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FIA Card Services, Securities
| 2014-09-30 | Rank | |
| Total securities | $2,141,000,000 | 101 |
| U.S. Government securities | $116,000,000 | 879 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $116,000,000 | 842 |
| Securities issued by states & political subdivisions | $6,000,000 | 3,493 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $1,855,000,000 | 11 |
| Equity securities | $164,000,000 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $164,000,000 | 412 |
| Mortgage-backed securities | $116,000,000 | 596 |
| Certificates of participation in pools of residential mortgages | $109,000,000 | 403 |
| Issued or guaranteed by U.S. | $109,000,000 | 403 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $7,000,000 | 381 |
| Commercial mortgage pass-through securities | $7,000,000 | 231 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $2,141,000,000 | 80 |
| Total debt securities | $1,977,000,000 | 107 |
| 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 | $3,539,000,000 | 67 |
| U.S. Government securities | $121,000,000 | 845 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $121,000,000 | 812 |
| Securities issued by states & political subdivisions | $6,000,000 | 3,531 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $2,123,000,000 | 11 |
| Equity securities | $1,289,000,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,289,000,000 | 83 |
| Mortgage-backed securities | $121,000,000 | 580 |
| Certificates of participation in pools of residential mortgages | $114,000,000 | 389 |
| Issued or guaranteed by U.S. | $114,000,000 | 389 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $7,000,000 | 382 |
| Commercial mortgage pass-through securities | $7,000,000 | 223 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $3,539,000,000 | 56 |
| Total debt securities | $2,250,000,000 | 95 |
| 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 | $3,703,000,000 | 65 |
| U.S. Government securities | $125,000,000 | 828 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $125,000,000 | 793 |
| Securities issued by states & political subdivisions | $6,000,000 | 3,562 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $2,140,000,000 | 11 |
| Equity securities | $1,432,000,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,432,000,000 | 75 |
| Mortgage-backed securities | $125,000,000 | 568 |
| Certificates of participation in pools of residential mortgages | $118,000,000 | 376 |
| Issued or guaranteed by U.S. | $118,000,000 | 376 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $7,000,000 | 357 |
| Commercial mortgage pass-through securities | $7,000,000 | 209 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $3,703,000,000 | 54 |
| Total debt securities | $2,271,000,000 | 93 |
| 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 | $3,397,000,000 | 64 |
| U.S. Government securities | $128,000,000 | 813 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $128,000,000 | 782 |
| Securities issued by states & political subdivisions | $6,000,000 | 3,562 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $2,081,000,000 | 11 |
| Equity securities | $1,182,000,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,182,000,000 | 85 |
| Mortgage-backed securities | $128,000,000 | 548 |
| Certificates of participation in pools of residential mortgages | $121,000,000 | 363 |
| Issued or guaranteed by U.S. | $121,000,000 | 363 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $7,000,000 | 343 |
| Commercial mortgage pass-through securities | $7,000,000 | 197 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $3,397,000,000 | 54 |
| Total debt securities | $2,215,000,000 | 93 |
| 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 | $3,577,000,000 | 64 |
| U.S. Government securities | $135,000,000 | 761 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $135,000,000 | 732 |
| Securities issued by states & political subdivisions | $7,000,000 | 3,389 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $2,348,000,000 | 11 |
| Equity securities | $1,087,000,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,087,000,000 | 89 |
| Mortgage-backed securities | $135,000,000 | 530 |
| Certificates of participation in pools of residential mortgages | $128,000,000 | 346 |
| Issued or guaranteed by U.S. | $128,000,000 | 345 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $7,000,000 | 338 |
| Commercial mortgage pass-through securities | $7,000,000 | 184 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $3,577,000,000 | 54 |
| Total debt securities | $2,490,000,000 | 85 |
| 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 | $3,060,000,000 | 70 |
| U.S. Government securities | $144,000,000 | 717 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $144,000,000 | 695 |
| Securities issued by states & political subdivisions | $9,000,000 | 3,052 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $2,680,000,000 | 11 |
| Equity securities | $227,000,000 | 8 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $227,000,000 | 290 |
| Mortgage-backed securities | $144,000,000 | 509 |
| Certificates of participation in pools of residential mortgages | $137,000,000 | 330 |
| Issued or guaranteed by U.S. | $137,000,000 | 329 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $7,000,000 | 313 |
| Commercial mortgage pass-through securities | $7,000,000 | 183 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $3,060,000,000 | 61 |
| Total debt securities | $2,833,000,000 | 76 |
| 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 | $3,901,000,000 | 63 |
| U.S. Government securities | $160,000,000 | 660 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $160,000,000 | 637 |
| Securities issued by states & political subdivisions | $9,000,000 | 3,022 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $2,552,000,000 | 10 |
| Equity securities | $1,180,000,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,180,000,000 | 81 |
| Mortgage-backed securities | $160,000,000 | 479 |
| Certificates of participation in pools of residential mortgages | $160,000,000 | 293 |
| Issued or guaranteed by U.S. | $160,000,000 | 291 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| 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) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $3,901,000,000 | 54 |
| Total debt securities | $2,721,000,000 | 77 |
| 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 | $3,714,602,000 | 61 |
| U.S. Government securities | $169,612,000 | 616 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $169,612,000 | 590 |
| Securities issued by states & political subdivisions | $10,015,000 | 2,826 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $2,485,883,000 | 10 |
| Equity securities | $1,049,092,000 | 4 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,049,092,000 | 88 |
| Mortgage-backed securities | $169,612,000 | 454 |
| Certificates of participation in pools of residential mortgages | $169,612,000 | 273 |
| Issued or guaranteed by U.S. | $169,612,000 | 271 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $3,714,602,000 | 54 |
| Total debt securities | $2,665,510,000 | 78 |
| 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 | $3,787,804,000 | 58 |
| U.S. Government securities | $179,579,000 | 600 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $179,579,000 | 577 |
| Securities issued by states & political subdivisions | $16,304,000 | 2,077 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $3,162,617,000 | 10 |
| Equity securities | $429,304,000 | 5 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $429,304,000 | 166 |
| Mortgage-backed securities | $179,579,000 | 461 |
| Certificates of participation in pools of residential mortgages | $179,579,000 | 273 |
| Issued or guaranteed by U.S. | $179,579,000 | 271 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $3,787,804,000 | 51 |
| Total debt securities | $3,358,500,000 | 64 |
| 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 | $4,668,722,000 | 52 |
| U.S. Government securities | $1,743,797,000 | 91 |
| U.S. Treasury securities | $1,556,027,000 | 15 |
| U.S. Government agency obligations | $187,770,000 | 561 |
| Securities issued by states & political subdivisions | $18,269,000 | 1,842 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| 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 | $2,906,656,000 | 10 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,556,027,000 | 64 |
| Mortgage-backed securities | $187,770,000 | 446 |
| Certificates of participation in pools of residential mortgages | $187,770,000 | 264 |
| Issued or guaranteed by U.S. | $187,770,000 | 262 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $4,668,722,000 | 47 |
| Total debt securities | $4,668,722,000 | 52 |
| 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 | $3,338,677,000 | 66 |
| U.S. Government securities | $193,264,000 | 585 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $193,264,000 | 564 |
| Securities issued by states & political subdivisions | $18,228,000 | 1,766 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $3,127,185,000 | 10 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $193,264,000 | 445 |
| Certificates of participation in pools of residential mortgages | $193,264,000 | 260 |
| Issued or guaranteed by U.S. | $193,264,000 | 258 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $3,338,677,000 | 59 |
| Total debt securities | $3,338,677,000 | 66 |
| 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 | $2,827,250,000 | 74 |
| U.S. Government securities | $201,373,000 | 545 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $201,373,000 | 523 |
| Securities issued by states & political subdivisions | $18,475,000 | 1,725 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $2,607,402,000 | 11 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $201,373,000 | 411 |
| Certificates of participation in pools of residential mortgages | $201,373,000 | 236 |
| Issued or guaranteed by U.S. | $201,373,000 | 234 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $2,827,250,000 | 70 |
| Total debt securities | $2,827,250,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $1,463,796,000 | 128 |
| U.S. Government securities | $201,080,000 | 534 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $201,080,000 | 513 |
| Securities issued by states & political subdivisions | $19,729,000 | 1,569 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $1,242,987,000 | 12 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $201,080,000 | 397 |
| Certificates of participation in pools of residential mortgages | $201,080,000 | 233 |
| Issued or guaranteed by U.S. | $201,080,000 | 230 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $1,463,796,000 | 109 |
| Total debt securities | $1,463,796,000 | 128 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $1,028,801,000 | 163 |
| U.S. Government securities | $202,633,000 | 531 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $202,633,000 | 509 |
| Securities issued by states & political subdivisions | $19,605,000 | 1,530 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $806,563,000 | 14 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $202,633,000 | 380 |
| Certificates of participation in pools of residential mortgages | $202,633,000 | 227 |
| Issued or guaranteed by U.S. | $202,633,000 | 223 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $1,028,801,000 | 136 |
| Total debt securities | $1,028,801,000 | 161 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $867,098,000 | 185 |
| U.S. Government securities | $202,709,000 | 517 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $202,709,000 | 498 |
| Securities issued by states & political subdivisions | $19,323,000 | 1,498 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $645,066,000 | 15 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,043 |
| Mortgage-backed securities | $202,709,000 | 372 |
| Certificates of participation in pools of residential mortgages | $202,709,000 | 232 |
| Issued or guaranteed by U.S. | $202,709,000 | 230 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $867,098,000 | 160 |
| Total debt securities | $867,098,000 | 185 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $675,614,000 | 220 |
| U.S. Government securities | $210,598,000 | 488 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $210,598,000 | 469 |
| Securities issued by states & political subdivisions | $21,663,000 | 1,328 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $438,377,000 | 15 |
| Equity securities | $4,976,000 | 250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $210,598,000 | 363 |
| Certificates of participation in pools of residential mortgages | $210,598,000 | 204 |
| Issued or guaranteed by U.S. | $210,598,000 | 203 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $675,614,000 | 193 |
| Total debt securities | $670,638,000 | 218 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $569,166,000 | 247 |
| U.S. Government securities | $223,121,000 | 430 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $223,121,000 | 412 |
| Securities issued by states & political subdivisions | $22,864,000 | 1,193 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $317,930,000 | 17 |
| Equity securities | $5,251,000 | 251 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $223,121,000 | 322 |
| Certificates of participation in pools of residential mortgages | $223,121,000 | 188 |
| Issued or guaranteed by U.S. | $223,121,000 | 187 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $569,166,000 | 210 |
| Total debt securities | $563,915,000 | 246 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $267,812,000 | 495 |
| U.S. Government securities | $235,939,000 | 402 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $235,939,000 | 389 |
| Securities issued by states & political subdivisions | $26,870,000 | 944 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $5,003,000 | 262 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $235,939,000 | 302 |
| Certificates of participation in pools of residential mortgages | $235,939,000 | 182 |
| Issued or guaranteed by U.S. | $235,939,000 | 181 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $267,812,000 | 435 |
| Total debt securities | $262,809,000 | 502 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $1,025,308,000 | 148 |
| U.S. Government securities | $238,768,000 | 408 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $238,768,000 | 392 |
| Securities issued by states & political subdivisions | $26,488,000 | 927 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $760,052,000 | 7 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $238,768,000 | 312 |
| Certificates of participation in pools of residential mortgages | $238,768,000 | 185 |
| Issued or guaranteed by U.S. | $238,768,000 | 183 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $1,025,308,000 | 131 |
| Total debt securities | $265,256,000 | 490 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $7,608,067,000 | 30 |
| U.S. Government securities | $245,843,000 | 382 |
| U.S. Treasury securities | $1,171,000 | 709 |
| U.S. Government agency obligations | $244,672,000 | 366 |
| Securities issued by states & political subdivisions | $29,460,000 | 812 |
| Other domestic debt securities | $6,573,274,000 | 15 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $6,573,274,000 | 9 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $759,490,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $244,672,000 | 306 |
| Certificates of participation in pools of residential mortgages | $244,672,000 | 184 |
| Issued or guaranteed by U.S. | $244,672,000 | 183 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $6,573,274,000 | 5 |
| Available-for-sale securities (fair market value) | $1,034,793,000 | 136 |
| Total debt securities | $6,848,577,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $7,815,767,000 | 35 |
| U.S. Government securities | $257,441,000 | 349 |
| U.S. Treasury securities | $1,183,000 | 667 |
| U.S. Government agency obligations | $256,258,000 | 340 |
| Securities issued by states & political subdivisions | $32,006,000 | 742 |
| Other domestic debt securities | $6,922,143,000 | 17 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $6,922,143,000 | 7 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $604,177,000 | 11 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $256,258,000 | 299 |
| Certificates of participation in pools of residential mortgages | $256,258,000 | 185 |
| Issued or guaranteed by U.S. | $256,258,000 | 183 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $6,922,143,000 | 6 |
| Available-for-sale securities (fair market value) | $893,624,000 | 145 |
| Total debt securities | $7,211,590,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $8,187,601,000 | 33 |
| U.S. Government securities | $264,736,000 | 342 |
| U.S. Treasury securities | $1,189,000 | 634 |
| U.S. Government agency obligations | $263,547,000 | 331 |
| Securities issued by states & political subdivisions | $30,987,000 | 736 |
| Other domestic debt securities | $7,395,426,000 | 15 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $7,395,426,000 | 6 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $496,452,000 | 17 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $263,547,000 | 292 |
| Certificates of participation in pools of residential mortgages | $263,547,000 | 181 |
| Issued or guaranteed by U.S. | $263,547,000 | 178 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $7,395,426,000 | 6 |
| Available-for-sale securities (fair market value) | $792,175,000 | 156 |
| Total debt securities | $7,691,149,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $8,061,041,000 | 34 |
| U.S. Government securities | $279,275,000 | 337 |
| U.S. Treasury securities | $1,200,000 | 591 |
| U.S. Government agency obligations | $278,075,000 | 329 |
| Securities issued by states & political subdivisions | $30,486,000 | 704 |
| Other domestic debt securities | $7,751,280,000 | 14 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,751,280,000 | 7 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $278,075,000 | 290 |
| Certificates of participation in pools of residential mortgages | $278,075,000 | 181 |
| Issued or guaranteed by U.S. | $278,075,000 | 178 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| 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) | $7,751,280,000 | 6 |
| Available-for-sale securities (fair market value) | $309,761,000 | 366 |
| Total debt securities | $8,061,041,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $314,220,000 | 413 |
| U.S. Government securities | $286,857,000 | 315 |
| U.S. Treasury securities | $1,212,000 | 556 |
| U.S. Government agency obligations | $285,645,000 | 306 |
| Securities issued by states & political subdivisions | $27,363,000 | 781 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $285,645,000 | 277 |
| Certificates of participation in pools of residential mortgages | $285,645,000 | 180 |
| Issued or guaranteed by U.S. | $285,645,000 | 174 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $314,220,000 | 350 |
| Total debt securities | $314,220,000 | 404 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $314,371,000 | 399 |
| U.S. Government securities | $283,934,000 | 309 |
| U.S. Treasury securities | $1,187,000 | 583 |
| U.S. Government agency obligations | $282,747,000 | 304 |
| Securities issued by states & political subdivisions | $30,437,000 | 663 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $282,747,000 | 270 |
| Certificates of participation in pools of residential mortgages | $282,747,000 | 171 |
| Issued or guaranteed by U.S. | $282,747,000 | 164 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $314,371,000 | 340 |
| Total debt securities | $314,371,000 | 391 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $319,402,000 | 403 |
| U.S. Government securities | $285,761,000 | 309 |
| U.S. Treasury securities | $1,170,000 | 585 |
| U.S. Government agency obligations | $284,591,000 | 298 |
| Securities issued by states & political subdivisions | $33,641,000 | 597 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $284,591,000 | 268 |
| Certificates of participation in pools of residential mortgages | $284,591,000 | 170 |
| Issued or guaranteed by U.S. | $284,591,000 | 163 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $319,402,000 | 342 |
| Total debt securities | $319,402,000 | 391 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $340,091,000 | 391 |
| U.S. Government securities | $321,339,000 | 277 |
| U.S. Treasury securities | $1,189,000 | 598 |
| U.S. Government agency obligations | $320,150,000 | 272 |
| Securities issued by states & political subdivisions | $18,752,000 | 1,181 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $320,150,000 | 247 |
| Certificates of participation in pools of residential mortgages | $320,150,000 | 156 |
| Issued or guaranteed by U.S. | $320,150,000 | 146 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $340,091,000 | 338 |
| Total debt securities | $340,091,000 | 377 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $341,163,000 | 382 |
| U.S. Government securities | $321,280,000 | 279 |
| U.S. Treasury securities | $1,300,000 | 662 |
| U.S. Government agency obligations | $319,980,000 | 272 |
| Securities issued by states & political subdivisions | $19,883,000 | 1,086 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $319,980,000 | 236 |
| Certificates of participation in pools of residential mortgages | $319,980,000 | 147 |
| Issued or guaranteed by U.S. | $319,980,000 | 140 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $341,163,000 | 327 |
| Total debt securities | $341,163,000 | 368 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $324,370,000 | 395 |
| U.S. Government securities | $309,332,000 | 300 |
| U.S. Treasury securities | $1,295,000 | 695 |
| U.S. Government agency obligations | $308,037,000 | 294 |
| Securities issued by states & political subdivisions | $15,038,000 | 1,432 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $308,037,000 | 237 |
| Certificates of participation in pools of residential mortgages | $308,037,000 | 147 |
| Issued or guaranteed by U.S. | $308,037,000 | 140 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $324,370,000 | 336 |
| Total debt securities | $324,370,000 | 382 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $493,593,000 | 271 |
| U.S. Government securities | $298,918,000 | 313 |
| U.S. Treasury securities | $1,284,000 | 788 |
| U.S. Government agency obligations | $297,634,000 | 308 |
| Securities issued by states & political subdivisions | $15,752,000 | 1,332 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $178,923,000 | 13 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $297,634,000 | 238 |
| Certificates of participation in pools of residential mortgages | $297,634,000 | 156 |
| Issued or guaranteed by U.S. | $297,634,000 | 147 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $493,593,000 | 234 |
| Total debt securities | $493,593,000 | 266 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $467,090,000 | 292 |
| U.S. Government securities | $299,127,000 | 321 |
| U.S. Treasury securities | $1,278,000 | 842 |
| U.S. Government agency obligations | $297,849,000 | 313 |
| Securities issued by states & political subdivisions | $15,800,000 | 1,321 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $152,163,000 | 12 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $297,849,000 | 244 |
| Certificates of participation in pools of residential mortgages | $297,849,000 | 157 |
| Issued or guaranteed by U.S. | $297,849,000 | 150 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $467,090,000 | 243 |
| Total debt securities | $467,090,000 | 281 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $459,599,000 | 295 |
| U.S. Government securities | $296,573,000 | 328 |
| U.S. Treasury securities | $1,272,000 | 888 |
| U.S. Government agency obligations | $295,301,000 | 321 |
| Securities issued by states & political subdivisions | $16,416,000 | 1,258 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $146,610,000 | 13 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $295,301,000 | 243 |
| Certificates of participation in pools of residential mortgages | $295,301,000 | 163 |
| Issued or guaranteed by U.S. | $295,301,000 | 156 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $459,599,000 | 247 |
| Total debt securities | $459,599,000 | 284 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $438,285,000 | 310 |
| U.S. Government securities | $289,177,000 | 343 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $289,177,000 | 331 |
| Securities issued by states & political subdivisions | $5,289,000 | 2,996 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $143,819,000 | 13 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $289,177,000 | 252 |
| Certificates of participation in pools of residential mortgages | $289,177,000 | 170 |
| Issued or guaranteed by U.S. | $289,177,000 | 163 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $438,285,000 | 260 |
| Total debt securities | $438,285,000 | 299 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $453,460,000 | 306 |
| U.S. Government securities | $268,014,000 | 374 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $268,014,000 | 362 |
| Securities issued by states & political subdivisions | $5,506,000 | 2,932 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $135,041,000 | 14 |
| Equity securities | $44,899,000 | 70 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $268,014,000 | 272 |
| Certificates of participation in pools of residential mortgages | $268,014,000 | 188 |
| Issued or guaranteed by U.S. | $268,014,000 | 180 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $453,460,000 | 261 |
| Total debt securities | $408,561,000 | 333 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $269,582,000 | 491 |
| U.S. Government securities | $262,468,000 | 388 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $262,468,000 | 375 |
| Securities issued by states & political subdivisions | $6,114,000 | 2,751 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $1,000,000 | 83 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $262,468,000 | 280 |
| Certificates of participation in pools of residential mortgages | $262,468,000 | 194 |
| Issued or guaranteed by U.S. | $262,468,000 | 185 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $269,582,000 | 419 |
| Total debt securities | $269,582,000 | 480 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $5,470,219,000 | 49 |
| U.S. Government securities | $4,195,025,000 | 44 |
| U.S. Treasury securities | $2,884,473,000 | 4 |
| U.S. Government agency obligations | $1,310,552,000 | 115 |
| Securities issued by states & political subdivisions | $5,938,000 | 2,790 |
| Other domestic debt securities | $1,203,901,000 | 46 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,203,901,000 | 13 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $65,355,000 | 15 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,153,617,000 | 86 |
| Mortgage-backed securities | $271,039,000 | 277 |
| Certificates of participation in pools of residential mortgages | $271,039,000 | 194 |
| Issued or guaranteed by U.S. | $271,039,000 | 187 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| 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) | $277,977,000 | 93 |
| Available-for-sale securities (fair market value) | $5,192,242,000 | 42 |
| Total debt securities | $5,470,219,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $6,285,489,000 | 46 |
| U.S. Government securities | $4,634,999,000 | 43 |
| U.S. Treasury securities | $3,263,437,000 | 4 |
| U.S. Government agency obligations | $1,371,562,000 | 110 |
| Securities issued by states & political subdivisions | $5,937,000 | 2,776 |
| Other domestic debt securities | $1,302,265,000 | 47 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,302,265,000 | 15 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $342,288,000 | 11 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,238,447,000 | 81 |
| Mortgage-backed securities | $278,201,000 | 273 |
| Certificates of participation in pools of residential mortgages | $278,201,000 | 193 |
| Issued or guaranteed by U.S. | $278,201,000 | 186 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| 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) | $285,138,000 | 93 |
| Available-for-sale securities (fair market value) | $6,000,351,000 | 41 |
| Total debt securities | $6,285,489,000 | 46 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $6,704,814,000 | 46 |
| U.S. Government securities | $5,011,823,000 | 43 |
| U.S. Treasury securities | $3,474,766,000 | 3 |
| U.S. Government agency obligations | $1,537,057,000 | 105 |
| Securities issued by states & political subdivisions | $6,134,000 | 2,696 |
| Other domestic debt securities | $1,344,692,000 | 44 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,344,692,000 | 12 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $342,165,000 | 11 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,283,873,000 | 80 |
| Mortgage-backed securities | $281,013,000 | 271 |
| Certificates of participation in pools of residential mortgages | $281,013,000 | 188 |
| Issued or guaranteed by U.S. | $281,013,000 | 184 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| 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) | $288,147,000 | 90 |
| Available-for-sale securities (fair market value) | $6,416,667,000 | 40 |
| Total debt securities | $6,704,814,000 | 46 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $6,831,870,000 | 45 |
| U.S. Government securities | $4,955,919,000 | 46 |
| U.S. Treasury securities | $3,466,967,000 | 3 |
| U.S. Government agency obligations | $1,488,952,000 | 111 |
| Securities issued by states & political subdivisions | $6,132,000 | 2,698 |
| Other domestic debt securities | $1,334,286,000 | 44 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,334,286,000 | 11 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $535,533,000 | 12 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,283,642,000 | 81 |
| Mortgage-backed securities | $270,753,000 | 286 |
| Certificates of participation in pools of residential mortgages | $270,753,000 | 200 |
| Issued or guaranteed by U.S. | $270,753,000 | 195 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| 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) | $277,885,000 | 94 |
| Available-for-sale securities (fair market value) | $6,553,985,000 | 40 |
| Total debt securities | $6,831,870,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $6,046,092,000 | 48 |
| U.S. Government securities | $4,055,814,000 | 53 |
| U.S. Treasury securities | $2,775,939,000 | 3 |
| U.S. Government agency obligations | $1,279,875,000 | 127 |
| Securities issued by states & political subdivisions | $6,655,000 | 2,589 |
| Other domestic debt securities | $1,430,995,000 | 43 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,430,995,000 | 11 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $552,628,000 | 12 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,382,375,000 | 85 |
| Mortgage-backed securities | $284,652,000 | 286 |
| Certificates of participation in pools of residential mortgages | $284,652,000 | 201 |
| Issued or guaranteed by U.S. | $284,652,000 | 194 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $292,307,000 | 93 |
| Available-for-sale securities (fair market value) | $5,753,785,000 | 45 |
| Total debt securities | $6,046,092,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $5,772,011,000 | 52 |
| U.S. Government securities | $3,737,583,000 | 55 |
| U.S. Treasury securities | $2,563,475,000 | 4 |
| U.S. Government agency obligations | $1,174,108,000 | 134 |
| Securities issued by states & political subdivisions | $6,429,000 | 2,673 |
| Other domestic debt securities | $1,415,384,000 | 44 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,415,384,000 | 11 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $612,615,000 | 12 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,395,956,000 | 84 |
| Mortgage-backed securities | $299,291,000 | 276 |
| Certificates of participation in pools of residential mortgages | $299,291,000 | 199 |
| Issued or guaranteed by U.S. | $299,291,000 | 194 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $306,720,000 | 86 |
| Available-for-sale securities (fair market value) | $5,465,291,000 | 43 |
| Total debt securities | $5,772,011,000 | 52 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $5,303,660,000 | 55 |
| U.S. Government securities | $3,415,336,000 | 63 |
| U.S. Treasury securities | $2,306,055,000 | 6 |
| U.S. Government agency obligations | $1,109,281,000 | 141 |
| Securities issued by states & political subdivisions | $6,691,000 | 2,585 |
| Other domestic debt securities | $1,308,242,000 | 42 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,308,242,000 | 12 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $573,391,000 | 12 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,308,494,000 | 86 |
| Mortgage-backed securities | $311,580,000 | 274 |
| Certificates of participation in pools of residential mortgages | $311,580,000 | 197 |
| Issued or guaranteed by U.S. | $311,580,000 | 193 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $319,271,000 | 85 |
| Available-for-sale securities (fair market value) | $4,984,389,000 | 47 |
| Total debt securities | $5,303,660,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $4,841,154,000 | 57 |
| U.S. Government securities | $3,211,577,000 | 67 |
| U.S. Treasury securities | $2,128,334,000 | 9 |
| U.S. Government agency obligations | $1,083,243,000 | 142 |
| Securities issued by states & political subdivisions | $6,690,000 | 2,605 |
| Other domestic debt securities | $1,188,675,000 | 46 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,188,675,000 | 14 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $434,212,000 | 13 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,188,927,000 | 90 |
| Mortgage-backed securities | $325,496,000 | 271 |
| Certificates of participation in pools of residential mortgages | $325,496,000 | 192 |
| Issued or guaranteed by U.S. | $325,496,000 | 187 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $333,186,000 | 72 |
| Available-for-sale securities (fair market value) | $4,507,968,000 | 54 |
| Total debt securities | $4,841,154,000 | 57 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $4,524,776,000 | 58 |
| U.S. Government securities | $2,919,877,000 | 68 |
| U.S. Treasury securities | $1,951,260,000 | 7 |
| U.S. Government agency obligations | $968,617,000 | 149 |
| Securities issued by states & political subdivisions | $7,615,000 | 2,411 |
| Other domestic debt securities | $1,168,531,000 | 38 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,168,531,000 | 14 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $428,753,000 | 13 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,168,863,000 | 88 |
| Mortgage-backed securities | $336,115,000 | 270 |
| Certificates of participation in pools of residential mortgages | $336,115,000 | 188 |
| Issued or guaranteed by U.S. | $336,115,000 | 181 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $344,730,000 | 65 |
| Available-for-sale securities (fair market value) | $4,180,046,000 | 53 |
| Total debt securities | $4,524,776,000 | 57 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $4,052,692,000 | 65 |
| U.S. Government securities | $2,699,033,000 | 75 |
| U.S. Treasury securities | $1,792,159,000 | 7 |
| U.S. Government agency obligations | $906,874,000 | 155 |
| Securities issued by states & political subdivisions | $6,686,000 | 2,615 |
| Other domestic debt securities | $1,037,998,000 | 37 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,037,998,000 | 13 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $308,975,000 | 14 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,038,331,000 | 93 |
| Mortgage-backed securities | $346,971,000 | 262 |
| Certificates of participation in pools of residential mortgages | $346,971,000 | 175 |
| Issued or guaranteed by U.S. | $346,971,000 | 168 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $354,657,000 | 65 |
| Available-for-sale securities (fair market value) | $3,698,035,000 | 60 |
| Total debt securities | $4,052,692,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $3,610,249,000 | 70 |
| U.S. Government securities | $2,515,908,000 | 72 |
| U.S. Treasury securities | $1,638,327,000 | 7 |
| U.S. Government agency obligations | $877,581,000 | 151 |
| Securities issued by states & political subdivisions | $6,984,000 | 2,501 |
| Other domestic debt securities | $907,255,000 | 37 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $907,255,000 | 13 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $180,102,000 | 14 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,056,359,000 | 36 |
| Mortgage-backed securities | $366,950,000 | 260 |
| Certificates of participation in pools of residential mortgages | $366,950,000 | 159 |
| Issued or guaranteed by U.S. | $366,950,000 | 157 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $375,934,000 | 61 |
| Available-for-sale securities (fair market value) | $3,234,315,000 | 67 |
| Total debt securities | $3,610,249,000 | 70 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $3,811,451,000 | 68 |
| U.S. Government securities | $2,815,964,000 | 63 |
| U.S. Treasury securities | $1,819,055,000 | 5 |
| U.S. Government agency obligations | $996,909,000 | 142 |
| Securities issued by states & political subdivisions | $6,964,000 | 2,426 |
| Other domestic debt securities | $774,508,000 | 44 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $774,508,000 | 13 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $214,015,000 | 13 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,207,771,000 | 33 |
| Mortgage-backed securities | $382,867,000 | 240 |
| Certificates of participation in pools of residential mortgages | $382,867,000 | 152 |
| Issued or guaranteed by U.S. | $382,867,000 | 149 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $391,831,000 | 64 |
| Available-for-sale securities (fair market value) | $3,419,620,000 | 63 |
| Total debt securities | $3,811,451,000 | 68 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $3,882,411,000 | 63 |
| U.S. Government securities | $2,845,215,000 | 64 |
| U.S. Treasury securities | $1,854,273,000 | 6 |
| U.S. Government agency obligations | $990,942,000 | 139 |
| Securities issued by states & political subdivisions | $7,289,000 | 2,333 |
| Other domestic debt securities | $810,231,000 | 44 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $810,231,000 | 14 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $219,676,000 | 12 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,256,005,000 | 33 |
| Mortgage-backed securities | $399,645,000 | 226 |
| Certificates of participation in pools of residential mortgages | $399,645,000 | 148 |
| Issued or guaranteed by U.S. | $399,645,000 | 146 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $408,934,000 | 63 |
| Available-for-sale securities (fair market value) | $3,473,477,000 | 59 |
| Total debt securities | $3,882,411,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $3,287,460,000 | 67 |
| U.S. Government securities | $2,440,642,000 | 64 |
| U.S. Treasury securities | $1,595,652,000 | 3 |
| U.S. Government agency obligations | $844,990,000 | 143 |
| Securities issued by states & political subdivisions | $6,692,000 | 2,369 |
| Other domestic debt securities | $672,158,000 | 55 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $672,158,000 | 18 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $167,968,000 | 15 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,724,704,000 | 34 |
| Mortgage-backed securities | $358,464,000 | 231 |
| Certificates of participation in pools of residential mortgages | $358,464,000 | 148 |
| Issued or guaranteed by U.S. | $358,464,000 | 144 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $367,156,000 | 67 |
| Available-for-sale securities (fair market value) | $2,920,304,000 | 67 |
| Total debt securities | $3,287,460,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $2,888,678,000 | 72 |
| U.S. Government securities | $1,960,410,000 | 68 |
| U.S. Treasury securities | $1,456,308,000 | 6 |
| U.S. Government agency obligations | $504,102,000 | 192 |
| Securities issued by states & political subdivisions | $6,095,000 | 2,451 |
| Other domestic debt securities | $703,201,000 | 44 |
| 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 | $703,201,000 | 21 |
| Foreign debt securities | $170,552,000 | 14 |
| Equity securities | $48,420,000 | 142 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $601,769,000 | 111 |
| Mortgage-backed securities | $302,461,000 | 227 |
| Certificates of participation in pools of residential mortgages | $302,461,000 | 144 |
| Issued or guaranteed by U.S. | $302,461,000 | 142 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $320,622,000 | 91 |
| Available-for-sale securities (fair market value) | $2,568,056,000 | 64 |
| Total debt securities | $2,840,258,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $2,934,608,000 | 72 |
| U.S. Government securities | $1,812,099,000 | 79 |
| U.S. Treasury securities | $1,577,352,000 | 9 |
| U.S. Government agency obligations | $234,747,000 | 391 |
| Securities issued by states & political subdivisions | $6,163,000 | 2,539 |
| Other domestic debt securities | $904,171,000 | 39 |
| 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 | $904,171,000 | 19 |
| Foreign debt securities | $186,255,000 | 15 |
| Equity securities | $25,920,000 | 243 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $767,935,000 | 107 |
| Mortgage-backed securities | $234,747,000 | 309 |
| Certificates of participation in pools of residential mortgages | $234,747,000 | 186 |
| Issued or guaranteed by U.S. | $234,747,000 | 183 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $253,816,000 | 120 |
| Available-for-sale securities (fair market value) | $2,680,792,000 | 63 |
| Total debt securities | $2,908,688,000 | 70 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $1,790,155,000 | 105 |
| U.S. Government securities | $721,902,000 | 167 |
| U.S. Treasury securities | $402,992,000 | 35 |
| U.S. Government agency obligations | $318,910,000 | 303 |
| Securities issued by states & political subdivisions | $2,685,000 | 4,204 |
| Other domestic debt securities | $1,029,981,000 | 27 |
| 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 | $1,029,981,000 | 9 |
| Foreign debt securities | $18,670,000 | 32 |
| Equity securities | $16,917,000 | 325 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $194,418,000 | 365 |
| Certificates of participation in pools of residential mortgages | $168,456,000 | 264 |
| Issued or guaranteed by U.S. | $168,456,000 | 258 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $25,962,000 | 649 |
| CMOs issued by government agencies or sponsored agencies | $25,962,000 | 582 |
| Privately issued | $0 | 1,474 |
| 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) | $199,103,000 | 148 |
| Available-for-sale securities (fair market value) | $1,591,052,000 | 92 |
| Total debt securities | $1,773,238,000 | 103 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $2,417,328,000 | 69 |
| U.S. Government securities | $1,361,127,000 | 101 |
| U.S. Treasury securities | $401,303,000 | 58 |
| U.S. Government agency obligations | $959,824,000 | 125 |
| Securities issued by states & political subdivisions | $1,628,000 | 4,982 |
| Other domestic debt securities | $1,019,375,000 | 16 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,019,375,000 | 5 |
| Foreign debt securities | $18,281,000 | 34 |
| Equity securities | $16,917,000 | 276 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $185,850,000 | 370 |
| Certificates of participation in pools of residential mortgages | $90,858,000 | 427 |
| Issued or guaranteed by U.S. | $90,858,000 | 421 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $94,992,000 | 254 |
| CMOs issued by government agencies or sponsored agencies | $94,992,000 | 230 |
| Privately issued | $0 | 1,491 |
| 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) | $329,263,000 | 118 |
| Available-for-sale securities (fair market value) | $2,088,065,000 | 64 |
| Total debt securities | $2,400,411,000 | 68 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $2,230,449,000 | 76 |
| U.S. Government securities | $1,111,230,000 | 127 |
| U.S. Treasury securities | $300,419,000 | 81 |
| U.S. Government agency obligations | $810,811,000 | 131 |
| Securities issued by states & political subdivisions | $454,000 | 7,182 |
| Other domestic debt securities | $1,090,419,000 | 16 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,090,419,000 | 7 |
| Foreign debt securities | $18,929,000 | 39 |
| Equity securities | $9,417,000 | 442 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,867 |
| Mortgage-backed securities | $205,927,000 | 376 |
| Certificates of participation in pools of residential mortgages | $49,027,000 | 699 |
| Issued or guaranteed by U.S. | $49,027,000 | 682 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $156,900,000 | 186 |
| CMOs issued by government agencies or sponsored agencies | $156,900,000 | 166 |
| Privately issued | $0 | 1,788 |
| 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) | $588,903,000 | 81 |
| Available-for-sale securities (fair market value) | $1,641,546,000 | 70 |
| Total debt securities | $2,221,032,000 | 74 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $2,011,063,000 | 90 |
| U.S. Government securities | $1,210,375,000 | 132 |
| U.S. Treasury securities | $700,629,000 | 40 |
| U.S. Government agency obligations | $509,746,000 | 205 |
| Securities issued by states & political subdivisions | $421,000 | 7,544 |
| Other domestic debt securities | $781,260,000 | 25 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $781,260,000 | 9 |
| Foreign debt securities | $9,590,000 | 59 |
| Equity securities | $9,417,000 | 420 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $240,251,000 | 335 |
| Certificates of participation in pools of residential mortgages | $34,504,000 | 906 |
| Issued or guaranteed by U.S. | $34,504,000 | 887 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $205,747,000 | 170 |
| CMOs issued by government agencies or sponsored agencies | $205,747,000 | 149 |
| Privately issued | $0 | 2,213 |
| 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) | $1,174,310,000 | 44 |
| Available-for-sale securities (fair market value) | $836,753,000 | 152 |
| Total debt securities | $2,001,646,000 | 88 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $1,921,525,000 | 96 |
| U.S. Government securities | $1,435,009,000 | 115 |
| U.S. Treasury securities | $900,894,000 | 46 |
| U.S. Government agency obligations | $534,115,000 | 197 |
| Securities issued by states & political subdivisions | $393,000 | 8,015 |
| Other domestic debt securities | $475,706,000 | 43 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $475,706,000 | 12 |
| Foreign debt securities | $1,000,000 | 179 |
| Equity securities | $9,417,000 | 379 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,144,000 | 1,569 |
| Mortgage-backed securities | $265,535,000 | 332 |
| Certificates of participation in pools of residential mortgages | $20,487,000 | 1,357 |
| Issued or guaranteed by U.S. | $20,487,000 | 1,340 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $245,048,000 | 161 |
| CMOs issued by government agencies or sponsored agencies | $245,048,000 | 140 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,511,332,000 | 77 |
| Available-for-sale securities (fair market value) | $410,193,000 | 177 |
| Total debt securities | $1,912,108,000 | 93 |
| 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 | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $1,331,750,000 | 150 |
| U.S. Government securities | $1,193,904,000 | 137 |
| U.S. Treasury securities | $804,280,000 | 60 |
| U.S. Government agency obligations | $389,624,000 | 265 |
| Securities issued by states & political subdivisions | $249,000 | 8,680 |
| Other domestic debt securities | $127,180,000 | 137 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $127,180,000 | 56 |
| Foreign debt securities | $1,000,000 | 188 |
| Equity securities | $9,417,000 | 427 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $389,624,000 | 252 |
| Certificates of participation in pools of residential mortgages | $73,144,000 | 563 |
| Issued or guaranteed by U.S. | $73,144,000 | 532 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $316,480,000 | 127 |
| CMOs issued by government agencies or sponsored agencies | $316,480,000 | 114 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $1,322,333,000 | 151 |
| 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 | $1,196,697,000 | 150 |
| U.S. Government securities | $946,680,000 | 157 |
| U.S. Treasury securities | $700,642,000 | 64 |
| U.S. Government agency obligations | $246,038,000 | 352 |
| Securities issued by states & political subdivisions | $230,000 | 8,628 |
| Other domestic debt securities | $240,370,000 | 83 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $240,370,000 | 34 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $9,417,000 | 361 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $246,038,000 | 331 |
| Certificates of participation in pools of residential mortgages | $68,926,000 | 580 |
| Issued or guaranteed by U.S. | $68,926,000 | 545 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $177,112,000 | 192 |
| CMOs issued by government agencies or sponsored agencies | $177,112,000 | 171 |
| Privately issued | $0 | 3,547 |
| 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 | $1,187,280,000 | 149 |
| 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 |