Home > Hudson City Savings Bank > Securities
Hudson City Savings Bank, Securities
| 2015-09-30 | Rank | |
| Total securities | $7,966,638,000 | 44 |
| U.S. Government securities | $7,948,867,000 | 36 |
| U.S. Treasury securities | $5,504,993,000 | 13 |
| U.S. Government agency obligations | $2,443,874,000 | 69 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $17,771,000 | 89 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,349,885,000 | 17 |
| Mortgage-backed securities | $2,103,886,000 | 73 |
| Certificates of participation in pools of residential mortgages | $2,085,364,000 | 48 |
| Issued or guaranteed by U.S. | $2,085,364,000 | 46 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $18,522,000 | 830 |
| CMOs issued by government agencies or sponsored agencies | $18,522,000 | 788 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $7,966,638,000 | 37 |
| Total debt securities | $7,948,867,000 | 44 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $8,090,924,000 | 43 |
| U.S. Government securities | $8,073,502,000 | 35 |
| U.S. Treasury securities | $5,004,110,000 | 13 |
| U.S. Government agency obligations | $3,069,392,000 | 61 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $17,422,000 | 93 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,315,113,000 | 17 |
| Mortgage-backed securities | $2,730,493,000 | 62 |
| Certificates of participation in pools of residential mortgages | $2,708,866,000 | 37 |
| Issued or guaranteed by U.S. | $2,708,866,000 | 35 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $21,627,000 | 781 |
| CMOs issued by government agencies or sponsored agencies | $21,627,000 | 739 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $8,090,924,000 | 37 |
| Total debt securities | $8,073,502,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $8,294,162,000 | 43 |
| U.S. Government securities | $8,276,675,000 | 35 |
| U.S. Treasury securities | $4,102,028,000 | 13 |
| U.S. Government agency obligations | $4,174,647,000 | 49 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $17,487,000 | 96 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,361,809,000 | 18 |
| Mortgage-backed securities | $3,836,349,000 | 49 |
| Certificates of participation in pools of residential mortgages | $3,766,671,000 | 30 |
| Issued or guaranteed by U.S. | $3,766,671,000 | 28 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $69,678,000 | 372 |
| CMOs issued by government agencies or sponsored agencies | $69,678,000 | 345 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $1,243,778,000 | 54 |
| Available-for-sale securities (fair market value) | $7,050,384,000 | 37 |
| Total debt securities | $8,276,674,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $7,885,497,000 | 43 |
| U.S. Government securities | $7,868,101,000 | 36 |
| U.S. Treasury securities | $3,298,637,000 | 14 |
| U.S. Government agency obligations | $4,569,464,000 | 47 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $17,396,000 | 96 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,324,516,000 | 20 |
| Mortgage-backed securities | $4,235,441,000 | 45 |
| Certificates of participation in pools of residential mortgages | $4,161,922,000 | 27 |
| Issued or guaranteed by U.S. | $4,161,922,000 | 25 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $73,519,000 | 361 |
| CMOs issued by government agencies or sponsored agencies | $73,519,000 | 335 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $1,311,148,000 | 52 |
| Available-for-sale securities (fair market value) | $6,574,349,000 | 38 |
| Total debt securities | $7,868,101,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $8,369,265,000 | 42 |
| U.S. Government securities | $8,362,061,000 | 35 |
| U.S. Treasury securities | $1,800,666,000 | 20 |
| U.S. Government agency obligations | $6,561,395,000 | 39 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $7,204,000 | 193 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,314,376,000 | 22 |
| Mortgage-backed securities | $6,228,575,000 | 40 |
| Certificates of participation in pools of residential mortgages | $6,148,860,000 | 22 |
| Issued or guaranteed by U.S. | $6,148,860,000 | 19 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $79,715,000 | 341 |
| CMOs issued by government agencies or sponsored agencies | $79,715,000 | 321 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $1,474,685,000 | 47 |
| Available-for-sale securities (fair market value) | $6,894,580,000 | 36 |
| Total debt securities | $8,362,061,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $8,239,704,000 | 42 |
| U.S. Government securities | $8,232,480,000 | 34 |
| U.S. Treasury securities | $600,814,000 | 27 |
| U.S. Government agency obligations | $7,631,666,000 | 34 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $7,224,000 | 197 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,385,887,000 | 22 |
| Mortgage-backed securities | $7,297,690,000 | 37 |
| Certificates of participation in pools of residential mortgages | $7,188,488,000 | 21 |
| Issued or guaranteed by U.S. | $7,188,488,000 | 19 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $109,202,000 | 280 |
| CMOs issued by government agencies or sponsored agencies | $109,202,000 | 264 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $1,555,677,000 | 44 |
| Available-for-sale securities (fair market value) | $6,684,027,000 | 38 |
| Total debt securities | $8,232,480,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $8,528,930,000 | 42 |
| U.S. Government securities | $8,521,787,000 | 32 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $8,521,787,000 | 30 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $7,143,000 | 203 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,382,337,000 | 21 |
| Mortgage-backed securities | $8,190,893,000 | 30 |
| Certificates of participation in pools of residential mortgages | $8,036,152,000 | 20 |
| Issued or guaranteed by U.S. | $8,036,152,000 | 17 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $154,741,000 | 216 |
| CMOs issued by government agencies or sponsored agencies | $154,741,000 | 203 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $1,638,589,000 | 42 |
| Available-for-sale securities (fair market value) | $6,890,341,000 | 38 |
| Total debt securities | $8,521,787,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $9,288,313,000 | 35 |
| U.S. Government securities | $9,281,223,000 | 27 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $9,281,223,000 | 26 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $7,090,000 | 203 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,283,965,000 | 21 |
| Mortgage-backed securities | $8,952,019,000 | 25 |
| Certificates of participation in pools of residential mortgages | $8,718,280,000 | 17 |
| Issued or guaranteed by U.S. | $8,718,280,000 | 16 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $233,739,000 | 166 |
| CMOs issued by government agencies or sponsored agencies | $233,739,000 | 157 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $1,823,475,000 | 38 |
| Available-for-sale securities (fair market value) | $7,464,838,000 | 34 |
| Total debt securities | $9,281,223,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $10,024,286,000 | 32 |
| U.S. Government securities | $10,017,105,000 | 23 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $10,017,105,000 | 23 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $7,181,000 | 208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,303,274,000 | 21 |
| Mortgage-backed securities | $9,686,630,000 | 23 |
| Certificates of participation in pools of residential mortgages | $9,417,265,000 | 17 |
| Issued or guaranteed by U.S. | $9,417,265,000 | 16 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $269,365,000 | 149 |
| CMOs issued by government agencies or sponsored agencies | $269,365,000 | 141 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $2,121,160,000 | 31 |
| Available-for-sale securities (fair market value) | $7,903,126,000 | 34 |
| Total debt securities | $10,017,105,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $10,647,267,000 | 30 |
| U.S. Government securities | $10,640,052,000 | 22 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $10,640,052,000 | 22 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $7,215,000 | 203 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,365,235,000 | 21 |
| Mortgage-backed securities | $10,311,102,000 | 22 |
| Certificates of participation in pools of residential mortgages | $9,971,864,000 | 17 |
| Issued or guaranteed by U.S. | $9,971,864,000 | 16 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $339,238,000 | 131 |
| CMOs issued by government agencies or sponsored agencies | $339,238,000 | 123 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $2,492,277,000 | 22 |
| Available-for-sale securities (fair market value) | $8,154,990,000 | 33 |
| Total debt securities | $10,640,052,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $10,578,308,000 | 30 |
| U.S. Government securities | $10,151,109,000 | 25 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $10,151,109,000 | 25 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $419,742,000 | 59 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $419,742,000 | 27 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $7,457,000 | 195 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,612,855,000 | 20 |
| Mortgage-backed securities | $10,112,098,000 | 23 |
| Certificates of participation in pools of residential mortgages | $9,701,869,000 | 17 |
| Issued or guaranteed by U.S. | $9,701,869,000 | 16 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $410,229,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $410,229,000 | 105 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $2,747,769,000 | 19 |
| Available-for-sale securities (fair market value) | $7,830,539,000 | 34 |
| Total debt securities | $10,570,851,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $11,484,567,000 | 27 |
| U.S. Government securities | $11,056,510,000 | 23 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $11,056,510,000 | 23 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $420,590,000 | 58 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $420,590,000 | 24 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $7,467,000 | 193 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,948,635,000 | 18 |
| Mortgage-backed securities | $11,017,499,000 | 22 |
| Certificates of participation in pools of residential mortgages | $10,532,762,000 | 14 |
| Issued or guaranteed by U.S. | $10,532,762,000 | 14 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $484,737,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $484,737,000 | 88 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $3,015,730,000 | 17 |
| Available-for-sale securities (fair market value) | $8,468,837,000 | 37 |
| Total debt securities | $11,477,100,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $12,495,870,000 | 26 |
| U.S. Government securities | $12,067,463,000 | 22 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $12,067,463,000 | 22 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $420,853,000 | 58 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $420,853,000 | 25 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $7,554,000 | 193 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,955,495,000 | 18 |
| Mortgage-backed securities | $12,028,452,000 | 21 |
| Certificates of participation in pools of residential mortgages | $11,464,260,000 | 13 |
| Issued or guaranteed by U.S. | $11,464,260,000 | 13 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $564,192,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $564,192,000 | 83 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $3,295,110,000 | 15 |
| Available-for-sale securities (fair market value) | $9,200,760,000 | 33 |
| Total debt securities | $12,488,316,000 | 26 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $12,694,307,000 | 25 |
| U.S. Government securities | $12,276,717,000 | 22 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $12,276,717,000 | 21 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $410,096,000 | 58 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $410,096,000 | 25 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $7,494,000 | 190 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,926,500,000 | 18 |
| Mortgage-backed securities | $12,237,706,000 | 22 |
| Certificates of participation in pools of residential mortgages | $11,589,531,000 | 13 |
| Issued or guaranteed by U.S. | $11,589,531,000 | 13 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $648,175,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $648,175,000 | 77 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $3,595,980,000 | 14 |
| Available-for-sale securities (fair market value) | $9,098,327,000 | 35 |
| Total debt securities | $12,686,812,000 | 25 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $13,251,114,000 | 25 |
| U.S. Government securities | $12,932,507,000 | 22 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $12,932,507,000 | 22 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $311,207,000 | 73 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $311,207,000 | 37 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $7,400,000 | 177 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,886,518,000 | 19 |
| Mortgage-backed securities | $12,893,496,000 | 22 |
| Certificates of participation in pools of residential mortgages | $12,146,753,000 | 13 |
| Issued or guaranteed by U.S. | $12,146,753,000 | 13 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $746,743,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $746,743,000 | 71 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $3,892,744,000 | 12 |
| Available-for-sale securities (fair market value) | $9,358,370,000 | 35 |
| Total debt securities | $13,243,714,000 | 25 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $13,832,292,000 | 24 |
| U.S. Government securities | $13,080,036,000 | 22 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,080,036,000 | 22 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $744,888,000 | 46 |
| Privately issued residential mortgage-backed securities | $744,888,000 | 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 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,368,000 | 171 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,285,913,000 | 22 |
| Certificates of participation in pools of residential mortgages | $12,541,025,000 | 11 |
| Issued or guaranteed by U.S. | $12,541,025,000 | 11 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $744,888,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $744,888,000 | 20 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,654,534,000 | 11 |
| Available-for-sale securities (fair market value) | $9,177,758,000 | 35 |
| Total debt securities | $13,824,924,000 | 24 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $16,085,660,000 | 22 |
| U.S. Government securities | $15,150,708,000 | 22 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,150,708,000 | 21 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $927,545,000 | 44 |
| Privately issued residential mortgage-backed securities | $927,545,000 | 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 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,407,000 | 179 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,439,299,000 | 19 |
| Certificates of participation in pools of residential mortgages | $13,511,754,000 | 11 |
| Issued or guaranteed by U.S. | $13,511,754,000 | 11 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $927,545,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $927,545,000 | 18 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,172,511,000 | 10 |
| Available-for-sale securities (fair market value) | $9,913,149,000 | 27 |
| Total debt securities | $16,078,253,000 | 22 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $19,026,651,000 | 21 |
| U.S. Government securities | $17,985,710,000 | 19 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,985,710,000 | 18 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $1,033,720,000 | 41 |
| Privately issued residential mortgage-backed securities | $1,033,720,000 | 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 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,221,000 | 188 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,380,480,000 | 19 |
| Certificates of participation in pools of residential mortgages | $14,346,760,000 | 10 |
| Issued or guaranteed by U.S. | $14,346,760,000 | 10 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,033,720,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $1,033,720,000 | 17 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,535,166,000 | 7 |
| Available-for-sale securities (fair market value) | $10,491,485,000 | 25 |
| Total debt securities | $19,019,430,000 | 21 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $19,791,009,000 | 20 |
| U.S. Government securities | $18,642,716,000 | 19 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,642,716,000 | 18 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $1,141,171,000 | 40 |
| Privately issued residential mortgage-backed securities | $1,141,171,000 | 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 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,122,000 | 194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,844,937,000 | 19 |
| Certificates of participation in pools of residential mortgages | $14,703,766,000 | 10 |
| Issued or guaranteed by U.S. | $14,703,766,000 | 10 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,141,171,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $1,141,171,000 | 16 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,243,213,000 | 5 |
| Available-for-sale securities (fair market value) | $10,547,796,000 | 26 |
| Total debt securities | $19,783,887,000 | 20 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $27,525,510,000 | 15 |
| U.S. Government securities | $25,746,874,000 | 12 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,746,874,000 | 8 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $1,771,488,000 | 31 |
| Privately issued residential mortgage-backed securities | $1,771,488,000 | 12 |
| 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 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,148,000 | 188 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,496,709,000 | 10 |
| Certificates of participation in pools of residential mortgages | $21,725,221,000 | 5 |
| Issued or guaranteed by U.S. | $21,725,221,000 | 5 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,771,488,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $1,771,488,000 | 12 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,852,843,000 | 5 |
| Available-for-sale securities (fair market value) | $17,672,667,000 | 21 |
| Total debt securities | $27,518,362,000 | 15 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $26,769,739,000 | 14 |
| U.S. Government securities | $24,361,441,000 | 11 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,361,441,000 | 8 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $2,400,984,000 | 24 |
| Privately issued residential mortgage-backed securities | $2,400,984,000 | 10 |
| 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 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,314,000 | 193 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,739,020,000 | 13 |
| Certificates of participation in pools of residential mortgages | $19,338,036,000 | 4 |
| Issued or guaranteed by U.S. | $19,338,036,000 | 4 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,400,984,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $2,400,984,000 | 10 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,717,501,000 | 5 |
| Available-for-sale securities (fair market value) | $15,052,238,000 | 21 |
| Total debt securities | $26,762,425,000 | 14 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $26,952,371,000 | 14 |
| U.S. Government securities | $24,052,131,000 | 11 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,052,131,000 | 8 |
| Securities issued by states & political subdivisions | $100,000 | 5,681 |
| Other domestic debt securities | $2,892,879,000 | 19 |
| Privately issued residential mortgage-backed securities | $2,892,879,000 | 10 |
| 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 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,261,000 | 195 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,445,640,000 | 12 |
| Certificates of participation in pools of residential mortgages | $18,552,761,000 | 5 |
| Issued or guaranteed by U.S. | $18,552,761,000 | 5 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,892,879,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $2,892,879,000 | 10 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,759,790,000 | 4 |
| Available-for-sale securities (fair market value) | $14,192,581,000 | 23 |
| Total debt securities | $26,945,110,000 | 14 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $26,993,353,000 | 15 |
| U.S. Government securities | $23,828,972,000 | 11 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,828,972,000 | 8 |
| Securities issued by states & political subdivisions | $105,000 | 5,695 |
| Other domestic debt securities | $3,157,141,000 | 17 |
| Privately issued residential mortgage-backed securities | $3,157,141,000 | 10 |
| 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 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,135,000 | 198 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,647,866,000 | 12 |
| Certificates of participation in pools of residential mortgages | $18,490,725,000 | 6 |
| Issued or guaranteed by U.S. | $18,490,725,000 | 6 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,157,141,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $3,157,141,000 | 10 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,873,325,000 | 4 |
| Available-for-sale securities (fair market value) | $13,120,028,000 | 24 |
| Total debt securities | $26,986,218,000 | 15 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $26,263,029,000 | 16 |
| U.S. Government securities | $22,628,075,000 | 11 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,628,075,000 | 10 |
| Securities issued by states & political subdivisions | $105,000 | 5,727 |
| Other domestic debt securities | $3,627,774,000 | 18 |
| Privately issued residential mortgage-backed securities | $3,627,774,000 | 11 |
| 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 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,075,000 | 207 |
| 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 | $21,080,085,000 | 13 |
| Certificates of participation in pools of residential mortgages | $17,452,311,000 | 7 |
| Issued or guaranteed by U.S. | $17,452,311,000 | 7 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $3,627,774,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $3,627,774,000 | 11 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,151,258,000 | 4 |
| Available-for-sale securities (fair market value) | $12,111,771,000 | 26 |
| Total debt securities | $26,255,954,000 | 16 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $25,458,380,000 | 15 |
| U.S. Government securities | $22,532,142,000 | 9 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,532,142,000 | 8 |
| Securities issued by states & political subdivisions | $105,000 | 5,764 |
| Other domestic debt securities | $2,918,958,000 | 24 |
| Privately issued residential mortgage-backed securities | $2,918,958,000 | 11 |
| 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 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,175,000 | 241 |
| 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 | $20,302,672,000 | 12 |
| Certificates of participation in pools of residential mortgages | $17,383,714,000 | 7 |
| Issued or guaranteed by U.S. | $17,383,714,000 | 7 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,918,958,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $2,918,958,000 | 11 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,789,910,000 | 5 |
| Available-for-sale securities (fair market value) | $11,668,470,000 | 24 |
| Total debt securities | $25,451,205,000 | 15 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $24,368,765,000 | 15 |
| U.S. Government securities | $22,386,191,000 | 9 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,386,191,000 | 9 |
| Securities issued by states & political subdivisions | $105,000 | 5,812 |
| Other domestic debt securities | $1,975,400,000 | 32 |
| Privately issued residential mortgage-backed securities | $1,975,400,000 | 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 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,069,000 | 274 |
| 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 | $20,119,426,000 | 11 |
| Certificates of participation in pools of residential mortgages | $18,144,026,000 | 7 |
| Issued or guaranteed by U.S. | $18,144,026,000 | 7 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,975,400,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $1,975,400,000 | 16 |
| 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) | $12,362,651,000 | 5 |
| Available-for-sale securities (fair market value) | $12,006,114,000 | 22 |
| Total debt securities | $24,361,696,000 | 14 |
| 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 | $24,222,373,000 | 14 |
| U.S. Government securities | $23,836,622,000 | 6 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,836,622,000 | 6 |
| Securities issued by states & political subdivisions | $105,000 | 5,760 |
| Other domestic debt securities | $378,558,000 | 88 |
| Privately issued residential mortgage-backed securities | $378,558,000 | 54 |
| 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 | $7,088,000 | 276 |
| 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 | $20,240,047,000 | 12 |
| Certificates of participation in pools of residential mortgages | $19,861,489,000 | 5 |
| Issued or guaranteed by U.S. | $19,861,489,000 | 5 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $378,558,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $378,558,000 | 50 |
| 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) | $9,687,289,000 | 5 |
| Available-for-sale securities (fair market value) | $14,535,084,000 | 21 |
| Total debt securities | $24,215,285,000 | 14 |
| 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 | $22,712,429,000 | 14 |
| U.S. Government securities | $22,324,685,000 | 8 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,324,685,000 | 6 |
| Securities issued by states & political subdivisions | $105,000 | 5,728 |
| Other domestic debt securities | $380,255,000 | 79 |
| Privately issued residential mortgage-backed securities | $380,255,000 | 54 |
| 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 | $7,384,000 | 237 |
| 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 | $19,248,710,000 | 15 |
| Certificates of participation in pools of residential mortgages | $18,868,455,000 | 6 |
| Issued or guaranteed by U.S. | $18,868,455,000 | 6 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $380,255,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $380,255,000 | 49 |
| 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) | $9,383,242,000 | 4 |
| Available-for-sale securities (fair market value) | $13,329,187,000 | 21 |
| Total debt securities | $22,705,045,000 | 14 |
| 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 | $21,224,587,000 | 13 |
| U.S. Government securities | $20,836,533,000 | 6 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,836,533,000 | 6 |
| Securities issued by states & political subdivisions | $105,000 | 5,745 |
| Other domestic debt securities | $380,722,000 | 79 |
| Privately issued residential mortgage-backed securities | $380,722,000 | 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 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,227,000 | 246 |
| 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 | $17,915,907,000 | 13 |
| Certificates of participation in pools of residential mortgages | $17,535,185,000 | 5 |
| Issued or guaranteed by U.S. | $17,535,185,000 | 5 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $380,722,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $380,722,000 | 50 |
| 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) | $9,561,326,000 | 3 |
| Available-for-sale securities (fair market value) | $11,663,261,000 | 22 |
| Total debt securities | $21,217,360,000 | 13 |
| 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 | $20,282,775,000 | 17 |
| U.S. Government securities | $19,893,988,000 | 7 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,893,988,000 | 6 |
| Securities issued by states & political subdivisions | $105,000 | 5,801 |
| Other domestic debt securities | $381,476,000 | 85 |
| Privately issued residential mortgage-backed securities | $381,476,000 | 61 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,206,000 | 354 |
| 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 | $16,923,937,000 | 14 |
| Certificates of participation in pools of residential mortgages | $16,542,461,000 | 7 |
| Issued or guaranteed by U.S. | $16,542,461,000 | 6 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $381,476,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $381,476,000 | 55 |
| 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) | $9,408,339,000 | 2 |
| Available-for-sale securities (fair market value) | $10,874,436,000 | 26 |
| Total debt securities | $20,275,569,000 | 17 |
| 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 | $19,778,216,000 | 16 |
| U.S. Government securities | $19,386,390,000 | 7 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,386,390,000 | 7 |
| Securities issued by states & political subdivisions | $125,000 | 5,779 |
| Other domestic debt securities | $384,347,000 | 86 |
| Privately issued residential mortgage-backed securities | $384,347,000 | 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 | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,354,000 | 383 |
| 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 | $15,939,170,000 | 17 |
| Certificates of participation in pools of residential mortgages | $15,554,823,000 | 8 |
| Issued or guaranteed by U.S. | $15,554,823,000 | 7 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $384,347,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $384,347,000 | 58 |
| 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) | $9,798,580,000 | 2 |
| Available-for-sale securities (fair market value) | $9,979,636,000 | 27 |
| Total debt securities | $19,770,862,000 | 16 |
| 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 | $18,463,074,000 | 18 |
| U.S. Government securities | $18,070,333,000 | 8 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,070,333,000 | 7 |
| Securities issued by states & political subdivisions | $430,000 | 5,397 |
| Other domestic debt securities | $385,017,000 | 86 |
| Privately issued residential mortgage-backed securities | $385,013,000 | 63 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,000 | 2,234 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,294,000 | 364 |
| 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 | $14,289,082,000 | 18 |
| Certificates of participation in pools of residential mortgages | $13,904,069,000 | 8 |
| Issued or guaranteed by U.S. | $13,904,069,000 | 7 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $385,013,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $385,013,000 | 57 |
| 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) | $10,974,027,000 | 2 |
| Available-for-sale securities (fair market value) | $7,489,047,000 | 34 |
| Total debt securities | $18,455,780,000 | 18 |
| 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 | $17,719,190,000 | 20 |
| U.S. Government securities | $17,325,366,000 | 10 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,325,366,000 | 9 |
| Securities issued by states & political subdivisions | $910,000 | 4,981 |
| Other domestic debt securities | $385,679,000 | 92 |
| Privately issued residential mortgage-backed securities | $385,675,000 | 63 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,000 | 2,208 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,235,000 | 359 |
| 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 | $12,521,492,000 | 19 |
| Certificates of participation in pools of residential mortgages | $12,135,817,000 | 9 |
| Issued or guaranteed by U.S. | $12,135,817,000 | 7 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $385,675,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $385,675,000 | 56 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,371,881,000 | 2 |
| Available-for-sale securities (fair market value) | $6,347,309,000 | 39 |
| Total debt securities | $17,711,955,000 | 20 |
| 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 | $16,415,877,000 | 20 |
| U.S. Government securities | $16,015,290,000 | 9 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,015,290,000 | 9 |
| Securities issued by states & political subdivisions | $910,000 | 4,993 |
| Other domestic debt securities | $392,465,000 | 86 |
| Privately issued residential mortgage-backed securities | $392,458,000 | 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 | $7,000 | 2,176 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,212,000 | 350 |
| 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 | $11,099,748,000 | 20 |
| Certificates of participation in pools of residential mortgages | $10,707,290,000 | 10 |
| Issued or guaranteed by U.S. | $10,707,290,000 | 7 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $392,458,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $392,458,000 | 60 |
| 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) | $10,562,593,000 | 2 |
| Available-for-sale securities (fair market value) | $5,853,284,000 | 39 |
| Total debt securities | $16,408,665,000 | 19 |
| 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 | $16,012,248,000 | 20 |
| U.S. Government securities | $15,603,399,000 | 9 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,603,399,000 | 9 |
| Securities issued by states & political subdivisions | $910,000 | 5,033 |
| Other domestic debt securities | $400,658,000 | 86 |
| Privately issued residential mortgage-backed securities | $400,601,000 | 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 | $57,000 | 2,179 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,281,000 | 353 |
| 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 | $10,360,828,000 | 20 |
| Certificates of participation in pools of residential mortgages | $9,960,227,000 | 11 |
| Issued or guaranteed by U.S. | $9,960,227,000 | 8 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $400,601,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $400,601,000 | 58 |
| 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) | $9,620,932,000 | 3 |
| Available-for-sale securities (fair market value) | $6,391,316,000 | 33 |
| Total debt securities | $16,004,967,000 | 19 |
| 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 | $15,243,216,000 | 20 |
| U.S. Government securities | $14,828,673,000 | 10 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,828,673,000 | 10 |
| Securities issued by states & political subdivisions | $910,000 | 5,065 |
| Other domestic debt securities | $406,370,000 | 82 |
| Privately issued residential mortgage-backed securities | $406,313,000 | 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 | $57,000 | 2,249 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,263,000 | 365 |
| 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 | $9,329,632,000 | 22 |
| Certificates of participation in pools of residential mortgages | $8,923,319,000 | 14 |
| Issued or guaranteed by U.S. | $8,923,319,000 | 11 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $406,313,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $406,313,000 | 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) | $8,459,180,000 | 2 |
| Available-for-sale securities (fair market value) | $6,784,036,000 | 34 |
| Total debt securities | $15,235,953,000 | 20 |
| 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 | $14,110,139,000 | 21 |
| U.S. Government securities | $13,688,806,000 | 13 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,688,806,000 | 12 |
| Securities issued by states & political subdivisions | $915,000 | 5,089 |
| Other domestic debt securities | $413,185,000 | 84 |
| Privately issued residential mortgage-backed securities | $413,123,000 | 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 | $62,000 | 2,283 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,233,000 | 359 |
| 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 | $8,448,989,000 | 24 |
| Certificates of participation in pools of residential mortgages | $8,035,866,000 | 16 |
| Issued or guaranteed by U.S. | $8,035,866,000 | 13 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $413,123,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $413,123,000 | 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) | $7,407,922,000 | 2 |
| Available-for-sale securities (fair market value) | $6,702,217,000 | 41 |
| Total debt securities | $14,102,906,000 | 21 |
| 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 | $13,457,391,000 | 18 |
| U.S. Government securities | $13,029,784,000 | 13 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,029,784,000 | 11 |
| Securities issued by states & political subdivisions | $915,000 | 5,116 |
| Other domestic debt securities | $426,425,000 | 83 |
| Privately issued residential mortgage-backed securities | $426,358,000 | 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 | $67,000 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $267,000 | 1,504 |
| 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 | $7,944,215,000 | 23 |
| Certificates of participation in pools of residential mortgages | $7,517,857,000 | 15 |
| Issued or guaranteed by U.S. | $7,517,857,000 | 12 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $426,358,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $426,358,000 | 58 |
| 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) | $6,774,972,000 | 3 |
| Available-for-sale securities (fair market value) | $6,682,419,000 | 37 |
| Total debt securities | $13,457,124,000 | 18 |
| 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 | $12,950,232,000 | 19 |
| U.S. Government securities | $12,508,571,000 | 15 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,508,571,000 | 12 |
| Securities issued by states & political subdivisions | $1,165,000 | 4,919 |
| Other domestic debt securities | $440,236,000 | 83 |
| Privately issued residential mortgage-backed securities | $440,170,000 | 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 | $66,000 | 2,472 |
| Foreign debt securities | NA | NA |
| Equity securities | $260,000 | 1,526 |
| 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 | $7,423,994,000 | 27 |
| Certificates of participation in pools of residential mortgages | $6,983,824,000 | 15 |
| Issued or guaranteed by U.S. | $6,983,824,000 | 13 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $440,170,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $440,170,000 | 58 |
| 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) | $6,334,891,000 | 4 |
| Available-for-sale securities (fair market value) | $6,615,341,000 | 37 |
| Total debt securities | $12,949,972,000 | 19 |
| 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 | $12,407,224,000 | 18 |
| U.S. Government securities | $11,953,097,000 | 15 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,953,097,000 | 15 |
| Securities issued by states & political subdivisions | $1,166,000 | 4,937 |
| Other domestic debt securities | $452,695,000 | 80 |
| Privately issued residential mortgage-backed securities | $452,628,000 | 60 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $67,000 | 2,593 |
| Foreign debt securities | NA | NA |
| Equity securities | $266,000 | 1,550 |
| 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 | $6,910,497,000 | 27 |
| Certificates of participation in pools of residential mortgages | $6,457,869,000 | 17 |
| Issued or guaranteed by U.S. | $6,457,869,000 | 15 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $452,628,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $452,628,000 | 52 |
| 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) | $5,924,080,000 | 4 |
| Available-for-sale securities (fair market value) | $6,483,144,000 | 37 |
| Total debt securities | $12,406,958,000 | 18 |
| 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 | $12,202,327,000 | 20 |
| U.S. Government securities | $11,703,625,000 | 15 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,703,625,000 | 14 |
| Securities issued by states & political subdivisions | $1,166,000 | 4,954 |
| Other domestic debt securities | $497,294,000 | 78 |
| Privately issued residential mortgage-backed securities | $497,224,000 | 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 | $70,000 | 2,656 |
| Foreign debt securities | NA | NA |
| Equity securities | $242,000 | 1,595 |
| 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 | $6,719,110,000 | 28 |
| Certificates of participation in pools of residential mortgages | $6,221,886,000 | 14 |
| Issued or guaranteed by U.S. | $6,221,886,000 | 13 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $497,224,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $497,224,000 | 48 |
| 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) | $5,697,365,000 | 5 |
| Available-for-sale securities (fair market value) | $6,504,962,000 | 38 |
| Total debt securities | $12,202,085,000 | 20 |
| 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 | $12,426,559,000 | 20 |
| U.S. Government securities | $11,831,854,000 | 15 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,831,854,000 | 15 |
| Securities issued by states & political subdivisions | $1,167,000 | 4,936 |
| Other domestic debt securities | $593,309,000 | 70 |
| Privately issued residential mortgage-backed securities | $593,235,000 | 51 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $74,000 | 2,730 |
| Foreign debt securities | NA | NA |
| Equity securities | $229,000 | 1,640 |
| 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 | $6,546,165,000 | 32 |
| Certificates of participation in pools of residential mortgages | $5,952,930,000 | 16 |
| Issued or guaranteed by U.S. | $5,952,930,000 | 14 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $593,235,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $593,235,000 | 44 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,620,019,000 | 6 |
| Available-for-sale securities (fair market value) | $6,806,540,000 | 37 |
| Total debt securities | $12,426,330,000 | 19 |
| 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 | $8,675,175,000 | 32 |
| U.S. Government securities | $7,988,038,000 | 23 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,988,038,000 | 23 |
| Securities issued by states & political subdivisions | $1,231,000 | 4,896 |
| Other domestic debt securities | $685,689,000 | 68 |
| Privately issued residential mortgage-backed securities | $685,615,000 | 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 | $74,000 | 2,805 |
| Foreign debt securities | NA | NA |
| Equity securities | $217,000 | 1,688 |
| 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 | $5,704,970,000 | 38 |
| Certificates of participation in pools of residential mortgages | $5,019,355,000 | 20 |
| Issued or guaranteed by U.S. | $5,019,355,000 | 18 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $685,615,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $685,615,000 | 42 |
| 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) | $5,434,741,000 | 6 |
| Available-for-sale securities (fair market value) | $3,240,434,000 | 68 |
| Total debt securities | $8,674,958,000 | 32 |
| 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 | $8,305,517,000 | 36 |
| U.S. Government securities | $7,533,035,000 | 25 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,533,035,000 | 25 |
| Securities issued by states & political subdivisions | $1,231,000 | 4,926 |
| Other domestic debt securities | $761,070,000 | 61 |
| Privately issued residential mortgage-backed securities | $760,996,000 | 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 | $74,000 | 2,880 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,181,000 | 322 |
| 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 | $5,376,629,000 | 37 |
| Certificates of participation in pools of residential mortgages | $4,615,633,000 | 23 |
| Issued or guaranteed by U.S. | $4,615,633,000 | 21 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $760,996,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $760,996,000 | 42 |
| 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) | $5,090,170,000 | 6 |
| Available-for-sale securities (fair market value) | $3,215,347,000 | 68 |
| Total debt securities | $8,295,336,000 | 36 |
| 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 | $8,114,117,000 | 37 |
| U.S. Government securities | $7,240,359,000 | 27 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,240,359,000 | 27 |
| Securities issued by states & political subdivisions | $1,336,000 | 4,843 |
| Other domestic debt securities | $862,190,000 | 57 |
| Privately issued residential mortgage-backed securities | $862,112,000 | 44 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $78,000 | 2,943 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,232,000 | 332 |
| 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 | $5,217,520,000 | 40 |
| Certificates of participation in pools of residential mortgages | $4,355,408,000 | 25 |
| Issued or guaranteed by U.S. | $4,355,408,000 | 24 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $862,112,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $862,112,000 | 39 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,821,001,000 | 5 |
| Available-for-sale securities (fair market value) | $3,293,116,000 | 65 |
| Total debt securities | $8,103,885,000 | 37 |
| 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 | $8,119,994,000 | 39 |
| U.S. Government securities | $7,063,328,000 | 29 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,063,328,000 | 29 |
| Securities issued by states & political subdivisions | $1,336,000 | 4,847 |
| Other domestic debt securities | $1,045,399,000 | 49 |
| Privately issued residential mortgage-backed securities | $1,045,318,000 | 36 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $81,000 | 3,049 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,931,000 | 362 |
| 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 | $5,337,017,000 | 42 |
| Certificates of participation in pools of residential mortgages | $4,291,699,000 | 25 |
| Issued or guaranteed by U.S. | $4,291,699,000 | 24 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,045,318,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $1,045,318,000 | 30 |
| 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) | $5,028,245,000 | 5 |
| Available-for-sale securities (fair market value) | $3,091,749,000 | 71 |
| Total debt securities | $8,110,063,000 | 39 |
| 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 | $7,901,941,000 | 40 |
| U.S. Government securities | $6,452,474,000 | 37 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,452,474,000 | 33 |
| Securities issued by states & political subdivisions | $1,366,000 | 4,826 |
| Other domestic debt securities | $1,437,284,000 | 42 |
| Privately issued residential mortgage-backed securities | $1,437,203,000 | 33 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $81,000 | 3,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,817,000 | 373 |
| 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 | $5,565,830,000 | 39 |
| Certificates of participation in pools of residential mortgages | $4,128,627,000 | 24 |
| Issued or guaranteed by U.S. | $4,128,627,000 | 24 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,437,203,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $1,437,203,000 | 26 |
| 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) | $6,129,671,000 | 2 |
| Available-for-sale securities (fair market value) | $1,772,270,000 | 117 |
| Total debt securities | $7,891,124,000 | 39 |
| 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 | $7,667,879,000 | 37 |
| U.S. Government securities | $7,655,736,000 | 28 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $7,655,736,000 | 27 |
| Securities issued by states & political subdivisions | $1,366,000 | 4,866 |
| Other domestic debt securities | $69,000 | 3,682 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $69,000 | 3,272 |
| Foreign debt securities | $12,000 | 277 |
| Equity securities | $10,696,000 | 356 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,465,877,000 | 41 |
| Mortgage-backed securities | $5,422,701,000 | 36 |
| Certificates of participation in pools of residential mortgages | $3,837,212,000 | 26 |
| Issued or guaranteed by U.S. | $3,837,212,000 | 25 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,585,489,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,585,489,000 | 36 |
| Privately issued | $0 | 1,065 |
| 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) | $4,293,810,000 | 7 |
| Available-for-sale securities (fair market value) | $3,374,069,000 | 66 |
| Total debt securities | $7,657,183,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $7,984,037,000 | 34 |
| U.S. Government securities | $7,972,013,000 | 25 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $7,972,013,000 | 25 |
| Securities issued by states & political subdivisions | $1,371,000 | 4,882 |
| Other domestic debt securities | $69,000 | 3,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $69,000 | 3,376 |
| Foreign debt securities | $17,000 | 283 |
| Equity securities | $10,567,000 | 384 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,201,893,000 | 57 |
| Mortgage-backed securities | $5,792,300,000 | 31 |
| Certificates of participation in pools of residential mortgages | $3,971,056,000 | 23 |
| Issued or guaranteed by U.S. | $3,971,056,000 | 22 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,821,244,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $1,821,244,000 | 28 |
| Privately issued | $0 | 1,143 |
| 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) | $4,717,583,000 | 4 |
| Available-for-sale securities (fair market value) | $3,266,454,000 | 66 |
| Total debt securities | $7,973,470,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $8,103,754,000 | 34 |
| U.S. Government securities | $8,091,678,000 | 25 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $8,091,678,000 | 25 |
| Securities issued by states & political subdivisions | $1,371,000 | 4,862 |
| Other domestic debt securities | $73,000 | 3,830 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $73,000 | 3,398 |
| Foreign debt securities | $17,000 | 286 |
| Equity securities | $10,615,000 | 403 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,184,839,000 | 55 |
| Mortgage-backed securities | $6,178,418,000 | 31 |
| Certificates of participation in pools of residential mortgages | $3,857,847,000 | 22 |
| Issued or guaranteed by U.S. | $3,857,847,000 | 21 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,320,571,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $2,320,571,000 | 23 |
| Privately issued | $0 | 1,203 |
| 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) | $4,764,390,000 | 4 |
| Available-for-sale securities (fair market value) | $3,339,364,000 | 65 |
| Total debt securities | $8,093,139,000 | 34 |
| 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 | $7,485,519,000 | 36 |
| U.S. Government securities | $7,472,306,000 | 27 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $7,472,306,000 | 26 |
| Securities issued by states & political subdivisions | $1,406,000 | 4,757 |
| Other domestic debt securities | $221,000 | 3,658 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $221,000 | 3,255 |
| Foreign debt securities | $17,000 | 284 |
| Equity securities | $11,569,000 | 373 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,045,543,000 | 56 |
| Mortgage-backed securities | $5,963,555,000 | 30 |
| Certificates of participation in pools of residential mortgages | $3,915,297,000 | 25 |
| Issued or guaranteed by U.S. | $3,915,297,000 | 22 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,048,258,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $2,048,258,000 | 27 |
| Privately issued | $0 | 1,231 |
| 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) | $4,775,111,000 | 3 |
| Available-for-sale securities (fair market value) | $2,710,408,000 | 80 |
| Total debt securities | $7,473,950,000 | 36 |
| 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 | $6,688,499,000 | 38 |
| U.S. Government securities | $6,675,666,000 | 29 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $6,675,666,000 | 29 |
| Securities issued by states & political subdivisions | $1,406,000 | 4,767 |
| Other domestic debt securities | $317,000 | 3,549 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $317,000 | 3,124 |
| Foreign debt securities | $17,000 | 292 |
| Equity securities | $11,093,000 | 379 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,895,124,000 | 61 |
| Mortgage-backed securities | $6,126,161,000 | 30 |
| Certificates of participation in pools of residential mortgages | $3,851,676,000 | 21 |
| Issued or guaranteed by U.S. | $3,851,676,000 | 19 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,274,485,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $2,274,485,000 | 23 |
| Privately issued | $0 | 1,253 |
| 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) | $4,735,672,000 | 3 |
| Available-for-sale securities (fair market value) | $1,952,827,000 | 108 |
| Total debt securities | $6,677,406,000 | 38 |
| 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 | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $5,178,046,000 | 45 |
| U.S. Government securities | $5,165,586,000 | 31 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $5,165,586,000 | 30 |
| Securities issued by states & political subdivisions | $1,441,000 | 4,785 |
| Other domestic debt securities | $1,024,000 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,024,000 | 2,474 |
| Foreign debt securities | $20,000 | 304 |
| Equity securities | $9,975,000 | 423 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,666,956,000 | 51 |
| Mortgage-backed securities | $5,009,178,000 | 31 |
| Certificates of participation in pools of residential mortgages | $3,016,880,000 | 29 |
| Issued or guaranteed by U.S. | $3,016,880,000 | 26 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,992,298,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $1,992,298,000 | 17 |
| Privately issued | $0 | 1,359 |
| 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) | $4,479,929,000 | 2 |
| Available-for-sale securities (fair market value) | $698,117,000 | 186 |
| Total debt securities | $5,168,071,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $4,213,812,000 | 47 |
| U.S. Government securities | $4,137,237,000 | 33 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $4,137,237,000 | 33 |
| Securities issued by states & political subdivisions | $1,481,000 | 4,855 |
| Other domestic debt securities | $1,442,000 | 2,208 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,442,000 | 1,909 |
| Foreign debt securities | $23,000 | 291 |
| Equity securities | $73,629,000 | 105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,819,000 | 734 |
| Mortgage-backed securities | $3,262,035,000 | 36 |
| Certificates of participation in pools of residential mortgages | $3,254,543,000 | 20 |
| Issued or guaranteed by U.S. | $3,254,543,000 | 19 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $7,492,000 | 1,207 |
| CMOs issued by government agencies or sponsored agencies | $7,492,000 | 1,093 |
| Privately issued | $0 | 1,355 |
| 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) | $3,263,516,000 | 10 |
| Available-for-sale securities (fair market value) | $950,296,000 | 143 |
| Total debt securities | $4,140,183,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $3,910,509,000 | 52 |
| U.S. Government securities | $3,907,150,000 | 34 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $3,907,150,000 | 32 |
| Securities issued by states & political subdivisions | $1,379,000 | 5,176 |
| Other domestic debt securities | $1,957,000 | 1,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,957,000 | 1,560 |
| Foreign debt securities | $23,000 | 318 |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,716,000 | 4,751 |
| Mortgage-backed securities | $3,097,072,000 | 35 |
| Certificates of participation in pools of residential mortgages | $3,070,593,000 | 22 |
| Issued or guaranteed by U.S. | $3,070,593,000 | 20 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $26,479,000 | 620 |
| CMOs issued by government agencies or sponsored agencies | $26,479,000 | 552 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,098,451,000 | 10 |
| Available-for-sale securities (fair market value) | $812,058,000 | 164 |
| Total debt securities | $3,910,509,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $3,857,355,000 | 50 |
| U.S. Government securities | $3,853,367,000 | 38 |
| U.S. Treasury securities | $10,169,000 | 1,259 |
| U.S. Government agency obligations | $3,843,198,000 | 34 |
| Securities issued by states & political subdivisions | $1,393,000 | 5,290 |
| Other domestic debt securities | $2,572,000 | 1,531 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,572,000 | 1,245 |
| Foreign debt securities | $23,000 | 334 |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,142,000 | 4,214 |
| Mortgage-backed securities | $3,070,931,000 | 36 |
| Certificates of participation in pools of residential mortgages | $3,008,066,000 | 19 |
| Issued or guaranteed by U.S. | $3,008,066,000 | 19 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $62,865,000 | 337 |
| CMOs issued by government agencies or sponsored agencies | $62,865,000 | 299 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,072,324,000 | 6 |
| Available-for-sale securities (fair market value) | $785,031,000 | 153 |
| Total debt securities | $3,857,355,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $3,678,416,000 | 43 |
| U.S. Government securities | $3,672,238,000 | 32 |
| U.S. Treasury securities | $50,062,000 | 389 |
| U.S. Government agency obligations | $3,622,176,000 | 27 |
| Securities issued by states & political subdivisions | $1,466,000 | 5,175 |
| Other domestic debt securities | $4,689,000 | 881 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,689,000 | 677 |
| Foreign debt securities | $23,000 | 353 |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,090,000 | 4,954 |
| Mortgage-backed securities | $3,022,224,000 | 29 |
| Certificates of participation in pools of residential mortgages | $2,924,208,000 | 18 |
| Issued or guaranteed by U.S. | $2,924,208,000 | 17 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $98,016,000 | 248 |
| CMOs issued by government agencies or sponsored agencies | $98,016,000 | 224 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,023,690,000 | 6 |
| Available-for-sale securities (fair market value) | $654,726,000 | 175 |
| Total debt securities | $3,678,416,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $3,307,022,000 | 46 |
| U.S. Government securities | $3,266,519,000 | 31 |
| U.S. Treasury securities | $62,247,000 | 370 |
| U.S. Government agency obligations | $3,204,272,000 | 20 |
| Securities issued by states & political subdivisions | $925,000 | 6,214 |
| Other domestic debt securities | $38,219,000 | 249 |
| Privately issued residential mortgage-backed securities | $150,000 | 1,420 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $38,069,000 | 131 |
| Foreign debt securities | $24,000 | 404 |
| Equity securities | $1,335,000 | 1,945 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,133,000 | 6,573 |
| Mortgage-backed securities | $2,710,227,000 | 32 |
| Certificates of participation in pools of residential mortgages | $2,557,664,000 | 23 |
| Issued or guaranteed by U.S. | $2,557,514,000 | 20 |
| Privately issued | $150,000 | 379 |
| Collaterized mortgage obligations | $152,563,000 | 188 |
| CMOs issued by government agencies or sponsored agencies | $152,563,000 | 170 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,711,152,000 | 11 |
| Available-for-sale securities (fair market value) | $595,870,000 | 192 |
| Total debt securities | $3,303,138,000 | 44 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $2,431,897,000 | 70 |
| U.S. Government securities | $2,308,612,000 | 60 |
| U.S. Treasury securities | $157,357,000 | 188 |
| U.S. Government agency obligations | $2,151,255,000 | 45 |
| Securities issued by states & political subdivisions | $2,028,000 | 4,864 |
| Other domestic debt securities | $120,136,000 | 135 |
| Privately issued residential mortgage-backed securities | $284,000 | 1,434 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $119,852,000 | 60 |
| Foreign debt securities | $24,000 | 475 |
| Equity securities | $1,097,000 | 2,047 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,279,000 | 2,482 |
| Mortgage-backed securities | $1,866,214,000 | 49 |
| Certificates of participation in pools of residential mortgages | $1,662,806,000 | 33 |
| Issued or guaranteed by U.S. | $1,662,806,000 | 28 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $203,408,000 | 172 |
| CMOs issued by government agencies or sponsored agencies | $203,124,000 | 150 |
| Privately issued | $284,000 | 1,153 |
| 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) | $1,868,242,000 | 22 |
| Available-for-sale securities (fair market value) | $563,655,000 | 223 |
| Total debt securities | $2,426,831,000 | 70 |
| 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 | $2,130,299,000 | 81 |
| U.S. Government securities | $1,906,063,000 | 74 |
| U.S. Treasury securities | $204,253,000 | 187 |
| U.S. Government agency obligations | $1,701,810,000 | 54 |
| Securities issued by states & political subdivisions | $2,528,000 | 4,596 |
| Other domestic debt securities | $221,135,000 | 93 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $221,135,000 | 35 |
| Foreign debt securities | $24,000 | 500 |
| Equity securities | $549,000 | 2,902 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,108,000 | 2,488 |
| Mortgage-backed securities | $1,642,927,000 | 58 |
| Certificates of participation in pools of residential mortgages | $1,408,408,000 | 41 |
| Issued or guaranteed by U.S. | $1,408,408,000 | 35 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $234,519,000 | 168 |
| CMOs issued by government agencies or sponsored agencies | $234,519,000 | 146 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,866,614,000 | 53 |
| Available-for-sale securities (fair market value) | $263,685,000 | 246 |
| Total debt securities | $2,133,665,000 | 78 |
| 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 | $2,052,404,000 | 83 |
| U.S. Government securities | $1,588,039,000 | 95 |
| U.S. Treasury securities | $92,575,000 | 414 |
| U.S. Government agency obligations | $1,495,464,000 | 59 |
| Securities issued by states & political subdivisions | $2,732,000 | 4,525 |
| Other domestic debt securities | $461,250,000 | 47 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $461,250,000 | 15 |
| Foreign debt securities | $24,000 | 525 |
| Equity securities | $359,000 | 3,584 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,323,000 | 2,301 |
| Mortgage-backed securities | $1,440,563,000 | 66 |
| Certificates of participation in pools of residential mortgages | $1,263,883,000 | 54 |
| Issued or guaranteed by U.S. | $1,263,883,000 | 42 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $176,680,000 | 216 |
| CMOs issued by government agencies or sponsored agencies | $176,680,000 | 194 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $2,052,045,000 | 78 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $1,839,466,000 | 83 |
| U.S. Government securities | $1,283,449,000 | 102 |
| U.S. Treasury securities | $42,411,000 | 884 |
| U.S. Government agency obligations | $1,241,038,000 | 55 |
| Securities issued by states & political subdivisions | $5,584,000 | 2,498 |
| Other domestic debt securities | $549,411,000 | 28 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $549,411,000 | 10 |
| Foreign debt securities | $663,000 | 235 |
| Equity securities | $359,000 | 3,092 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,892,000 | 2,043 |
| Mortgage-backed securities | $1,225,237,000 | 71 |
| Certificates of participation in pools of residential mortgages | $1,133,768,000 | 43 |
| Issued or guaranteed by U.S. | $1,133,768,000 | 32 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $91,469,000 | 319 |
| CMOs issued by government agencies or sponsored agencies | $91,469,000 | 292 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $1,839,107,000 | 85 |
| 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 |