Home > Countrywide Bank, FSB > Securities
Countrywide Bank, FSB, Securities
| 2009-03-31 | Rank | |
| Total securities | $10,206,511,000 | 27 |
| U.S. Government securities | $752,797,000 | 146 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $752,797,000 | 139 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $9,453,714,000 | 12 |
| Privately issued residential mortgage-backed securities | $9,453,714,000 | 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 | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| 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 | $10,200,659,000 | 21 |
| Certificates of participation in pools of residential mortgages | $746,945,000 | 90 |
| Issued or guaranteed by U.S. | $746,945,000 | 87 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $9,453,714,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $9,453,714,000 | 9 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,852,000 | 1,532 |
| Available-for-sale securities (fair market value) | $10,200,659,000 | 26 |
| Total debt securities | $10,206,511,000 | 27 |
| 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 | $10,849,069,000 | 24 |
| U.S. Government securities | $2,060,879,000 | 70 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,060,879,000 | 68 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $10,067,090,000 | 12 |
| Privately issued residential mortgage-backed securities | $10,067,090,000 | 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 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $1,278,900,000 | 2 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,127,969,000 | 18 |
| Certificates of participation in pools of residential mortgages | $2,060,879,000 | 39 |
| Issued or guaranteed by U.S. | $2,060,879,000 | 39 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $10,067,090,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $10,067,090,000 | 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) | $-1,278,900,000 | 8,314 |
| Available-for-sale securities (fair market value) | $12,127,969,000 | 23 |
| Total debt securities | $12,127,969,000 | 24 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,278,900,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $11,785,537,000 | 23 |
| U.S. Government securities | $2,668,878,000 | 49 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,668,878,000 | 49 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $10,581,323,000 | 13 |
| Privately issued residential mortgage-backed securities | $10,581,323,000 | 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 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $1,464,664,000 | 2 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,250,201,000 | 16 |
| Certificates of participation in pools of residential mortgages | $2,668,878,000 | 30 |
| Issued or guaranteed by U.S. | $2,668,878,000 | 28 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $10,581,323,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $10,581,323,000 | 11 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $11,785,537,000 | 21 |
| Total debt securities | $13,250,201,000 | 20 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,464,664,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $13,376,074,000 | 23 |
| U.S. Government securities | $1,669,022,000 | 79 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,669,022,000 | 76 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $12,372,158,000 | 14 |
| Privately issued residential mortgage-backed securities | $12,372,158,000 | 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 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $665,106,000 | 3 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,041,180,000 | 19 |
| Certificates of participation in pools of residential mortgages | $1,240,994,000 | 61 |
| Issued or guaranteed by U.S. | $1,240,994,000 | 60 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $12,800,186,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $428,028,000 | 65 |
| Privately issued | $12,372,158,000 | 9 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 3,569 |
| Available-for-sale securities (fair market value) | $13,376,073,000 | 21 |
| Total debt securities | $14,041,180,000 | 22 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $665,106,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $14,818,166,000 | 22 |
| U.S. Government securities | $1,283,723,000 | 96 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,283,723,000 | 96 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $13,973,467,000 | 13 |
| Privately issued residential mortgage-backed securities | $13,973,467,000 | 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 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $439,024,000 | 5 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,257,190,000 | 18 |
| Certificates of participation in pools of residential mortgages | $1,283,723,000 | 66 |
| Issued or guaranteed by U.S. | $1,283,723,000 | 60 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $13,973,467,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $13,973,467,000 | 9 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $14,818,166,000 | 20 |
| Total debt securities | $15,257,190,000 | 22 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $439,024,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $17,730,603,000 | 19 |
| U.S. Government securities | $2,517,193,000 | 56 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,517,193,000 | 54 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $15,384,728,000 | 12 |
| Privately issued residential mortgage-backed securities | $15,384,728,000 | 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 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $171,318,000 | 7 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,901,921,000 | 15 |
| Certificates of participation in pools of residential mortgages | $1,276,962,000 | 62 |
| Issued or guaranteed by U.S. | $1,276,962,000 | 59 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $16,624,959,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $1,240,231,000 | 24 |
| Privately issued | $15,384,728,000 | 9 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-1,000 | 8,536 |
| Available-for-sale securities (fair market value) | $17,730,604,000 | 17 |
| Total debt securities | $17,901,921,000 | 19 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $171,318,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $18,273,012,000 | 19 |
| U.S. Government securities | $2,518,877,000 | 57 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,518,877,000 | 55 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $15,754,135,000 | 11 |
| Privately issued residential mortgage-backed securities | $15,754,135,000 | 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 | $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 | $18,273,012,000 | 16 |
| Certificates of participation in pools of residential mortgages | $1,261,211,000 | 57 |
| Issued or guaranteed by U.S. | $1,261,211,000 | 56 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $17,011,801,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $1,257,666,000 | 24 |
| Privately issued | $15,754,135,000 | 7 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $18,273,012,000 | 18 |
| Total debt securities | $18,273,012,000 | 19 |
| 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 | $18,328,079,000 | 18 |
| U.S. Government securities | $2,567,105,000 | 61 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,567,105,000 | 59 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $15,760,974,000 | 10 |
| Privately issued residential mortgage-backed securities | $15,760,974,000 | 6 |
| 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 | $18,328,079,000 | 13 |
| Certificates of participation in pools of residential mortgages | $1,279,623,000 | 55 |
| Issued or guaranteed by U.S. | $1,279,623,000 | 52 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $17,048,456,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $1,287,482,000 | 29 |
| Privately issued | $15,760,974,000 | 6 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $18,328,079,000 | 17 |
| Total debt securities | $18,328,079,000 | 18 |
| 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 | $12,504,868,000 | 24 |
| U.S. Government securities | $2,517,236,000 | 64 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,517,236,000 | 62 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $9,987,632,000 | 11 |
| Privately issued residential mortgage-backed securities | $9,987,632,000 | 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 | $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 | $12,504,868,000 | 17 |
| Certificates of participation in pools of residential mortgages | $1,157,376,000 | 65 |
| Issued or guaranteed by U.S. | $1,157,376,000 | 60 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $11,347,492,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $1,359,860,000 | 28 |
| Privately issued | $9,987,632,000 | 8 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,492,363,000 | 2 |
| Available-for-sale securities (fair market value) | $12,505,000 | 5,047 |
| Total debt securities | $12,504,868,000 | 23 |
| 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 | $6,460,498,000 | 40 |
| U.S. Government securities | $1,844,646,000 | 86 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $1,844,646,000 | 83 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $4,615,852,000 | 20 |
| Privately issued residential mortgage-backed securities | $4,615,852,000 | 14 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $197,458,000 | 298 |
| Mortgage-backed securities | $6,460,498,000 | 28 |
| Certificates of participation in pools of residential mortgages | $1,175,774,000 | 62 |
| Issued or guaranteed by U.S. | $1,175,774,000 | 57 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $5,284,724,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $668,872,000 | 56 |
| Privately issued | $4,615,852,000 | 11 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $6,460,498,000 | 38 |
| Total debt securities | $6,460,498,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $5,409,333,000 | 54 |
| U.S. Government securities | $1,515,577,000 | 107 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $1,515,577,000 | 105 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $3,893,756,000 | 21 |
| Privately issued residential mortgage-backed securities | $3,893,756,000 | 17 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $160,738,000 | 370 |
| Mortgage-backed securities | $5,409,333,000 | 39 |
| Certificates of participation in pools of residential mortgages | $1,223,875,000 | 65 |
| Issued or guaranteed by U.S. | $1,223,875,000 | 61 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $4,185,458,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $291,702,000 | 103 |
| Privately issued | $3,893,756,000 | 14 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $5,409,333,000 | 47 |
| Total debt securities | $5,409,333,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $5,601,080,000 | 51 |
| U.S. Government securities | $1,557,853,000 | 102 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $1,557,853,000 | 99 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $4,043,227,000 | 18 |
| Privately issued residential mortgage-backed securities | $4,043,227,000 | 14 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,198,520,000 | 87 |
| Mortgage-backed securities | $5,601,080,000 | 36 |
| Certificates of participation in pools of residential mortgages | $1,260,243,000 | 62 |
| Issued or guaranteed by U.S. | $1,260,243,000 | 58 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,340,837,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $297,610,000 | 100 |
| Privately issued | $4,043,227,000 | 12 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $5,601,080,000 | 43 |
| Total debt securities | $5,601,080,000 | 50 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $5,920,167,000 | 46 |
| U.S. Government securities | $1,611,353,000 | 100 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $1,611,353,000 | 97 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $4,308,814,000 | 18 |
| Privately issued residential mortgage-backed securities | $4,308,814,000 | 15 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $494,741,000 | 149 |
| Mortgage-backed securities | $5,920,167,000 | 34 |
| Certificates of participation in pools of residential mortgages | $1,294,960,000 | 60 |
| Issued or guaranteed by U.S. | $1,294,960,000 | 55 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,625,207,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $316,393,000 | 99 |
| Privately issued | $4,308,814,000 | 12 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $5,920,167,000 | 39 |
| Total debt securities | $5,920,168,000 | 46 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $6,250,928,000 | 45 |
| U.S. Government securities | $1,639,819,000 | 103 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $1,639,819,000 | 100 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $4,611,109,000 | 17 |
| Privately issued residential mortgage-backed securities | $4,611,109,000 | 14 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $821,587,000 | 107 |
| Mortgage-backed securities | $6,250,928,000 | 33 |
| Certificates of participation in pools of residential mortgages | $1,304,796,000 | 62 |
| Issued or guaranteed by U.S. | $1,304,796,000 | 58 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $4,946,132,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $335,023,000 | 93 |
| Privately issued | $4,611,109,000 | 12 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $6,250,928,000 | 39 |
| Total debt securities | $6,250,929,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $6,025,379,000 | 48 |
| U.S. Government securities | $1,006,078,000 | 143 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $1,006,078,000 | 139 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $5,019,301,000 | 16 |
| Privately issued residential mortgage-backed securities | $5,019,301,000 | 12 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,674,000 | 72 |
| Mortgage-backed securities | $6,025,379,000 | 32 |
| Certificates of participation in pools of residential mortgages | $647,530,000 | 107 |
| Issued or guaranteed by U.S. | $647,530,000 | 103 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,377,849,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $358,548,000 | 89 |
| Privately issued | $5,019,301,000 | 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $6,025,379,000 | 40 |
| Total debt securities | $6,025,379,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $6,544,886,000 | 47 |
| U.S. Government securities | $966,338,000 | 151 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $966,338,000 | 146 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $5,578,548,000 | 13 |
| Privately issued residential mortgage-backed securities | $5,578,548,000 | 9 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,944,785,000 | 30 |
| Mortgage-backed securities | $6,544,886,000 | 33 |
| Certificates of participation in pools of residential mortgages | $575,306,000 | 117 |
| Issued or guaranteed by U.S. | $575,306,000 | 113 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $5,969,580,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $391,032,000 | 86 |
| Privately issued | $5,578,548,000 | 8 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $6,544,886,000 | 39 |
| Total debt securities | $6,544,886,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $6,815,701,000 | 46 |
| U.S. Government securities | $952,623,000 | 158 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $952,623,000 | 152 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $5,863,078,000 | 11 |
| Privately issued residential mortgage-backed securities | $5,863,078,000 | 7 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,271,319,000 | 57 |
| Mortgage-backed securities | $6,815,701,000 | 30 |
| Certificates of participation in pools of residential mortgages | $539,481,000 | 126 |
| Issued or guaranteed by U.S. | $539,481,000 | 123 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $6,276,220,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $413,142,000 | 83 |
| Privately issued | $5,863,078,000 | 6 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $6,815,701,000 | 38 |
| Total debt securities | $6,815,700,000 | 46 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $5,244,875,000 | 54 |
| U.S. Government securities | $934,316,000 | 157 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $934,316,000 | 153 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $4,310,559,000 | 16 |
| Privately issued residential mortgage-backed securities | $4,310,559,000 | 9 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,520,303,000 | 55 |
| Mortgage-backed securities | $5,244,875,000 | 39 |
| Certificates of participation in pools of residential mortgages | $492,403,000 | 138 |
| Issued or guaranteed by U.S. | $492,403,000 | 134 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $4,752,472,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $441,913,000 | 80 |
| Privately issued | $4,310,559,000 | 7 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $5,244,875,000 | 46 |
| Total debt securities | $5,244,875,000 | 54 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $2,393,385,000 | 98 |
| U.S. Government securities | $960,019,000 | 157 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $960,019,000 | 153 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $1,433,366,000 | 43 |
| Privately issued residential mortgage-backed securities | $1,433,366,000 | 31 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $765,916,000 | 120 |
| Mortgage-backed securities | $2,393,385,000 | 74 |
| Certificates of participation in pools of residential mortgages | $493,825,000 | 131 |
| Issued or guaranteed by U.S. | $493,825,000 | 128 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,899,560,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $466,194,000 | 71 |
| Privately issued | $1,433,366,000 | 25 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $2,393,385,000 | 86 |
| Total debt securities | $2,393,385,000 | 99 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $2,553,938,000 | 100 |
| U.S. Government securities | $991,135,000 | 157 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $991,135,000 | 153 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $1,562,803,000 | 34 |
| Privately issued residential mortgage-backed securities | $1,562,803,000 | 26 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $531,352,000 | 147 |
| Mortgage-backed securities | $2,553,938,000 | 68 |
| Certificates of participation in pools of residential mortgages | $513,167,000 | 134 |
| Issued or guaranteed by U.S. | $513,167,000 | 131 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,040,771,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $477,968,000 | 72 |
| Privately issued | $1,562,803,000 | 20 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $2,553,938,000 | 86 |
| Total debt securities | $2,553,938,000 | 99 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $2,900,030,000 | 85 |
| U.S. Government securities | $949,122,000 | 160 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $949,122,000 | 154 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $1,950,908,000 | 30 |
| Privately issued residential mortgage-backed securities | $1,950,908,000 | 22 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,173,690,000 | 91 |
| Mortgage-backed securities | $2,900,030,000 | 56 |
| Certificates of participation in pools of residential mortgages | $398,458,000 | 166 |
| Issued or guaranteed by U.S. | $398,458,000 | 159 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,501,572,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $550,664,000 | 72 |
| Privately issued | $1,950,908,000 | 18 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $2,900,030,000 | 71 |
| Total debt securities | $2,900,030,000 | 84 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $3,563,567,000 | 73 |
| U.S. Government securities | $950,641,000 | 156 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $950,641,000 | 151 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $2,612,926,000 | 20 |
| Privately issued residential mortgage-backed securities | $2,612,926,000 | 12 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,103,044,000 | 58 |
| Mortgage-backed securities | $3,563,567,000 | 50 |
| Certificates of participation in pools of residential mortgages | $355,029,000 | 180 |
| Issued or guaranteed by U.S. | $355,029,000 | 174 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,208,538,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $595,612,000 | 74 |
| Privately issued | $2,612,926,000 | 9 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $3,563,567,000 | 63 |
| Total debt securities | $3,563,567,000 | 73 |
| 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 | $3,576,483,000 | 72 |
| U.S. Government securities | $862,502,000 | 164 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $862,502,000 | 159 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $2,713,981,000 | 17 |
| Privately issued residential mortgage-backed securities | $2,713,981,000 | 10 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,238,502,000 | 55 |
| Mortgage-backed securities | $3,576,483,000 | 50 |
| Certificates of participation in pools of residential mortgages | $211,392,000 | 256 |
| Issued or guaranteed by U.S. | $211,392,000 | 249 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $3,365,091,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $651,110,000 | 70 |
| Privately issued | $2,713,981,000 | 7 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $3,576,483,000 | 62 |
| Total debt securities | $3,576,483,000 | 70 |
| 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 | $3,790,977,000 | 68 |
| U.S. Government securities | $1,091,564,000 | 141 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $1,091,564,000 | 133 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $2,699,413,000 | 15 |
| Privately issued residential mortgage-backed securities | $2,699,413,000 | 8 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,783,636,000 | 64 |
| Mortgage-backed securities | $3,790,977,000 | 46 |
| Certificates of participation in pools of residential mortgages | $227,961,000 | 234 |
| Issued or guaranteed by U.S. | $227,961,000 | 228 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $3,563,016,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $863,603,000 | 64 |
| Privately issued | $2,699,413,000 | 6 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $3,790,977,000 | 59 |
| Total debt securities | $3,790,977,000 | 68 |
| 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 | $3,923,552,000 | 66 |
| U.S. Government securities | $1,028,157,000 | 142 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $1,028,157,000 | 138 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $2,895,395,000 | 17 |
| Privately issued residential mortgage-backed securities | $2,895,395,000 | 9 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,060,383,000 | 53 |
| Mortgage-backed securities | $3,923,552,000 | 47 |
| Certificates of participation in pools of residential mortgages | $247,208,000 | 217 |
| Issued or guaranteed by U.S. | $247,208,000 | 211 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $3,676,344,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $780,949,000 | 68 |
| Privately issued | $2,895,395,000 | 7 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $3,923,552,000 | 55 |
| Total debt securities | $3,923,552,000 | 65 |
| 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 | $2,590,789,000 | 90 |
| U.S. Government securities | $593,696,000 | 213 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $593,696,000 | 200 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $1,997,093,000 | 21 |
| Privately issued residential mortgage-backed securities | $1,997,093,000 | 12 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,490,208,000 | 72 |
| Mortgage-backed securities | $2,590,789,000 | 64 |
| Certificates of participation in pools of residential mortgages | $258,862,000 | 198 |
| Issued or guaranteed by U.S. | $258,862,000 | 191 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,331,927,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $334,834,000 | 109 |
| Privately issued | $1,997,093,000 | 9 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $2,590,789,000 | 81 |
| Total debt securities | $2,590,789,000 | 88 |
| 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 | $615,662,000 | 235 |
| U.S. Government securities | $315,376,000 | 309 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $315,376,000 | 291 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $300,287,000 | 88 |
| Privately issued residential mortgage-backed securities | $300,219,000 | 52 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $68,000 | 488 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,552,000 | 511 |
| Mortgage-backed securities | $615,595,000 | 158 |
| Certificates of participation in pools of residential mortgages | $112,801,000 | 330 |
| Issued or guaranteed by U.S. | $112,801,000 | 326 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $502,794,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $202,575,000 | 148 |
| Privately issued | $300,219,000 | 46 |
| 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) | $149,000 | 4,745 |
| Available-for-sale securities (fair market value) | $615,513,000 | 203 |
| Total debt securities | $615,594,000 | 229 |
| 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 | $17,394,000 | 5,092 |
| U.S. Government securities | $13,910,000 | 4,798 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $13,910,000 | 4,476 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $396,000 | 3,131 |
| 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 | $396,000 | 2,745 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $3,088,000 | 1,201 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,842,000 | 3,965 |
| Mortgage-backed securities | $11,222,000 | 2,182 |
| Certificates of participation in pools of residential mortgages | $11,222,000 | 1,626 |
| Issued or guaranteed by U.S. | $11,222,000 | 1,614 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| 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) | $252,000 | 5,207 |
| Available-for-sale securities (fair market value) | $17,142,000 | 4,216 |
| Total debt securities | $14,306,000 | 5,586 |
| 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 | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $27,855,000 | 3,809 |
| U.S. Government securities | $18,174,000 | 4,160 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $18,174,000 | 3,758 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $9,076,000 | 884 |
| Privately issued residential mortgage-backed securities | $573,000 | 888 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,503,000 | 730 |
| Foreign debt securities | NA | NA |
| Equity securities | $605,000 | 3,329 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,882,000 | 3,418 |
| Mortgage-backed securities | $16,103,000 | 1,861 |
| Certificates of participation in pools of residential mortgages | $15,530,000 | 1,379 |
| Issued or guaranteed by U.S. | $15,530,000 | 1,369 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $573,000 | 3,422 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $573,000 | 780 |
| 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) | $342,000 | 5,530 |
| Available-for-sale securities (fair market value) | $27,513,000 | 3,026 |
| Total debt securities | $27,250,000 | 3,779 |
| 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 | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $21,223,000 | 4,652 |
| U.S. Government securities | $10,399,000 | 5,973 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $10,399,000 | 5,166 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $10,219,000 | 759 |
| Privately issued residential mortgage-backed securities | $5,246,000 | 367 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,973,000 | 892 |
| Foreign debt securities | NA | NA |
| Equity securities | $605,000 | 3,199 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $619,000 | 7,570 |
| Mortgage-backed securities | $11,603,000 | 2,464 |
| Certificates of participation in pools of residential mortgages | $9,213,000 | 2,094 |
| Issued or guaranteed by U.S. | $6,357,000 | 2,596 |
| Privately issued | $2,856,000 | 120 |
| Collaterized mortgage obligations | $2,390,000 | 2,472 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $2,390,000 | 431 |
| 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) | $619,000 | 5,753 |
| Available-for-sale securities (fair market value) | $20,604,000 | 3,705 |
| Total debt securities | $20,618,000 | 4,631 |
| 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 | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $27,150,000 | 3,946 |
| U.S. Government securities | $14,508,000 | 5,167 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $14,508,000 | 4,139 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $12,129,000 | 514 |
| Privately issued residential mortgage-backed securities | $5,948,000 | 286 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,181,000 | 575 |
| Foreign debt securities | NA | NA |
| Equity securities | $513,000 | 3,562 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $923,000 | 7,679 |
| Mortgage-backed securities | $14,500,000 | 2,074 |
| Certificates of participation in pools of residential mortgages | $11,666,000 | 1,770 |
| Issued or guaranteed by U.S. | $8,552,000 | 2,117 |
| Privately issued | $3,114,000 | 136 |
| Collaterized mortgage obligations | $2,834,000 | 2,319 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $2,834,000 | 296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $923,000 | 6,388 |
| Available-for-sale securities (fair market value) | $26,227,000 | 2,935 |
| Total debt securities | $26,637,000 | 3,896 |
| 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 | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $15,285,000 | 6,344 |
| U.S. Government securities | $11,562,000 | 6,467 |
| U.S. Treasury securities | $501,000 | 8,023 |
| U.S. Government agency obligations | $11,061,000 | 5,177 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $2,287,000 | 1,408 |
| Privately issued residential mortgage-backed securities | $2,287,000 | 516 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,436,000 | 1,858 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $11,121,000 | 2,746 |
| Certificates of participation in pools of residential mortgages | $10,257,000 | 2,127 |
| Issued or guaranteed by U.S. | $8,834,000 | 2,309 |
| Privately issued | $1,423,000 | 227 |
| Collaterized mortgage obligations | $864,000 | 3,993 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $864,000 | 607 |
| 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) | $981,000 | 7,033 |
| Available-for-sale securities (fair market value) | $14,304,000 | 4,857 |
| Total debt securities | $13,849,000 | 6,611 |
| 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 | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $12,588,000 | 7,402 |
| U.S. Government securities | $10,253,000 | 7,209 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $10,253,000 | 5,394 |
| Securities issued by states & political subdivisions | $200,000 | 8,238 |
| Other domestic debt securities | $2,024,000 | 1,783 |
| Privately issued residential mortgage-backed securities | $1,897,000 | 643 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $127,000 | 3,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $111,000 | 6,041 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $12,150,000 | 2,727 |
| Certificates of participation in pools of residential mortgages | $12,009,000 | 1,913 |
| Issued or guaranteed by U.S. | $10,253,000 | 2,116 |
| Privately issued | $1,756,000 | 245 |
| Collaterized mortgage obligations | $141,000 | 5,612 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $141,000 | 1,437 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $12,588,000 | 5,402 |
| Total debt securities | $12,477,000 | 7,302 |
| 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 | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $14,322,000 | 7,310 |
| U.S. Government securities | $10,704,000 | 7,455 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $10,704,000 | 5,120 |
| Securities issued by states & political subdivisions | $200,000 | 8,674 |
| Other domestic debt securities | $2,665,000 | 1,728 |
| Privately issued residential mortgage-backed securities | $2,078,000 | 644 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $587,000 | 2,690 |
| Foreign debt securities | NA | NA |
| Equity securities | $753,000 | 2,437 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $12,782,000 | 2,767 |
| Certificates of participation in pools of residential mortgages | $12,367,000 | 1,959 |
| Issued or guaranteed by U.S. | $10,289,000 | 2,193 |
| Privately issued | $2,078,000 | 213 |
| Collaterized mortgage obligations | $415,000 | 5,445 |
| CMOs issued by government agencies or sponsored agencies | $415,000 | 5,220 |
| 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) | $9,026,000 | 6,066 |
| Available-for-sale securities (fair market value) | $5,296,000 | 6,712 |
| Total debt securities | $13,569,000 | 7,404 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $10,915,000 | 8,750 |
| U.S. Government securities | $7,140,000 | 9,340 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $7,140,000 | 6,752 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $3,775,000 | 1,658 |
| Privately issued residential mortgage-backed securities | $2,821,000 | 697 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $954,000 | 2,655 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $9,961,000 | 3,644 |
| Certificates of participation in pools of residential mortgages | $9,587,000 | 2,552 |
| Issued or guaranteed by U.S. | $6,766,000 | 3,141 |
| Privately issued | $2,821,000 | 268 |
| Collaterized mortgage obligations | $374,000 | 5,973 |
| CMOs issued by government agencies or sponsored agencies | $374,000 | 5,726 |
| 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 | $10,915,000 | 8,604 |
| 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 | $13,524,000 | 7,811 |
| U.S. Government securities | $8,623,000 | 8,687 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $8,623,000 | 6,062 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $4,901,000 | 1,724 |
| Privately issued residential mortgage-backed securities | $3,401,000 | 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 | $1,500,000 | 2,401 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $12,024,000 | 3,320 |
| Certificates of participation in pools of residential mortgages | $8,614,000 | 2,828 |
| Issued or guaranteed by U.S. | $8,614,000 | 2,782 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $3,410,000 | 3,253 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 6,610 |
| Privately issued | $3,401,000 | 620 |
| 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 | $13,524,000 | 7,697 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $422,000 | 294 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |