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E*TRADE Savings Bank, Securities
| 2021-12-31 | Rank | |
| Total securities | $6,225,348,000 | 82 |
| U.S. Government securities | $6,099,606,000 | 69 |
| U.S. Treasury securities | $995,000 | 1,984 |
| U.S. Government agency obligations | $6,098,611,000 | 58 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $125,742,000 | 208 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $125,742,000 | 59 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $6,098,611,000 | 59 |
| Certificates of participation in pools of residential mortgages | $5,990,205,000 | 32 |
| Issued or guaranteed by U.S. | $5,990,205,000 | 32 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $96,545,000 | 310 |
| CMOs issued by government agencies or sponsored agencies | $96,545,000 | 285 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $11,861,000 | 819 |
| Commercial mortgage pass-through securities | $3,012,000 | 868 |
| Other commercial mortgage-backed securities | $8,849,000 | 622 |
| Held to maturity securities (book value) | $5,632,672,000 | 21 |
| Available-for-sale securities (fair market value) | $592,676,000 | 351 |
| Total debt securities | $6,225,348,000 | 82 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $6,596,586,000 | 74 |
| U.S. Government securities | $6,467,718,000 | 62 |
| U.S. Treasury securities | $999,000 | 1,785 |
| U.S. Government agency obligations | $6,466,719,000 | 56 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $128,868,000 | 186 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $128,868,000 | 60 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $6,466,719,000 | 56 |
| Certificates of participation in pools of residential mortgages | $6,341,526,000 | 30 |
| Issued or guaranteed by U.S. | $6,341,526,000 | 30 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $110,996,000 | 288 |
| CMOs issued by government agencies or sponsored agencies | $110,996,000 | 264 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $14,197,000 | 733 |
| Commercial mortgage pass-through securities | $3,059,000 | 861 |
| Other commercial mortgage-backed securities | $11,138,000 | 548 |
| Held to maturity securities (book value) | $5,947,096,000 | 17 |
| Available-for-sale securities (fair market value) | $649,490,000 | 324 |
| Total debt securities | $6,596,586,000 | 74 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $6,934,482,000 | 70 |
| U.S. Government securities | $6,804,713,000 | 57 |
| U.S. Treasury securities | $999,000 | 1,680 |
| U.S. Government agency obligations | $6,803,714,000 | 50 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $129,769,000 | 180 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $129,769,000 | 61 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $6,803,714,000 | 49 |
| Certificates of participation in pools of residential mortgages | $6,654,623,000 | 28 |
| Issued or guaranteed by U.S. | $6,654,623,000 | 28 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $132,906,000 | 245 |
| CMOs issued by government agencies or sponsored agencies | $132,906,000 | 230 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $16,185,000 | 677 |
| Commercial mortgage pass-through securities | $3,066,000 | 862 |
| Other commercial mortgage-backed securities | $13,119,000 | 494 |
| Held to maturity securities (book value) | $6,216,966,000 | 16 |
| Available-for-sale securities (fair market value) | $717,516,000 | 282 |
| Total debt securities | $6,934,483,000 | 70 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $7,242,638,000 | 66 |
| U.S. Government securities | $7,110,578,000 | 56 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $7,110,578,000 | 49 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $132,060,000 | 164 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $132,060,000 | 55 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $7,110,578,000 | 46 |
| Certificates of participation in pools of residential mortgages | $6,903,039,000 | 28 |
| Issued or guaranteed by U.S. | $6,903,039,000 | 28 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $190,662,000 | 192 |
| CMOs issued by government agencies or sponsored agencies | $190,662,000 | 177 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $16,877,000 | 614 |
| Commercial mortgage pass-through securities | $3,175,000 | 837 |
| Other commercial mortgage-backed securities | $13,702,000 | 456 |
| Held to maturity securities (book value) | $6,417,783,000 | 18 |
| Available-for-sale securities (fair market value) | $824,855,000 | 243 |
| Total debt securities | $7,242,638,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $5,229,126,000 | 80 |
| U.S. Government securities | $5,097,049,000 | 65 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $5,097,049,000 | 59 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $132,077,000 | 149 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $132,077,000 | 55 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $5,097,049,000 | 58 |
| Certificates of participation in pools of residential mortgages | $4,506,454,000 | 37 |
| Issued or guaranteed by U.S. | $4,506,454,000 | 37 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $458,614,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $458,614,000 | 104 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $131,981,000 | 177 |
| Commercial mortgage pass-through securities | $3,273,000 | 793 |
| Other commercial mortgage-backed securities | $128,708,000 | 127 |
| Held to maturity securities (book value) | $4,099,604,000 | 22 |
| Available-for-sale securities (fair market value) | $1,129,522,000 | 189 |
| Total debt securities | $5,229,126,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $2,817,251,000 | 116 |
| U.S. Government securities | $2,595,419,000 | 98 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $2,595,419,000 | 88 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $221,832,000 | 99 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $221,832,000 | 39 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,095,000 | 1,501 |
| Mortgage-backed securities | $2,595,419,000 | 82 |
| Certificates of participation in pools of residential mortgages | $1,357,927,000 | 76 |
| Issued or guaranteed by U.S. | $1,357,927,000 | 76 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $830,219,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $830,219,000 | 71 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $407,273,000 | 94 |
| Commercial mortgage pass-through securities | $3,331,000 | 769 |
| Other commercial mortgage-backed securities | $403,942,000 | 71 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $2,817,251,000 | 104 |
| Total debt securities | $2,817,251,000 | 115 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $2,976,693,000 | 107 |
| U.S. Government securities | $2,753,875,000 | 91 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $2,753,875,000 | 77 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $222,818,000 | 101 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $222,818,000 | 33 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,962,000 | 1,379 |
| Mortgage-backed securities | $2,427,519,000 | 85 |
| Certificates of participation in pools of residential mortgages | $1,557,282,000 | 65 |
| Issued or guaranteed by U.S. | $1,557,282,000 | 65 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $736,564,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $736,564,000 | 78 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $133,673,000 | 177 |
| Commercial mortgage pass-through securities | $3,356,000 | 750 |
| Other commercial mortgage-backed securities | $130,317,000 | 125 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $2,976,693,000 | 97 |
| Total debt securities | $2,976,693,000 | 105 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $2,906,302,000 | 107 |
| U.S. Government securities | $2,690,315,000 | 89 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $2,690,315,000 | 78 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $215,987,000 | 97 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $215,987,000 | 34 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,568,000 | 1,262 |
| Mortgage-backed securities | $2,362,843,000 | 87 |
| Certificates of participation in pools of residential mortgages | $1,332,126,000 | 69 |
| Issued or guaranteed by U.S. | $1,332,126,000 | 69 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $899,378,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $899,378,000 | 69 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $131,339,000 | 173 |
| Commercial mortgage pass-through securities | $3,350,000 | 739 |
| Other commercial mortgage-backed securities | $127,989,000 | 126 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $2,906,302,000 | 93 |
| Total debt securities | $2,906,302,000 | 105 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $2,513,105,000 | 114 |
| U.S. Government securities | $2,513,105,000 | 96 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $2,513,105,000 | 84 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,118,000 | 1,320 |
| Mortgage-backed securities | $2,185,564,000 | 90 |
| Certificates of participation in pools of residential mortgages | $1,323,764,000 | 72 |
| Issued or guaranteed by U.S. | $1,323,764,000 | 72 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $734,103,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $734,103,000 | 78 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $127,697,000 | 168 |
| Commercial mortgage pass-through securities | $3,294,000 | 730 |
| Other commercial mortgage-backed securities | $124,403,000 | 125 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $2,513,105,000 | 101 |
| Total debt securities | $2,513,105,000 | 113 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $2,564,851,000 | 107 |
| U.S. Government securities | $2,564,851,000 | 87 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,564,851,000 | 76 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,152,000 | 1,331 |
| Mortgage-backed securities | $2,236,368,000 | 85 |
| Certificates of participation in pools of residential mortgages | $1,246,201,000 | 71 |
| Issued or guaranteed by U.S. | $1,246,201,000 | 71 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $859,147,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $859,147,000 | 71 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $131,020,000 | 164 |
| Commercial mortgage pass-through securities | $3,354,000 | 725 |
| Other commercial mortgage-backed securities | $127,666,000 | 120 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $2,564,851,000 | 97 |
| Total debt securities | $2,564,851,000 | 106 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $2,155,142,000 | 124 |
| U.S. Government securities | $2,155,142,000 | 97 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $2,155,142,000 | 89 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,260,000 | 1,365 |
| Mortgage-backed securities | $1,825,964,000 | 99 |
| Certificates of participation in pools of residential mortgages | $851,690,000 | 88 |
| Issued or guaranteed by U.S. | $851,690,000 | 88 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $945,285,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $945,285,000 | 67 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $28,989,000 | 380 |
| Commercial mortgage pass-through securities | $3,373,000 | 731 |
| Other commercial mortgage-backed securities | $25,616,000 | 264 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $2,155,142,000 | 110 |
| Total debt securities | $2,155,142,000 | 123 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $3,448,045,000 | 85 |
| U.S. Government securities | $3,448,045,000 | 68 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $3,448,045,000 | 62 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,066,000 | 1,323 |
| Mortgage-backed securities | $3,447,896,000 | 61 |
| Certificates of participation in pools of residential mortgages | $2,200,573,000 | 48 |
| Issued or guaranteed by U.S. | $2,200,573,000 | 48 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $591,367,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $591,367,000 | 88 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $655,956,000 | 51 |
| Commercial mortgage pass-through securities | $514,351,000 | 28 |
| Other commercial mortgage-backed securities | $141,605,000 | 101 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $3,448,045,000 | 65 |
| Total debt securities | $3,448,045,000 | 83 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $3,591,407,000 | 79 |
| U.S. Government securities | $3,591,407,000 | 66 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $3,591,407,000 | 61 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,432,000 | 1,353 |
| Mortgage-backed securities | $3,550,125,000 | 61 |
| Certificates of participation in pools of residential mortgages | $2,245,366,000 | 47 |
| Issued or guaranteed by U.S. | $2,245,366,000 | 47 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $602,816,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $602,816,000 | 90 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $701,943,000 | 50 |
| Commercial mortgage pass-through securities | $529,609,000 | 26 |
| Other commercial mortgage-backed securities | $172,334,000 | 90 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $3,591,407,000 | 64 |
| Total debt securities | $3,591,407,000 | 77 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $3,535,983,000 | 77 |
| U.S. Government securities | $3,535,983,000 | 65 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $3,535,983,000 | 60 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $3,494,262,000 | 61 |
| Certificates of participation in pools of residential mortgages | $2,403,881,000 | 43 |
| Issued or guaranteed by U.S. | $2,403,881,000 | 43 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $338,517,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $338,517,000 | 124 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $751,864,000 | 43 |
| Commercial mortgage pass-through securities | $580,178,000 | 23 |
| Other commercial mortgage-backed securities | $171,686,000 | 87 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $3,535,983,000 | 63 |
| Total debt securities | $3,535,983,000 | 76 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $4,330,550,000 | 68 |
| U.S. Government securities | $4,330,550,000 | 60 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $4,330,550,000 | 53 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $4,283,095,000 | 51 |
| Certificates of participation in pools of residential mortgages | $3,010,594,000 | 38 |
| Issued or guaranteed by U.S. | $3,010,594,000 | 38 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $505,402,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $505,402,000 | 92 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $767,099,000 | 43 |
| Commercial mortgage pass-through securities | $591,642,000 | 23 |
| Other commercial mortgage-backed securities | $175,457,000 | 82 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $4,330,550,000 | 55 |
| Total debt securities | $4,330,550,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $4,298,865,000 | 68 |
| U.S. Government securities | $4,298,865,000 | 56 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $4,298,865,000 | 53 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $4,298,865,000 | 50 |
| Certificates of participation in pools of residential mortgages | $3,142,109,000 | 38 |
| Issued or guaranteed by U.S. | $3,142,109,000 | 38 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $534,508,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $534,508,000 | 90 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $622,248,000 | 47 |
| Commercial mortgage pass-through securities | $562,506,000 | 23 |
| Other commercial mortgage-backed securities | $59,742,000 | 145 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $4,298,865,000 | 56 |
| Total debt securities | $4,298,865,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $3,161,139,000 | 78 |
| U.S. Government securities | $3,161,139,000 | 66 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $3,161,139,000 | 62 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $3,161,139,000 | 62 |
| Certificates of participation in pools of residential mortgages | $2,204,171,000 | 52 |
| Issued or guaranteed by U.S. | $2,204,171,000 | 52 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $319,447,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $319,447,000 | 122 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $637,521,000 | 45 |
| Commercial mortgage pass-through securities | $576,490,000 | 23 |
| Other commercial mortgage-backed securities | $61,031,000 | 140 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $3,161,139,000 | 65 |
| Total debt securities | $3,161,139,000 | 77 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $2,175,820,000 | 111 |
| U.S. Government securities | $2,175,820,000 | 88 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $2,175,820,000 | 79 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $2,175,820,000 | 76 |
| Certificates of participation in pools of residential mortgages | $1,852,192,000 | 56 |
| Issued or guaranteed by U.S. | $1,852,192,000 | 56 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $193,988,000 | 167 |
| CMOs issued by government agencies or sponsored agencies | $193,988,000 | 160 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $129,640,000 | 121 |
| Commercial mortgage pass-through securities | $129,640,000 | 48 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $2,175,820,000 | 92 |
| Total debt securities | $2,175,820,000 | 109 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $1,539,017,000 | 134 |
| U.S. Government securities | $1,539,017,000 | 109 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,539,017,000 | 101 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $1,539,017,000 | 94 |
| Certificates of participation in pools of residential mortgages | $1,206,056,000 | 67 |
| Issued or guaranteed by U.S. | $1,206,056,000 | 65 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $203,611,000 | 165 |
| CMOs issued by government agencies or sponsored agencies | $203,611,000 | 156 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $129,350,000 | 119 |
| Commercial mortgage pass-through securities | $129,350,000 | 48 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $1,539,017,000 | 119 |
| Total debt securities | $1,539,017,000 | 132 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $1,450,661,000 | 141 |
| U.S. Government securities | $1,450,661,000 | 110 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,450,661,000 | 104 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $1,450,661,000 | 97 |
| Certificates of participation in pools of residential mortgages | $1,112,919,000 | 69 |
| Issued or guaranteed by U.S. | $1,112,919,000 | 68 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $209,991,000 | 164 |
| CMOs issued by government agencies or sponsored agencies | $209,991,000 | 152 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $127,751,000 | 116 |
| Commercial mortgage pass-through securities | $127,751,000 | 49 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $1,450,661,000 | 119 |
| Total debt securities | $1,450,661,000 | 140 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $1,394,737,000 | 139 |
| U.S. Government securities | $1,394,737,000 | 110 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,394,737,000 | 104 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $1,394,737,000 | 96 |
| Certificates of participation in pools of residential mortgages | $1,107,917,000 | 68 |
| Issued or guaranteed by U.S. | $1,107,917,000 | 67 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $152,293,000 | 199 |
| CMOs issued by government agencies or sponsored agencies | $152,293,000 | 186 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $134,527,000 | 110 |
| Commercial mortgage pass-through securities | $134,527,000 | 46 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $1,394,737,000 | 117 |
| Total debt securities | $1,394,737,000 | 138 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $1,501,266,000 | 134 |
| U.S. Government securities | $1,501,266,000 | 106 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,501,266,000 | 99 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $1,501,266,000 | 88 |
| Certificates of participation in pools of residential mortgages | $931,974,000 | 80 |
| Issued or guaranteed by U.S. | $931,974,000 | 78 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $425,447,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $425,447,000 | 95 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $143,845,000 | 104 |
| Commercial mortgage pass-through securities | $143,845,000 | 41 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $1,501,266,000 | 113 |
| Total debt securities | $1,501,266,000 | 132 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $1,532,462,000 | 126 |
| U.S. Government securities | $1,532,462,000 | 101 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,532,462,000 | 95 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $1,532,462,000 | 88 |
| Certificates of participation in pools of residential mortgages | $970,525,000 | 77 |
| Issued or guaranteed by U.S. | $970,525,000 | 76 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $443,436,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $443,436,000 | 97 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $118,501,000 | 106 |
| Commercial mortgage pass-through securities | $118,501,000 | 44 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $1,532,462,000 | 104 |
| Total debt securities | $1,532,462,000 | 125 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $1,555,559,000 | 127 |
| U.S. Government securities | $1,555,559,000 | 101 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $1,555,559,000 | 95 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $1,555,559,000 | 86 |
| Certificates of participation in pools of residential mortgages | $588,514,000 | 102 |
| Issued or guaranteed by U.S. | $588,514,000 | 101 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $851,007,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $851,007,000 | 62 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $116,038,000 | 101 |
| Commercial mortgage pass-through securities | $116,038,000 | 45 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $1,555,559,000 | 110 |
| Total debt securities | $1,555,559,000 | 126 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $1,531,202,000 | 129 |
| U.S. Government securities | $1,531,202,000 | 105 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,531,202,000 | 97 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $1,531,202,000 | 86 |
| Certificates of participation in pools of residential mortgages | $590,439,000 | 102 |
| Issued or guaranteed by U.S. | $590,439,000 | 101 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $853,093,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $853,093,000 | 62 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $87,670,000 | 109 |
| Commercial mortgage pass-through securities | $87,670,000 | 50 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $1,531,202,000 | 107 |
| Total debt securities | $1,531,202,000 | 129 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $924,813,000 | 190 |
| U.S. Government securities | $924,813,000 | 140 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $924,813,000 | 135 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $924,813,000 | 122 |
| Certificates of participation in pools of residential mortgages | $109,843,000 | 395 |
| Issued or guaranteed by U.S. | $109,843,000 | 394 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $810,044,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $810,044,000 | 64 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $4,926,000 | 526 |
| Commercial mortgage pass-through securities | $4,926,000 | 313 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $924,813,000 | 155 |
| Total debt securities | $924,813,000 | 186 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $829,310,000 | 207 |
| U.S. Government securities | $829,310,000 | 150 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $829,310,000 | 146 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $829,310,000 | 133 |
| Certificates of participation in pools of residential mortgages | $269,380,000 | 172 |
| Issued or guaranteed by U.S. | $269,380,000 | 171 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $547,950,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $547,950,000 | 84 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $11,980,000 | 304 |
| Commercial mortgage pass-through securities | $11,980,000 | 169 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $829,310,000 | 170 |
| Total debt securities | $829,310,000 | 203 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $861,789,000 | 196 |
| U.S. Government securities | $861,789,000 | 149 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $861,789,000 | 144 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $861,789,000 | 129 |
| Certificates of participation in pools of residential mortgages | $291,777,000 | 162 |
| Issued or guaranteed by U.S. | $291,777,000 | 161 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $556,575,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $556,575,000 | 86 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $13,437,000 | 282 |
| Commercial mortgage pass-through securities | $13,437,000 | 150 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $861,789,000 | 162 |
| Total debt securities | $861,789,000 | 193 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $881,040,000 | 190 |
| U.S. Government securities | $881,040,000 | 144 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $881,040,000 | 139 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $881,040,000 | 125 |
| Certificates of participation in pools of residential mortgages | $307,261,000 | 159 |
| Issued or guaranteed by U.S. | $307,261,000 | 158 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $558,895,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $558,895,000 | 82 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $14,884,000 | 258 |
| Commercial mortgage pass-through securities | $14,884,000 | 136 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $881,040,000 | 159 |
| Total debt securities | $881,040,000 | 186 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $863,830,000 | 190 |
| U.S. Government securities | $863,830,000 | 146 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $863,830,000 | 142 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| 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 | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $769,756,000 | 135 |
| Certificates of participation in pools of residential mortgages | $195,871,000 | 235 |
| Issued or guaranteed by U.S. | $195,871,000 | 234 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $559,080,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $559,080,000 | 82 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $14,805,000 | 251 |
| Commercial mortgage pass-through securities | $14,805,000 | 139 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $863,830,000 | 159 |
| Total debt securities | $863,830,000 | 188 |
| 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 | $847,515,000 | 193 |
| U.S. Government securities | $847,515,000 | 148 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $847,515,000 | 144 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| 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 | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $684,254,000 | 149 |
| Certificates of participation in pools of residential mortgages | $213,018,000 | 219 |
| Issued or guaranteed by U.S. | $213,018,000 | 218 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $454,287,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $454,287,000 | 93 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $16,949,000 | 227 |
| Commercial mortgage pass-through securities | $16,949,000 | 125 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $847,515,000 | 164 |
| Total debt securities | $847,515,000 | 190 |
| 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 | $702,845,000 | 226 |
| U.S. Government securities | $702,845,000 | 169 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $702,845,000 | 167 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| 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 | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $702,845,000 | 149 |
| Certificates of participation in pools of residential mortgages | $224,542,000 | 210 |
| Issued or guaranteed by U.S. | $224,542,000 | 209 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $453,992,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $453,992,000 | 97 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $24,311,000 | 178 |
| Commercial mortgage pass-through securities | $24,311,000 | 96 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $702,845,000 | 195 |
| Total debt securities | $702,845,000 | 222 |
| 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 | $718,104,000 | 219 |
| U.S. Government securities | $718,104,000 | 162 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $718,104,000 | 159 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| 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 | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $718,104,000 | 144 |
| Certificates of participation in pools of residential mortgages | $232,164,000 | 203 |
| Issued or guaranteed by U.S. | $232,164,000 | 202 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $451,533,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $451,533,000 | 97 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $34,407,000 | 138 |
| Commercial mortgage pass-through securities | $34,407,000 | 70 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $718,104,000 | 186 |
| Total debt securities | $718,104,000 | 215 |
| 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 | $739,745,000 | 209 |
| U.S. Government securities | $739,745,000 | 157 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $739,745,000 | 154 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| 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 | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $739,745,000 | 136 |
| Certificates of participation in pools of residential mortgages | $247,134,000 | 192 |
| Issued or guaranteed by U.S. | $247,134,000 | 191 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $456,596,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $456,596,000 | 89 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $36,015,000 | 133 |
| Commercial mortgage pass-through securities | $36,015,000 | 68 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $739,745,000 | 181 |
| Total debt securities | $739,745,000 | 204 |
| 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 | $959,622,000 | 174 |
| U.S. Government securities | $959,622,000 | 134 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $959,622,000 | 132 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| 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 | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $959,622,000 | 120 |
| Certificates of participation in pools of residential mortgages | $464,153,000 | 112 |
| Issued or guaranteed by U.S. | $464,153,000 | 110 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $459,326,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $459,326,000 | 90 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $36,143,000 | 128 |
| Commercial mortgage pass-through securities | $36,143,000 | 66 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $959,622,000 | 148 |
| Total debt securities | $959,622,000 | 172 |
| 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 | $915,172,000 | 177 |
| U.S. Government securities | $915,172,000 | 137 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $915,172,000 | 135 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| 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 | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $915,172,000 | 125 |
| Certificates of participation in pools of residential mortgages | $493,176,000 | 109 |
| Issued or guaranteed by U.S. | $493,176,000 | 107 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $363,168,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $363,168,000 | 119 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $58,828,000 | 84 |
| Commercial mortgage pass-through securities | $58,828,000 | 46 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $915,172,000 | 159 |
| Total debt securities | $915,172,000 | 176 |
| 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 | $692,005,000 | 221 |
| U.S. Government securities | $692,005,000 | 164 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $692,005,000 | 163 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $692,005,000 | 148 |
| Certificates of participation in pools of residential mortgages | $257,647,000 | 183 |
| Issued or guaranteed by U.S. | $257,647,000 | 182 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $363,712,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $363,712,000 | 117 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $70,646,000 | 70 |
| Commercial mortgage pass-through securities | $70,646,000 | 32 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $692,005,000 | 196 |
| Total debt securities | $692,005,000 | 215 |
| 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 | $1,472,926,000 | 130 |
| U.S. Government securities | $1,472,926,000 | 103 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,472,926,000 | 97 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $1,472,926,000 | 91 |
| Certificates of participation in pools of residential mortgages | $600,372,000 | 102 |
| Issued or guaranteed by U.S. | $600,372,000 | 101 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $551,605,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $551,605,000 | 86 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $320,949,000 | 38 |
| Commercial mortgage pass-through securities | $320,949,000 | 16 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $1,472,926,000 | 108 |
| Total debt securities | $1,472,926,000 | 129 |
| 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 | $1,546,440,000 | 122 |
| U.S. Government securities | $1,546,440,000 | 100 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $1,546,440,000 | 94 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| 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 | $0 | 295 |
| 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 | $0 | 6,201 |
| Mortgage-backed securities | $1,546,440,000 | 84 |
| Certificates of participation in pools of residential mortgages | $773,204,000 | 89 |
| Issued or guaranteed by U.S. | $773,204,000 | 88 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $547,348,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $547,348,000 | 87 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $225,888,000 | 37 |
| Commercial mortgage pass-through securities | $225,888,000 | 15 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $1,546,440,000 | 103 |
| Total debt securities | $1,546,440,000 | 122 |
| 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 | $1,632,067,000 | 124 |
| U.S. Government securities | $1,632,067,000 | 100 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $1,632,067,000 | 92 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $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 | $1,632,067,000 | 81 |
| Certificates of participation in pools of residential mortgages | $812,285,000 | 85 |
| Issued or guaranteed by U.S. | $812,285,000 | 84 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $613,588,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $613,588,000 | 84 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $206,194,000 | 36 |
| Commercial mortgage pass-through securities | $206,194,000 | 14 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $1,632,067,000 | 105 |
| Total debt securities | $1,632,067,000 | 124 |
| 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 | $903,286,000 | 178 |
| U.S. Government securities | $903,286,000 | 138 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $903,286,000 | 136 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $903,286,000 | 121 |
| Certificates of participation in pools of residential mortgages | $848,854,000 | 82 |
| Issued or guaranteed by U.S. | $848,854,000 | 82 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $54,432,000 | 534 |
| CMOs issued by government agencies or sponsored agencies | $54,432,000 | 475 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $903,286,000 | 151 |
| Total debt securities | $903,286,000 | 177 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $792,756,000 | 199 |
| U.S. Government securities | $792,756,000 | 151 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $792,756,000 | 148 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $792,756,000 | 130 |
| Certificates of participation in pools of residential mortgages | $738,180,000 | 90 |
| Issued or guaranteed by U.S. | $738,180,000 | 88 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $54,576,000 | 547 |
| CMOs issued by government agencies or sponsored agencies | $54,576,000 | 477 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $792,756,000 | 169 |
| Total debt securities | $792,756,000 | 199 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $816,036,000 | 192 |
| U.S. Government securities | $816,036,000 | 148 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $816,036,000 | 144 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $816,036,000 | 125 |
| Certificates of participation in pools of residential mortgages | $649,885,000 | 98 |
| Issued or guaranteed by U.S. | $649,885,000 | 96 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $166,151,000 | 232 |
| CMOs issued by government agencies or sponsored agencies | $166,151,000 | 201 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $816,036,000 | 169 |
| Total debt securities | $816,036,000 | 193 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $821,624,000 | 193 |
| U.S. Government securities | $821,624,000 | 153 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $821,624,000 | 147 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $821,624,000 | 122 |
| Certificates of participation in pools of residential mortgages | $494,524,000 | 110 |
| Issued or guaranteed by U.S. | $494,524,000 | 109 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $327,100,000 | 139 |
| CMOs issued by government agencies or sponsored agencies | $327,100,000 | 118 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $821,624,000 | 168 |
| Total debt securities | $821,624,000 | 192 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $579,696,000 | 258 |
| U.S. Government securities | $579,696,000 | 193 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $579,696,000 | 186 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $579,696,000 | 151 |
| Certificates of participation in pools of residential mortgages | $420,051,000 | 119 |
| Issued or guaranteed by U.S. | $420,051,000 | 118 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $159,645,000 | 228 |
| CMOs issued by government agencies or sponsored agencies | $159,645,000 | 196 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $579,696,000 | 225 |
| Total debt securities | $579,696,000 | 253 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $448,488,000 | 302 |
| U.S. Government securities | $448,488,000 | 230 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $448,488,000 | 223 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $448,488,000 | 179 |
| Certificates of participation in pools of residential mortgages | $289,370,000 | 152 |
| Issued or guaranteed by U.S. | $289,370,000 | 151 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $159,118,000 | 231 |
| CMOs issued by government agencies or sponsored agencies | $159,118,000 | 191 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $448,488,000 | 260 |
| Total debt securities | $448,488,000 | 296 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $351,258,000 | 368 |
| U.S. Government securities | $351,258,000 | 274 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $351,258,000 | 266 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $351,258,000 | 217 |
| Certificates of participation in pools of residential mortgages | $192,311,000 | 215 |
| Issued or guaranteed by U.S. | $192,311,000 | 213 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $158,947,000 | 228 |
| CMOs issued by government agencies or sponsored agencies | $158,947,000 | 182 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $351,258,000 | 323 |
| Total debt securities | $351,258,000 | 361 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $243,895,000 | 541 |
| U.S. Government securities | $243,895,000 | 398 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $243,895,000 | 383 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $243,895,000 | 300 |
| Certificates of participation in pools of residential mortgages | $76,123,000 | 518 |
| Issued or guaranteed by U.S. | $76,123,000 | 515 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $167,772,000 | 211 |
| CMOs issued by government agencies or sponsored agencies | $167,772,000 | 172 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $243,895,000 | 480 |
| Total debt securities | $243,895,000 | 534 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $158,317,000 | 817 |
| U.S. Government securities | $158,317,000 | 585 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $158,317,000 | 564 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $158,317,000 | 446 |
| Certificates of participation in pools of residential mortgages | $78,318,000 | 519 |
| Issued or guaranteed by U.S. | $78,318,000 | 515 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $79,999,000 | 374 |
| CMOs issued by government agencies or sponsored agencies | $79,999,000 | 287 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $158,317,000 | 714 |
| Total debt securities | $158,317,000 | 803 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $81,211,000 | 1,566 |
| U.S. Government securities | $81,211,000 | 1,084 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $81,211,000 | 1,047 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $81,211,000 | 787 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $81,211,000 | 363 |
| CMOs issued by government agencies or sponsored agencies | $81,211,000 | 275 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $81,211,000 | 1,363 |
| Total debt securities | $81,211,000 | 1,542 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $0 | 7,935 |
| U.S. Government securities | $0 | 7,759 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,687 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,522 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $0 | 7,893 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $0 | 8,001 |
| U.S. Government securities | $0 | 7,829 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,762 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,573 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| 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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $0 | 7,959 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $0 | 8,058 |
| U.S. Government securities | $0 | 7,896 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,832 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,615 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| 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) | $0 | 7,524 |
| Total debt securities | $0 | 8,014 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $195,000,000 | 623 |
| U.S. Government securities | $195,000,000 | 442 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $195,000,000 | 428 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $195,000,000 | 363 |
| Certificates of participation in pools of residential mortgages | $195,000,000 | 238 |
| Issued or guaranteed by U.S. | $195,000,000 | 231 |
| 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) | $195,000,000 | 523 |
| Total debt securities | $195,000,000 | 613 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $191,688,000 | 633 |
| U.S. Government securities | $191,688,000 | 450 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $191,688,000 | 437 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $191,688,000 | 363 |
| Certificates of participation in pools of residential mortgages | $191,688,000 | 243 |
| Issued or guaranteed by U.S. | $191,688,000 | 236 |
| 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) | $191,688,000 | 538 |
| Total debt securities | $191,688,000 | 617 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $0 | 8,194 |
| U.S. Government securities | $0 | 8,032 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,976 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| 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) | $0 | 7,643 |
| Total debt securities | $0 | 8,143 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $0 | 8,234 |
| U.S. Government securities | $0 | 8,104 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,029 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| 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) | $0 | 7,657 |
| Total debt securities | $0 | 8,190 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $0 | 8,282 |
| U.S. Government securities | $0 | 8,160 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,083 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| 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) | $0 | 7,682 |
| Total debt securities | $0 | 8,239 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $0 | 8,331 |
| U.S. Government securities | $0 | 8,206 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,127 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| 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) | $0 | 7,721 |
| Total debt securities | $0 | 8,291 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $0 | 8,365 |
| U.S. Government securities | $0 | 8,244 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,164 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| 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) | $0 | 7,742 |
| Total debt securities | $0 | 8,320 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $0 | 8,416 |
| U.S. Government securities | $0 | 8,295 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,217 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| 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) | $0 | 7,796 |
| Total debt securities | $0 | 8,369 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $0 | 8,496 |
| U.S. Government securities | $0 | 8,377 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,301 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| 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) | $0 | 7,856 |
| Total debt securities | $0 | 8,450 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $0 | 8,539 |
| U.S. Government securities | $0 | 8,430 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,348 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| 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) | $0 | 7,901 |
| Total debt securities | $0 | 8,496 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |