Home > Washington Mutual Bank > Securities
Washington Mutual Bank, Securities
| 2008-06-30 | Rank | |
| Total securities | $25,905,261,000 | 12 |
| U.S. Government securities | $12,716,249,000 | 14 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,716,249,000 | 12 |
| Securities issued by states & political subdivisions | $1,651,475,000 | 11 |
| Other domestic debt securities | $13,466,886,000 | 13 |
| Privately issued residential mortgage-backed securities | $9,632,049,000 | 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 | $1,250,241,000 | 10 |
| Foreign debt securities | NA | NA |
| Equity securities | $242,911,000 | 21 |
| Assets held in trading accounts for TFR Reporters | $2,172,260,000 | 2 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,800,036,000 | 13 |
| Certificates of participation in pools of residential mortgages | $6,183,626,000 | 17 |
| Issued or guaranteed by U.S. | $6,182,298,000 | 17 |
| Privately issued | $1,328,000 | 114 |
| Collaterized mortgage obligations | $12,616,410,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $2,985,689,000 | 17 |
| Privately issued | $9,630,721,000 | 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) | $1,877,737,000 | 17 |
| Available-for-sale securities (fair market value) | $24,027,524,000 | 12 |
| Total debt securities | $27,834,610,000 | 10 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $2,172,260,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $27,920,541,000 | 10 |
| U.S. Government securities | $14,449,703,000 | 12 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,449,703,000 | 11 |
| Securities issued by states & political subdivisions | $1,368,453,000 | 11 |
| Other domestic debt securities | $14,186,344,000 | 12 |
| Privately issued residential mortgage-backed securities | $10,592,815,000 | 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 | $2,083,028,000 | 3 |
| Foreign debt securities | NA | NA |
| Equity securities | $260,856,000 | 19 |
| Assets held in trading accounts for TFR Reporters | $2,344,815,000 | 2 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,595,217,000 | 13 |
| Certificates of participation in pools of residential mortgages | $6,125,366,000 | 18 |
| Issued or guaranteed by U.S. | $6,123,939,000 | 16 |
| Privately issued | $1,427,000 | 111 |
| Collaterized mortgage obligations | $12,469,851,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $1,878,463,000 | 18 |
| Privately issued | $10,591,388,000 | 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) | $4,606,541,000 | 5 |
| Available-for-sale securities (fair market value) | $23,314,000,000 | 11 |
| Total debt securities | $30,004,500,000 | 9 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $2,344,815,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $31,927,663,000 | 9 |
| U.S. Government securities | $16,442,959,000 | 10 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,442,959,000 | 9 |
| Securities issued by states & political subdivisions | $1,576,048,000 | 9 |
| Other domestic debt securities | $16,262,189,000 | 10 |
| Privately issued residential mortgage-backed securities | $12,771,385,000 | 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 | $2,001,590,000 | 4 |
| Foreign debt securities | NA | NA |
| Equity securities | $273,548,000 | 16 |
| Assets held in trading accounts for TFR Reporters | $2,627,081,000 | 1 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,977,737,000 | 11 |
| Certificates of participation in pools of residential mortgages | $6,255,722,000 | 13 |
| Issued or guaranteed by U.S. | $6,253,506,000 | 13 |
| Privately issued | $2,216,000 | 93 |
| Collaterized mortgage obligations | $13,722,015,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $952,846,000 | 33 |
| Privately issued | $12,769,169,000 | 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) | $4,667,051,000 | 7 |
| Available-for-sale securities (fair market value) | $27,260,612,000 | 10 |
| Total debt securities | $34,281,196,000 | 9 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $2,627,081,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $32,854,268,000 | 9 |
| U.S. Government securities | $16,997,168,000 | 11 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,997,168,000 | 10 |
| Securities issued by states & political subdivisions | $1,767,887,000 | 8 |
| Other domestic debt securities | $17,542,238,000 | 9 |
| Privately issued residential mortgage-backed securities | $14,606,312,000 | 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 | $1,746,038,000 | 6 |
| Foreign debt securities | NA | NA |
| Equity securities | $202,762,000 | 22 |
| Assets held in trading accounts for TFR Reporters | $3,655,787,000 | 1 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,561,634,000 | 11 |
| Certificates of participation in pools of residential mortgages | $13,476,411,000 | 8 |
| Issued or guaranteed by U.S. | $7,362,742,000 | 13 |
| Privately issued | $6,113,669,000 | 2 |
| Collaterized mortgage obligations | $9,085,223,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $592,580,000 | 50 |
| Privately issued | $8,492,643,000 | 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) | $4,678,628,000 | 7 |
| Available-for-sale securities (fair market value) | $28,175,640,000 | 9 |
| Total debt securities | $36,307,293,000 | 9 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $3,655,787,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $27,860,442,000 | 9 |
| U.S. Government securities | $14,295,507,000 | 10 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,295,507,000 | 10 |
| Securities issued by states & political subdivisions | $1,875,808,000 | 8 |
| Other domestic debt securities | $17,027,179,000 | 8 |
| Privately issued residential mortgage-backed securities | $13,738,911,000 | 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 | $2,199,735,000 | 5 |
| Foreign debt securities | NA | NA |
| Equity securities | $53,406,000 | 66 |
| Assets held in trading accounts for TFR Reporters | $5,391,458,000 | 1 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,631,618,000 | 10 |
| Certificates of participation in pools of residential mortgages | $15,838,844,000 | 7 |
| Issued or guaranteed by U.S. | $9,243,767,000 | 9 |
| Privately issued | $6,595,077,000 | 2 |
| Collaterized mortgage obligations | $7,792,774,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $648,940,000 | 53 |
| Privately issued | $7,143,834,000 | 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) | $-412,346,000 | 8,624 |
| Available-for-sale securities (fair market value) | $28,272,788,000 | 9 |
| Total debt securities | $33,198,494,000 | 9 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $5,391,458,000 | 10 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $22,351,743,000 | 12 |
| U.S. Government securities | $13,509,966,000 | 12 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,509,966,000 | 11 |
| Securities issued by states & political subdivisions | $1,398,997,000 | 9 |
| Other domestic debt securities | $12,520,427,000 | 9 |
| Privately issued residential mortgage-backed securities | $9,430,627,000 | 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 | $2,084,351,000 | 5 |
| Foreign debt securities | NA | NA |
| Equity securities | $68,958,000 | 55 |
| Assets held in trading accounts for TFR Reporters | $5,146,605,000 | 1 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,558,227,000 | 12 |
| Certificates of participation in pools of residential mortgages | $12,697,265,000 | 8 |
| Issued or guaranteed by U.S. | $9,403,309,000 | 9 |
| Privately issued | $3,293,956,000 | 3 |
| Collaterized mortgage obligations | $6,860,962,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $724,291,000 | 48 |
| Privately issued | $6,136,671,000 | 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) | $-383,122,000 | 8,660 |
| Available-for-sale securities (fair market value) | $22,734,865,000 | 9 |
| Total debt securities | $27,429,390,000 | 9 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $5,146,605,000 | 10 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $24,430,521,000 | 9 |
| U.S. Government securities | $14,196,225,000 | 13 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,196,225,000 | 11 |
| Securities issued by states & political subdivisions | $1,310,965,000 | 9 |
| Other domestic debt securities | $13,125,349,000 | 9 |
| Privately issued residential mortgage-backed securities | $10,408,871,000 | 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 | $1,720,910,000 | 4 |
| Foreign debt securities | NA | NA |
| Equity securities | $88,289,000 | 39 |
| Assets held in trading accounts for TFR Reporters | $4,290,307,000 | 1 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,818,104,000 | 9 |
| Certificates of participation in pools of residential mortgages | $15,452,638,000 | 7 |
| Issued or guaranteed by U.S. | $10,037,791,000 | 8 |
| Privately issued | $5,414,847,000 | 3 |
| Collaterized mortgage obligations | $5,365,466,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $371,442,000 | 82 |
| Privately issued | $4,994,024,000 | 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) | $-446,127,000 | 8,690 |
| Available-for-sale securities (fair market value) | $24,876,648,000 | 9 |
| Total debt securities | $28,632,539,000 | 9 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $4,290,307,000 | 10 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $28,499,976,000 | 10 |
| U.S. Government securities | $20,031,210,000 | 8 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,031,210,000 | 8 |
| Securities issued by states & political subdivisions | $1,124,450,000 | 11 |
| Other domestic debt securities | $12,641,819,000 | 9 |
| Privately issued residential mortgage-backed securities | $9,858,880,000 | 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 | $1,493,614,000 | 4 |
| Foreign debt securities | NA | NA |
| Equity securities | $93,017,000 | 35 |
| Assets held in trading accounts for TFR Reporters | $5,390,520,000 | 1 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $25,952,098,000 | 8 |
| Certificates of participation in pools of residential mortgages | $19,834,097,000 | 7 |
| Issued or guaranteed by U.S. | $15,674,921,000 | 8 |
| Privately issued | $4,159,176,000 | 2 |
| Collaterized mortgage obligations | $6,118,001,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $418,297,000 | 83 |
| Privately issued | $5,699,704,000 | 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) | $-409,487,000 | 8,754 |
| Available-for-sale securities (fair market value) | $28,909,463,000 | 10 |
| Total debt securities | $33,797,479,000 | 9 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $5,390,520,000 | 8 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $27,501,492,000 | 9 |
| U.S. Government securities | $22,421,030,000 | 7 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,421,030,000 | 6 |
| Securities issued by states & political subdivisions | $735,337,000 | 16 |
| Other domestic debt securities | $11,703,724,000 | 9 |
| Privately issued residential mortgage-backed securities | $9,310,427,000 | 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 | $863,936,000 | 8 |
| Foreign debt securities | NA | NA |
| Equity securities | $86,222,000 | 39 |
| Assets held in trading accounts for TFR Reporters | $7,444,821,000 | 1 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $27,076,691,000 | 7 |
| Certificates of participation in pools of residential mortgages | $21,003,482,000 | 6 |
| Issued or guaranteed by U.S. | $17,302,655,000 | 6 |
| Privately issued | $3,700,827,000 | 2 |
| Collaterized mortgage obligations | $6,073,209,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $463,609,000 | 73 |
| Privately issued | $5,609,600,000 | 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) | $-190,264,000 | 8,788 |
| Available-for-sale securities (fair market value) | $27,691,756,000 | 9 |
| Total debt securities | $34,860,091,000 | 9 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $7,444,821,000 | 8 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $26,520,819,000 | 9 |
| U.S. Government securities | $24,803,739,000 | 6 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,803,739,000 | 6 |
| Securities issued by states & political subdivisions | $609,594,000 | 18 |
| Other domestic debt securities | $10,787,944,000 | 8 |
| Privately issued residential mortgage-backed securities | $9,157,533,000 | 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 | $443,144,000 | 15 |
| Foreign debt securities | NA | NA |
| Equity securities | $89,314,000 | 39 |
| Assets held in trading accounts for TFR Reporters | $9,769,772,000 | 1 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $28,516,765,000 | 7 |
| Certificates of participation in pools of residential mortgages | $22,672,198,000 | 6 |
| Issued or guaranteed by U.S. | $18,901,970,000 | 6 |
| Privately issued | $3,770,228,000 | 2 |
| Collaterized mortgage obligations | $5,844,567,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $457,262,000 | 73 |
| Privately issued | $5,387,305,000 | 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) | $-350,775,000 | 8,802 |
| Available-for-sale securities (fair market value) | $26,871,594,000 | 9 |
| Total debt securities | $36,201,277,000 | 9 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $9,769,772,000 | 8 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $24,239,577,000 | 10 |
| U.S. Government securities | $24,796,477,000 | 7 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,796,477,000 | 5 |
| Securities issued by states & political subdivisions | $445,301,000 | 31 |
| Other domestic debt securities | $9,645,548,000 | 11 |
| Privately issued residential mortgage-backed securities | $8,054,926,000 | 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 | $483,145,000 | 14 |
| Foreign debt securities | NA | NA |
| Equity securities | $95,555,000 | 37 |
| Assets held in trading accounts for TFR Reporters | $10,743,304,000 | 1 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $27,825,047,000 | 6 |
| Certificates of participation in pools of residential mortgages | $21,259,957,000 | 5 |
| Issued or guaranteed by U.S. | $18,715,744,000 | 6 |
| Privately issued | $2,544,213,000 | 3 |
| Collaterized mortgage obligations | $6,565,090,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $1,054,377,000 | 43 |
| Privately issued | $5,510,713,000 | 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) | $-326,427,000 | 8,845 |
| Available-for-sale securities (fair market value) | $24,566,004,000 | 9 |
| Total debt securities | $34,887,326,000 | 8 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $10,743,304,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $20,711,629,000 | 12 |
| U.S. Government securities | $19,819,303,000 | 6 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,819,303,000 | 5 |
| Securities issued by states & political subdivisions | $349,851,000 | 40 |
| Other domestic debt securities | $7,665,942,000 | 12 |
| Privately issued residential mortgage-backed securities | $7,488,825,000 | 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 | $177,117,000 | 46 |
| Foreign debt securities | NA | NA |
| Equity securities | $93,032,000 | 36 |
| Assets held in trading accounts for TFR Reporters | $7,216,499,000 | 1 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,328,779,000 | 6 |
| Certificates of participation in pools of residential mortgages | $15,129,911,000 | 6 |
| Issued or guaranteed by U.S. | $13,684,149,000 | 6 |
| Privately issued | $1,445,762,000 | 8 |
| Collaterized mortgage obligations | $9,198,868,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $3,155,805,000 | 14 |
| Privately issued | $6,043,063,000 | 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) | $20,849,000 | 893 |
| Available-for-sale securities (fair market value) | $20,690,780,000 | 12 |
| Total debt securities | $27,835,096,000 | 9 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $7,216,499,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $19,204,822,000 | 14 |
| U.S. Government securities | $19,505,017,000 | 6 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,505,017,000 | 5 |
| Securities issued by states & political subdivisions | $338,314,000 | 40 |
| Other domestic debt securities | $3,726,661,000 | 20 |
| Privately issued residential mortgage-backed securities | $3,630,036,000 | 15 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $96,625,000 | 81 |
| Foreign debt securities | NA | NA |
| Equity securities | $99,507,000 | 33 |
| Assets held in trading accounts for TFR Reporters | $4,464,677,000 | 1 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,860,180,000 | 8 |
| Certificates of participation in pools of residential mortgages | $11,442,063,000 | 7 |
| Issued or guaranteed by U.S. | $11,441,758,000 | 7 |
| Privately issued | $305,000 | 156 |
| Collaterized mortgage obligations | $7,418,117,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $3,788,386,000 | 12 |
| Privately issued | $3,629,731,000 | 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) | $24,674,000 | 790 |
| Available-for-sale securities (fair market value) | $19,180,148,000 | 14 |
| Total debt securities | $23,569,992,000 | 11 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $4,464,677,000 | 10 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $20,660,975,000 | 13 |
| U.S. Government securities | $20,422,093,000 | 6 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,422,093,000 | 5 |
| Securities issued by states & political subdivisions | $323,243,000 | 38 |
| Other domestic debt securities | $4,022,693,000 | 18 |
| Privately issued residential mortgage-backed securities | $3,865,261,000 | 12 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $157,432,000 | 50 |
| Foreign debt securities | NA | NA |
| Equity securities | $94,419,000 | 38 |
| Assets held in trading accounts for TFR Reporters | $4,201,473,000 | 1 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,148,028,000 | 7 |
| Certificates of participation in pools of residential mortgages | $12,762,376,000 | 7 |
| Issued or guaranteed by U.S. | $12,762,026,000 | 7 |
| Privately issued | $350,000 | 137 |
| Collaterized mortgage obligations | $7,385,652,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $3,520,741,000 | 12 |
| Privately issued | $3,864,911,000 | 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) | $27,878,000 | 758 |
| Available-for-sale securities (fair market value) | $20,633,097,000 | 12 |
| Total debt securities | $24,768,029,000 | 9 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $4,201,473,000 | 10 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $17,775,550,000 | 15 |
| U.S. Government securities | $19,544,485,000 | 7 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,544,485,000 | 6 |
| Securities issued by states & political subdivisions | $104,144,000 | 122 |
| Other domestic debt securities | $1,739,046,000 | 37 |
| Privately issued residential mortgage-backed securities | $1,714,192,000 | 28 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,854,000 | 265 |
| Foreign debt securities | NA | NA |
| Equity securities | $224,000 | 1,712 |
| Assets held in trading accounts for TFR Reporters | $3,612,349,000 | 1 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,735,668,000 | 8 |
| Certificates of participation in pools of residential mortgages | $12,533,171,000 | 7 |
| Issued or guaranteed by U.S. | $12,532,798,000 | 7 |
| Privately issued | $373,000 | 135 |
| Collaterized mortgage obligations | $5,202,497,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $3,488,678,000 | 12 |
| Privately issued | $1,713,819,000 | 24 |
| 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) | $102,000 | 4,156 |
| Available-for-sale securities (fair market value) | $17,775,448,000 | 14 |
| Total debt securities | $21,387,675,000 | 11 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $3,612,349,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $15,060,981,000 | 18 |
| U.S. Government securities | $15,324,570,000 | 11 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,324,570,000 | 10 |
| Securities issued by states & political subdivisions | $75,376,000 | 188 |
| Other domestic debt securities | $1,180,726,000 | 45 |
| Privately issued residential mortgage-backed securities | $1,180,653,000 | 35 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $73,000 | 2,955 |
| Foreign debt securities | NA | NA |
| Equity securities | $98,000 | 1,901 |
| Assets held in trading accounts for TFR Reporters | $1,519,789,000 | 1 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,945,651,000 | 17 |
| Certificates of participation in pools of residential mortgages | $7,057,178,000 | 16 |
| Issued or guaranteed by U.S. | $7,056,780,000 | 16 |
| Privately issued | $398,000 | 137 |
| Collaterized mortgage obligations | $3,888,473,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $2,708,218,000 | 19 |
| Privately issued | $1,180,255,000 | 29 |
| 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) | $102,000 | 4,204 |
| Available-for-sale securities (fair market value) | $15,060,879,000 | 17 |
| Total debt securities | $16,580,672,000 | 17 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,519,789,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $17,885,396,000 | 16 |
| U.S. Government securities | $16,555,642,000 | 10 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,555,642,000 | 10 |
| Securities issued by states & political subdivisions | $39,562,000 | 424 |
| Other domestic debt securities | $1,336,115,000 | 41 |
| Privately issued residential mortgage-backed securities | $1,336,042,000 | 28 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $73,000 | 3,062 |
| Foreign debt securities | NA | NA |
| Equity securities | $97,000 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $46,020,000 | 7 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,267,663,000 | 21 |
| Certificates of participation in pools of residential mortgages | $6,790,106,000 | 17 |
| Issued or guaranteed by U.S. | $6,789,685,000 | 17 |
| Privately issued | $421,000 | 136 |
| Collaterized mortgage obligations | $2,477,557,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $1,141,936,000 | 39 |
| Privately issued | $1,335,621,000 | 22 |
| 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) | $104,000 | 4,258 |
| Available-for-sale securities (fair market value) | $17,885,292,000 | 16 |
| Total debt securities | $17,931,319,000 | 16 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $46,020,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $21,741,974,000 | 15 |
| U.S. Government securities | $20,217,453,000 | 10 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,217,453,000 | 9 |
| Securities issued by states & political subdivisions | $41,718,000 | 397 |
| Other domestic debt securities | $1,518,665,000 | 40 |
| Privately issued residential mortgage-backed securities | $1,518,592,000 | 31 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $73,000 | 3,137 |
| Foreign debt securities | NA | NA |
| Equity securities | $97,000 | 1,974 |
| Assets held in trading accounts for TFR Reporters | $35,959,000 | 7 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,927,200,000 | 18 |
| Certificates of participation in pools of residential mortgages | $7,152,010,000 | 17 |
| Issued or guaranteed by U.S. | $7,151,603,000 | 16 |
| Privately issued | $407,000 | 146 |
| Collaterized mortgage obligations | $2,775,190,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $1,257,005,000 | 36 |
| Privately issued | $1,518,185,000 | 24 |
| 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) | $103,000 | 4,311 |
| Available-for-sale securities (fair market value) | $21,741,871,000 | 14 |
| Total debt securities | $21,777,836,000 | 15 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $35,959,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $34,478,984,000 | 8 |
| U.S. Government securities | $34,454,864,000 | 6 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,454,864,000 | 4 |
| Securities issued by states & political subdivisions | $40,059,000 | 418 |
| Other domestic debt securities | $25,921,000 | 458 |
| Privately issued residential mortgage-backed securities | $25,848,000 | 182 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $73,000 | 3,270 |
| Foreign debt securities | NA | NA |
| Equity securities | $116,000 | 1,965 |
| Assets held in trading accounts for TFR Reporters | $41,976,000 | 6 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,796,696,000 | 19 |
| Certificates of participation in pools of residential mortgages | $6,497,571,000 | 15 |
| Issued or guaranteed by U.S. | $6,471,723,000 | 15 |
| Privately issued | $25,848,000 | 38 |
| Collaterized mortgage obligations | $3,299,125,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $3,299,125,000 | 15 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,353,000 | 1,291 |
| Available-for-sale securities (fair market value) | $34,466,631,000 | 8 |
| Total debt securities | $34,520,844,000 | 8 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $41,976,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $34,481,446,000 | 7 |
| U.S. Government securities | $34,459,457,000 | 5 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,459,457,000 | 4 |
| Securities issued by states & political subdivisions | $40,334,000 | 419 |
| Other domestic debt securities | $27,676,000 | 456 |
| Privately issued residential mortgage-backed securities | $27,603,000 | 166 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $73,000 | 3,373 |
| Foreign debt securities | NA | NA |
| Equity securities | $116,000 | 2,020 |
| Assets held in trading accounts for TFR Reporters | $46,137,000 | 6 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,033,122,000 | 11 |
| Certificates of participation in pools of residential mortgages | $9,062,614,000 | 13 |
| Issued or guaranteed by U.S. | $9,035,011,000 | 13 |
| Privately issued | $27,603,000 | 35 |
| Collaterized mortgage obligations | $3,970,508,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $3,970,508,000 | 13 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,586,000 | 662 |
| Available-for-sale securities (fair market value) | $34,449,860,000 | 7 |
| Total debt securities | $34,527,467,000 | 7 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $46,137,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $41,593,306,000 | 6 |
| U.S. Government securities | $41,570,672,000 | 3 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,570,672,000 | 3 |
| Securities issued by states & political subdivisions | $42,181,000 | 379 |
| Other domestic debt securities | $29,969,000 | 442 |
| Privately issued residential mortgage-backed securities | $29,896,000 | 166 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $73,000 | 3,398 |
| Foreign debt securities | NA | NA |
| Equity securities | $112,000 | 2,037 |
| Assets held in trading accounts for TFR Reporters | $49,628,000 | 8 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,140,923,000 | 7 |
| Certificates of participation in pools of residential mortgages | $13,348,238,000 | 9 |
| Issued or guaranteed by U.S. | $13,318,342,000 | 9 |
| Privately issued | $29,896,000 | 34 |
| Collaterized mortgage obligations | $9,792,685,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $9,792,685,000 | 1 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,325,000 | 647 |
| Available-for-sale securities (fair market value) | $41,561,981,000 | 6 |
| Total debt securities | $41,642,822,000 | 6 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $49,628,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $38,514,272,000 | 6 |
| U.S. Government securities | $38,415,424,000 | 3 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,415,424,000 | 3 |
| Securities issued by states & political subdivisions | $42,315,000 | 356 |
| Other domestic debt securities | $108,786,000 | 174 |
| Privately issued residential mortgage-backed securities | $108,464,000 | 91 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $322,000 | 3,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $112,000 | 2,027 |
| Assets held in trading accounts for TFR Reporters | $52,365,000 | 6 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,695,659,000 | 7 |
| Certificates of participation in pools of residential mortgages | $13,747,450,000 | 9 |
| Issued or guaranteed by U.S. | $13,638,986,000 | 9 |
| Privately issued | $108,464,000 | 17 |
| Collaterized mortgage obligations | $10,948,209,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $10,948,209,000 | 1 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,324,000 | 637 |
| Available-for-sale securities (fair market value) | $38,482,948,000 | 6 |
| Total debt securities | $38,566,525,000 | 6 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $52,365,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $39,656,117,000 | 7 |
| U.S. Government securities | $39,555,663,000 | 3 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $39,555,663,000 | 3 |
| Securities issued by states & political subdivisions | $43,481,000 | 326 |
| Other domestic debt securities | $113,575,000 | 164 |
| Privately issued residential mortgage-backed securities | $113,253,000 | 83 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $322,000 | 3,119 |
| Foreign debt securities | NA | NA |
| Equity securities | $206,000 | 1,936 |
| Assets held in trading accounts for TFR Reporters | $56,808,000 | 4 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $25,880,165,000 | 4 |
| Certificates of participation in pools of residential mortgages | $14,881,296,000 | 8 |
| Issued or guaranteed by U.S. | $14,768,043,000 | 8 |
| Privately issued | $113,253,000 | 18 |
| Collaterized mortgage obligations | $10,998,869,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $10,998,869,000 | 1 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,757,000 | 643 |
| Available-for-sale securities (fair market value) | $39,625,360,000 | 7 |
| Total debt securities | $39,712,719,000 | 7 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $56,808,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $51,597,888,000 | 3 |
| U.S. Government securities | $51,388,024,000 | 2 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $51,388,024,000 | 2 |
| Securities issued by states & political subdivisions | $23,596,000 | 679 |
| Other domestic debt securities | $255,839,000 | 102 |
| Privately issued residential mortgage-backed securities | $234,395,000 | 60 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,444,000 | 406 |
| Foreign debt securities | NA | NA |
| Equity securities | $195,000 | 1,883 |
| Assets held in trading accounts for TFR Reporters | $69,766,000 | 5 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,842,135,000 | 4 |
| Certificates of participation in pools of residential mortgages | $11,494,031,000 | 7 |
| Issued or guaranteed by U.S. | $11,259,636,000 | 6 |
| Privately issued | $234,395,000 | 12 |
| Collaterized mortgage obligations | $12,348,104,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $12,348,104,000 | 3 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $45,414,000 | 450 |
| Available-for-sale securities (fair market value) | $51,552,474,000 | 3 |
| Total debt securities | $51,667,459,000 | 3 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $69,766,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $47,629,811,000 | 4 |
| U.S. Government securities | $45,211,669,000 | 3 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $45,211,669,000 | 1 |
| Securities issued by states & political subdivisions | $19,429,000 | 799 |
| Other domestic debt securities | $2,434,549,000 | 20 |
| Privately issued residential mortgage-backed securities | $2,403,358,000 | 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 | $31,191,000 | 290 |
| Foreign debt securities | NA | NA |
| Equity securities | $198,000 | 5,812 |
| Assets held in trading accounts for TFR Reporters | $36,034,000 | 5 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $46,812,437,000 | 1 |
| Certificates of participation in pools of residential mortgages | $16,905,046,000 | 5 |
| Issued or guaranteed by U.S. | $14,501,688,000 | 4 |
| Privately issued | $2,403,358,000 | 3 |
| Collaterized mortgage obligations | $29,907,391,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $29,907,391,000 | 1 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,137,469,000 | 2 |
| Available-for-sale securities (fair market value) | $33,492,342,000 | 5 |
| Total debt securities | $47,665,647,000 | 3 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $36,034,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $48,543,460,000 | 4 |
| U.S. Government securities | $45,677,783,000 | 2 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $45,677,783,000 | 1 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $2,897,946,000 | 12 |
| Privately issued residential mortgage-backed securities | $2,848,807,000 | 5 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $49,139,000 | 218 |
| Foreign debt securities | NA | NA |
| Equity securities | $198,000 | 5,718 |
| Assets held in trading accounts for TFR Reporters | $32,467,000 | 7 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $48,469,491,000 | 1 |
| Certificates of participation in pools of residential mortgages | $18,971,300,000 | 4 |
| Issued or guaranteed by U.S. | $16,122,493,000 | 4 |
| Privately issued | $2,848,807,000 | 2 |
| Collaterized mortgage obligations | $29,498,191,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $29,498,191,000 | 1 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,662,424,000 | 1 |
| Available-for-sale securities (fair market value) | $31,881,036,000 | 5 |
| Total debt securities | $48,575,729,000 | 4 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $32,467,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $36,297,960,000 | 5 |
| U.S. Government securities | $32,012,897,000 | 3 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,012,897,000 | 3 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $4,314,067,000 | 2 |
| Privately issued residential mortgage-backed securities | $4,190,173,000 | 2 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $123,894,000 | 73 |
| Foreign debt securities | NA | NA |
| Equity securities | $169,000 | 5,722 |
| Assets held in trading accounts for TFR Reporters | $29,173,000 | 8 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $36,138,040,000 | 3 |
| Certificates of participation in pools of residential mortgages | $19,534,126,000 | 4 |
| Issued or guaranteed by U.S. | $15,343,953,000 | 4 |
| Privately issued | $4,190,173,000 | 1 |
| Collaterized mortgage obligations | $16,603,914,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $16,603,914,000 | 1 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,174,658,000 | 1 |
| Available-for-sale securities (fair market value) | $23,123,302,000 | 5 |
| Total debt securities | $36,326,964,000 | 4 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $29,173,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $16,720,746,000 | 7 |
| U.S. Government securities | $16,085,290,000 | 4 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,085,290,000 | 3 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $658,656,000 | 30 |
| Privately issued residential mortgage-backed securities | $325,613,000 | 33 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $333,043,000 | 26 |
| Foreign debt securities | NA | NA |
| Equity securities | $164,000 | 5,723 |
| Assets held in trading accounts for TFR Reporters | $23,364,000 | 8 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,921,586,000 | 3 |
| Certificates of participation in pools of residential mortgages | $14,226,593,000 | 4 |
| Issued or guaranteed by U.S. | $13,900,980,000 | 4 |
| Privately issued | $325,613,000 | 11 |
| Collaterized mortgage obligations | $1,694,993,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $1,694,993,000 | 13 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,547,655,000 | 1 |
| Available-for-sale securities (fair market value) | $5,173,091,000 | 22 |
| Total debt securities | $16,743,946,000 | 7 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $23,364,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $5,793,895,000 | 13 |
| U.S. Government securities | $5,575,666,000 | 9 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,575,666,000 | 8 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $242,548,000 | 69 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $242,548,000 | 25 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $24,319,000 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,555,435,000 | 8 |
| Certificates of participation in pools of residential mortgages | $3,917,743,000 | 12 |
| Issued or guaranteed by U.S. | $3,917,743,000 | 10 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,637,692,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $1,637,692,000 | 10 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,476,785,000 | 13 |
| Available-for-sale securities (fair market value) | $3,317,110,000 | 31 |
| Total debt securities | $5,818,214,000 | 13 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $7,103,920,000 | 12 |
| U.S. Government securities | $6,950,856,000 | 6 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $6,950,856,000 | 5 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $175,044,000 | 101 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $175,044,000 | 42 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $21,980,000 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,950,856,000 | 7 |
| Certificates of participation in pools of residential mortgages | $4,899,637,000 | 8 |
| Issued or guaranteed by U.S. | $4,899,637,000 | 6 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,051,219,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $2,051,219,000 | 6 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,767,063,000 | 10 |
| Available-for-sale securities (fair market value) | $4,336,857,000 | 23 |
| Total debt securities | $7,125,900,000 | 12 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $4,640,072,000 | 25 |
| U.S. Government securities | $4,479,118,000 | 17 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $4,479,118,000 | 11 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $185,031,000 | 102 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $185,031,000 | 42 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $24,077,000 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,797,078,000 | 26 |
| Certificates of participation in pools of residential mortgages | $2,166,700,000 | 24 |
| Issued or guaranteed by U.S. | $2,166,700,000 | 20 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $630,378,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $630,378,000 | 57 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,078,728,000 | 25 |
| Available-for-sale securities (fair market value) | $1,561,344,000 | 46 |
| Total debt securities | $4,664,149,000 | 24 |
| 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 | $6,332,234,000 | 14 |
| U.S. Government securities | $6,260,118,000 | 8 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $6,260,118,000 | 6 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $99,550,000 | 175 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $99,550,000 | 80 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $22,008,000 | 10 |
| General valuation allowances for securities for TFR Reporters | $5,426,000 | 8 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,009,060,000 | 22 |
| Certificates of participation in pools of residential mortgages | $2,474,106,000 | 15 |
| Issued or guaranteed by U.S. | $2,474,106,000 | 12 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $534,954,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $534,954,000 | 67 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $6,359,668,000 | 14 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $22,008,000 | 88 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $6,441,836,000 | 12 |
| U.S. Government securities | $6,423,613,000 | 7 |
| U.S. Treasury securities | $50,280,000 | 742 |
| U.S. Government agency obligations | $6,373,333,000 | 6 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $78,063,000 | 220 |
| Privately issued residential mortgage-backed securities | $27,963,000 | 236 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,100,000 | 187 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $55,273,000 | 5 |
| General valuation allowances for securities for TFR Reporters | $4,567,000 | 16 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,634,152,000 | 43 |
| Certificates of participation in pools of residential mortgages | $1,145,508,000 | 42 |
| Issued or guaranteed by U.S. | $1,117,545,000 | 33 |
| Privately issued | $27,963,000 | 121 |
| Collaterized mortgage obligations | $488,644,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $488,644,000 | 64 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $6,501,676,000 | 11 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $55,273,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |