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Astoria Bank, Securities
| 2017-09-30 | Rank | |
| Total securities | $3,119,118,000 | 77 |
| U.S. Government securities | $3,038,055,000 | 66 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $3,038,055,000 | 62 |
| Securities issued by states & political subdivisions | $1,000 | 4,736 |
| Other domestic debt securities | $81,059,000 | 150 |
| Privately issued residential mortgage-backed securities | $786,000 | 306 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $80,273,000 | 83 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $3,000 | 1,059 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,182,478,000 | 87 |
| Mortgage-backed securities | $2,665,174,000 | 65 |
| Certificates of participation in pools of residential mortgages | $220,502,000 | 219 |
| Issued or guaranteed by U.S. | $220,502,000 | 218 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,562,001,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,561,215,000 | 45 |
| Privately issued | $786,000 | 287 |
| Commercial mortgage-backed securities | $882,671,000 | 38 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $882,671,000 | 33 |
| Held to maturity securities (book value) | $2,876,101,000 | 34 |
| Available-for-sale securities (fair market value) | $243,017,000 | 522 |
| Total debt securities | $3,119,115,000 | 76 |
| Structured notes | ||
| Amortized cost | $80,000,000 | 20 |
| Fair value | $76,166,000 | 21 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $3,120,481,000 | 79 |
| U.S. Government securities | $3,039,141,000 | 66 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $3,039,141,000 | 62 |
| Securities issued by states & political subdivisions | $1,000 | 4,789 |
| Other domestic debt securities | $81,337,000 | 147 |
| Privately issued residential mortgage-backed securities | $1,040,000 | 287 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $80,297,000 | 84 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $2,000 | 1,063 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,340,247,000 | 77 |
| Mortgage-backed securities | $2,666,640,000 | 65 |
| Certificates of participation in pools of residential mortgages | $229,548,000 | 215 |
| Issued or guaranteed by U.S. | $229,548,000 | 213 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,541,222,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,540,182,000 | 44 |
| Privately issued | $1,040,000 | 269 |
| Commercial mortgage-backed securities | $895,870,000 | 36 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $895,870,000 | 33 |
| Held to maturity securities (book value) | $2,865,501,000 | 34 |
| Available-for-sale securities (fair market value) | $254,980,000 | 502 |
| Total debt securities | $3,120,479,000 | 77 |
| Structured notes | ||
| Amortized cost | $80,000,000 | 20 |
| Fair value | $75,874,000 | 22 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $3,000,298,000 | 85 |
| U.S. Government securities | $2,918,648,000 | 69 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $2,918,648,000 | 64 |
| Securities issued by states & political subdivisions | $1,000 | 4,849 |
| Other domestic debt securities | $81,647,000 | 146 |
| Privately issued residential mortgage-backed securities | $1,327,000 | 294 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $80,320,000 | 86 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $2,000 | 1,078 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,359,561,000 | 76 |
| Mortgage-backed securities | $2,546,743,000 | 69 |
| Certificates of participation in pools of residential mortgages | $229,634,000 | 218 |
| Issued or guaranteed by U.S. | $229,634,000 | 217 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,410,926,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,409,599,000 | 44 |
| Privately issued | $1,327,000 | 277 |
| Commercial mortgage-backed securities | $906,183,000 | 35 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $906,183,000 | 33 |
| Held to maturity securities (book value) | $2,734,399,000 | 34 |
| Available-for-sale securities (fair market value) | $265,899,000 | 490 |
| Total debt securities | $3,000,296,000 | 84 |
| Structured notes | ||
| Amortized cost | $80,000,000 | 20 |
| Fair value | $75,837,000 | 22 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $2,980,190,000 | 85 |
| U.S. Government securities | $2,898,206,000 | 68 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,898,206,000 | 63 |
| Securities issued by states & political subdivisions | $1,000 | 4,897 |
| Other domestic debt securities | $81,979,000 | 148 |
| Privately issued residential mortgage-backed securities | $1,636,000 | 277 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $80,343,000 | 88 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $4,000 | 1,065 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,387,275,000 | 77 |
| Mortgage-backed securities | $2,526,629,000 | 69 |
| Certificates of participation in pools of residential mortgages | $237,906,000 | 208 |
| Issued or guaranteed by U.S. | $237,906,000 | 207 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,361,604,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,359,968,000 | 46 |
| Privately issued | $1,636,000 | 262 |
| Commercial mortgage-backed securities | $927,119,000 | 36 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $927,119,000 | 34 |
| Held to maturity securities (book value) | $2,700,145,000 | 33 |
| Available-for-sale securities (fair market value) | $280,045,000 | 466 |
| Total debt securities | $2,980,186,000 | 84 |
| Structured notes | ||
| Amortized cost | $80,000,000 | 19 |
| Fair value | $75,482,000 | 20 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $3,014,424,000 | 81 |
| U.S. Government securities | $2,932,002,000 | 68 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $2,932,002,000 | 64 |
| Securities issued by states & political subdivisions | $1,000 | 4,928 |
| Other domestic debt securities | $82,419,000 | 150 |
| Privately issued residential mortgage-backed securities | $2,053,000 | 257 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $80,366,000 | 88 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $2,000 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,361,012,000 | 76 |
| Mortgage-backed securities | $2,589,669,000 | 65 |
| Certificates of participation in pools of residential mortgages | $236,346,000 | 196 |
| Issued or guaranteed by U.S. | $236,346,000 | 195 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,388,545,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,386,492,000 | 43 |
| Privately issued | $2,053,000 | 246 |
| Commercial mortgage-backed securities | $964,778,000 | 34 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $964,778,000 | 30 |
| Held to maturity securities (book value) | $2,706,193,000 | 31 |
| Available-for-sale securities (fair market value) | $308,231,000 | 419 |
| Total debt securities | $3,014,422,000 | 80 |
| Structured notes | ||
| Amortized cost | $80,000,000 | 17 |
| Fair value | $76,963,000 | 17 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $2,984,304,000 | 81 |
| U.S. Government securities | $2,901,499,000 | 67 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $2,901,499,000 | 64 |
| Securities issued by states & political subdivisions | $1,000 | 4,972 |
| Other domestic debt securities | $82,802,000 | 147 |
| Privately issued residential mortgage-backed securities | $2,413,000 | 244 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $80,389,000 | 91 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $2,000 | 1,110 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,351,353,000 | 73 |
| Mortgage-backed securities | $2,652,562,000 | 65 |
| Certificates of participation in pools of residential mortgages | $249,030,000 | 187 |
| Issued or guaranteed by U.S. | $249,030,000 | 186 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,508,521,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $1,506,108,000 | 40 |
| Privately issued | $2,413,000 | 229 |
| Commercial mortgage-backed securities | $895,011,000 | 36 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $895,011,000 | 31 |
| Held to maturity securities (book value) | $2,627,957,000 | 32 |
| Available-for-sale securities (fair market value) | $356,347,000 | 373 |
| Total debt securities | $2,984,302,000 | 81 |
| Structured notes | ||
| Amortized cost | $80,000,000 | 21 |
| Fair value | $78,324,000 | 22 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $2,777,419,000 | 87 |
| U.S. Government securities | $2,694,192,000 | 71 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $2,694,192,000 | 65 |
| Securities issued by states & political subdivisions | $1,000 | 5,012 |
| Other domestic debt securities | $83,225,000 | 151 |
| Privately issued residential mortgage-backed securities | $2,814,000 | 231 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $80,411,000 | 91 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $1,000 | 1,148 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,362,293,000 | 77 |
| Mortgage-backed securities | $2,485,698,000 | 67 |
| Certificates of participation in pools of residential mortgages | $261,402,000 | 176 |
| Issued or guaranteed by U.S. | $261,402,000 | 174 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,610,419,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $1,607,605,000 | 39 |
| Privately issued | $2,814,000 | 221 |
| Commercial mortgage-backed securities | $613,877,000 | 40 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $613,877,000 | 33 |
| Held to maturity securities (book value) | $2,388,541,000 | 37 |
| Available-for-sale securities (fair market value) | $388,878,000 | 336 |
| Total debt securities | $2,777,418,000 | 87 |
| Structured notes | ||
| Amortized cost | $80,000,000 | 24 |
| Fair value | $77,783,000 | 24 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $2,713,597,000 | 89 |
| U.S. Government securities | $2,649,910,000 | 72 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,649,910,000 | 66 |
| Securities issued by states & political subdivisions | $1,000 | 5,055 |
| Other domestic debt securities | $63,684,000 | 177 |
| Privately issued residential mortgage-backed securities | $3,252,000 | 210 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $60,432,000 | 108 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $2,000 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,355,717,000 | 83 |
| Mortgage-backed securities | $2,402,256,000 | 69 |
| Certificates of participation in pools of residential mortgages | $271,971,000 | 175 |
| Issued or guaranteed by U.S. | $271,971,000 | 172 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,695,698,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $1,692,446,000 | 39 |
| Privately issued | $3,252,000 | 200 |
| Commercial mortgage-backed securities | $434,587,000 | 44 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $434,587,000 | 38 |
| Held to maturity securities (book value) | $2,296,799,000 | 38 |
| Available-for-sale securities (fair market value) | $416,798,000 | 310 |
| Total debt securities | $2,713,595,000 | 89 |
| Structured notes | ||
| Amortized cost | $60,000,000 | 31 |
| Fair value | $58,507,000 | 32 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $2,645,087,000 | 87 |
| U.S. Government securities | $2,610,874,000 | 74 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $2,610,874,000 | 67 |
| Securities issued by states & political subdivisions | $1,000 | 5,123 |
| Other domestic debt securities | $34,210,000 | 278 |
| Privately issued residential mortgage-backed securities | $3,756,000 | 199 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $30,454,000 | 198 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $2,000 | 1,154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,295,322,000 | 77 |
| Mortgage-backed securities | $2,309,093,000 | 65 |
| Certificates of participation in pools of residential mortgages | $270,559,000 | 173 |
| Issued or guaranteed by U.S. | $270,559,000 | 172 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,748,860,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $1,745,104,000 | 40 |
| Privately issued | $3,756,000 | 189 |
| Commercial mortgage-backed securities | $289,674,000 | 57 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $289,674,000 | 47 |
| Held to maturity securities (book value) | $2,197,629,000 | 38 |
| Available-for-sale securities (fair market value) | $447,458,000 | 292 |
| Total debt securities | $2,645,085,000 | 87 |
| Structured notes | ||
| Amortized cost | $30,000,000 | 83 |
| Fair value | $29,925,000 | 85 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $2,585,627,000 | 88 |
| U.S. Government securities | $2,580,845,000 | 72 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $2,580,845,000 | 66 |
| Securities issued by states & political subdivisions | $1,000 | 5,163 |
| Other domestic debt securities | $4,779,000 | 901 |
| Privately issued residential mortgage-backed securities | $4,304,000 | 196 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $475,000 | 1,595 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,000 | 1,167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,301,608,000 | 78 |
| Mortgage-backed securities | $2,281,777,000 | 67 |
| Certificates of participation in pools of residential mortgages | $273,257,000 | 170 |
| Issued or guaranteed by U.S. | $273,257,000 | 169 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,770,749,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $1,766,445,000 | 40 |
| Privately issued | $4,304,000 | 185 |
| Commercial mortgage-backed securities | $237,771,000 | 59 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $237,771,000 | 48 |
| Held to maturity securities (book value) | $2,156,882,000 | 38 |
| Available-for-sale securities (fair market value) | $428,745,000 | 300 |
| Total debt securities | $2,585,625,000 | 87 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $2,532,945,000 | 90 |
| U.S. Government securities | $2,525,596,000 | 71 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $2,525,596,000 | 66 |
| Securities issued by states & political subdivisions | $1,000 | 5,178 |
| Other domestic debt securities | $7,346,000 | 707 |
| Privately issued residential mortgage-backed securities | $6,850,000 | 160 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $496,000 | 1,616 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $2,000 | 1,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,323,396,000 | 79 |
| Mortgage-backed securities | $2,306,088,000 | 65 |
| Certificates of participation in pools of residential mortgages | $284,205,000 | 169 |
| Issued or guaranteed by U.S. | $284,205,000 | 168 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,796,145,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $1,789,295,000 | 40 |
| Privately issued | $6,850,000 | 151 |
| Commercial mortgage-backed securities | $225,738,000 | 63 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $225,738,000 | 48 |
| Held to maturity securities (book value) | $2,119,542,000 | 38 |
| Available-for-sale securities (fair market value) | $413,403,000 | 314 |
| Total debt securities | $2,532,943,000 | 89 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $2,518,163,000 | 84 |
| U.S. Government securities | $2,510,057,000 | 72 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $2,510,057,000 | 67 |
| Securities issued by states & political subdivisions | $1,000 | 5,260 |
| Other domestic debt securities | $8,103,000 | 662 |
| Privately issued residential mortgage-backed securities | $7,586,000 | 154 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $517,000 | 1,550 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,000 | 1,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,360,905,000 | 78 |
| Mortgage-backed securities | $2,301,609,000 | 65 |
| Certificates of participation in pools of residential mortgages | $295,242,000 | 164 |
| Issued or guaranteed by U.S. | $295,242,000 | 163 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,851,986,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $1,844,400,000 | 40 |
| Privately issued | $7,586,000 | 145 |
| Commercial mortgage-backed securities | $154,381,000 | 74 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $154,381,000 | 56 |
| Held to maturity securities (book value) | $2,133,804,000 | 37 |
| Available-for-sale securities (fair market value) | $384,359,000 | 333 |
| Total debt securities | $2,518,160,000 | 84 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $2,419,363,000 | 86 |
| U.S. Government securities | $2,410,427,000 | 71 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $2,410,427,000 | 68 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $8,933,000 | 642 |
| Privately issued residential mortgage-backed securities | $8,396,000 | 162 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $537,000 | 1,576 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $3,000 | 1,185 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,347,669,000 | 83 |
| Mortgage-backed securities | $2,232,350,000 | 66 |
| Certificates of participation in pools of residential mortgages | $304,163,000 | 158 |
| Issued or guaranteed by U.S. | $304,163,000 | 157 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,821,861,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $1,813,465,000 | 41 |
| Privately issued | $8,396,000 | 154 |
| Commercial mortgage-backed securities | $106,326,000 | 82 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $106,326,000 | 65 |
| Held to maturity securities (book value) | $2,053,337,000 | 38 |
| Available-for-sale securities (fair market value) | $366,026,000 | 347 |
| Total debt securities | $2,419,360,000 | 85 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $2,353,369,000 | 90 |
| U.S. Government securities | $2,343,297,000 | 72 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $2,343,297,000 | 69 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $10,069,000 | 620 |
| Privately issued residential mortgage-backed securities | $9,513,000 | 158 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $556,000 | 1,615 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $3,000 | 1,205 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,343,542,000 | 80 |
| Mortgage-backed securities | $2,166,406,000 | 68 |
| Certificates of participation in pools of residential mortgages | $288,527,000 | 165 |
| Issued or guaranteed by U.S. | $288,527,000 | 164 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,780,771,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $1,771,258,000 | 41 |
| Privately issued | $9,513,000 | 152 |
| Commercial mortgage-backed securities | $97,108,000 | 82 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $97,108,000 | 66 |
| Held to maturity securities (book value) | $1,960,930,000 | 39 |
| Available-for-sale securities (fair market value) | $392,439,000 | 335 |
| Total debt securities | $2,353,366,000 | 89 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $2,308,187,000 | 92 |
| U.S. Government securities | $2,297,111,000 | 73 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $2,297,111,000 | 69 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $11,072,000 | 613 |
| Privately issued residential mortgage-backed securities | $10,496,000 | 150 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $576,000 | 1,645 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $4,000 | 1,214 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,354,158,000 | 79 |
| Mortgage-backed securities | $2,123,338,000 | 67 |
| Certificates of participation in pools of residential mortgages | $297,845,000 | 162 |
| Issued or guaranteed by U.S. | $297,845,000 | 161 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,772,216,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $1,761,720,000 | 41 |
| Privately issued | $10,496,000 | 142 |
| Commercial mortgage-backed securities | $53,277,000 | 115 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $53,277,000 | 81 |
| Held to maturity securities (book value) | $1,911,500,000 | 38 |
| Available-for-sale securities (fair market value) | $396,687,000 | 336 |
| Total debt securities | $2,308,183,000 | 91 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $2,251,216,000 | 94 |
| U.S. Government securities | $2,239,222,000 | 72 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,239,222,000 | 68 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $11,991,000 | 615 |
| Privately issued residential mortgage-backed securities | $11,405,000 | 150 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $586,000 | 1,683 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $3,000 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,367,301,000 | 76 |
| Mortgage-backed securities | $2,071,346,000 | 67 |
| Certificates of participation in pools of residential mortgages | $299,361,000 | 161 |
| Issued or guaranteed by U.S. | $299,361,000 | 160 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,771,985,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $1,760,580,000 | 40 |
| Privately issued | $11,405,000 | 144 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $1,849,526,000 | 37 |
| Available-for-sale securities (fair market value) | $401,690,000 | 335 |
| Total debt securities | $2,251,213,000 | 92 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $2,331,211,000 | 90 |
| U.S. Government securities | $2,318,156,000 | 71 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,318,156,000 | 68 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $13,054,000 | 601 |
| Privately issued residential mortgage-backed securities | $12,450,000 | 157 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $604,000 | 1,705 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $1,000 | 1,297 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,355,729,000 | 73 |
| Mortgage-backed securities | $2,150,049,000 | 66 |
| Certificates of participation in pools of residential mortgages | $306,612,000 | 155 |
| Issued or guaranteed by U.S. | $306,612,000 | 154 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,843,437,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $1,830,987,000 | 40 |
| Privately issued | $12,450,000 | 147 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $1,915,461,000 | 35 |
| Available-for-sale securities (fair market value) | $415,750,000 | 319 |
| Total debt securities | $2,331,210,000 | 90 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $2,235,474,000 | 93 |
| U.S. Government securities | $2,221,061,000 | 71 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $2,221,061,000 | 68 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $14,412,000 | 571 |
| Privately issued residential mortgage-backed securities | $13,790,000 | 147 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $622,000 | 1,741 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,000 | 1,304 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,220,866,000 | 81 |
| Mortgage-backed securities | $2,060,438,000 | 68 |
| Certificates of participation in pools of residential mortgages | $215,021,000 | 217 |
| Issued or guaranteed by U.S. | $215,021,000 | 215 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,845,417,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $1,831,627,000 | 41 |
| Privately issued | $13,790,000 | 139 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $1,892,883,000 | 29 |
| Available-for-sale securities (fair market value) | $342,591,000 | 389 |
| Total debt securities | $2,235,474,000 | 92 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $2,137,801,000 | 105 |
| U.S. Government securities | $2,122,036,000 | 78 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $2,122,036,000 | 74 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $15,764,000 | 528 |
| Privately issued residential mortgage-backed securities | $15,125,000 | 148 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $639,000 | 1,705 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $1,000 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,201,775,000 | 80 |
| Mortgage-backed securities | $1,957,643,000 | 72 |
| Certificates of participation in pools of residential mortgages | $20,700,000 | 1,779 |
| Issued or guaranteed by U.S. | $20,700,000 | 1,777 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,936,943,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $1,921,818,000 | 39 |
| Privately issued | $15,125,000 | 143 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $1,709,427,000 | 25 |
| Available-for-sale securities (fair market value) | $428,374,000 | 313 |
| Total debt securities | $2,137,801,000 | 104 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $2,036,441,000 | 105 |
| U.S. Government securities | $2,018,775,000 | 80 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $2,018,775,000 | 76 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $17,666,000 | 485 |
| Privately issued residential mortgage-backed securities | $17,010,000 | 146 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $656,000 | 1,674 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,221,276,000 | 79 |
| Mortgage-backed securities | $1,936,906,000 | 76 |
| Certificates of participation in pools of residential mortgages | $21,632,000 | 1,692 |
| Issued or guaranteed by U.S. | $21,632,000 | 1,690 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,915,274,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $1,898,264,000 | 38 |
| Privately issued | $17,010,000 | 140 |
| 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) | $1,700,141,000 | 25 |
| Available-for-sale securities (fair market value) | $336,300,000 | 404 |
| Total debt securities | $2,036,441,000 | 105 |
| 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 | $2,278,796,000 | 93 |
| U.S. Government securities | $2,254,912,000 | 76 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $2,254,912,000 | 75 |
| Securities issued by states & political subdivisions | $2,707,000 | 4,344 |
| Other domestic debt securities | $18,793,000 | 478 |
| Privately issued residential mortgage-backed securities | $18,793,000 | 142 |
| 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 | $2,384,000 | 416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,435,753,000 | 70 |
| Mortgage-backed securities | $2,223,585,000 | 71 |
| Certificates of participation in pools of residential mortgages | $22,745,000 | 1,690 |
| Issued or guaranteed by U.S. | $22,745,000 | 1,689 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,200,840,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $2,182,047,000 | 34 |
| Privately issued | $18,793,000 | 136 |
| 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) | $1,952,938,000 | 20 |
| Available-for-sale securities (fair market value) | $325,858,000 | 415 |
| Total debt securities | $2,276,411,000 | 91 |
| 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 | $2,371,684,000 | 86 |
| U.S. Government securities | $2,341,577,000 | 74 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $2,341,577,000 | 73 |
| Securities issued by states & political subdivisions | $2,799,000 | 4,295 |
| Other domestic debt securities | $20,648,000 | 449 |
| Privately issued residential mortgage-backed securities | $20,648,000 | 145 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $6,660,000 | 200 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,543,402,000 | 67 |
| Mortgage-backed securities | $2,287,229,000 | 70 |
| Certificates of participation in pools of residential mortgages | $23,700,000 | 1,673 |
| Issued or guaranteed by U.S. | $23,700,000 | 1,672 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,263,529,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $2,242,881,000 | 36 |
| Privately issued | $20,648,000 | 140 |
| 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) | $2,006,123,000 | 21 |
| Available-for-sale securities (fair market value) | $365,561,000 | 374 |
| Total debt securities | $2,365,024,000 | 86 |
| 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 | $2,514,502,000 | 85 |
| U.S. Government securities | $2,482,109,000 | 73 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $2,482,109,000 | 70 |
| Securities issued by states & political subdivisions | $2,889,000 | 4,191 |
| Other domestic debt securities | $24,884,000 | 386 |
| Privately issued residential mortgage-backed securities | $24,884,000 | 133 |
| 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 | $4,620,000 | 251 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,767,400,000 | 61 |
| Mortgage-backed securities | $2,452,108,000 | 68 |
| Certificates of participation in pools of residential mortgages | $24,804,000 | 1,612 |
| Issued or guaranteed by U.S. | $24,804,000 | 1,609 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,427,304,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $2,402,420,000 | 35 |
| Privately issued | $24,884,000 | 127 |
| 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) | $2,205,870,000 | 20 |
| Available-for-sale securities (fair market value) | $308,632,000 | 462 |
| Total debt securities | $2,509,882,000 | 85 |
| 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 | $2,474,990,000 | 86 |
| U.S. Government securities | $2,436,534,000 | 70 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,436,534,000 | 70 |
| Securities issued by states & political subdivisions | $2,976,000 | 4,137 |
| Other domestic debt securities | $30,900,000 | 350 |
| Privately issued residential mortgage-backed securities | $30,900,000 | 154 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,580,000 | 236 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,409,566,000 | 67 |
| Certificates of participation in pools of residential mortgages | $25,667,000 | 1,481 |
| Issued or guaranteed by U.S. | $25,667,000 | 1,477 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,383,899,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $2,352,999,000 | 35 |
| Privately issued | $30,900,000 | 149 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,130,803,000 | 19 |
| Available-for-sale securities (fair market value) | $344,187,000 | 384 |
| Total debt securities | $2,470,410,000 | 84 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $2,477,051,000 | 81 |
| U.S. Government securities | $2,430,534,000 | 70 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,430,534,000 | 69 |
| Securities issued by states & political subdivisions | $3,063,000 | 4,072 |
| Other domestic debt securities | $36,574,000 | 312 |
| Privately issued residential mortgage-backed securities | $36,574,000 | 144 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,880,000 | 188 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,414,247,000 | 66 |
| Certificates of participation in pools of residential mortgages | $26,600,000 | 1,392 |
| Issued or guaranteed by U.S. | $26,600,000 | 1,387 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,387,647,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $2,351,073,000 | 37 |
| Privately issued | $36,574,000 | 140 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,075,028,000 | 22 |
| Available-for-sale securities (fair market value) | $402,023,000 | 321 |
| Total debt securities | $2,470,171,000 | 83 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $2,415,376,000 | 87 |
| U.S. Government securities | $2,360,188,000 | 71 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,360,188,000 | 68 |
| Securities issued by states & political subdivisions | $3,148,000 | 4,006 |
| Other domestic debt securities | $41,280,000 | 274 |
| Privately issued residential mortgage-backed securities | $41,280,000 | 140 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,760,000 | 139 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,348,602,000 | 66 |
| Certificates of participation in pools of residential mortgages | $27,860,000 | 1,306 |
| Issued or guaranteed by U.S. | $27,860,000 | 1,300 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,320,742,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $2,279,462,000 | 35 |
| Privately issued | $41,280,000 | 135 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,966,836,000 | 22 |
| Available-for-sale securities (fair market value) | $448,540,000 | 292 |
| Total debt securities | $2,404,616,000 | 88 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $2,607,821,000 | 87 |
| U.S. Government securities | $2,549,074,000 | 69 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,549,074,000 | 66 |
| Securities issued by states & political subdivisions | $3,899,000 | 3,733 |
| Other domestic debt securities | $47,808,000 | 257 |
| Privately issued residential mortgage-backed securities | $47,808,000 | 132 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,040,000 | 196 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,544,017,000 | 63 |
| Certificates of participation in pools of residential mortgages | $29,258,000 | 1,226 |
| Issued or guaranteed by U.S. | $29,258,000 | 1,220 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,514,759,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $2,466,951,000 | 32 |
| Privately issued | $47,808,000 | 128 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,117,538,000 | 20 |
| Available-for-sale securities (fair market value) | $490,283,000 | 269 |
| Total debt securities | $2,600,781,000 | 87 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $2,565,737,000 | 85 |
| U.S. Government securities | $2,498,551,000 | 72 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,498,551,000 | 67 |
| Securities issued by states & political subdivisions | $3,999,000 | 3,717 |
| Other domestic debt securities | $61,027,000 | 234 |
| Privately issued residential mortgage-backed securities | $61,027,000 | 114 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,160,000 | 416 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,534,578,000 | 58 |
| Certificates of participation in pools of residential mortgages | $30,667,000 | 1,133 |
| Issued or guaranteed by U.S. | $30,667,000 | 1,122 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,503,911,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $2,442,884,000 | 32 |
| Privately issued | $61,027,000 | 111 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,003,784,000 | 17 |
| Available-for-sale securities (fair market value) | $561,953,000 | 231 |
| Total debt securities | $2,563,577,000 | 85 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $2,591,203,000 | 79 |
| U.S. Government securities | $2,511,102,000 | 68 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,511,102,000 | 64 |
| Securities issued by states & political subdivisions | $4,232,000 | 3,561 |
| Other domestic debt securities | $74,413,000 | 195 |
| Privately issued residential mortgage-backed securities | $74,413,000 | 105 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,456,000 | 537 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,560,515,000 | 54 |
| Certificates of participation in pools of residential mortgages | $32,168,000 | 1,074 |
| Issued or guaranteed by U.S. | $32,168,000 | 1,063 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,528,347,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $2,453,934,000 | 28 |
| Privately issued | $74,413,000 | 99 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,933,318,000 | 15 |
| Available-for-sale securities (fair market value) | $657,885,000 | 184 |
| Total debt securities | $2,589,747,000 | 79 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $2,736,725,000 | 75 |
| U.S. Government securities | $2,643,381,000 | 66 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,643,381,000 | 61 |
| Securities issued by states & political subdivisions | $4,331,000 | 3,479 |
| Other domestic debt securities | $87,431,000 | 174 |
| Privately issued residential mortgage-backed securities | $87,431,000 | 97 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,582,000 | 539 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,730,812,000 | 52 |
| Certificates of participation in pools of residential mortgages | $33,438,000 | 1,034 |
| Issued or guaranteed by U.S. | $33,438,000 | 1,026 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,697,374,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $2,609,943,000 | 24 |
| Privately issued | $87,431,000 | 93 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,008,109,000 | 14 |
| Available-for-sale securities (fair market value) | $728,616,000 | 172 |
| Total debt securities | $2,735,143,000 | 75 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $3,170,764,000 | 63 |
| U.S. Government securities | $3,066,022,000 | 55 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,066,022,000 | 51 |
| Securities issued by states & political subdivisions | $4,428,000 | 3,430 |
| Other domestic debt securities | $96,487,000 | 164 |
| Privately issued residential mortgage-backed securities | $96,462,000 | 97 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 2,105 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,827,000 | 325 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,911,525,000 | 48 |
| Certificates of participation in pools of residential mortgages | $34,520,000 | 1,072 |
| Issued or guaranteed by U.S. | $34,520,000 | 1,065 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,877,005,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $2,780,543,000 | 23 |
| Privately issued | $96,462,000 | 92 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,379,142,000 | 13 |
| Available-for-sale securities (fair market value) | $791,622,000 | 161 |
| Total debt securities | $3,166,937,000 | 64 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $3,178,576,000 | 67 |
| U.S. Government securities | $3,061,959,000 | 58 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,061,959,000 | 56 |
| Securities issued by states & political subdivisions | $4,523,000 | 3,401 |
| Other domestic debt securities | $108,309,000 | 164 |
| Privately issued residential mortgage-backed securities | $108,284,000 | 96 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 2,157 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,785,000 | 345 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,919,290,000 | 50 |
| Certificates of participation in pools of residential mortgages | $35,471,000 | 1,065 |
| Issued or guaranteed by U.S. | $35,471,000 | 1,056 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,883,819,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $2,775,535,000 | 20 |
| Privately issued | $108,284,000 | 92 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,317,882,000 | 17 |
| Available-for-sale securities (fair market value) | $860,694,000 | 150 |
| Total debt securities | $3,174,791,000 | 68 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $3,472,308,000 | 67 |
| U.S. Government securities | $3,336,113,000 | 53 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,336,113,000 | 52 |
| Securities issued by states & political subdivisions | $4,701,000 | 3,355 |
| Other domestic debt securities | $125,041,000 | 159 |
| Privately issued residential mortgage-backed securities | $125,016,000 | 94 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 2,259 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,453,000 | 262 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,210,178,000 | 48 |
| Certificates of participation in pools of residential mortgages | $38,306,000 | 1,028 |
| Issued or guaranteed by U.S. | $38,306,000 | 1,021 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,171,872,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $3,046,856,000 | 16 |
| Privately issued | $125,016,000 | 88 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,518,232,000 | 17 |
| Available-for-sale securities (fair market value) | $954,076,000 | 138 |
| Total debt securities | $3,465,855,000 | 69 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $3,511,939,000 | 66 |
| U.S. Government securities | $3,359,156,000 | 48 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,359,156,000 | 47 |
| Securities issued by states & political subdivisions | $4,908,000 | 3,245 |
| Other domestic debt securities | $144,975,000 | 155 |
| Privately issued residential mortgage-backed securities | $144,950,000 | 92 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 2,359 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,900,000 | 493 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,253,161,000 | 49 |
| Certificates of participation in pools of residential mortgages | $39,886,000 | 1,011 |
| Issued or guaranteed by U.S. | $39,886,000 | 1,000 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $3,213,275,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $3,068,325,000 | 15 |
| Privately issued | $144,950,000 | 86 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,384,680,000 | 18 |
| Available-for-sale securities (fair market value) | $1,127,259,000 | 123 |
| Total debt securities | $3,509,039,000 | 66 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $3,682,651,000 | 60 |
| U.S. Government securities | $3,482,232,000 | 46 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,482,232,000 | 45 |
| Securities issued by states & political subdivisions | $5,002,000 | 3,135 |
| Other domestic debt securities | $193,830,000 | 134 |
| Privately issued residential mortgage-backed securities | $193,805,000 | 90 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 2,486 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,587,000 | 651 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,676,037,000 | 41 |
| Certificates of participation in pools of residential mortgages | $41,212,000 | 1,009 |
| Issued or guaranteed by U.S. | $41,212,000 | 999 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,634,825,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $3,441,020,000 | 14 |
| Privately issued | $193,805,000 | 84 |
| 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) | $2,436,726,000 | 14 |
| Available-for-sale securities (fair market value) | $1,245,925,000 | 121 |
| Total debt securities | $3,681,064,000 | 57 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $4,037,302,000 | 53 |
| U.S. Government securities | $3,812,555,000 | 44 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,812,555,000 | 43 |
| Securities issued by states & political subdivisions | $5,676,000 | 2,958 |
| Other domestic debt securities | $217,938,000 | 117 |
| Privately issued residential mortgage-backed securities | $217,913,000 | 81 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 2,414 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,133,000 | 697 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,030,468,000 | 37 |
| Certificates of participation in pools of residential mortgages | $42,225,000 | 966 |
| Issued or guaranteed by U.S. | $42,225,000 | 958 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,988,243,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $3,770,330,000 | 13 |
| Privately issued | $217,913,000 | 74 |
| 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) | $2,646,862,000 | 13 |
| Available-for-sale securities (fair market value) | $1,390,440,000 | 101 |
| Total debt securities | $4,036,169,000 | 51 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $4,159,134,000 | 48 |
| U.S. Government securities | $3,922,689,000 | 39 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,922,689,000 | 38 |
| Securities issued by states & political subdivisions | $5,773,000 | 2,891 |
| Other domestic debt securities | $225,370,000 | 117 |
| Privately issued residential mortgage-backed securities | $225,345,000 | 81 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 2,381 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,302,000 | 319 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,148,034,000 | 35 |
| Certificates of participation in pools of residential mortgages | $44,350,000 | 890 |
| Issued or guaranteed by U.S. | $44,350,000 | 880 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $4,103,684,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $3,878,339,000 | 13 |
| Privately issued | $225,345,000 | 73 |
| 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) | $2,761,474,000 | 11 |
| Available-for-sale securities (fair market value) | $1,397,660,000 | 95 |
| Total debt securities | $4,153,832,000 | 48 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $4,203,529,000 | 57 |
| U.S. Government securities | $3,881,982,000 | 42 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,881,982,000 | 42 |
| Securities issued by states & political subdivisions | $5,876,000 | 2,878 |
| Other domestic debt securities | $238,711,000 | 123 |
| Privately issued residential mortgage-backed securities | $238,661,000 | 80 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,000 | 2,364 |
| Foreign debt securities | NA | NA |
| Equity securities | $76,960,000 | 54 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,120,643,000 | 41 |
| Certificates of participation in pools of residential mortgages | $49,522,000 | 799 |
| Issued or guaranteed by U.S. | $49,522,000 | 789 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $4,071,121,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $3,832,460,000 | 12 |
| Privately issued | $238,661,000 | 75 |
| 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) | $2,898,255,000 | 10 |
| Available-for-sale securities (fair market value) | $1,305,274,000 | 103 |
| Total debt securities | $4,126,569,000 | 58 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $4,256,229,000 | 57 |
| U.S. Government securities | $3,919,193,000 | 39 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,919,193,000 | 38 |
| Securities issued by states & political subdivisions | $5,974,000 | 2,871 |
| Other domestic debt securities | $253,137,000 | 120 |
| Privately issued residential mortgage-backed securities | $253,087,000 | 81 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,000 | 2,326 |
| Foreign debt securities | NA | NA |
| Equity securities | $77,925,000 | 56 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,172,280,000 | 40 |
| Certificates of participation in pools of residential mortgages | $52,337,000 | 726 |
| Issued or guaranteed by U.S. | $52,337,000 | 716 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,119,943,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $3,866,856,000 | 11 |
| Privately issued | $253,087,000 | 73 |
| 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) | $2,910,989,000 | 12 |
| Available-for-sale securities (fair market value) | $1,345,240,000 | 113 |
| Total debt securities | $4,178,304,000 | 58 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $4,370,849,000 | 54 |
| U.S. Government securities | $4,016,036,000 | 39 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,016,036,000 | 37 |
| Securities issued by states & political subdivisions | $6,070,000 | 2,832 |
| Other domestic debt securities | $265,709,000 | 113 |
| Privately issued residential mortgage-backed securities | $265,659,000 | 79 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,000 | 2,200 |
| Foreign debt securities | NA | NA |
| Equity securities | $83,034,000 | 52 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,281,195,000 | 41 |
| Certificates of participation in pools of residential mortgages | $55,309,000 | 632 |
| Issued or guaranteed by U.S. | $55,309,000 | 623 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,225,886,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $3,960,227,000 | 12 |
| Privately issued | $265,659,000 | 71 |
| 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) | $3,057,543,000 | 12 |
| Available-for-sale securities (fair market value) | $1,313,306,000 | 109 |
| Total debt securities | $4,287,815,000 | 55 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $4,568,578,000 | 54 |
| U.S. Government securities | $4,172,872,000 | 41 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,172,872,000 | 40 |
| Securities issued by states & political subdivisions | $6,668,000 | 2,653 |
| Other domestic debt securities | $289,719,000 | 112 |
| Privately issued residential mortgage-backed securities | $279,670,000 | 75 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,049,000 | 415 |
| Foreign debt securities | NA | NA |
| Equity securities | $99,319,000 | 41 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,452,042,000 | 40 |
| Certificates of participation in pools of residential mortgages | $57,504,000 | 578 |
| Issued or guaranteed by U.S. | $57,504,000 | 571 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $4,394,538,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $4,114,868,000 | 10 |
| Privately issued | $279,670,000 | 66 |
| 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) | $3,210,216,000 | 13 |
| Available-for-sale securities (fair market value) | $1,358,362,000 | 113 |
| Total debt securities | $4,469,259,000 | 54 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $4,787,635,000 | 52 |
| U.S. Government securities | $4,373,019,000 | 40 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,373,019,000 | 39 |
| Securities issued by states & political subdivisions | $6,769,000 | 2,628 |
| Other domestic debt securities | $305,118,000 | 110 |
| Privately issued residential mortgage-backed securities | $295,069,000 | 82 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,049,000 | 386 |
| Foreign debt securities | NA | NA |
| Equity securities | $102,729,000 | 34 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,667,492,000 | 41 |
| Certificates of participation in pools of residential mortgages | $60,239,000 | 559 |
| Issued or guaranteed by U.S. | $60,239,000 | 548 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,607,253,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $4,312,184,000 | 9 |
| Privately issued | $295,069,000 | 71 |
| 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) | $3,390,713,000 | 10 |
| Available-for-sale securities (fair market value) | $1,396,922,000 | 118 |
| Total debt securities | $4,684,906,000 | 54 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $5,087,727,000 | 48 |
| U.S. Government securities | $4,645,045,000 | 37 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,645,045,000 | 35 |
| Securities issued by states & political subdivisions | $6,868,000 | 2,617 |
| Other domestic debt securities | $323,637,000 | 104 |
| Privately issued residential mortgage-backed securities | $313,590,000 | 78 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,047,000 | 402 |
| Foreign debt securities | NA | NA |
| Equity securities | $112,177,000 | 33 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,958,041,000 | 37 |
| Certificates of participation in pools of residential mortgages | $64,290,000 | 531 |
| Issued or guaranteed by U.S. | $64,290,000 | 521 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $4,893,751,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $4,580,161,000 | 8 |
| Privately issued | $313,590,000 | 69 |
| 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) | $3,592,936,000 | 10 |
| Available-for-sale securities (fair market value) | $1,494,791,000 | 111 |
| Total debt securities | $4,975,550,000 | 48 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $5,339,556,000 | 48 |
| U.S. Government securities | $4,859,947,000 | 36 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,859,947,000 | 34 |
| Securities issued by states & political subdivisions | $8,197,000 | 2,340 |
| Other domestic debt securities | $340,969,000 | 95 |
| Privately issued residential mortgage-backed securities | $330,923,000 | 76 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,046,000 | 409 |
| Foreign debt securities | NA | NA |
| Equity securities | $130,443,000 | 27 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,190,278,000 | 34 |
| Certificates of participation in pools of residential mortgages | $69,439,000 | 500 |
| Issued or guaranteed by U.S. | $69,439,000 | 492 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $5,120,839,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $4,789,916,000 | 9 |
| Privately issued | $330,923,000 | 68 |
| 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) | $3,779,356,000 | 8 |
| Available-for-sale securities (fair market value) | $1,560,200,000 | 109 |
| Total debt securities | $5,209,113,000 | 48 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $5,598,397,000 | 52 |
| U.S. Government securities | $5,106,100,000 | 38 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,106,100,000 | 35 |
| Securities issued by states & political subdivisions | $8,547,000 | 2,255 |
| Other domestic debt securities | $359,731,000 | 98 |
| Privately issued residential mortgage-backed securities | $349,686,000 | 74 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,045,000 | 413 |
| Foreign debt securities | NA | NA |
| Equity securities | $124,019,000 | 28 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,454,697,000 | 38 |
| Certificates of participation in pools of residential mortgages | $77,676,000 | 470 |
| Issued or guaranteed by U.S. | $77,676,000 | 463 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $5,377,021,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $5,027,335,000 | 9 |
| Privately issued | $349,686,000 | 66 |
| 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) | $3,981,062,000 | 10 |
| Available-for-sale securities (fair market value) | $1,617,335,000 | 110 |
| Total debt securities | $5,474,378,000 | 52 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $5,870,607,000 | 46 |
| U.S. Government securities | $5,365,522,000 | 36 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,365,522,000 | 33 |
| Securities issued by states & political subdivisions | $8,906,000 | 2,162 |
| Other domestic debt securities | $379,493,000 | 88 |
| Privately issued residential mortgage-backed securities | $369,474,000 | 72 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,019,000 | 414 |
| Foreign debt securities | NA | NA |
| Equity securities | $116,686,000 | 26 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,733,892,000 | 33 |
| Certificates of participation in pools of residential mortgages | $84,096,000 | 446 |
| Issued or guaranteed by U.S. | $84,096,000 | 442 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $5,649,796,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $5,280,322,000 | 7 |
| Privately issued | $369,474,000 | 63 |
| 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) | $4,223,867,000 | 9 |
| Available-for-sale securities (fair market value) | $1,646,740,000 | 107 |
| Total debt securities | $5,753,921,000 | 46 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $6,227,124,000 | 44 |
| U.S. Government securities | $5,695,157,000 | 35 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,695,157,000 | 32 |
| Securities issued by states & political subdivisions | $9,751,000 | 1,989 |
| Other domestic debt securities | $399,667,000 | 91 |
| Privately issued residential mortgage-backed securities | $389,649,000 | 72 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,018,000 | 436 |
| Foreign debt securities | NA | NA |
| Equity securities | $122,549,000 | 26 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,083,727,000 | 32 |
| Certificates of participation in pools of residential mortgages | $92,519,000 | 422 |
| Issued or guaranteed by U.S. | $92,519,000 | 417 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $5,991,208,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $5,601,559,000 | 6 |
| Privately issued | $389,649,000 | 62 |
| 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) | $4,480,865,000 | 9 |
| Available-for-sale securities (fair market value) | $1,746,259,000 | 107 |
| Total debt securities | $6,104,575,000 | 44 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $6,572,176,000 | 42 |
| U.S. Government securities | $6,014,135,000 | 31 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,014,135,000 | 30 |
| Securities issued by states & political subdivisions | $14,198,000 | 1,415 |
| Other domestic debt securities | $423,349,000 | 87 |
| Privately issued residential mortgage-backed securities | $412,332,000 | 66 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,017,000 | 413 |
| Foreign debt securities | NA | NA |
| Equity securities | $120,494,000 | 27 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,425,137,000 | 31 |
| Certificates of participation in pools of residential mortgages | $98,862,000 | 411 |
| Issued or guaranteed by U.S. | $98,862,000 | 405 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $6,326,275,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $5,913,943,000 | 4 |
| Privately issued | $412,332,000 | 56 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,730,952,000 | 8 |
| Available-for-sale securities (fair market value) | $1,841,224,000 | 105 |
| Total debt securities | $6,451,682,000 | 42 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $7,088,387,000 | 37 |
| U.S. Government securities | $6,494,706,000 | 31 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,494,706,000 | 30 |
| Securities issued by states & political subdivisions | $17,650,000 | 1,130 |
| Other domestic debt securities | $453,388,000 | 84 |
| Privately issued residential mortgage-backed securities | $442,372,000 | 63 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,016,000 | 432 |
| Foreign debt securities | NA | NA |
| Equity securities | $122,643,000 | 28 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,935,745,000 | 26 |
| Certificates of participation in pools of residential mortgages | $105,954,000 | 403 |
| Issued or guaranteed by U.S. | $105,954,000 | 400 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,829,791,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $6,387,419,000 | 3 |
| Privately issued | $442,372,000 | 54 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,111,902,000 | 6 |
| Available-for-sale securities (fair market value) | $1,976,485,000 | 101 |
| Total debt securities | $6,965,744,000 | 39 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $7,769,266,000 | 36 |
| U.S. Government securities | $7,133,156,000 | 25 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,133,156,000 | 25 |
| Securities issued by states & political subdivisions | $17,853,000 | 1,098 |
| Other domestic debt securities | $497,301,000 | 76 |
| Privately issued residential mortgage-backed securities | $486,286,000 | 56 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,015,000 | 450 |
| Foreign debt securities | NA | NA |
| Equity securities | $120,956,000 | 25 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,618,101,000 | 23 |
| Certificates of participation in pools of residential mortgages | $114,503,000 | 398 |
| Issued or guaranteed by U.S. | $114,503,000 | 390 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $7,503,598,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $7,017,312,000 | 3 |
| Privately issued | $486,286,000 | 49 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,622,868,000 | 5 |
| Available-for-sale securities (fair market value) | $2,146,398,000 | 97 |
| Total debt securities | $7,648,310,000 | 36 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $8,322,082,000 | 35 |
| U.S. Government securities | $7,642,721,000 | 24 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,642,721,000 | 24 |
| Securities issued by states & political subdivisions | $24,712,000 | 753 |
| Other domestic debt securities | $532,246,000 | 76 |
| Privately issued residential mortgage-backed securities | $520,838,000 | 54 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,408,000 | 455 |
| Foreign debt securities | NA | NA |
| Equity securities | $122,403,000 | 30 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,161,974,000 | 23 |
| Certificates of participation in pools of residential mortgages | $124,182,000 | 383 |
| Issued or guaranteed by U.S. | $124,182,000 | 378 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $8,037,792,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $7,516,954,000 | 3 |
| Privately issued | $520,838,000 | 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) | $6,080,565,000 | 5 |
| Available-for-sale securities (fair market value) | $2,241,517,000 | 93 |
| Total debt securities | $8,199,679,000 | 36 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $8,709,685,000 | 32 |
| U.S. Government securities | $7,987,903,000 | 23 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,987,903,000 | 23 |
| Securities issued by states & political subdivisions | $31,065,000 | 571 |
| Other domestic debt securities | $567,169,000 | 73 |
| Privately issued residential mortgage-backed securities | $555,768,000 | 49 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,401,000 | 491 |
| Foreign debt securities | NA | NA |
| Equity securities | $123,548,000 | 32 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,542,070,000 | 21 |
| Certificates of participation in pools of residential mortgages | $135,725,000 | 357 |
| Issued or guaranteed by U.S. | $135,725,000 | 353 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $8,406,345,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $7,850,577,000 | 3 |
| Privately issued | $555,768,000 | 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) | $6,302,935,000 | 3 |
| Available-for-sale securities (fair market value) | $2,406,750,000 | 90 |
| Total debt securities | $8,586,137,000 | 32 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $8,692,810,000 | 33 |
| U.S. Government securities | $7,921,120,000 | 26 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,921,120,000 | 26 |
| Securities issued by states & political subdivisions | $31,993,000 | 555 |
| Other domestic debt securities | $614,904,000 | 69 |
| Privately issued residential mortgage-backed securities | $603,475,000 | 48 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,429,000 | 497 |
| Foreign debt securities | NA | NA |
| Equity securities | $124,793,000 | 33 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,522,735,000 | 23 |
| Certificates of participation in pools of residential mortgages | $145,212,000 | 339 |
| Issued or guaranteed by U.S. | $145,212,000 | 334 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $8,377,523,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $7,774,048,000 | 2 |
| Privately issued | $603,475,000 | 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) | $6,234,761,000 | 2 |
| Available-for-sale securities (fair market value) | $2,458,049,000 | 84 |
| Total debt securities | $8,568,017,000 | 34 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $8,374,518,000 | 38 |
| U.S. Government securities | $7,550,729,000 | 26 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,550,729,000 | 26 |
| Securities issued by states & political subdivisions | $33,043,000 | 524 |
| Other domestic debt securities | $666,808,000 | 66 |
| Privately issued residential mortgage-backed securities | $655,337,000 | 48 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,471,000 | 517 |
| Foreign debt securities | NA | NA |
| Equity securities | $123,938,000 | 35 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,204,217,000 | 22 |
| Certificates of participation in pools of residential mortgages | $156,948,000 | 310 |
| Issued or guaranteed by U.S. | $156,948,000 | 305 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $8,047,269,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $7,391,932,000 | 3 |
| Privately issued | $655,337,000 | 44 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,787,012,000 | 3 |
| Available-for-sale securities (fair market value) | $2,587,506,000 | 83 |
| Total debt securities | $8,250,580,000 | 38 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $8,353,184,000 | 33 |
| U.S. Government securities | $7,368,665,000 | 28 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,368,665,000 | 27 |
| Securities issued by states & political subdivisions | $33,373,000 | 520 |
| Other domestic debt securities | $813,495,000 | 61 |
| Privately issued residential mortgage-backed securities | $801,986,000 | 47 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,509,000 | 550 |
| Foreign debt securities | NA | NA |
| Equity securities | $137,651,000 | 29 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,168,512,000 | 24 |
| Certificates of participation in pools of residential mortgages | $168,851,000 | 304 |
| Issued or guaranteed by U.S. | $168,851,000 | 299 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $7,999,661,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $7,197,675,000 | 3 |
| Privately issued | $801,986,000 | 42 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,704,492,000 | 4 |
| Available-for-sale securities (fair market value) | $2,648,692,000 | 79 |
| Total debt securities | $8,215,533,000 | 35 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $8,447,579,000 | 36 |
| U.S. Government securities | $8,245,647,000 | 23 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,245,647,000 | 22 |
| Securities issued by states & political subdivisions | $37,038,000 | 465 |
| Other domestic debt securities | $33,433,000 | 386 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $33,433,000 | 247 |
| Foreign debt securities | NA | NA |
| Equity securities | $131,461,000 | 34 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,244,020,000 | 23 |
| Certificates of participation in pools of residential mortgages | $181,069,000 | 298 |
| Issued or guaranteed by U.S. | $181,069,000 | 293 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $8,062,951,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $8,062,951,000 | 2 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,792,727,000 | 1 |
| Available-for-sale securities (fair market value) | $2,654,852,000 | 80 |
| Total debt securities | $8,316,118,000 | 36 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $8,361,001,000 | 33 |
| U.S. Government securities | $8,156,677,000 | 24 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,156,677,000 | 24 |
| Securities issued by states & political subdivisions | $37,387,000 | 460 |
| Other domestic debt securities | $33,140,000 | 398 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $33,140,000 | 268 |
| Foreign debt securities | NA | NA |
| Equity securities | $133,797,000 | 32 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,154,537,000 | 22 |
| Certificates of participation in pools of residential mortgages | $198,072,000 | 268 |
| Issued or guaranteed by U.S. | $198,072,000 | 261 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $7,956,465,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $7,956,465,000 | 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) | $4,908,586,000 | 2 |
| Available-for-sale securities (fair market value) | $3,452,415,000 | 64 |
| Total debt securities | $8,227,204,000 | 33 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $8,866,794,000 | 30 |
| U.S. Government securities | $8,598,946,000 | 24 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,598,946,000 | 24 |
| Securities issued by states & political subdivisions | $38,607,000 | 429 |
| Other domestic debt securities | $86,177,000 | 205 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $86,177,000 | 109 |
| Foreign debt securities | NA | NA |
| Equity securities | $143,064,000 | 38 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,596,783,000 | 20 |
| Certificates of participation in pools of residential mortgages | $223,980,000 | 240 |
| Issued or guaranteed by U.S. | $223,980,000 | 234 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $8,372,803,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $8,372,803,000 | 4 |
| 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) | $5,636,092,000 | 1 |
| Available-for-sale securities (fair market value) | $3,230,702,000 | 68 |
| Total debt securities | $8,723,730,000 | 31 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $9,110,228,000 | 29 |
| U.S. Government securities | $8,848,286,000 | 20 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,848,286,000 | 20 |
| Securities issued by states & political subdivisions | $38,948,000 | 395 |
| Other domestic debt securities | $82,451,000 | 211 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $82,451,000 | 117 |
| Foreign debt securities | NA | NA |
| Equity securities | $140,543,000 | 30 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,816,609,000 | 20 |
| Certificates of participation in pools of residential mortgages | $251,338,000 | 214 |
| Issued or guaranteed by U.S. | $251,338,000 | 208 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $8,565,271,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $8,565,271,000 | 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) | $6,562,450,000 | 1 |
| Available-for-sale securities (fair market value) | $2,547,778,000 | 88 |
| Total debt securities | $8,969,685,000 | 30 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $7,833,695,000 | 34 |
| U.S. Government securities | $7,549,059,000 | 23 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,549,059,000 | 23 |
| Securities issued by states & political subdivisions | $39,612,000 | 371 |
| Other domestic debt securities | $108,243,000 | 171 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $108,243,000 | 93 |
| Foreign debt securities | NA | NA |
| Equity securities | $136,781,000 | 32 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,379,524,000 | 24 |
| Certificates of participation in pools of residential mortgages | $273,993,000 | 184 |
| Issued or guaranteed by U.S. | $273,993,000 | 179 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $7,105,531,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $7,105,531,000 | 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) | $5,041,257,000 | 2 |
| Available-for-sale securities (fair market value) | $2,792,438,000 | 73 |
| Total debt securities | $7,696,914,000 | 34 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $8,012,975,000 | 29 |
| U.S. Government securities | $7,767,651,000 | 21 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,767,651,000 | 19 |
| Securities issued by states & political subdivisions | $42,807,000 | 323 |
| Other domestic debt securities | $91,141,000 | 196 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $91,141,000 | 106 |
| Foreign debt securities | NA | NA |
| Equity securities | $111,376,000 | 38 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,074,049,000 | 24 |
| Certificates of participation in pools of residential mortgages | $499,367,000 | 113 |
| Issued or guaranteed by U.S. | $499,367,000 | 111 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $6,574,682,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $6,574,682,000 | 4 |
| 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) | $4,463,927,000 | 3 |
| Available-for-sale securities (fair market value) | $3,549,048,000 | 50 |
| Total debt securities | $7,901,599,000 | 29 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $9,414,781,000 | 24 |
| U.S. Government securities | $9,152,553,000 | 13 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,152,553,000 | 12 |
| Securities issued by states & political subdivisions | $44,003,000 | 287 |
| Other domestic debt securities | $84,336,000 | 191 |
| 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 | $84,336,000 | 125 |
| Foreign debt securities | NA | NA |
| Equity securities | $133,889,000 | 59 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,874,714,000 | 16 |
| Certificates of participation in pools of residential mortgages | $713,088,000 | 85 |
| Issued or guaranteed by U.S. | $713,088,000 | 82 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $7,161,626,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $7,161,626,000 | 4 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,712,191,000 | 18 |
| Available-for-sale securities (fair market value) | $7,702,590,000 | 23 |
| Total debt securities | $9,280,892,000 | 23 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $10,762,086,000 | 13 |
| U.S. Government securities | $10,509,594,000 | 7 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,509,594,000 | 7 |
| Securities issued by states & political subdivisions | $45,112,000 | 294 |
| Other domestic debt securities | $79,803,000 | 215 |
| 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 | $79,803,000 | 138 |
| Foreign debt securities | NA | NA |
| Equity securities | $127,577,000 | 56 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,287,238,000 | 10 |
| Certificates of participation in pools of residential mortgages | $862,237,000 | 81 |
| Issued or guaranteed by U.S. | $862,237,000 | 79 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $8,425,001,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $8,425,001,000 | 4 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,899,957,000 | 17 |
| Available-for-sale securities (fair market value) | $8,862,129,000 | 13 |
| Total debt securities | $10,634,509,000 | 13 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $10,300,402,000 | 12 |
| U.S. Government securities | $10,066,805,000 | 7 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,066,805,000 | 7 |
| Securities issued by states & political subdivisions | $46,938,000 | 266 |
| Other domestic debt securities | $57,720,000 | 238 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $57,720,000 | 150 |
| Foreign debt securities | NA | NA |
| Equity securities | $128,939,000 | 46 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,686,427,000 | 10 |
| Certificates of participation in pools of residential mortgages | $1,205,624,000 | 63 |
| Issued or guaranteed by U.S. | $1,205,624,000 | 59 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $7,480,803,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $7,480,803,000 | 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) | $2,108,812,000 | 15 |
| Available-for-sale securities (fair market value) | $8,191,590,000 | 14 |
| Total debt securities | $10,171,463,000 | 12 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $5,444,847,000 | 24 |
| U.S. Government securities | $4,793,553,000 | 24 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,793,553,000 | 17 |
| Securities issued by states & political subdivisions | $49,725,000 | 208 |
| Other domestic debt securities | $541,567,000 | 38 |
| Privately issued residential mortgage-backed securities | $521,579,000 | 21 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,988,000 | 245 |
| Foreign debt securities | NA | NA |
| Equity securities | $60,002,000 | 81 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,042,991,000 | 21 |
| Certificates of participation in pools of residential mortgages | $1,440,800,000 | 49 |
| Issued or guaranteed by U.S. | $919,221,000 | 66 |
| Privately issued | $521,579,000 | 7 |
| Collaterized mortgage obligations | $2,602,191,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $2,602,191,000 | 7 |
| 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) | $2,610,449,000 | 9 |
| Available-for-sale securities (fair market value) | $2,834,398,000 | 45 |
| Total debt securities | $5,384,845,000 | 24 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $4,226,939,000 | 30 |
| U.S. Government securities | $3,694,923,000 | 25 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,694,923,000 | 15 |
| Securities issued by states & political subdivisions | $51,063,000 | 197 |
| Other domestic debt securities | $414,229,000 | 45 |
| Privately issued residential mortgage-backed securities | $404,183,000 | 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 | $10,046,000 | 382 |
| Foreign debt securities | NA | NA |
| Equity securities | $61,469,000 | 68 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-5,255,000 | 1,314 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,393,211,000 | 19 |
| Certificates of participation in pools of residential mortgages | $1,081,378,000 | 67 |
| Issued or guaranteed by U.S. | $677,195,000 | 95 |
| Privately issued | $404,183,000 | 12 |
| Collaterized mortgage obligations | $2,311,833,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $2,311,833,000 | 5 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,961,015,000 | 22 |
| Available-for-sale securities (fair market value) | $2,265,924,000 | 53 |
| Total debt securities | $4,160,215,000 | 28 |
| 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 | $4,103,586,000 | 37 |
| U.S. Government securities | $3,459,720,000 | 29 |
| U.S. Treasury securities | $150,567,000 | 195 |
| U.S. Government agency obligations | $3,309,153,000 | 22 |
| Securities issued by states & political subdivisions | $51,753,000 | 192 |
| Other domestic debt securities | $554,637,000 | 39 |
| Privately issued residential mortgage-backed securities | $544,673,000 | 27 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,964,000 | 493 |
| Foreign debt securities | NA | NA |
| Equity securities | $32,503,000 | 132 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-4,973,000 | 1,409 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,633,645,000 | 22 |
| Certificates of participation in pools of residential mortgages | $1,351,830,000 | 49 |
| Issued or guaranteed by U.S. | $807,157,000 | 79 |
| Privately issued | $544,673,000 | 13 |
| Collaterized mortgage obligations | $2,281,815,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $2,281,815,000 | 5 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,615,543,000 | 27 |
| Available-for-sale securities (fair market value) | $2,488,043,000 | 48 |
| Total debt securities | $4,066,110,000 | 37 |
| 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 | $2,682,442,000 | 61 |
| U.S. Government securities | $2,604,866,000 | 42 |
| U.S. Treasury securities | $171,225,000 | 221 |
| U.S. Government agency obligations | $2,433,641,000 | 27 |
| Securities issued by states & political subdivisions | $52,449,000 | 202 |
| Other domestic debt securities | $554,000 | 3,410 |
| Privately issued residential mortgage-backed securities | $369,000 | 1,475 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $185,000 | 3,774 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,910,000 | 156 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-1,663,000 | 1,476 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,358,831,000 | 35 |
| Certificates of participation in pools of residential mortgages | $316,170,000 | 174 |
| Issued or guaranteed by U.S. | $315,801,000 | 166 |
| Privately issued | $369,000 | 367 |
| Collaterized mortgage obligations | $2,042,661,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $2,042,661,000 | 7 |
| 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) | $2,659,532,000 | 36 |
| Available-for-sale securities (fair market value) | $22,910,000 | 2,480 |
| Total debt securities | $2,657,869,000 | 60 |
| 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 | $2,188,017,000 | 70 |
| U.S. Government securities | $2,109,542,000 | 60 |
| U.S. Treasury securities | $182,697,000 | 235 |
| U.S. Government agency obligations | $1,926,845,000 | 37 |
| Securities issued by states & political subdivisions | $55,078,000 | 186 |
| Other domestic debt securities | $786,000 | 3,656 |
| Privately issued residential mortgage-backed securities | $437,000 | 1,834 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $349,000 | 3,641 |
| Foreign debt securities | NA | NA |
| Equity securities | $20,284,000 | 189 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-2,327,000 | 1,643 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,827,040,000 | 45 |
| Certificates of participation in pools of residential mortgages | $397,794,000 | 147 |
| Issued or guaranteed by U.S. | $397,357,000 | 125 |
| Privately issued | $437,000 | 461 |
| Collaterized mortgage obligations | $1,429,246,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $1,429,246,000 | 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) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $2,165,406,000 | 69 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $1,403,528,000 | 117 |
| U.S. Government securities | $1,323,382,000 | 96 |
| U.S. Treasury securities | $166,435,000 | 231 |
| U.S. Government agency obligations | $1,156,947,000 | 64 |
| Securities issued by states & political subdivisions | $56,500,000 | 168 |
| Other domestic debt securities | $764,000 | 4,511 |
| Privately issued residential mortgage-backed securities | $511,000 | 2,324 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $253,000 | 4,496 |
| Foreign debt securities | NA | NA |
| Equity securities | $20,284,000 | 151 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-2,598,000 | 1,883 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,122,404,000 | 83 |
| Certificates of participation in pools of residential mortgages | $399,708,000 | 141 |
| Issued or guaranteed by U.S. | $399,197,000 | 121 |
| Privately issued | $511,000 | 491 |
| Collaterized mortgage obligations | $722,696,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $722,696,000 | 37 |
| 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 | $1,380,646,000 | 121 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |