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Metlife Bank, Securities
| 2012-12-31 | Rank | |
| Total securities | $236,251,000 | 650 |
| U.S. Government securities | $223,415,000 | 485 |
| U.S. Treasury securities | $200,078,000 | 38 |
| U.S. Government agency obligations | $23,337,000 | 3,130 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $12,836,000 | 129 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $23,337,000 | 2,216 |
| Certificates of participation in pools of residential mortgages | $23,337,000 | 1,606 |
| Issued or guaranteed by U.S. | $23,337,000 | 1,604 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $236,251,000 | 582 |
| Total debt securities | $223,415,000 | 671 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $521,095,000 | 298 |
| U.S. Government securities | $508,111,000 | 229 |
| U.S. Treasury securities | $425,960,000 | 23 |
| U.S. Government agency obligations | $82,151,000 | 1,206 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $12,984,000 | 129 |
| 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 | $25,167,000 | 2,206 |
| Certificates of participation in pools of residential mortgages | $25,167,000 | 1,592 |
| Issued or guaranteed by U.S. | $25,167,000 | 1,591 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $521,095,000 | 262 |
| Total debt securities | $508,111,000 | 298 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $615,789,000 | 253 |
| U.S. Government securities | $602,070,000 | 190 |
| U.S. Treasury securities | $505,692,000 | 25 |
| U.S. Government agency obligations | $96,378,000 | 1,043 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $830,000 | 2,171 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $830,000 | 267 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $12,889,000 | 127 |
| 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 | $27,015,000 | 2,137 |
| Certificates of participation in pools of residential mortgages | $27,015,000 | 1,534 |
| Issued or guaranteed by U.S. | $27,015,000 | 1,532 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $615,789,000 | 226 |
| Total debt securities | $602,900,000 | 252 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $2,497,216,000 | 87 |
| U.S. Government securities | $2,484,448,000 | 72 |
| U.S. Treasury securities | $2,385,248,000 | 11 |
| U.S. Government agency obligations | $99,200,000 | 1,046 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $12,768,000 | 124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,534,691,000 | 69 |
| Mortgage-backed securities | $28,193,000 | 2,080 |
| Certificates of participation in pools of residential mortgages | $28,193,000 | 1,456 |
| Issued or guaranteed by U.S. | $28,193,000 | 1,452 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $2,497,216,000 | 75 |
| Total debt securities | $2,484,448,000 | 87 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $5,722,748,000 | 48 |
| U.S. Government securities | $3,698,672,000 | 53 |
| U.S. Treasury securities | $936,518,000 | 16 |
| U.S. Government agency obligations | $2,762,154,000 | 65 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $2,011,163,000 | 25 |
| Privately issued residential mortgage-backed securities | $321,111,000 | 39 |
| Commercial mortgage-backed securities - Total | $772,020,000 | 9 |
| Asset backed securities | $668,241,000 | 18 |
| Structured financial products - Total | $202,722,000 | 9 |
| Other domestic debt securities - All other | $47,069,000 | 136 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $12,913,000 | 121 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,243,426,000 | 29 |
| Mortgage-backed securities | $3,788,090,000 | 48 |
| Certificates of participation in pools of residential mortgages | $1,674,941,000 | 53 |
| Issued or guaranteed by U.S. | $1,674,941,000 | 53 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,341,129,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,020,018,000 | 55 |
| Privately issued | $321,111,000 | 38 |
| Commercial mortgage-backed securities | $772,020,000 | 14 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $772,020,000 | 11 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $5,722,748,000 | 46 |
| Total debt securities | $5,709,209,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $6,362,210,000 | 47 |
| U.S. Government securities | $4,190,565,000 | 49 |
| U.S. Treasury securities | $1,071,487,000 | 13 |
| U.S. Government agency obligations | $3,119,078,000 | 56 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $2,158,735,000 | 25 |
| Privately issued residential mortgage-backed securities | $361,076,000 | 38 |
| Commercial mortgage-backed securities - Total | $844,784,000 | 9 |
| Asset backed securities | $703,672,000 | 18 |
| Structured financial products - Total | $203,193,000 | 8 |
| Other domestic debt securities - All other | $46,010,000 | 134 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $12,910,000 | 123 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,275,316,000 | 28 |
| Mortgage-backed securities | $4,238,300,000 | 46 |
| Certificates of participation in pools of residential mortgages | $1,858,869,000 | 48 |
| Issued or guaranteed by U.S. | $1,858,869,000 | 47 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,534,647,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,173,571,000 | 49 |
| Privately issued | $361,076,000 | 36 |
| Commercial mortgage-backed securities | $844,784,000 | 12 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $844,784,000 | 10 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $6,362,210,000 | 43 |
| Total debt securities | $6,348,802,000 | 46 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $6,486,955,000 | 43 |
| U.S. Government securities | $4,007,537,000 | 49 |
| U.S. Treasury securities | $561,118,000 | 23 |
| U.S. Government agency obligations | $3,446,419,000 | 53 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $2,466,582,000 | 23 |
| Privately issued residential mortgage-backed securities | $401,634,000 | 39 |
| Commercial mortgage-backed securities - Total | $1,007,740,000 | 7 |
| Asset backed securities | $795,476,000 | 16 |
| Structured financial products - Total | $209,313,000 | 8 |
| Other domestic debt securities - All other | $52,419,000 | 115 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $12,836,000 | 123 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,712,967,000 | 23 |
| Mortgage-backed securities | $4,635,645,000 | 40 |
| Certificates of participation in pools of residential mortgages | $1,933,065,000 | 46 |
| Issued or guaranteed by U.S. | $1,933,065,000 | 45 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,694,840,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,293,206,000 | 49 |
| Privately issued | $401,634,000 | 36 |
| Commercial mortgage-backed securities | $1,007,740,000 | 10 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $1,007,740,000 | 7 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $6,486,955,000 | 40 |
| Total debt securities | $6,471,799,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $6,958,645,000 | 42 |
| U.S. Government securities | $4,204,382,000 | 48 |
| U.S. Treasury securities | $399,782,000 | 27 |
| U.S. Government agency obligations | $3,804,600,000 | 50 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $2,741,449,000 | 21 |
| Privately issued residential mortgage-backed securities | $439,995,000 | 36 |
| Commercial mortgage-backed securities - Total | $1,187,249,000 | 7 |
| Asset backed securities | $841,594,000 | 15 |
| Structured financial products - Total | $220,742,000 | 8 |
| Other domestic debt securities - All other | $51,869,000 | 117 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $12,814,000 | 126 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,076,377,000 | 24 |
| Mortgage-backed securities | $5,009,750,000 | 39 |
| Certificates of participation in pools of residential mortgages | $1,983,153,000 | 46 |
| Issued or guaranteed by U.S. | $1,983,153,000 | 45 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,839,348,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,399,353,000 | 46 |
| Privately issued | $439,995,000 | 33 |
| Commercial mortgage-backed securities | $1,187,249,000 | 10 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $1,187,249,000 | 7 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $6,958,645,000 | 40 |
| Total debt securities | $6,945,318,000 | 41 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $6,986,318,000 | 38 |
| U.S. Government securities | $4,036,271,000 | 48 |
| U.S. Treasury securities | $99,783,000 | 71 |
| U.S. Government agency obligations | $3,936,488,000 | 48 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $2,936,722,000 | 20 |
| Privately issued residential mortgage-backed securities | $475,848,000 | 33 |
| Commercial mortgage-backed securities - Total | $1,246,215,000 | 8 |
| Asset backed securities | $946,477,000 | 16 |
| Structured financial products - Total | $182,045,000 | 10 |
| Other domestic debt securities - All other | $86,137,000 | 85 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $13,325,000 | 124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,556,612,000 | 22 |
| Mortgage-backed securities | $5,190,134,000 | 34 |
| Certificates of participation in pools of residential mortgages | $2,014,283,000 | 42 |
| Issued or guaranteed by U.S. | $2,014,283,000 | 40 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,929,636,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $1,453,788,000 | 45 |
| Privately issued | $475,848,000 | 31 |
| Commercial mortgage-backed securities | $1,246,215,000 | 8 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $1,246,215,000 | 6 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $6,986,318,000 | 37 |
| Total debt securities | $6,972,532,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $8,178,007,000 | 30 |
| U.S. Government securities | $4,702,895,000 | 36 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $4,702,895,000 | 36 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $3,461,518,000 | 16 |
| Privately issued residential mortgage-backed securities | $529,172,000 | 31 |
| Commercial mortgage-backed securities - Total | $1,387,656,000 | 9 |
| Asset backed securities | $1,247,113,000 | 15 |
| Structured financial products - Total | $186,775,000 | 10 |
| Other domestic debt securities - All other | $110,802,000 | 73 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $13,594,000 | 122 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,137,261,000 | 19 |
| Mortgage-backed securities | $5,949,675,000 | 29 |
| Certificates of participation in pools of residential mortgages | $2,157,070,000 | 37 |
| Issued or guaranteed by U.S. | $2,157,070,000 | 37 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,404,949,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $1,875,777,000 | 35 |
| Privately issued | $529,172,000 | 28 |
| Commercial mortgage-backed securities | $1,387,656,000 | 9 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $1,387,656,000 | 7 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $8,178,007,000 | 29 |
| Total debt securities | $8,061,672,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $6,824,691,000 | 37 |
| U.S. Government securities | $3,561,641,000 | 50 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $3,561,641,000 | 48 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $3,249,240,000 | 18 |
| Privately issued residential mortgage-backed securities | $559,539,000 | 30 |
| Commercial mortgage-backed securities - Total | $1,464,920,000 | 9 |
| Asset backed securities | $950,428,000 | 17 |
| Structured financial products - Total | $162,222,000 | 12 |
| Other domestic debt securities - All other | $112,131,000 | 67 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $13,810,000 | 117 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,848,464,000 | 23 |
| Mortgage-backed securities | $5,084,999,000 | 31 |
| Certificates of participation in pools of residential mortgages | $1,487,897,000 | 56 |
| Issued or guaranteed by U.S. | $1,487,897,000 | 55 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,132,182,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $1,572,643,000 | 37 |
| Privately issued | $559,539,000 | 27 |
| Commercial mortgage-backed securities | $1,464,920,000 | 9 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $1,464,920,000 | 7 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $6,824,691,000 | 36 |
| Total debt securities | $6,717,190,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $6,715,026,000 | 36 |
| U.S. Government securities | $3,664,386,000 | 52 |
| U.S. Treasury securities | $249,794,000 | 37 |
| U.S. Government agency obligations | $3,414,592,000 | 49 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $3,026,127,000 | 18 |
| Privately issued residential mortgage-backed securities | $592,659,000 | 30 |
| Commercial mortgage-backed securities - Total | $1,250,855,000 | 9 |
| Asset backed securities | $912,992,000 | 16 |
| Structured financial products - Total | $136,485,000 | 13 |
| Other domestic debt securities - All other | $133,136,000 | 60 |
| Foreign debt securities | $10,005,000 | 42 |
| Equity securities | $14,508,000 | 106 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,653,841,000 | 24 |
| Mortgage-backed securities | $4,911,716,000 | 31 |
| Certificates of participation in pools of residential mortgages | $1,545,892,000 | 53 |
| Issued or guaranteed by U.S. | $1,545,892,000 | 51 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,114,969,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $1,522,310,000 | 37 |
| Privately issued | $592,659,000 | 28 |
| Commercial mortgage-backed securities | $1,250,855,000 | 9 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $1,250,855,000 | 7 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $6,715,026,000 | 35 |
| Total debt securities | $6,597,903,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $6,738,475,000 | 38 |
| U.S. Government securities | $3,897,758,000 | 46 |
| U.S. Treasury securities | $299,438,000 | 31 |
| U.S. Government agency obligations | $3,598,320,000 | 51 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $2,818,093,000 | 23 |
| Privately issued residential mortgage-backed securities | $612,402,000 | 31 |
| Commercial mortgage-backed securities - Total | $1,009,295,000 | 11 |
| Asset backed securities | $947,296,000 | 18 |
| Structured financial products - Total | $114,774,000 | 14 |
| Other domestic debt securities - All other | $134,326,000 | 58 |
| Foreign debt securities | $9,989,000 | 39 |
| Equity securities | $12,635,000 | 132 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,279,132,000 | 27 |
| Mortgage-backed securities | $4,546,627,000 | 34 |
| Certificates of participation in pools of residential mortgages | $1,354,299,000 | 60 |
| Issued or guaranteed by U.S. | $1,354,299,000 | 58 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,183,033,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $1,570,631,000 | 32 |
| Privately issued | $612,402,000 | 28 |
| Commercial mortgage-backed securities | $1,009,295,000 | 11 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $1,009,295,000 | 10 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $6,738,475,000 | 34 |
| Total debt securities | $6,725,840,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $6,302,530,000 | 43 |
| U.S. Government securities | $3,675,703,000 | 45 |
| U.S. Treasury securities | $299,115,000 | 31 |
| U.S. Government agency obligations | $3,376,588,000 | 50 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $2,612,518,000 | 30 |
| Privately issued residential mortgage-backed securities | $615,417,000 | 36 |
| Commercial mortgage-backed securities - Total | $837,919,000 | 11 |
| Asset backed securities | $977,225,000 | 21 |
| Structured financial products - Total | $102,097,000 | 19 |
| Other domestic debt securities - All other | $79,860,000 | 84 |
| Foreign debt securities | $9,697,000 | 38 |
| Equity securities | $4,612,000 | 339 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,630,699,000 | 25 |
| Mortgage-backed securities | $4,054,813,000 | 37 |
| Certificates of participation in pools of residential mortgages | $1,226,206,000 | 59 |
| Issued or guaranteed by U.S. | $1,226,206,000 | 58 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,990,688,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $1,375,271,000 | 36 |
| Privately issued | $615,417,000 | 32 |
| Commercial mortgage-backed securities | $837,919,000 | 11 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $837,919,000 | 10 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $6,302,530,000 | 41 |
| Total debt securities | $6,297,918,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $5,969,190,000 | 40 |
| U.S. Government securities | $3,535,324,000 | 46 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $3,535,324,000 | 45 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $2,419,740,000 | 28 |
| Privately issued residential mortgage-backed securities | $640,186,000 | 34 |
| Commercial mortgage-backed securities - Total | $643,430,000 | 13 |
| Asset backed securities | $958,167,000 | 21 |
| Structured financial products - Total | $89,770,000 | 17 |
| Other domestic debt securities - All other | $88,187,000 | 77 |
| Foreign debt securities | $9,589,000 | 38 |
| Equity securities | $4,537,000 | 375 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,110,779,000 | 29 |
| Mortgage-backed securities | $4,729,311,000 | 32 |
| Certificates of participation in pools of residential mortgages | $2,053,458,000 | 40 |
| Issued or guaranteed by U.S. | $2,053,458,000 | 39 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,032,423,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $1,392,237,000 | 32 |
| Privately issued | $640,186,000 | 31 |
| Commercial mortgage-backed securities | $643,430,000 | 13 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $643,430,000 | 10 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $5,969,190,000 | 37 |
| Total debt securities | $5,964,652,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $4,970,348,000 | 50 |
| U.S. Government securities | $2,911,060,000 | 50 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $2,911,060,000 | 47 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $2,044,929,000 | 29 |
| Privately issued residential mortgage-backed securities | $1,283,488,000 | 26 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $671,855,000 | 19 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $89,586,000 | 73 |
| Foreign debt securities | $9,841,000 | 34 |
| Equity securities | $4,518,000 | 388 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,591,439,000 | 67 |
| Mortgage-backed securities | $3,930,323,000 | 37 |
| Certificates of participation in pools of residential mortgages | $1,849,995,000 | 45 |
| Issued or guaranteed by U.S. | $1,509,716,000 | 53 |
| Privately issued | $340,279,000 | 8 |
| Collaterized mortgage obligations | $2,080,328,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $1,137,119,000 | 39 |
| Privately issued | $943,209,000 | 30 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $4,970,348,000 | 44 |
| Total debt securities | $4,965,830,000 | 46 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $4,360,495,000 | 48 |
| U.S. Government securities | $2,333,116,000 | 61 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $2,333,116,000 | 58 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $2,013,134,000 | 27 |
| Privately issued residential mortgage-backed securities | $1,263,685,000 | 28 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $646,742,000 | 19 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $102,707,000 | 66 |
| Foreign debt securities | $9,816,000 | 28 |
| Equity securities | $4,429,000 | 351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,822,860,000 | 62 |
| Mortgage-backed securities | $3,331,888,000 | 44 |
| Certificates of participation in pools of residential mortgages | $1,178,927,000 | 63 |
| Issued or guaranteed by U.S. | $877,706,000 | 75 |
| Privately issued | $301,221,000 | 11 |
| Collaterized mortgage obligations | $2,152,961,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $1,190,497,000 | 36 |
| Privately issued | $962,464,000 | 30 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $4,360,495,000 | 43 |
| Total debt securities | $4,356,066,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $4,107,491,000 | 49 |
| U.S. Government securities | $1,858,597,000 | 68 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $1,858,597,000 | 67 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $2,234,703,000 | 26 |
| Privately issued residential mortgage-backed securities | $1,462,800,000 | 28 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $659,456,000 | 22 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $112,447,000 | 57 |
| Foreign debt securities | $9,758,000 | 28 |
| Equity securities | $4,433,000 | 357 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,271,029,000 | 70 |
| Mortgage-backed securities | $3,240,970,000 | 46 |
| Certificates of participation in pools of residential mortgages | $1,119,547,000 | 63 |
| Issued or guaranteed by U.S. | $777,788,000 | 77 |
| Privately issued | $341,759,000 | 11 |
| Collaterized mortgage obligations | $2,121,423,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $1,000,382,000 | 34 |
| Privately issued | $1,121,041,000 | 30 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $4,107,491,000 | 42 |
| Total debt securities | $4,103,058,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $4,280,330,000 | 56 |
| U.S. Government securities | $1,931,757,000 | 69 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $1,931,757,000 | 67 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $2,334,362,000 | 31 |
| Privately issued residential mortgage-backed securities | $1,579,021,000 | 30 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $602,277,000 | 21 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $153,064,000 | 52 |
| Foreign debt securities | $9,745,000 | 29 |
| Equity securities | $4,466,000 | 511 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,688,314,000 | 61 |
| Mortgage-backed securities | $3,498,378,000 | 46 |
| Certificates of participation in pools of residential mortgages | $1,203,741,000 | 62 |
| Issued or guaranteed by U.S. | $820,909,000 | 73 |
| Privately issued | $382,832,000 | 12 |
| Collaterized mortgage obligations | $2,294,637,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $1,098,448,000 | 33 |
| Privately issued | $1,196,189,000 | 34 |
| 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 | 3,596 |
| Available-for-sale securities (fair market value) | $4,280,330,000 | 47 |
| Total debt securities | $4,275,864,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $4,471,783,000 | 52 |
| U.S. Government securities | $2,231,460,000 | 57 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $2,231,460,000 | 56 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $2,226,123,000 | 34 |
| Privately issued residential mortgage-backed securities | $1,535,062,000 | 33 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $526,188,000 | 21 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $164,873,000 | 50 |
| Foreign debt securities | $9,683,000 | 32 |
| Equity securities | $4,517,000 | 565 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,271,676,000 | 73 |
| Mortgage-backed securities | $3,728,122,000 | 45 |
| Certificates of participation in pools of residential mortgages | $1,422,034,000 | 60 |
| Issued or guaranteed by U.S. | $1,032,381,000 | 70 |
| Privately issued | $389,653,000 | 13 |
| Collaterized mortgage obligations | $2,306,088,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $1,160,679,000 | 30 |
| Privately issued | $1,145,409,000 | 34 |
| 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) | $4,471,783,000 | 46 |
| Total debt securities | $4,467,266,000 | 52 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $4,251,781,000 | 57 |
| U.S. Government securities | $2,243,825,000 | 60 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $2,243,825,000 | 57 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $1,993,675,000 | 34 |
| Privately issued residential mortgage-backed securities | $1,348,138,000 | 35 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $452,503,000 | 19 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $193,034,000 | 41 |
| Foreign debt securities | $9,759,000 | 28 |
| Equity securities | $4,522,000 | 518 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,060,941,000 | 82 |
| Mortgage-backed securities | $3,591,963,000 | 45 |
| Certificates of participation in pools of residential mortgages | $1,173,881,000 | 65 |
| Issued or guaranteed by U.S. | $1,022,085,000 | 65 |
| Privately issued | $151,796,000 | 24 |
| Collaterized mortgage obligations | $2,418,082,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $1,221,740,000 | 25 |
| Privately issued | $1,196,342,000 | 35 |
| 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 | 3,689 |
| Available-for-sale securities (fair market value) | $4,251,781,000 | 49 |
| Total debt securities | $4,247,259,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $3,939,746,000 | 61 |
| U.S. Government securities | $2,224,494,000 | 61 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $2,224,494,000 | 59 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $1,700,883,000 | 40 |
| Privately issued residential mortgage-backed securities | $1,018,489,000 | 40 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $451,116,000 | 21 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $231,278,000 | 40 |
| Foreign debt securities | $9,908,000 | 25 |
| Equity securities | $4,461,000 | 501 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $884,091,000 | 97 |
| Mortgage-backed securities | $3,242,983,000 | 46 |
| Certificates of participation in pools of residential mortgages | $1,252,435,000 | 58 |
| Issued or guaranteed by U.S. | $1,105,594,000 | 62 |
| Privately issued | $146,841,000 | 27 |
| Collaterized mortgage obligations | $1,990,548,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $1,118,900,000 | 27 |
| Privately issued | $871,648,000 | 38 |
| 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) | $3,939,746,000 | 51 |
| Total debt securities | $3,935,285,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $3,756,199,000 | 63 |
| U.S. Government securities | $2,037,219,000 | 72 |
| U.S. Treasury securities | $72,453,000 | 50 |
| U.S. Government agency obligations | $1,964,766,000 | 73 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $1,704,454,000 | 36 |
| Privately issued residential mortgage-backed securities | $968,249,000 | 43 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $428,811,000 | 18 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $307,394,000 | 25 |
| Foreign debt securities | $10,028,000 | 29 |
| Equity securities | $4,498,000 | 499 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $917,371,000 | 100 |
| Mortgage-backed securities | $2,933,015,000 | 54 |
| Certificates of participation in pools of residential mortgages | $1,203,008,000 | 60 |
| Issued or guaranteed by U.S. | $1,048,005,000 | 63 |
| Privately issued | $155,003,000 | 27 |
| Collaterized mortgage obligations | $1,730,007,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $916,761,000 | 42 |
| Privately issued | $813,246,000 | 41 |
| 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) | $3,756,199,000 | 55 |
| Total debt securities | $3,751,701,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $4,162,063,000 | 58 |
| U.S. Government securities | $2,331,382,000 | 69 |
| U.S. Treasury securities | $72,918,000 | 52 |
| U.S. Government agency obligations | $2,258,464,000 | 68 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $1,732,678,000 | 36 |
| Privately issued residential mortgage-backed securities | $966,493,000 | 41 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $477,490,000 | 16 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $288,695,000 | 25 |
| Foreign debt securities | $93,505,000 | 17 |
| Equity securities | $4,498,000 | 509 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $881,842,000 | 104 |
| Mortgage-backed securities | $3,207,718,000 | 48 |
| Certificates of participation in pools of residential mortgages | $1,453,733,000 | 52 |
| Issued or guaranteed by U.S. | $1,286,738,000 | 53 |
| Privately issued | $166,995,000 | 27 |
| Collaterized mortgage obligations | $1,753,985,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $954,487,000 | 36 |
| Privately issued | $799,498,000 | 40 |
| 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 | 3,860 |
| Available-for-sale securities (fair market value) | $4,162,063,000 | 51 |
| Total debt securities | $4,157,565,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $4,053,350,000 | 62 |
| U.S. Government securities | $2,169,997,000 | 71 |
| U.S. Treasury securities | $72,366,000 | 57 |
| U.S. Government agency obligations | $2,097,631,000 | 70 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $1,780,408,000 | 36 |
| Privately issued residential mortgage-backed securities | $887,321,000 | 44 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $599,072,000 | 16 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $294,015,000 | 25 |
| Foreign debt securities | $98,457,000 | 16 |
| Equity securities | $4,488,000 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $916,354,000 | 101 |
| Mortgage-backed securities | $2,975,021,000 | 52 |
| Certificates of participation in pools of residential mortgages | $1,322,420,000 | 56 |
| Issued or guaranteed by U.S. | $1,145,301,000 | 58 |
| Privately issued | $177,119,000 | 23 |
| Collaterized mortgage obligations | $1,652,601,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $942,399,000 | 40 |
| Privately issued | $710,202,000 | 42 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $4,053,350,000 | 54 |
| Total debt securities | $4,048,862,000 | 62 |
| 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 | $4,348,943,000 | 64 |
| U.S. Government securities | $2,450,208,000 | 70 |
| U.S. Treasury securities | $74,395,000 | 59 |
| U.S. Government agency obligations | $2,375,813,000 | 70 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $1,801,102,000 | 36 |
| Privately issued residential mortgage-backed securities | $870,400,000 | 46 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $603,266,000 | 16 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $327,436,000 | 24 |
| Foreign debt securities | $93,267,000 | 16 |
| Equity securities | $4,366,000 | 519 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $760,789,000 | 114 |
| Mortgage-backed securities | $3,098,665,000 | 57 |
| Certificates of participation in pools of residential mortgages | $1,228,136,000 | 64 |
| Issued or guaranteed by U.S. | $1,057,416,000 | 68 |
| Privately issued | $170,720,000 | 24 |
| Collaterized mortgage obligations | $1,870,529,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,170,849,000 | 36 |
| Privately issued | $699,680,000 | 44 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $4,348,943,000 | 56 |
| Total debt securities | $4,344,577,000 | 64 |
| 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 | $4,267,949,000 | 61 |
| U.S. Government securities | $2,387,143,000 | 66 |
| U.S. Treasury securities | $72,974,000 | 64 |
| U.S. Government agency obligations | $2,314,169,000 | 65 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $1,783,699,000 | 35 |
| Privately issued residential mortgage-backed securities | $900,725,000 | 47 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $539,553,000 | 18 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $343,421,000 | 21 |
| Foreign debt securities | $92,741,000 | 16 |
| Equity securities | $4,366,000 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $780,409,000 | 115 |
| Mortgage-backed securities | $3,048,124,000 | 53 |
| Certificates of participation in pools of residential mortgages | $1,134,925,000 | 68 |
| Issued or guaranteed by U.S. | $953,660,000 | 73 |
| Privately issued | $181,265,000 | 23 |
| Collaterized mortgage obligations | $1,913,199,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,193,739,000 | 36 |
| Privately issued | $719,460,000 | 42 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $4,267,949,000 | 51 |
| Total debt securities | $4,263,581,000 | 61 |
| 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 | $4,367,497,000 | 62 |
| U.S. Government securities | $2,267,400,000 | 71 |
| U.S. Treasury securities | $172,299,000 | 45 |
| U.S. Government agency obligations | $2,095,101,000 | 76 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $2,012,724,000 | 34 |
| Privately issued residential mortgage-backed securities | $1,061,136,000 | 42 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $576,602,000 | 19 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $374,986,000 | 19 |
| Foreign debt securities | $82,946,000 | 15 |
| Equity securities | $4,427,000 | 517 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $726,045,000 | 115 |
| Mortgage-backed securities | $2,958,653,000 | 55 |
| Certificates of participation in pools of residential mortgages | $968,729,000 | 75 |
| Issued or guaranteed by U.S. | $647,609,000 | 94 |
| Privately issued | $321,120,000 | 16 |
| Collaterized mortgage obligations | $1,989,924,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,249,908,000 | 33 |
| Privately issued | $740,016,000 | 39 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $4,367,497,000 | 53 |
| Total debt securities | $4,363,071,000 | 62 |
| 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 | $4,232,854,000 | 64 |
| U.S. Government securities | $2,302,770,000 | 76 |
| U.S. Treasury securities | $185,443,000 | 39 |
| U.S. Government agency obligations | $2,117,327,000 | 79 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $1,839,974,000 | 36 |
| Privately issued residential mortgage-backed securities | $995,464,000 | 41 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $521,408,000 | 23 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $323,102,000 | 20 |
| Foreign debt securities | $85,627,000 | 14 |
| Equity securities | $4,483,000 | 525 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,842,112,000 | 64 |
| Mortgage-backed securities | $2,915,700,000 | 57 |
| Certificates of participation in pools of residential mortgages | $1,027,327,000 | 73 |
| Issued or guaranteed by U.S. | $683,843,000 | 97 |
| Privately issued | $343,484,000 | 13 |
| Collaterized mortgage obligations | $1,888,373,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,236,393,000 | 33 |
| Privately issued | $651,980,000 | 43 |
| 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) | $4,232,854,000 | 57 |
| Total debt securities | $4,228,373,000 | 64 |
| 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 | $3,458,764,000 | 68 |
| U.S. Government securities | $1,801,205,000 | 91 |
| U.S. Treasury securities | $303,067,000 | 24 |
| U.S. Government agency obligations | $1,498,138,000 | 104 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $1,556,201,000 | 38 |
| Privately issued residential mortgage-backed securities | $715,870,000 | 46 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $541,706,000 | 21 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $298,625,000 | 24 |
| Foreign debt securities | $96,688,000 | 15 |
| Equity securities | $4,670,000 | 515 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $496,979,000 | 149 |
| Mortgage-backed securities | $2,080,065,000 | 78 |
| Certificates of participation in pools of residential mortgages | $721,881,000 | 99 |
| Issued or guaranteed by U.S. | $504,411,000 | 128 |
| Privately issued | $217,470,000 | 18 |
| Collaterized mortgage obligations | $1,358,184,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $859,784,000 | 55 |
| Privately issued | $498,400,000 | 47 |
| 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) | $3,458,764,000 | 61 |
| Total debt securities | $3,454,096,000 | 68 |
| 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 | $2,886,827,000 | 85 |
| U.S. Government securities | $1,434,148,000 | 113 |
| U.S. Treasury securities | $297,080,000 | 27 |
| U.S. Government agency obligations | $1,137,068,000 | 128 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $1,384,042,000 | 43 |
| Privately issued residential mortgage-backed securities | $774,121,000 | 47 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $357,181,000 | 24 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $252,740,000 | 29 |
| Foreign debt securities | $63,857,000 | 17 |
| Equity securities | $4,780,000 | 530 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $547,582,000 | 142 |
| Mortgage-backed securities | $1,838,799,000 | 91 |
| Certificates of participation in pools of residential mortgages | $603,985,000 | 112 |
| Issued or guaranteed by U.S. | $356,481,000 | 163 |
| Privately issued | $247,504,000 | 14 |
| Collaterized mortgage obligations | $1,234,814,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $708,197,000 | 63 |
| Privately issued | $526,617,000 | 45 |
| 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) | $2,886,827,000 | 71 |
| Total debt securities | $2,882,047,000 | 83 |
| 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 | $2,176,314,000 | 111 |
| U.S. Government securities | $1,042,270,000 | 148 |
| U.S. Treasury securities | $171,681,000 | 42 |
| U.S. Government agency obligations | $870,589,000 | 158 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $1,116,283,000 | 51 |
| Privately issued residential mortgage-backed securities | $568,067,000 | 52 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $289,696,000 | 26 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $258,520,000 | 31 |
| Foreign debt securities | $12,981,000 | 27 |
| Equity securities | $4,780,000 | 545 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $336,969,000 | 202 |
| Mortgage-backed securities | $1,379,478,000 | 107 |
| Certificates of participation in pools of residential mortgages | $534,148,000 | 127 |
| Issued or guaranteed by U.S. | $278,728,000 | 192 |
| Privately issued | $255,420,000 | 13 |
| Collaterized mortgage obligations | $845,330,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $532,683,000 | 71 |
| Privately issued | $312,647,000 | 65 |
| 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) | $2,176,314,000 | 95 |
| Total debt securities | $2,171,534,000 | 108 |
| 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 | $1,355,185,000 | 157 |
| U.S. Government securities | $621,630,000 | 205 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $621,630,000 | 200 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $721,607,000 | 65 |
| Privately issued residential mortgage-backed securities | $267,398,000 | 82 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $232,825,000 | 29 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $221,384,000 | 35 |
| Foreign debt securities | $7,161,000 | 33 |
| Equity securities | $4,787,000 | 571 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $146,825,000 | 376 |
| Mortgage-backed securities | $881,232,000 | 143 |
| Certificates of participation in pools of residential mortgages | $546,823,000 | 126 |
| Issued or guaranteed by U.S. | $279,425,000 | 196 |
| Privately issued | $267,398,000 | 12 |
| Collaterized mortgage obligations | $334,409,000 | 127 |
| CMOs issued by government agencies or sponsored agencies | $334,409,000 | 94 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $1,355,185,000 | 137 |
| Total debt securities | $1,350,397,000 | 152 |
| 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 | $1,200,703,000 | 167 |
| U.S. Government securities | $459,995,000 | 258 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $459,995,000 | 246 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $722,861,000 | 64 |
| Privately issued residential mortgage-backed securities | $276,540,000 | 77 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $204,254,000 | 31 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $242,067,000 | 35 |
| Foreign debt securities | $16,203,000 | 26 |
| Equity securities | $1,644,000 | 1,019 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $154,747,000 | 365 |
| Mortgage-backed securities | $736,535,000 | 158 |
| Certificates of participation in pools of residential mortgages | $490,350,000 | 133 |
| Issued or guaranteed by U.S. | $213,810,000 | 238 |
| Privately issued | $276,540,000 | 11 |
| Collaterized mortgage obligations | $246,185,000 | 149 |
| CMOs issued by government agencies or sponsored agencies | $246,185,000 | 108 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $1,200,703,000 | 147 |
| Total debt securities | $1,199,059,000 | 166 |
| 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 | $1,190,983,000 | 169 |
| U.S. Government securities | $476,457,000 | 260 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $476,457,000 | 249 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $682,927,000 | 63 |
| Privately issued residential mortgage-backed securities | $255,232,000 | 79 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $159,265,000 | 34 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $268,430,000 | 29 |
| Foreign debt securities | $15,911,000 | 27 |
| Equity securities | $15,688,000 | 241 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $161,723,000 | 343 |
| Mortgage-backed securities | $731,689,000 | 160 |
| Certificates of participation in pools of residential mortgages | $475,246,000 | 143 |
| Issued or guaranteed by U.S. | $220,014,000 | 239 |
| Privately issued | $255,232,000 | 11 |
| Collaterized mortgage obligations | $256,443,000 | 150 |
| CMOs issued by government agencies or sponsored agencies | $256,443,000 | 110 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $1,190,983,000 | 151 |
| Total debt securities | $1,175,294,000 | 169 |
| 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 | $1,065,839,000 | 183 |
| U.S. Government securities | $378,120,000 | 301 |
| U.S. Treasury securities | $20,094,000 | 228 |
| U.S. Government agency obligations | $358,026,000 | 292 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $665,486,000 | 70 |
| Privately issued residential mortgage-backed securities | $223,305,000 | 93 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $160,627,000 | 35 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $281,554,000 | 28 |
| Foreign debt securities | $16,627,000 | 28 |
| Equity securities | $5,606,000 | 594 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,396,000 | 439 |
| Mortgage-backed securities | $581,331,000 | 188 |
| Certificates of participation in pools of residential mortgages | $466,089,000 | 144 |
| Issued or guaranteed by U.S. | $242,784,000 | 220 |
| Privately issued | $223,305,000 | 15 |
| Collaterized mortgage obligations | $115,242,000 | 272 |
| CMOs issued by government agencies or sponsored agencies | $115,242,000 | 220 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $1,065,839,000 | 163 |
| Total debt securities | $1,060,233,000 | 183 |
| 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 | $824,656,000 | 217 |
| U.S. Government securities | $331,482,000 | 364 |
| U.S. Treasury securities | $30,106,000 | 176 |
| U.S. Government agency obligations | $301,376,000 | 366 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $484,162,000 | 68 |
| Privately issued residential mortgage-backed securities | $190,174,000 | 70 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $88,338,000 | 46 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $205,650,000 | 45 |
| Foreign debt securities | $7,431,000 | 42 |
| Equity securities | $1,581,000 | 1,123 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $98,238,000 | 501 |
| Mortgage-backed securities | $491,550,000 | 206 |
| Certificates of participation in pools of residential mortgages | $417,870,000 | 160 |
| Issued or guaranteed by U.S. | $227,696,000 | 239 |
| Privately issued | $190,174,000 | 15 |
| Collaterized mortgage obligations | $73,680,000 | 357 |
| CMOs issued by government agencies or sponsored agencies | $73,680,000 | 315 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $824,656,000 | 194 |
| Total debt securities | $823,075,000 | 210 |
| 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 | $714,024,000 | 234 |
| U.S. Government securities | $237,831,000 | 471 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $237,831,000 | 457 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $447,157,000 | 69 |
| Privately issued residential mortgage-backed securities | $168,665,000 | 69 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $92,053,000 | 43 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $186,439,000 | 50 |
| Foreign debt securities | $7,536,000 | 40 |
| Equity securities | $21,500,000 | 218 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,645,000 | 495 |
| Mortgage-backed securities | $406,496,000 | 228 |
| Certificates of participation in pools of residential mortgages | $352,177,000 | 173 |
| Issued or guaranteed by U.S. | $183,512,000 | 282 |
| Privately issued | $168,665,000 | 14 |
| Collaterized mortgage obligations | $54,319,000 | 420 |
| CMOs issued by government agencies or sponsored agencies | $54,319,000 | 381 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $714,024,000 | 211 |
| Total debt securities | $692,527,000 | 235 |
| 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 | $652,343,000 | 252 |
| U.S. Government securities | $201,721,000 | 541 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $201,721,000 | 524 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $417,269,000 | 68 |
| Privately issued residential mortgage-backed securities | $73,335,000 | 111 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $101,712,000 | 42 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $242,222,000 | 38 |
| Foreign debt securities | $11,853,000 | 33 |
| Equity securities | $21,500,000 | 224 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $107,020,000 | 438 |
| Mortgage-backed securities | $275,056,000 | 317 |
| Certificates of participation in pools of residential mortgages | $209,528,000 | 253 |
| Issued or guaranteed by U.S. | $136,193,000 | 357 |
| Privately issued | $73,335,000 | 21 |
| Collaterized mortgage obligations | $65,528,000 | 403 |
| CMOs issued by government agencies or sponsored agencies | $65,528,000 | 357 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $652,343,000 | 225 |
| Total debt securities | $630,848,000 | 255 |
| 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 | $542,364,000 | 297 |
| U.S. Government securities | $281,024,000 | 409 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $281,024,000 | 395 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $255,840,000 | 94 |
| Privately issued residential mortgage-backed securities | $48,036,000 | 138 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $87,746,000 | 44 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $120,058,000 | 78 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $5,500,000 | 648 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,902,000 | 1,004 |
| Mortgage-backed securities | $326,560,000 | 280 |
| Certificates of participation in pools of residential mortgages | $199,835,000 | 256 |
| Issued or guaranteed by U.S. | $151,799,000 | 321 |
| Privately issued | $48,036,000 | 32 |
| Collaterized mortgage obligations | $126,725,000 | 265 |
| CMOs issued by government agencies or sponsored agencies | $126,725,000 | 238 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $542,364,000 | 260 |
| Total debt securities | $536,862,000 | 292 |
| 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 | $337,769,000 | 404 |
| U.S. Government securities | $146,347,000 | 640 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $146,347,000 | 612 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $181,922,000 | 117 |
| Privately issued residential mortgage-backed securities | $29,891,000 | 166 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $66,953,000 | 51 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $85,078,000 | 114 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $9,500,000 | 453 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,131,000 | 2,703 |
| Mortgage-backed securities | $172,187,000 | 415 |
| Certificates of participation in pools of residential mortgages | $71,573,000 | 550 |
| Issued or guaranteed by U.S. | $41,682,000 | 828 |
| Privately issued | $29,891,000 | 37 |
| Collaterized mortgage obligations | $100,614,000 | 294 |
| CMOs issued by government agencies or sponsored agencies | $100,614,000 | 250 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $337,769,000 | 349 |
| Total debt securities | $328,270,000 | 403 |
| 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 | $127,001,000 | 903 |
| U.S. Government securities | $48,437,000 | 1,668 |
| U.S. Treasury securities | $500,000 | 2,593 |
| U.S. Government agency obligations | $47,937,000 | 1,588 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $69,564,000 | 247 |
| Privately issued residential mortgage-backed securities | $21,508,000 | 235 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $23,712,000 | 71 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,344,000 | 371 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $9,000,000 | 462 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,511,000 | 2,723 |
| Mortgage-backed securities | $68,932,000 | 737 |
| Certificates of participation in pools of residential mortgages | $38,090,000 | 785 |
| Issued or guaranteed by U.S. | $16,582,000 | 1,492 |
| Privately issued | $21,508,000 | 39 |
| Collaterized mortgage obligations | $30,842,000 | 621 |
| CMOs issued by government agencies or sponsored agencies | $30,842,000 | 559 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $127,001,000 | 756 |
| Total debt securities | $118,001,000 | 941 |
| 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 | $26,230,000 | 3,812 |
| U.S. Government securities | $24,941,000 | 3,086 |
| U.S. Treasury securities | $506,000 | 3,259 |
| U.S. Government agency obligations | $24,435,000 | 2,902 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| 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 | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,289,000 | 2,127 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,623,000 | 1,652 |
| Mortgage-backed securities | $24,435,000 | 1,293 |
| Certificates of participation in pools of residential mortgages | $24,435,000 | 929 |
| Issued or guaranteed by U.S. | $24,435,000 | 921 |
| 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) | $18,966,000 | 1,188 |
| Available-for-sale securities (fair market value) | $7,264,000 | 6,507 |
| Total debt securities | $24,941,000 | 3,839 |
| 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 | $27,399,000 | 3,863 |
| U.S. Government securities | $26,128,000 | 3,122 |
| U.S. Treasury securities | $297,000 | 4,941 |
| U.S. Government agency obligations | $25,831,000 | 2,827 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,271,000 | 2,048 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,311,000 | 1,725 |
| Mortgage-backed securities | $25,831,000 | 1,349 |
| Certificates of participation in pools of residential mortgages | $25,831,000 | 955 |
| Issued or guaranteed by U.S. | $25,831,000 | 943 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,045,000 | 1,254 |
| Available-for-sale securities (fair market value) | $7,354,000 | 6,652 |
| Total debt securities | $26,128,000 | 3,898 |
| 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 |