored agencies | $247,635,000 | 124 |
| 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) | $1,057,702,000 | 39 |
| Available-for-sale securities (fair market value) | $1,273,168,000 | 122 |
| Total debt securities | $2,326,754,000 | 85 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $2,310,575,000 | 80 |
| U.S. Government securities | $2,007,614,000 | 66 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,007,614,000 | 61 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $302,957,000 | 79 |
| Privately issued residential mortgage-backed securities | $302,957,000 | 45 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 8,032 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,303,970,000 | 51 |
| Certificates of participation in pools of residential mortgages | $2,000,824,000 | 34 |
| Issued or guaranteed by U.S. | $1,697,867,000 | 41 |
| Privately issued | $302,957,000 | 8 |
| Collaterized mortgage obligations | $303,146,000 | 122 |
| CMOs issued by government agencies or sponsored agencies | $303,146,000 | 106 |
| 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) | $1,422,630,000 | 27 |
| Available-for-sale securities (fair market value) | $887,945,000 | 138 |
| Total debt securities | $2,310,571,000 | 76 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $2,723,604,000 | 60 |
| U.S. Government securities | $2,264,938,000 | 58 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,264,938,000 | 47 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $458,662,000 | 42 |
| Privately issued residential mortgage-backed securities | $458,662,000 | 24 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 8,133 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,717,040,000 | 34 |
| Certificates of participation in pools of residential mortgages | $2,463,928,000 | 22 |
| Issued or guaranteed by U.S. | $2,005,266,000 | 29 |
| Privately issued | $458,662,000 | 9 |
| Collaterized mortgage obligations | $253,112,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $253,112,000 | 112 |
| 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) | $1,776,949,000 | 22 |
| Available-for-sale securities (fair market value) | $946,655,000 | 129 |
| Total debt securities | $2,723,600,000 | 57 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $2,806,931,000 | 59 |
| U.S. Government securities | $2,109,254,000 | 60 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,109,254,000 | 44 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $652,578,000 | 27 |
| Privately issued residential mortgage-backed securities | $580,750,000 | 17 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $71,828,000 | 80 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 8,286 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-45,095,000 | 1,333 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,681,433,000 | 33 |
| Certificates of participation in pools of residential mortgages | $2,372,366,000 | 26 |
| Issued or guaranteed by U.S. | $1,791,616,000 | 31 |
| Privately issued | $580,750,000 | 7 |
| Collaterized mortgage obligations | $309,067,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $309,067,000 | 94 |
| 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) | $2,165,702,000 | 16 |
| Available-for-sale securities (fair market value) | $641,229,000 | 177 |
| Total debt securities | $2,761,832,000 | 59 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $3,568,351,000 | 43 |
| U.S. Government securities | $2,623,359,000 | 42 |
| U.S. Treasury securities | $300,000 | 9,786 |
| U.S. Government agency obligations | $2,623,059,000 | 30 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $893,010,000 | 23 |
| Privately issued residential mortgage-backed securities | $693,468,000 | 16 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $199,542,000 | 35 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 8,425 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-51,978,000 | 1,435 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,308,546,000 | 24 |
| Certificates of participation in pools of residential mortgages | $2,929,807,000 | 18 |
| Issued or guaranteed by U.S. | $2,236,339,000 | 21 |
| Privately issued | $693,468,000 | 7 |
| Collaterized mortgage obligations | $378,739,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $378,739,000 | 84 |
| 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) | $2,625,484,000 | 13 |
| Available-for-sale securities (fair market value) | $942,867,000 | 132 |
| Total debt securities | $3,516,369,000 | 43 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $4,052,714,000 | 30 |
| U.S. Government securities | $3,195,333,000 | 30 |
| U.S. Treasury securities | $288,000 | 10,828 |
| U.S. Government agency obligations | $3,195,045,000 | 19 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $803,477,000 | 23 |
| Privately issued residential mortgage-backed securities | $803,114,000 | 14 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $363,000 | 3,180 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,528 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-53,899,000 | 1,543 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,842,292,000 | 15 |
| Certificates of participation in pools of residential mortgages | $3,405,738,000 | 11 |
| Issued or guaranteed by U.S. | $2,602,624,000 | 13 |
| Privately issued | $803,114,000 | 9 |
| Collaterized mortgage obligations | $436,554,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $436,554,000 | 87 |
| 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) | $3,909,970,000 | 16 |
| Available-for-sale securities (fair market value) | $142,744,000 | 407 |
| Total debt securities | $3,998,810,000 | 30 |
| 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 | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $4,354,307,000 | 29 |
| U.S. Government securities | $3,225,924,000 | 30 |
| U.S. Treasury securities | $805,000 | 10,339 |
| U.S. Government agency obligations | $3,225,119,000 | 17 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $1,055,412,000 | 17 |
| Privately issued residential mortgage-backed securities | $1,035,027,000 | 9 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,385,000 | 355 |
| Foreign debt securities | NA | NA |
| Equity securities | $100,000 | 5,653 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-72,871,000 | 1,732 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,260,139,000 | 13 |
| Certificates of participation in pools of residential mortgages | $3,720,884,000 | 9 |
| Issued or guaranteed by U.S. | $2,685,857,000 | 8 |
| Privately issued | $1,035,027,000 | 8 |
| Collaterized mortgage obligations | $539,255,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $539,255,000 | 66 |
| 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 | $4,281,336,000 | 29 |
| 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 | $5,193,951,000 | 18 |
| U.S. Government securities | $3,719,822,000 | 15 |
| U.S. Treasury securities | $1,428,000 | 9,682 |
| U.S. Government agency obligations | $3,718,394,000 | 11 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $1,387,374,000 | 10 |
| Privately issued residential mortgage-backed securities | $1,377,498,000 | 4 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,876,000 | 724 |
| Foreign debt securities | NA | NA |
| Equity securities | $103,000 | 5,070 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-86,652,000 | 1,954 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,095,892,000 | 7 |
| Certificates of participation in pools of residential mortgages | $4,441,323,000 | 5 |
| Issued or guaranteed by U.S. | $3,063,825,000 | 10 |
| Privately issued | $1,377,498,000 | 3 |
| Collaterized mortgage obligations | $654,569,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $654,569,000 | 42 |
| 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 | $5,107,196,000 | 18 |
| 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 |