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ING Bank, fsb, Securities
| 2012-09-30 | Rank | |
| Total securities | $20,910,122,000 | 19 |
| U.S. Government securities | $17,050,852,000 | 19 |
| U.S. Treasury securities | $1,558,144,000 | 15 |
| U.S. Government agency obligations | $15,492,708,000 | 21 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $3,127,605,000 | 21 |
| Privately issued residential mortgage-backed securities | $2,492,592,000 | 9 |
| Commercial mortgage-backed securities - Total | $538,272,000 | 14 |
| Asset backed securities | $96,741,000 | 53 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $713,462,000 | 16 |
| Equity securities | $18,203,000 | 100 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $18,513,814,000 | 16 |
| Certificates of participation in pools of residential mortgages | $7,353,358,000 | 21 |
| Issued or guaranteed by U.S. | $7,353,358,000 | 18 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $7,564,923,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $5,072,331,000 | 20 |
| Privately issued | $2,492,592,000 | 8 |
| Commercial mortgage-backed securities | $3,595,533,000 | 9 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $3,595,533,000 | 6 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $20,910,122,000 | 17 |
| Total debt securities | $20,891,919,000 | 19 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $1,771,000 | 146 |
| Revaluation gains on off-balance sheet contracts | $20,000 | 119 |
| Revaluation losses on off-balance sheet contracts | $2,000 | 120 |
| 2012-06-30 | Rank | |
| Total securities | $16,577,303,000 | 21 |
| U.S. Government securities | $12,584,313,000 | 21 |
| U.S. Treasury securities | $1,561,692,000 | 14 |
| U.S. Government agency obligations | $11,022,621,000 | 24 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $3,159,749,000 | 20 |
| Privately issued residential mortgage-backed securities | $2,498,161,000 | 10 |
| Commercial mortgage-backed securities - Total | $578,711,000 | 12 |
| Asset backed securities | $82,877,000 | 57 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $815,319,000 | 16 |
| Equity securities | $17,922,000 | 98 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $14,089,445,000 | 20 |
| Certificates of participation in pools of residential mortgages | $4,845,550,000 | 27 |
| Issued or guaranteed by U.S. | $4,845,550,000 | 25 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,498,618,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $3,000,457,000 | 30 |
| Privately issued | $2,498,161,000 | 9 |
| Commercial mortgage-backed securities | $3,745,277,000 | 8 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $3,745,277,000 | 6 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $16,577,303,000 | 19 |
| Total debt securities | $16,559,381,000 | 21 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $1,866,000 | 143 |
| Revaluation gains on off-balance sheet contracts | $5,000 | 109 |
| Revaluation losses on off-balance sheet contracts | $50,000 | 114 |
| 2012-03-31 | Rank | |
| Total securities | $22,415,171,000 | 20 |
| U.S. Government securities | $17,908,558,000 | 20 |
| U.S. Treasury securities | $1,929,967,000 | 13 |
| U.S. Government agency obligations | $15,978,591,000 | 20 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $3,461,431,000 | 19 |
| Privately issued residential mortgage-backed securities | $2,699,978,000 | 9 |
| Commercial mortgage-backed securities - Total | $680,189,000 | 9 |
| Asset backed securities | $81,264,000 | 51 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $1,027,489,000 | 15 |
| Equity securities | $17,693,000 | 96 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,309,417,000 | 48 |
| Mortgage-backed securities | $19,347,877,000 | 17 |
| Certificates of participation in pools of residential mortgages | $4,025,483,000 | 29 |
| Issued or guaranteed by U.S. | $4,025,483,000 | 27 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $11,573,141,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $8,873,163,000 | 12 |
| Privately issued | $2,699,978,000 | 8 |
| Commercial mortgage-backed securities | $3,749,253,000 | 8 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $3,749,253,000 | 6 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $22,415,171,000 | 19 |
| Total debt securities | $22,397,478,000 | 20 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $1,935,000 | 141 |
| Revaluation gains on off-balance sheet contracts | $10,000 | 111 |
| Revaluation losses on off-balance sheet contracts | $12,000 | 113 |
| 2011-12-31 | Rank | |
| Total securities | $41,276,319,000 | 12 |
| U.S. Government securities | $25,763,123,000 | 13 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,763,123,000 | 12 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $15,495,652,000 | 9 |
| Privately issued residential mortgage-backed securities | $3,609,018,000 | 8 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,886,634,000 | 2 |
| Foreign debt securities | NA | NA |
| Equity securities | $20,113,000 | 82 |
| Assets held in trading accounts for TFR Reporters | $2,569,000 | 9 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,833,125,000 | 16 |
| Certificates of participation in pools of residential mortgages | $4,273,704,000 | 26 |
| Issued or guaranteed by U.S. | $4,273,704,000 | 26 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $16,559,421,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $12,950,403,000 | 8 |
| Privately issued | $3,609,018,000 | 8 |
| 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) | $12,036,115,000 | 6 |
| Available-for-sale securities (fair market value) | $29,240,204,000 | 13 |
| Total debt securities | $41,258,775,000 | 12 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $2,569,000 | 121 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $43,133,976,000 | 11 |
| U.S. Government securities | $26,454,076,000 | 12 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,454,076,000 | 11 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $16,662,501,000 | 9 |
| Privately issued residential mortgage-backed securities | $3,995,628,000 | 7 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,666,873,000 | 2 |
| Foreign debt securities | NA | NA |
| Equity securities | $19,782,000 | 86 |
| Assets held in trading accounts for TFR Reporters | $2,383,000 | 9 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,675,482,000 | 14 |
| Certificates of participation in pools of residential mortgages | $4,584,249,000 | 24 |
| Issued or guaranteed by U.S. | $4,584,249,000 | 24 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $17,091,233,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $13,095,605,000 | 8 |
| Privately issued | $3,995,628,000 | 7 |
| 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) | $12,882,253,000 | 4 |
| Available-for-sale securities (fair market value) | $30,251,723,000 | 11 |
| Total debt securities | $43,116,577,000 | 11 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $2,383,000 | 130 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $43,329,312,000 | 11 |
| U.S. Government securities | $25,695,998,000 | 11 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,695,998,000 | 9 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $17,616,277,000 | 7 |
| Privately issued residential mortgage-backed securities | $4,466,991,000 | 7 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,149,286,000 | 1 |
| Foreign debt securities | NA | NA |
| Equity securities | $19,421,000 | 91 |
| Assets held in trading accounts for TFR Reporters | $2,384,000 | 10 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,255,612,000 | 14 |
| Certificates of participation in pools of residential mortgages | $4,826,583,000 | 20 |
| Issued or guaranteed by U.S. | $4,826,583,000 | 19 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $16,429,029,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $11,962,038,000 | 8 |
| Privately issued | $4,466,991,000 | 7 |
| 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) | $13,708,255,000 | 2 |
| Available-for-sale securities (fair market value) | $29,621,057,000 | 11 |
| Total debt securities | $43,312,275,000 | 11 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $2,384,000 | 126 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $43,731,445,000 | 10 |
| U.S. Government securities | $24,545,594,000 | 12 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,545,594,000 | 9 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $19,169,188,000 | 7 |
| Privately issued residential mortgage-backed securities | $4,891,446,000 | 7 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,277,742,000 | 1 |
| Foreign debt securities | NA | NA |
| Equity securities | $18,792,000 | 94 |
| Assets held in trading accounts for TFR Reporters | $2,129,000 | 9 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,848,628,000 | 14 |
| Certificates of participation in pools of residential mortgages | $5,098,147,000 | 18 |
| Issued or guaranteed by U.S. | $5,098,147,000 | 18 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $14,750,481,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $9,859,035,000 | 10 |
| Privately issued | $4,891,446,000 | 7 |
| 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) | $15,020,694,000 | 1 |
| Available-for-sale securities (fair market value) | $28,710,751,000 | 12 |
| Total debt securities | $43,714,782,000 | 10 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $2,129,000 | 130 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $43,766,874,000 | 11 |
| U.S. Government securities | $23,064,825,000 | 13 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,064,825,000 | 10 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $20,685,437,000 | 8 |
| Privately issued residential mortgage-backed securities | $5,168,916,000 | 7 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,516,521,000 | 1 |
| Foreign debt securities | NA | NA |
| Equity securities | $18,639,000 | 94 |
| Assets held in trading accounts for TFR Reporters | $2,027,000 | 9 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,146,120,000 | 16 |
| Certificates of participation in pools of residential mortgages | $5,738,366,000 | 18 |
| Issued or guaranteed by U.S. | $5,738,366,000 | 18 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $13,407,754,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $8,238,838,000 | 10 |
| Privately issued | $5,168,916,000 | 7 |
| 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) | $16,451,094,000 | 2 |
| Available-for-sale securities (fair market value) | $27,315,780,000 | 13 |
| Total debt securities | $43,750,262,000 | 11 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $2,027,000 | 133 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $43,990,709,000 | 11 |
| U.S. Government securities | $21,826,227,000 | 14 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,826,227,000 | 11 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $22,152,792,000 | 7 |
| Privately issued residential mortgage-backed securities | $5,459,294,000 | 8 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,693,498,000 | 1 |
| Foreign debt securities | NA | NA |
| Equity securities | $13,921,000 | 121 |
| Assets held in trading accounts for TFR Reporters | $2,231,000 | 10 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,123,328,000 | 16 |
| Certificates of participation in pools of residential mortgages | $6,193,341,000 | 17 |
| Issued or guaranteed by U.S. | $6,193,341,000 | 16 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $11,929,987,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $6,470,693,000 | 12 |
| Privately issued | $5,459,294,000 | 8 |
| 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) | $17,699,165,000 | 2 |
| Available-for-sale securities (fair market value) | $26,291,544,000 | 12 |
| Total debt securities | $43,979,019,000 | 10 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $2,231,000 | 128 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $45,779,347,000 | 10 |
| U.S. Government securities | $22,248,584,000 | 13 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,248,584,000 | 10 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $23,519,126,000 | 7 |
| Privately issued residential mortgage-backed securities | $5,633,991,000 | 8 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,885,135,000 | 1 |
| Foreign debt securities | NA | NA |
| Equity securities | $13,747,000 | 119 |
| Assets held in trading accounts for TFR Reporters | $2,110,000 | 10 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,779,617,000 | 16 |
| Certificates of participation in pools of residential mortgages | $6,425,952,000 | 18 |
| Issued or guaranteed by U.S. | $6,425,952,000 | 18 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $12,353,665,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $6,719,674,000 | 9 |
| Privately issued | $5,633,991,000 | 8 |
| 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) | $18,931,697,000 | 2 |
| Available-for-sale securities (fair market value) | $26,847,650,000 | 12 |
| Total debt securities | $45,767,710,000 | 10 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $2,110,000 | 135 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $45,995,289,000 | 9 |
| U.S. Government securities | $21,201,306,000 | 15 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,201,306,000 | 12 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $24,782,643,000 | 7 |
| Privately issued residential mortgage-backed securities | $5,778,612,000 | 9 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,004,031,000 | 1 |
| Foreign debt securities | NA | NA |
| Equity securities | $13,650,000 | 113 |
| Assets held in trading accounts for TFR Reporters | $2,310,000 | 12 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,061,176,000 | 15 |
| Certificates of participation in pools of residential mortgages | $6,722,895,000 | 16 |
| Issued or guaranteed by U.S. | $6,722,895,000 | 16 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $11,338,281,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $5,559,669,000 | 12 |
| Privately issued | $5,778,612,000 | 9 |
| 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) | $20,074,183,000 | 2 |
| Available-for-sale securities (fair market value) | $25,921,106,000 | 13 |
| Total debt securities | $45,983,949,000 | 9 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $2,310,000 | 139 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $45,222,890,000 | 10 |
| U.S. Government securities | $18,135,193,000 | 17 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,135,193,000 | 16 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $27,076,521,000 | 7 |
| Privately issued residential mortgage-backed securities | $6,636,237,000 | 9 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,440,284,000 | 1 |
| Foreign debt securities | NA | NA |
| Equity securities | $13,316,000 | 125 |
| Assets held in trading accounts for TFR Reporters | $2,140,000 | 14 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,014,014,000 | 16 |
| Certificates of participation in pools of residential mortgages | $6,425,748,000 | 19 |
| Issued or guaranteed by U.S. | $6,425,748,000 | 17 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $10,588,266,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $3,952,029,000 | 13 |
| Privately issued | $6,636,237,000 | 9 |
| 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) | $21,519,373,000 | 2 |
| Available-for-sale securities (fair market value) | $23,703,517,000 | 14 |
| Total debt securities | $45,211,714,000 | 10 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $2,140,000 | 143 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $44,930,664,000 | 9 |
| U.S. Government securities | $16,040,467,000 | 16 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,040,467,000 | 15 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $28,890,197,000 | 6 |
| Privately issued residential mortgage-backed securities | $7,176,468,000 | 9 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,713,729,000 | 1 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,075,000 | 542 |
| Assets held in trading accounts for TFR Reporters | $2,075,000 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,282,399,000 | 15 |
| Certificates of participation in pools of residential mortgages | $5,754,039,000 | 19 |
| Issued or guaranteed by U.S. | $5,754,039,000 | 19 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $11,528,360,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $4,351,892,000 | 11 |
| Privately issued | $7,176,468,000 | 9 |
| 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) | $22,806,922,000 | 2 |
| Available-for-sale securities (fair market value) | $22,123,742,000 | 16 |
| Total debt securities | $44,930,664,000 | 8 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $2,075,000 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $45,063,886,000 | 8 |
| U.S. Government securities | $14,568,932,000 | 17 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,568,932,000 | 14 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $30,494,954,000 | 6 |
| Privately issued residential mortgage-backed securities | $7,274,635,000 | 9 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,220,319,000 | 1 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,853,000 | 619 |
| Assets held in trading accounts for TFR Reporters | $1,853,000 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,038,203,000 | 15 |
| Certificates of participation in pools of residential mortgages | $5,159,270,000 | 18 |
| Issued or guaranteed by U.S. | $5,159,270,000 | 18 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $11,878,933,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $4,604,298,000 | 11 |
| Privately issued | $7,274,635,000 | 9 |
| 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) | $24,333,747,000 | 2 |
| Available-for-sale securities (fair market value) | $20,730,139,000 | 15 |
| Total debt securities | $45,063,886,000 | 8 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,853,000 | 164 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $43,662,112,000 | 7 |
| U.S. Government securities | $10,522,387,000 | 20 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,522,387,000 | 19 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $33,139,725,000 | 5 |
| Privately issued residential mortgage-backed securities | $8,150,672,000 | 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 | $24,989,053,000 | 1 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,275,000 | 399 |
| Assets held in trading accounts for TFR Reporters | $4,275,000 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,547,380,000 | 15 |
| Certificates of participation in pools of residential mortgages | $3,715,202,000 | 22 |
| Issued or guaranteed by U.S. | $3,715,202,000 | 22 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $12,832,178,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $4,681,506,000 | 10 |
| Privately issued | $8,150,672,000 | 10 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,062,493,000 | 2 |
| Available-for-sale securities (fair market value) | $18,599,619,000 | 15 |
| Total debt securities | $43,662,112,000 | 7 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $4,275,000 | 145 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $35,924,090,000 | 9 |
| U.S. Government securities | $8,856,710,000 | 20 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,856,710,000 | 20 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $27,067,380,000 | 6 |
| Privately issued residential mortgage-backed securities | $27,067,380,000 | 2 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,875,000 | 332 |
| Assets held in trading accounts for TFR Reporters | $4,875,000 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $35,862,095,000 | 5 |
| Certificates of participation in pools of residential mortgages | $3,974,413,000 | 23 |
| Issued or guaranteed by U.S. | $3,974,413,000 | 23 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $31,887,682,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $4,820,302,000 | 9 |
| Privately issued | $27,067,380,000 | 2 |
| 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) | $616,428,000 | 41 |
| Available-for-sale securities (fair market value) | $35,307,662,000 | 8 |
| Total debt securities | $35,924,090,000 | 9 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $4,875,000 | 141 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $40,161,961,000 | 8 |
| U.S. Government securities | $9,551,610,000 | 18 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,551,610,000 | 16 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $30,610,351,000 | 6 |
| Privately issued residential mortgage-backed securities | $30,610,351,000 | 1 |
| 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 | $4,181,000 | 375 |
| Assets held in trading accounts for TFR Reporters | $4,181,000 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $39,800,763,000 | 6 |
| Certificates of participation in pools of residential mortgages | $4,204,474,000 | 23 |
| Issued or guaranteed by U.S. | $4,204,474,000 | 22 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $35,596,289,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $4,985,938,000 | 8 |
| Privately issued | $30,610,351,000 | 1 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $675,781,000 | 40 |
| Available-for-sale securities (fair market value) | $39,486,180,000 | 8 |
| Total debt securities | $40,161,961,000 | 8 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $4,181,000 | 152 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $44,217,232,000 | 7 |
| U.S. Government securities | $9,364,990,000 | 19 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,364,990,000 | 19 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $34,852,242,000 | 4 |
| Privately issued residential mortgage-backed securities | $34,852,242,000 | 2 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,272,000 | 606 |
| Assets held in trading accounts for TFR Reporters | $3,272,000 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $44,054,789,000 | 6 |
| Certificates of participation in pools of residential mortgages | $4,388,648,000 | 24 |
| Issued or guaranteed by U.S. | $4,388,648,000 | 22 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $39,666,141,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $4,813,899,000 | 7 |
| Privately issued | $34,852,242,000 | 2 |
| 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) | $692,480,000 | 42 |
| Available-for-sale securities (fair market value) | $43,524,752,000 | 7 |
| Total debt securities | $44,217,232,000 | 7 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $3,272,000 | 172 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $45,757,637,000 | 7 |
| U.S. Government securities | $9,710,751,000 | 16 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,710,751,000 | 16 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $36,046,886,000 | 4 |
| Privately issued residential mortgage-backed securities | $35,887,879,000 | 2 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,227,000 | 652 |
| Assets held in trading accounts for TFR Reporters | $3,227,000 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $45,410,597,000 | 6 |
| Certificates of participation in pools of residential mortgages | $4,931,420,000 | 21 |
| Issued or guaranteed by U.S. | $4,745,956,000 | 20 |
| Privately issued | $185,464,000 | 24 |
| Collaterized mortgage obligations | $40,479,177,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $4,776,762,000 | 6 |
| Privately issued | $35,702,415,000 | 2 |
| 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) | $219,100,000 | 82 |
| Available-for-sale securities (fair market value) | $45,538,537,000 | 7 |
| Total debt securities | $45,757,637,000 | 7 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $3,227,000 | 176 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $50,664,899,000 | 7 |
| U.S. Government securities | $10,489,415,000 | 15 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,489,415,000 | 15 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $40,176,126,000 | 4 |
| Privately issued residential mortgage-backed securities | $39,993,025,000 | 1 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,045,000 | 747 |
| Assets held in trading accounts for TFR Reporters | $2,687,000 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $50,145,372,000 | 6 |
| Certificates of participation in pools of residential mortgages | $5,429,143,000 | 17 |
| Issued or guaranteed by U.S. | $5,188,508,000 | 15 |
| Privately issued | $240,635,000 | 18 |
| Collaterized mortgage obligations | $44,716,229,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $4,963,839,000 | 7 |
| Privately issued | $39,752,390,000 | 1 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $283,766,000 | 77 |
| Available-for-sale securities (fair market value) | $50,381,133,000 | 7 |
| Total debt securities | $50,665,541,000 | 7 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $2,687,000 | 178 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $50,419,221,000 | 6 |
| U.S. Government securities | $12,207,062,000 | 15 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,207,062,000 | 15 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $38,212,159,000 | 3 |
| Privately issued residential mortgage-backed securities | $37,991,974,000 | 2 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| 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 | $49,796,001,000 | 5 |
| Certificates of participation in pools of residential mortgages | $6,921,697,000 | 17 |
| Issued or guaranteed by U.S. | $6,720,616,000 | 15 |
| Privately issued | $201,081,000 | 24 |
| Collaterized mortgage obligations | $42,874,304,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $5,083,411,000 | 7 |
| Privately issued | $37,790,893,000 | 2 |
| 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) | $338,227,000 | 68 |
| Available-for-sale securities (fair market value) | $50,080,994,000 | 6 |
| Total debt securities | $50,419,221,000 | 6 |
| 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 | $50,701,671,000 | 7 |
| U.S. Government securities | $12,599,312,000 | 12 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,599,312,000 | 12 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $38,102,359,000 | 3 |
| Privately issued residential mortgage-backed securities | $37,866,133,000 | 1 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| 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 | $50,075,968,000 | 6 |
| Certificates of participation in pools of residential mortgages | $7,379,060,000 | 16 |
| Issued or guaranteed by U.S. | $6,940,982,000 | 13 |
| Privately issued | $438,078,000 | 13 |
| Collaterized mortgage obligations | $42,696,908,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $5,268,853,000 | 5 |
| Privately issued | $37,428,055,000 | 1 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $353,478,000 | 62 |
| Available-for-sale securities (fair market value) | $50,348,193,000 | 7 |
| Total debt securities | $50,701,671,000 | 7 |
| 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 | $47,411,778,000 | 6 |
| U.S. Government securities | $13,010,945,000 | 13 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,010,945,000 | 12 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $34,400,833,000 | 3 |
| Privately issued residential mortgage-backed securities | $34,258,717,000 | 2 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| 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 | $46,879,630,000 | 5 |
| Certificates of participation in pools of residential mortgages | $7,025,057,000 | 16 |
| Issued or guaranteed by U.S. | $6,728,134,000 | 13 |
| Privately issued | $296,923,000 | 15 |
| Collaterized mortgage obligations | $39,854,573,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $5,892,779,000 | 5 |
| Privately issued | $33,961,794,000 | 2 |
| 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) | $373,368,000 | 64 |
| Available-for-sale securities (fair market value) | $47,038,410,000 | 6 |
| Total debt securities | $47,411,778,000 | 6 |
| 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 | $44,889,320,000 | 6 |
| U.S. Government securities | $12,438,490,000 | 14 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,438,490,000 | 13 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $32,450,830,000 | 3 |
| Privately issued residential mortgage-backed securities | $32,427,170,000 | 1 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| 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 | $44,475,710,000 | 5 |
| Certificates of participation in pools of residential mortgages | $6,044,900,000 | 17 |
| Issued or guaranteed by U.S. | $5,973,870,000 | 16 |
| Privately issued | $71,030,000 | 30 |
| Collaterized mortgage obligations | $38,430,810,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $6,074,670,000 | 5 |
| Privately issued | $32,356,140,000 | 1 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $392,027,000 | 58 |
| Available-for-sale securities (fair market value) | $44,497,293,000 | 6 |
| Total debt securities | $44,889,320,000 | 6 |
| 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 | $45,996,009,000 | 7 |
| U.S. Government securities | $12,990,625,000 | 14 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,990,625,000 | 13 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $33,005,384,000 | 2 |
| Privately issued residential mortgage-backed securities | $32,977,149,000 | 1 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| 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 | $45,502,477,000 | 4 |
| Certificates of participation in pools of residential mortgages | $6,257,915,000 | 18 |
| Issued or guaranteed by U.S. | $6,257,915,000 | 17 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $39,244,562,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $6,267,413,000 | 5 |
| Privately issued | $32,977,149,000 | 1 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $484,686,000 | 50 |
| Available-for-sale securities (fair market value) | $45,511,323,000 | 7 |
| Total debt securities | $45,996,009,000 | 7 |
| 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 | $45,462,016,000 | 7 |
| U.S. Government securities | $13,734,021,000 | 11 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,734,021,000 | 10 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $31,727,995,000 | 2 |
| Privately issued residential mortgage-backed securities | $31,699,634,000 | 1 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| 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 | $44,969,162,000 | 5 |
| Certificates of participation in pools of residential mortgages | $6,552,880,000 | 16 |
| Issued or guaranteed by U.S. | $6,552,880,000 | 14 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $38,416,282,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $6,716,648,000 | 2 |
| Privately issued | $31,699,634,000 | 1 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $503,689,000 | 51 |
| Available-for-sale securities (fair market value) | $44,958,327,000 | 7 |
| Total debt securities | $45,462,016,000 | 7 |
| 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 | $45,182,919,000 | 7 |
| U.S. Government securities | $14,486,943,000 | 12 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,486,943,000 | 10 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $30,695,976,000 | 2 |
| Privately issued residential mortgage-backed securities | $30,667,453,000 | 1 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| 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 | $44,688,267,000 | 3 |
| Certificates of participation in pools of residential mortgages | $7,010,453,000 | 14 |
| Issued or guaranteed by U.S. | $7,010,453,000 | 12 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $37,677,814,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $7,010,361,000 | 2 |
| Privately issued | $30,667,453,000 | 1 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $524,556,000 | 50 |
| Available-for-sale securities (fair market value) | $44,658,363,000 | 7 |
| Total debt securities | $45,182,919,000 | 7 |
| 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 | $39,142,498,000 | 6 |
| U.S. Government securities | $12,330,324,000 | 14 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,330,324,000 | 13 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $26,812,174,000 | 2 |
| Privately issued residential mortgage-backed securities | $26,782,595,000 | 1 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| 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 | $38,588,382,000 | 3 |
| Certificates of participation in pools of residential mortgages | $7,438,371,000 | 13 |
| Issued or guaranteed by U.S. | $7,438,371,000 | 11 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $31,150,011,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $4,367,416,000 | 7 |
| Privately issued | $26,782,595,000 | 1 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $601,284,000 | 51 |
| Available-for-sale securities (fair market value) | $38,541,214,000 | 6 |
| Total debt securities | $39,142,498,000 | 6 |
| 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 | $37,900,589,000 | 7 |
| U.S. Government securities | $12,791,533,000 | 14 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,791,533,000 | 12 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $25,109,056,000 | 3 |
| Privately issued residential mortgage-backed securities | $25,077,986,000 | 1 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| 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 | $37,343,636,000 | 4 |
| Certificates of participation in pools of residential mortgages | $7,697,188,000 | 13 |
| Issued or guaranteed by U.S. | $7,697,188,000 | 12 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $29,646,448,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $4,568,462,000 | 6 |
| Privately issued | $25,077,986,000 | 1 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $626,578,000 | 50 |
| Available-for-sale securities (fair market value) | $37,274,011,000 | 7 |
| Total debt securities | $37,900,589,000 | 7 |
| 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 | $34,587,675,000 | 7 |
| U.S. Government securities | $13,920,798,000 | 13 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,920,798,000 | 13 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $20,666,877,000 | 3 |
| Privately issued residential mortgage-backed securities | $20,633,980,000 | 1 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| 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 | $34,026,300,000 | 4 |
| Certificates of participation in pools of residential mortgages | $8,067,218,000 | 12 |
| Issued or guaranteed by U.S. | $8,067,218,000 | 11 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $25,959,082,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $5,325,102,000 | 5 |
| Privately issued | $20,633,980,000 | 1 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $674,580,000 | 46 |
| Available-for-sale securities (fair market value) | $33,913,095,000 | 7 |
| Total debt securities | $34,587,675,000 | 7 |
| 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 | $31,044,579,000 | 7 |
| U.S. Government securities | $14,023,201,000 | 14 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,023,201,000 | 13 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $17,021,378,000 | 5 |
| Privately issued residential mortgage-backed securities | $16,989,372,000 | 1 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| 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 | $30,407,465,000 | 5 |
| Certificates of participation in pools of residential mortgages | $7,898,641,000 | 12 |
| Issued or guaranteed by U.S. | $7,898,641,000 | 12 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $22,508,824,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $5,519,452,000 | 5 |
| Privately issued | $16,989,372,000 | 1 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $775,410,000 | 43 |
| Available-for-sale securities (fair market value) | $30,269,169,000 | 7 |
| Total debt securities | $31,044,579,000 | 7 |
| 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 | $24,985,103,000 | 9 |
| U.S. Government securities | $12,416,187,000 | 15 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,416,187,000 | 15 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $12,568,916,000 | 5 |
| Privately issued residential mortgage-backed securities | $12,536,375,000 | 3 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| 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 | $24,343,733,000 | 6 |
| Certificates of participation in pools of residential mortgages | $8,103,686,000 | 12 |
| Issued or guaranteed by U.S. | $8,103,686,000 | 12 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $16,240,047,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $3,703,672,000 | 10 |
| Privately issued | $12,536,375,000 | 3 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $828,538,000 | 41 |
| Available-for-sale securities (fair market value) | $24,156,565,000 | 9 |
| Total debt securities | $24,985,103,000 | 9 |
| 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 | $22,479,189,000 | 10 |
| U.S. Government securities | $12,422,024,000 | 17 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,422,024,000 | 17 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $10,057,165,000 | 5 |
| Privately issued residential mortgage-backed securities | $10,024,472,000 | 3 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| 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 | $21,684,682,000 | 6 |
| Certificates of participation in pools of residential mortgages | $7,818,741,000 | 15 |
| Issued or guaranteed by U.S. | $7,818,741,000 | 14 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $13,865,941,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $3,841,469,000 | 9 |
| Privately issued | $10,024,472,000 | 3 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $883,076,000 | 35 |
| Available-for-sale securities (fair market value) | $21,596,113,000 | 12 |
| Total debt securities | $22,479,189,000 | 10 |
| 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 | $21,259,231,000 | 13 |
| U.S. Government securities | $13,454,535,000 | 16 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,454,535,000 | 15 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $7,804,696,000 | 7 |
| Privately issued residential mortgage-backed securities | $7,771,854,000 | 3 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| 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 | $19,963,614,000 | 7 |
| Certificates of participation in pools of residential mortgages | $8,257,894,000 | 14 |
| Issued or guaranteed by U.S. | $8,257,894,000 | 14 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $11,705,720,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $3,933,866,000 | 9 |
| Privately issued | $7,771,854,000 | 3 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $930,098,000 | 33 |
| Available-for-sale securities (fair market value) | $20,329,133,000 | 14 |
| Total debt securities | $21,259,231,000 | 12 |
| 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 | $19,688,296,000 | 17 |
| U.S. Government securities | $12,322,799,000 | 17 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,322,799,000 | 17 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $7,365,497,000 | 10 |
| Privately issued residential mortgage-backed securities | $7,175,135,000 | 3 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| 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 | $18,149,892,000 | 9 |
| Certificates of participation in pools of residential mortgages | $7,755,881,000 | 14 |
| Issued or guaranteed by U.S. | $7,755,881,000 | 14 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $10,394,011,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $3,218,876,000 | 16 |
| Privately issued | $7,175,135,000 | 3 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,034,293,000 | 31 |
| Available-for-sale securities (fair market value) | $18,654,003,000 | 17 |
| Total debt securities | $19,688,296,000 | 17 |
| 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 | $14,165,133,000 | 18 |
| U.S. Government securities | $14,125,648,000 | 12 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,125,648,000 | 12 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $39,485,000 | 333 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $39,485,000 | 211 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,504,761,000 | 13 |
| Certificates of participation in pools of residential mortgages | $4,648,412,000 | 20 |
| Issued or guaranteed by U.S. | $4,648,412,000 | 20 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $7,856,349,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $7,856,349,000 | 3 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,106,497,000 | 27 |
| Available-for-sale securities (fair market value) | $13,058,636,000 | 19 |
| Total debt securities | $14,165,133,000 | 17 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $13,124,848,000 | 17 |
| U.S. Government securities | $13,124,250,000 | 14 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,124,250,000 | 14 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $598,000 | 1,571 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,795,976,000 | 14 |
| Certificates of participation in pools of residential mortgages | $3,744,752,000 | 25 |
| Issued or guaranteed by U.S. | $3,744,752,000 | 24 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $8,051,224,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $8,051,224,000 | 2 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,168,892,000 | 25 |
| Available-for-sale securities (fair market value) | $11,955,956,000 | 19 |
| Total debt securities | $13,124,250,000 | 16 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $12,366,196,000 | 20 |
| U.S. Government securities | $12,365,599,000 | 16 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,365,599,000 | 16 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $597,000 | 1,581 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,782,206,000 | 15 |
| Certificates of participation in pools of residential mortgages | $5,027,944,000 | 16 |
| Issued or guaranteed by U.S. | $5,027,944,000 | 16 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $5,754,262,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $5,754,262,000 | 10 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,430,564,000 | 18 |
| Available-for-sale securities (fair market value) | $10,935,632,000 | 21 |
| Total debt securities | $12,365,599,000 | 20 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $10,362,883,000 | 24 |
| U.S. Government securities | $10,362,883,000 | 17 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,362,883,000 | 17 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,989,299,000 | 19 |
| Certificates of participation in pools of residential mortgages | $2,325,495,000 | 38 |
| Issued or guaranteed by U.S. | $2,325,495,000 | 33 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $6,663,804,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $6,663,804,000 | 9 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,585,224,000 | 16 |
| Available-for-sale securities (fair market value) | $8,777,659,000 | 28 |
| Total debt securities | $10,362,883,000 | 23 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $8,609,548,000 | 29 |
| U.S. Government securities | $8,541,387,000 | 19 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,541,387,000 | 19 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $2,970,000 | 1,850 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,970,000 | 1,592 |
| Foreign debt securities | NA | NA |
| Equity securities | $65,191,000 | 75 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,137,572,000 | 26 |
| Certificates of participation in pools of residential mortgages | $2,255,582,000 | 38 |
| Issued or guaranteed by U.S. | $2,255,582,000 | 34 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $4,881,990,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $4,881,990,000 | 11 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,517,853,000 | 16 |
| Available-for-sale securities (fair market value) | $7,091,695,000 | 33 |
| Total debt securities | $8,544,357,000 | 29 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $1,874,004,000 | 113 |
| U.S. Government securities | $1,175,206,000 | 126 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,175,206,000 | 120 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $699,082,000 | 52 |
| Privately issued residential mortgage-backed securities | $125,378,000 | 83 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $573,704,000 | 17 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $284,000 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,025,631,000 | 120 |
| Certificates of participation in pools of residential mortgages | $610,479,000 | 102 |
| Issued or guaranteed by U.S. | $485,101,000 | 115 |
| Privately issued | $125,378,000 | 19 |
| Collaterized mortgage obligations | $415,152,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $415,152,000 | 79 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-284,000 | 9,624 |
| Available-for-sale securities (fair market value) | $1,874,288,000 | 100 |
| Total debt securities | $1,874,288,000 | 109 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $629,659,000 | 220 |
| U.S. Government securities | $150,689,000 | 565 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $150,689,000 | 525 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $478,970,000 | 62 |
| 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 | $478,970,000 | 29 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $150,334,000 | 373 |
| Certificates of participation in pools of residential mortgages | $137,000 | 6,244 |
| Issued or guaranteed by U.S. | $137,000 | 6,222 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $150,197,000 | 194 |
| CMOs issued by government agencies or sponsored agencies | $150,197,000 | 163 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $356,000 | 5,089 |
| Available-for-sale securities (fair market value) | $629,303,000 | 183 |
| Total debt securities | $629,659,000 | 216 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |