Home > Falcon National Bank > Securities
Falcon National Bank, Securities
| 2024-09-30 | Rank | |
| Total securities | $51,966,000 | 2,474 |
| U.S. Government securities | $50,491,000 | 1,818 |
| U.S. Treasury securities | $955,000 | 2,377 |
| U.S. Government agency obligations | $49,536,000 | 1,579 |
| Securities issued by states & political subdivisions | $1,475,000 | 3,403 |
| Other domestic debt securities | $0 | 2,301 |
| Privately issued residential mortgage-backed securities | $0 | 713 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 561 |
| Structured financial products - Total | $0 | 793 |
| Other domestic debt securities - All other | $0 | 1,835 |
| Foreign debt securities | $0 | 287 |
| 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 | $25,550,000 | 2,089 |
| Mortgage-backed securities | $45,686,000 | 1,359 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $43,786,000 | 912 |
| Privately issued | $0 | 200 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,900,000 | 2,037 |
| Privately issued | $0 | 568 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,640 |
| Other commercial mortgage-backed securities | $0 | 1,344 |
| Held to maturity securities (book value) | $0 | 1,702 |
| Available-for-sale securities (fair market value) | $51,966,000 | 2,271 |
| Total debt securities | $51,967,000 | 2,457 |
| Structured notes | ||
| Amortized cost | $0 | 1,000 |
| Fair value | $0 | 1,000 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-06-30 | Rank | |
| Total securities | $52,435,000 | 2,467 |
| U.S. Government securities | $50,476,000 | 1,804 |
| U.S. Treasury securities | $931,000 | 2,454 |
| U.S. Government agency obligations | $49,545,000 | 1,554 |
| Securities issued by states & political subdivisions | $1,959,000 | 3,331 |
| Other domestic debt securities | $0 | 2,316 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 551 |
| Structured financial products - Total | $0 | 784 |
| Other domestic debt securities - All other | $0 | 1,858 |
| Foreign debt securities | $0 | 295 |
| 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 | $22,978,000 | 2,215 |
| Mortgage-backed securities | $45,803,000 | 1,317 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $43,917,000 | 902 |
| Privately issued | $0 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,886,000 | 1,976 |
| Privately issued | $0 | 579 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,622 |
| Other commercial mortgage-backed securities | $0 | 1,337 |
| Held to maturity securities (book value) | $0 | 1,716 |
| Available-for-sale securities (fair market value) | $52,435,000 | 2,261 |
| Total debt securities | $52,435,000 | 2,446 |
| Structured notes | ||
| Amortized cost | $0 | 1,030 |
| Fair value | $0 | 1,030 |
| Trading account assets | $0 | 220 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-03-31 | Rank | |
| Total securities | $54,315,000 | 2,471 |
| U.S. Government securities | $52,364,000 | 1,796 |
| U.S. Treasury securities | $925,000 | 2,555 |
| U.S. Government agency obligations | $51,439,000 | 1,582 |
| Securities issued by states & political subdivisions | $1,951,000 | 3,321 |
| Other domestic debt securities | $0 | 2,328 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 725 |
| Other domestic debt securities - All other | $0 | 1,839 |
| Foreign debt securities | $0 | 306 |
| 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 | $29,331,000 | 1,978 |
| Mortgage-backed securities | $47,552,000 | 1,302 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $45,585,000 | 877 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,967,000 | 1,930 |
| Privately issued | $0 | 525 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,620 |
| Other commercial mortgage-backed securities | $0 | 1,356 |
| Held to maturity securities (book value) | $0 | 1,732 |
| Available-for-sale securities (fair market value) | $54,315,000 | 2,251 |
| Total debt securities | $54,314,000 | 2,446 |
| Structured notes | ||
| Amortized cost | $0 | 1,052 |
| Fair value | $0 | 1,052 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-12-31 | Rank | |
| Total securities | $57,481,000 | 2,426 |
| U.S. Government securities | $54,670,000 | 1,760 |
| U.S. Treasury securities | $923,000 | 2,586 |
| U.S. Government agency obligations | $53,747,000 | 1,540 |
| Securities issued by states & political subdivisions | $2,811,000 | 3,203 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| 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 | $36,481,000 | 1,774 |
| Mortgage-backed securities | $49,790,000 | 1,265 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $47,763,000 | 853 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,027,000 | 1,883 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $57,481,000 | 2,202 |
| Total debt securities | $57,480,000 | 2,408 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $56,320,000 | 2,427 |
| U.S. Government securities | $53,554,000 | 1,777 |
| U.S. Treasury securities | $899,000 | 2,645 |
| U.S. Government agency obligations | $52,655,000 | 1,533 |
| Securities issued by states & political subdivisions | $2,766,000 | 3,216 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| 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 | $38,138,000 | 1,674 |
| Mortgage-backed securities | $48,703,000 | 1,261 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $46,717,000 | 854 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,986,000 | 1,865 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $56,320,000 | 2,201 |
| Total debt securities | $56,319,000 | 2,410 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $60,570,000 | 2,405 |
| U.S. Government securities | $57,790,000 | 1,730 |
| U.S. Treasury securities | $899,000 | 2,673 |
| U.S. Government agency obligations | $56,891,000 | 1,499 |
| Securities issued by states & political subdivisions | $2,780,000 | 3,261 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| 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 | $42,048,000 | 1,555 |
| Mortgage-backed securities | $52,813,000 | 1,237 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $50,678,000 | 835 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,135,000 | 1,843 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $60,570,000 | 2,175 |
| Total debt securities | $60,570,000 | 2,387 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $63,070,000 | 2,430 |
| U.S. Government securities | $60,273,000 | 1,762 |
| U.S. Treasury securities | $906,000 | 2,743 |
| U.S. Government agency obligations | $59,367,000 | 1,460 |
| Securities issued by states & political subdivisions | $2,797,000 | 3,313 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| 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 | $47,421,000 | 1,410 |
| Mortgage-backed securities | $55,046,000 | 1,255 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $52,776,000 | 846 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,270,000 | 1,856 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $63,070,000 | 2,191 |
| Total debt securities | $63,068,000 | 2,410 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $64,560,000 | 2,438 |
| U.S. Government securities | $60,755,000 | 1,777 |
| U.S. Treasury securities | $890,000 | 2,788 |
| U.S. Government agency obligations | $59,865,000 | 1,455 |
| Securities issued by states & political subdivisions | $3,805,000 | 3,194 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| 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 | $61,741,000 | 1,087 |
| Mortgage-backed securities | $55,550,000 | 1,253 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $53,206,000 | 849 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,344,000 | 1,856 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $64,560,000 | 2,195 |
| Total debt securities | $64,560,000 | 2,419 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $62,145,000 | 2,484 |
| U.S. Government securities | $58,379,000 | 1,831 |
| U.S. Treasury securities | $876,000 | 2,809 |
| U.S. Government agency obligations | $57,503,000 | 1,508 |
| Securities issued by states & political subdivisions | $3,766,000 | 3,229 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| 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 | $51,844,000 | 1,165 |
| Mortgage-backed securities | $53,699,000 | 1,301 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $51,280,000 | 878 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,419,000 | 1,853 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $62,145,000 | 2,248 |
| Total debt securities | $62,146,000 | 2,466 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $66,750,000 | 2,411 |
| U.S. Government securities | $63,413,000 | 1,749 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $63,413,000 | 1,449 |
| Securities issued by states & political subdivisions | $3,337,000 | 3,338 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| 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 | $61,289,000 | 1,021 |
| Mortgage-backed securities | $59,286,000 | 1,265 |
| Certificates of participation in pools of residential mortgages | $56,615,000 | 857 |
| Issued or guaranteed by U.S. | $56,615,000 | 844 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $2,671,000 | 1,911 |
| CMOs issued by government agencies or sponsored agencies | $2,671,000 | 1,833 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $66,750,000 | 2,214 |
| Total debt securities | $66,752,000 | 2,400 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $73,078,000 | 2,248 |
| U.S. Government securities | $69,733,000 | 1,613 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $69,733,000 | 1,371 |
| Securities issued by states & political subdivisions | $3,345,000 | 3,352 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| 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 | $67,452,000 | 915 |
| Mortgage-backed securities | $65,090,000 | 1,201 |
| Certificates of participation in pools of residential mortgages | $62,063,000 | 835 |
| Issued or guaranteed by U.S. | $62,063,000 | 825 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $3,027,000 | 1,857 |
| CMOs issued by government agencies or sponsored agencies | $3,027,000 | 1,787 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $73,078,000 | 2,079 |
| Total debt securities | $73,077,000 | 2,237 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $83,146,000 | 2,007 |
| U.S. Government securities | $78,977,000 | 1,404 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $78,977,000 | 1,238 |
| Securities issued by states & political subdivisions | $4,169,000 | 3,286 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| 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 | $75,825,000 | 827 |
| Mortgage-backed securities | $73,996,000 | 1,078 |
| Certificates of participation in pools of residential mortgages | $70,540,000 | 750 |
| Issued or guaranteed by U.S. | $70,540,000 | 738 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $3,456,000 | 1,775 |
| CMOs issued by government agencies or sponsored agencies | $3,456,000 | 1,721 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $83,146,000 | 1,877 |
| Total debt securities | $83,146,000 | 1,990 |
| 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 | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $89,272,000 | 1,847 |
| U.S. Government securities | $85,052,000 | 1,265 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $85,052,000 | 1,132 |
| Securities issued by states & political subdivisions | $4,220,000 | 3,314 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| 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 | $53,578,000 | 1,063 |
| Mortgage-backed securities | $79,452,000 | 1,003 |
| Certificates of participation in pools of residential mortgages | $75,625,000 | 686 |
| Issued or guaranteed by U.S. | $75,625,000 | 675 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $3,827,000 | 1,732 |
| CMOs issued by government agencies or sponsored agencies | $3,827,000 | 1,688 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $89,272,000 | 1,730 |
| Total debt securities | $89,272,000 | 1,834 |
| 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 | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $99,752,000 | 1,638 |
| U.S. Government securities | $95,526,000 | 1,102 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $95,526,000 | 1,000 |
| Securities issued by states & political subdivisions | $4,226,000 | 3,320 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| 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 | $43,182,000 | 1,236 |
| Mortgage-backed securities | $89,800,000 | 876 |
| Certificates of participation in pools of residential mortgages | $85,585,000 | 608 |
| Issued or guaranteed by U.S. | $85,585,000 | 595 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $4,215,000 | 1,631 |
| CMOs issued by government agencies or sponsored agencies | $4,215,000 | 1,592 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $99,752,000 | 1,522 |
| Total debt securities | $99,752,000 | 1,620 |
| 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 | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $110,735,000 | 1,426 |
| U.S. Government securities | $106,333,000 | 902 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $106,333,000 | 850 |
| Securities issued by states & political subdivisions | $4,402,000 | 3,280 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| 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 | $40,463,000 | 1,243 |
| Mortgage-backed securities | $100,351,000 | 757 |
| Certificates of participation in pools of residential mortgages | $95,894,000 | 513 |
| Issued or guaranteed by U.S. | $95,894,000 | 503 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $4,457,000 | 1,574 |
| CMOs issued by government agencies or sponsored agencies | $4,457,000 | 1,534 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $110,735,000 | 1,324 |
| Total debt securities | $110,735,000 | 1,410 |
| 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 | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $76,400,000 | 1,747 |
| U.S. Government securities | $70,575,000 | 1,146 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $70,575,000 | 1,076 |
| Securities issued by states & political subdivisions | $5,825,000 | 3,082 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| 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 | $39,554,000 | 1,254 |
| Mortgage-backed securities | $64,399,000 | 988 |
| Certificates of participation in pools of residential mortgages | $59,747,000 | 684 |
| Issued or guaranteed by U.S. | $59,747,000 | 673 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $4,652,000 | 1,574 |
| CMOs issued by government agencies or sponsored agencies | $4,652,000 | 1,530 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $76,400,000 | 1,637 |
| Total debt securities | $76,401,000 | 1,732 |
| 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 | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $54,260,000 | 2,092 |
| U.S. Government securities | $48,201,000 | 1,496 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $48,201,000 | 1,413 |
| Securities issued by states & political subdivisions | $6,059,000 | 2,956 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| 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 | $37,709,000 | 1,268 |
| Mortgage-backed securities | $41,755,000 | 1,325 |
| Certificates of participation in pools of residential mortgages | $36,911,000 | 912 |
| Issued or guaranteed by U.S. | $36,911,000 | 891 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,844,000 | 1,580 |
| CMOs issued by government agencies or sponsored agencies | $4,844,000 | 1,543 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $54,260,000 | 1,956 |
| Total debt securities | $54,260,000 | 2,071 |
| 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 | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $44,775,000 | 2,328 |
| U.S. Government securities | $40,681,000 | 1,661 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $40,681,000 | 1,568 |
| Securities issued by states & political subdivisions | $4,094,000 | 3,195 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| 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 | $28,914,000 | 1,524 |
| Mortgage-backed securities | $34,223,000 | 1,481 |
| Certificates of participation in pools of residential mortgages | $29,200,000 | 1,053 |
| Issued or guaranteed by U.S. | $29,200,000 | 1,023 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $5,023,000 | 1,596 |
| CMOs issued by government agencies or sponsored agencies | $5,023,000 | 1,556 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $44,775,000 | 2,164 |
| Total debt securities | $44,776,000 | 2,304 |
| 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 | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $47,261,000 | 2,186 |
| U.S. Government securities | $42,876,000 | 1,610 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $42,876,000 | 1,531 |
| Securities issued by states & political subdivisions | $4,385,000 | 3,103 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| 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 | $29,675,000 | 1,434 |
| Mortgage-backed securities | $36,427,000 | 1,416 |
| Certificates of participation in pools of residential mortgages | $31,390,000 | 997 |
| Issued or guaranteed by U.S. | $31,390,000 | 970 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $5,037,000 | 1,615 |
| CMOs issued by government agencies or sponsored agencies | $5,037,000 | 1,574 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $47,261,000 | 2,038 |
| Total debt securities | $47,260,000 | 2,164 |
| 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 | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $49,303,000 | 2,119 |
| U.S. Government securities | $43,934,000 | 1,600 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $43,934,000 | 1,507 |
| Securities issued by states & political subdivisions | $5,369,000 | 2,932 |
| 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 | $28,997,000 | 1,454 |
| Mortgage-backed securities | $37,498,000 | 1,359 |
| Certificates of participation in pools of residential mortgages | $32,386,000 | 945 |
| Issued or guaranteed by U.S. | $32,386,000 | 923 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $5,112,000 | 1,585 |
| CMOs issued by government agencies or sponsored agencies | $5,112,000 | 1,546 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $49,303,000 | 1,972 |
| Total debt securities | $49,304,000 | 2,100 |
| 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 | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $52,611,000 | 2,030 |
| U.S. Government securities | $46,849,000 | 1,534 |
| U.S. Treasury securities | $450,000 | 1,352 |
| U.S. Government agency obligations | $46,399,000 | 1,448 |
| Securities issued by states & political subdivisions | $5,762,000 | 2,894 |
| 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 | $28,686,000 | 1,467 |
| Mortgage-backed securities | $39,634,000 | 1,287 |
| Certificates of participation in pools of residential mortgages | $34,344,000 | 885 |
| Issued or guaranteed by U.S. | $34,344,000 | 860 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $5,290,000 | 1,570 |
| CMOs issued by government agencies or sponsored agencies | $5,290,000 | 1,534 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $52,611,000 | 1,873 |
| Total debt securities | $52,610,000 | 2,011 |
| 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 | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $49,705,000 | 2,133 |
| U.S. Government securities | $43,921,000 | 1,637 |
| U.S. Treasury securities | $449,000 | 1,384 |
| U.S. Government agency obligations | $43,472,000 | 1,557 |
| Securities issued by states & political subdivisions | $5,784,000 | 2,954 |
| 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 | $27,826,000 | 1,546 |
| Mortgage-backed securities | $36,653,000 | 1,332 |
| Certificates of participation in pools of residential mortgages | $36,227,000 | 840 |
| Issued or guaranteed by U.S. | $36,227,000 | 833 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $426,000 | 2,622 |
| CMOs issued by government agencies or sponsored agencies | $426,000 | 2,576 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $49,705,000 | 1,974 |
| Total debt securities | $49,705,000 | 2,119 |
| 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 | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $51,255,000 | 2,117 |
| U.S. Government securities | $45,498,000 | 1,585 |
| U.S. Treasury securities | $447,000 | 1,437 |
| U.S. Government agency obligations | $45,051,000 | 1,504 |
| Securities issued by states & political subdivisions | $5,757,000 | 3,012 |
| 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 | $27,021,000 | 1,598 |
| Mortgage-backed securities | $38,181,000 | 1,278 |
| Certificates of participation in pools of residential mortgages | $37,729,000 | 826 |
| Issued or guaranteed by U.S. | $37,729,000 | 819 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $452,000 | 2,628 |
| CMOs issued by government agencies or sponsored agencies | $452,000 | 2,582 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $51,255,000 | 1,954 |
| Total debt securities | $51,256,000 | 2,100 |
| 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 | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $53,337,000 | 2,083 |
| U.S. Government securities | $46,134,000 | 1,580 |
| U.S. Treasury securities | $445,000 | 1,438 |
| U.S. Government agency obligations | $45,689,000 | 1,511 |
| Securities issued by states & political subdivisions | $7,203,000 | 2,840 |
| 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 | $23,692,000 | 1,739 |
| Mortgage-backed securities | $38,969,000 | 1,264 |
| Certificates of participation in pools of residential mortgages | $38,500,000 | 816 |
| Issued or guaranteed by U.S. | $38,500,000 | 811 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $469,000 | 2,628 |
| CMOs issued by government agencies or sponsored agencies | $469,000 | 2,582 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $53,337,000 | 1,920 |
| Total debt securities | $53,338,000 | 2,071 |
| 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 | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $55,195,000 | 2,051 |
| U.S. Government securities | $47,802,000 | 1,532 |
| U.S. Treasury securities | $444,000 | 1,426 |
| U.S. Government agency obligations | $47,358,000 | 1,470 |
| Securities issued by states & political subdivisions | $7,393,000 | 2,849 |
| 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 | $21,768,000 | 1,828 |
| Mortgage-backed securities | $39,783,000 | 1,246 |
| Certificates of participation in pools of residential mortgages | $39,293,000 | 808 |
| Issued or guaranteed by U.S. | $39,293,000 | 804 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $490,000 | 2,615 |
| CMOs issued by government agencies or sponsored agencies | $490,000 | 2,567 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $55,195,000 | 1,883 |
| Total debt securities | $55,195,000 | 2,036 |
| 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 | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $55,018,000 | 2,086 |
| U.S. Government securities | $9,919,000 | 3,640 |
| U.S. Treasury securities | $444,000 | 1,394 |
| U.S. Government agency obligations | $9,475,000 | 3,541 |
| Securities issued by states & political subdivisions | $7,449,000 | 2,891 |
| Other domestic debt securities | $37,650,000 | 279 |
| Privately issued residential mortgage-backed securities | $37,650,000 | 77 |
| 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 | $22,686,000 | 1,796 |
| Mortgage-backed securities | $39,432,000 | 1,270 |
| Certificates of participation in pools of residential mortgages | $38,915,000 | 844 |
| Issued or guaranteed by U.S. | $1,265,000 | 3,436 |
| Privately issued | $37,650,000 | 22 |
| Collaterized mortgage obligations | $517,000 | 2,628 |
| CMOs issued by government agencies or sponsored agencies | $517,000 | 2,575 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $55,018,000 | 1,913 |
| Total debt securities | $55,018,000 | 2,068 |
| 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 | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $26,119,000 | 3,267 |
| U.S. Government securities | $24,401,000 | 2,506 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $24,401,000 | 2,390 |
| Securities issued by states & political subdivisions | $1,718,000 | 3,992 |
| 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 | $10,056,000 | 2,814 |
| Mortgage-backed securities | $22,504,000 | 1,799 |
| Certificates of participation in pools of residential mortgages | $21,958,000 | 1,312 |
| Issued or guaranteed by U.S. | $21,958,000 | 1,309 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $546,000 | 2,612 |
| CMOs issued by government agencies or sponsored agencies | $546,000 | 2,555 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $26,119,000 | 3,018 |
| Total debt securities | $26,119,000 | 3,247 |
| 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 | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $27,916,000 | 3,235 |
| U.S. Government securities | $25,782,000 | 2,447 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $25,782,000 | 2,343 |
| Securities issued by states & political subdivisions | $2,134,000 | 3,951 |
| 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 | $10,380,000 | 2,815 |
| Mortgage-backed securities | $23,823,000 | 1,747 |
| Certificates of participation in pools of residential mortgages | $23,251,000 | 1,282 |
| Issued or guaranteed by U.S. | $23,251,000 | 1,281 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $572,000 | 2,594 |
| CMOs issued by government agencies or sponsored agencies | $572,000 | 2,533 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $27,916,000 | 2,991 |
| Total debt securities | $27,916,000 | 3,211 |
| 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 | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $27,287,000 | 3,298 |
| U.S. Government securities | $25,164,000 | 2,501 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $25,164,000 | 2,397 |
| Securities issued by states & political subdivisions | $2,123,000 | 4,008 |
| 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 | $10,712,000 | 2,813 |
| Mortgage-backed securities | $25,164,000 | 1,718 |
| Certificates of participation in pools of residential mortgages | $24,564,000 | 1,260 |
| Issued or guaranteed by U.S. | $24,564,000 | 1,258 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $600,000 | 2,591 |
| CMOs issued by government agencies or sponsored agencies | $600,000 | 2,533 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $27,287,000 | 3,042 |
| Total debt securities | $27,287,000 | 3,274 |
| 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 | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $19,594,000 | 3,835 |
| U.S. Government securities | $17,989,000 | 3,024 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $17,989,000 | 2,901 |
| Securities issued by states & political subdivisions | $1,605,000 | 4,170 |
| 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 | $10,568,000 | 2,845 |
| Mortgage-backed securities | $17,989,000 | 2,112 |
| Certificates of participation in pools of residential mortgages | $17,369,000 | 1,645 |
| Issued or guaranteed by U.S. | $17,369,000 | 1,644 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $620,000 | 2,605 |
| CMOs issued by government agencies or sponsored agencies | $620,000 | 2,540 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $19,594,000 | 3,548 |
| Total debt securities | $19,594,000 | 3,810 |
| 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 | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $20,139,000 | 3,844 |
| U.S. Government securities | $18,504,000 | 3,035 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $18,504,000 | 2,903 |
| Securities issued by states & political subdivisions | $1,635,000 | 4,208 |
| 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 | $10,850,000 | 2,845 |
| Mortgage-backed securities | $18,504,000 | 2,110 |
| Certificates of participation in pools of residential mortgages | $17,866,000 | 1,656 |
| Issued or guaranteed by U.S. | $17,866,000 | 1,656 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $638,000 | 2,638 |
| CMOs issued by government agencies or sponsored agencies | $638,000 | 2,572 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $20,139,000 | 3,541 |
| Total debt securities | $20,138,000 | 3,818 |
| 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 | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $20,648,000 | 3,829 |
| U.S. Government securities | $19,027,000 | 2,979 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $19,027,000 | 2,849 |
| Securities issued by states & political subdivisions | $1,621,000 | 4,253 |
| 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 | $8,752,000 | 3,120 |
| Mortgage-backed securities | $19,027,000 | 2,073 |
| Certificates of participation in pools of residential mortgages | $18,363,000 | 1,632 |
| Issued or guaranteed by U.S. | $18,363,000 | 1,631 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $664,000 | 2,632 |
| CMOs issued by government agencies or sponsored agencies | $664,000 | 2,553 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $20,648,000 | 3,516 |
| Total debt securities | $20,648,000 | 3,801 |
| 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 | $15,566,000 | 4,201 |
| U.S. Government securities | $13,088,000 | 3,493 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $13,088,000 | 3,368 |
| Securities issued by states & political subdivisions | $2,478,000 | 4,045 |
| 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 | $9,795,000 | 3,012 |
| Mortgage-backed securities | $13,088,000 | 2,506 |
| Certificates of participation in pools of residential mortgages | $12,368,000 | 2,044 |
| Issued or guaranteed by U.S. | $12,368,000 | 2,044 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $720,000 | 2,642 |
| CMOs issued by government agencies or sponsored agencies | $720,000 | 2,568 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $15,566,000 | 3,878 |
| Total debt securities | $15,566,000 | 4,173 |
| 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 | $16,265,000 | 4,213 |
| U.S. Government securities | $13,781,000 | 3,526 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $13,781,000 | 3,402 |
| Securities issued by states & political subdivisions | $2,484,000 | 4,069 |
| 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 | $10,300,000 | 3,002 |
| Mortgage-backed securities | $13,781,000 | 2,477 |
| Certificates of participation in pools of residential mortgages | $13,022,000 | 2,016 |
| Issued or guaranteed by U.S. | $13,022,000 | 2,012 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $759,000 | 2,655 |
| CMOs issued by government agencies or sponsored agencies | $759,000 | 2,571 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $16,265,000 | 3,879 |
| Total debt securities | $16,267,000 | 4,190 |
| 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 | $16,394,000 | 4,265 |
| U.S. Government securities | $14,240,000 | 3,557 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $14,240,000 | 3,432 |
| Securities issued by states & political subdivisions | $2,154,000 | 4,178 |
| 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 | $8,314,000 | 3,297 |
| Mortgage-backed securities | $14,240,000 | 2,437 |
| Certificates of participation in pools of residential mortgages | $13,457,000 | 1,993 |
| Issued or guaranteed by U.S. | $13,457,000 | 1,991 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $783,000 | 2,663 |
| CMOs issued by government agencies or sponsored agencies | $783,000 | 2,585 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $16,394,000 | 3,920 |
| Total debt securities | $16,394,000 | 4,241 |
| 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 | $16,763,000 | 4,280 |
| U.S. Government securities | $14,616,000 | 3,574 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $14,616,000 | 3,445 |
| Securities issued by states & political subdivisions | $2,147,000 | 4,216 |
| 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 | $8,213,000 | 3,350 |
| Mortgage-backed securities | $14,616,000 | 2,424 |
| Certificates of participation in pools of residential mortgages | $13,819,000 | 1,975 |
| Issued or guaranteed by U.S. | $13,819,000 | 1,973 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $797,000 | 2,687 |
| CMOs issued by government agencies or sponsored agencies | $797,000 | 2,609 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $16,763,000 | 3,932 |
| Total debt securities | $16,763,000 | 4,254 |
| 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 | $17,428,000 | 4,304 |
| U.S. Government securities | $15,291,000 | 3,581 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $15,291,000 | 3,466 |
| Securities issued by states & political subdivisions | $2,137,000 | 4,270 |
| 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 | $8,591,000 | 3,322 |
| Mortgage-backed securities | $15,291,000 | 2,404 |
| Certificates of participation in pools of residential mortgages | $14,462,000 | 1,926 |
| Issued or guaranteed by U.S. | $14,462,000 | 1,925 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $829,000 | 2,704 |
| CMOs issued by government agencies or sponsored agencies | $829,000 | 2,625 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $17,428,000 | 3,946 |
| Total debt securities | $17,428,000 | 4,280 |
| 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 | $19,852,000 | 4,187 |
| U.S. Government securities | $17,736,000 | 3,417 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $17,736,000 | 3,311 |
| Securities issued by states & political subdivisions | $2,116,000 | 4,300 |
| 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 | $10,154,000 | 3,142 |
| Mortgage-backed securities | $17,736,000 | 2,306 |
| Certificates of participation in pools of residential mortgages | $16,893,000 | 1,816 |
| Issued or guaranteed by U.S. | $16,893,000 | 1,816 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $843,000 | 2,759 |
| CMOs issued by government agencies or sponsored agencies | $843,000 | 2,676 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $19,852,000 | 3,838 |
| Total debt securities | $19,853,000 | 4,160 |
| 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 | $21,017,000 | 4,154 |
| U.S. Government securities | $18,870,000 | 3,382 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $18,870,000 | 3,268 |
| Securities issued by states & political subdivisions | $2,147,000 | 4,307 |
| 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 | $10,790,000 | 3,097 |
| Mortgage-backed securities | $18,870,000 | 2,276 |
| Certificates of participation in pools of residential mortgages | $17,999,000 | 1,759 |
| Issued or guaranteed by U.S. | $17,999,000 | 1,759 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $871,000 | 2,782 |
| CMOs issued by government agencies or sponsored agencies | $871,000 | 2,694 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $21,017,000 | 3,801 |
| Total debt securities | $21,018,000 | 4,125 |
| 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 | $21,650,000 | 4,162 |
| U.S. Government securities | $19,513,000 | 3,382 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $19,513,000 | 3,271 |
| Securities issued by states & political subdivisions | $2,137,000 | 4,377 |
| 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 | $11,156,000 | 3,060 |
| Mortgage-backed securities | $19,513,000 | 2,266 |
| Certificates of participation in pools of residential mortgages | $18,625,000 | 1,758 |
| Issued or guaranteed by U.S. | $18,625,000 | 1,755 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $888,000 | 2,830 |
| CMOs issued by government agencies or sponsored agencies | $888,000 | 2,740 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $21,650,000 | 3,816 |
| Total debt securities | $21,648,000 | 4,138 |
| 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 | $21,404,000 | 4,259 |
| U.S. Government securities | $20,099,000 | 3,425 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $20,099,000 | 3,314 |
| Securities issued by states & political subdivisions | $1,305,000 | 4,688 |
| 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 | $11,500,000 | 3,046 |
| Mortgage-backed securities | $20,099,000 | 2,292 |
| Certificates of participation in pools of residential mortgages | $19,160,000 | 1,779 |
| Issued or guaranteed by U.S. | $19,160,000 | 1,777 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $939,000 | 2,854 |
| CMOs issued by government agencies or sponsored agencies | $939,000 | 2,752 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $21,404,000 | 3,904 |
| Total debt securities | $21,405,000 | 4,238 |
| 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 | $22,293,000 | 4,251 |
| U.S. Government securities | $20,990,000 | 3,385 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $20,990,000 | 3,287 |
| Securities issued by states & political subdivisions | $1,303,000 | 4,741 |
| 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 | $12,016,000 | 2,996 |
| Mortgage-backed securities | $20,990,000 | 2,274 |
| Certificates of participation in pools of residential mortgages | $19,990,000 | 1,776 |
| Issued or guaranteed by U.S. | $19,990,000 | 1,774 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,000,000 | 2,865 |
| CMOs issued by government agencies or sponsored agencies | $1,000,000 | 2,764 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $22,293,000 | 3,886 |
| Total debt securities | $22,292,000 | 4,229 |
| 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 | $25,727,000 | 4,009 |
| U.S. Government securities | $24,427,000 | 3,118 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $24,427,000 | 3,036 |
| Securities issued by states & political subdivisions | $1,300,000 | 4,767 |
| 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 | $11,885,000 | 3,044 |
| Mortgage-backed securities | $24,427,000 | 2,084 |
| Certificates of participation in pools of residential mortgages | $23,364,000 | 1,581 |
| Issued or guaranteed by U.S. | $23,364,000 | 1,580 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,063,000 | 2,850 |
| CMOs issued by government agencies or sponsored agencies | $1,063,000 | 2,750 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $25,727,000 | 3,651 |
| Total debt securities | $25,727,000 | 3,977 |
| 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 | $26,252,000 | 3,967 |
| U.S. Government securities | $24,952,000 | 3,067 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $24,952,000 | 2,997 |
| Securities issued by states & political subdivisions | $1,300,000 | 4,810 |
| 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 | $8,867,000 | 3,458 |
| Mortgage-backed securities | $24,952,000 | 2,077 |
| Certificates of participation in pools of residential mortgages | $23,833,000 | 1,573 |
| Issued or guaranteed by U.S. | $23,833,000 | 1,573 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,119,000 | 2,815 |
| CMOs issued by government agencies or sponsored agencies | $1,119,000 | 2,708 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $26,252,000 | 3,622 |
| Total debt securities | $26,252,000 | 3,940 |
| 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 | $28,686,000 | 3,819 |
| U.S. Government securities | $26,218,000 | 3,014 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $26,218,000 | 2,940 |
| Securities issued by states & political subdivisions | $2,468,000 | 4,414 |
| 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 | $9,412,000 | 3,376 |
| Mortgage-backed securities | $26,218,000 | 2,023 |
| Certificates of participation in pools of residential mortgages | $24,990,000 | 1,533 |
| Issued or guaranteed by U.S. | $24,990,000 | 1,529 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,228,000 | 2,799 |
| CMOs issued by government agencies or sponsored agencies | $1,228,000 | 2,691 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $28,686,000 | 3,508 |
| Total debt securities | $28,686,000 | 3,788 |
| 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 | $29,778,000 | 3,718 |
| U.S. Government securities | $27,324,000 | 2,929 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $27,324,000 | 2,858 |
| Securities issued by states & political subdivisions | $2,454,000 | 4,418 |
| 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 | $7,607,000 | 3,689 |
| Mortgage-backed securities | $27,324,000 | 1,967 |
| Certificates of participation in pools of residential mortgages | $26,011,000 | 1,482 |
| Issued or guaranteed by U.S. | $26,011,000 | 1,480 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,313,000 | 2,809 |
| CMOs issued by government agencies or sponsored agencies | $1,313,000 | 2,693 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $29,778,000 | 3,424 |
| Total debt securities | $29,778,000 | 3,685 |
| 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 | $37,042,000 | 3,308 |
| U.S. Government securities | $34,558,000 | 2,545 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $34,558,000 | 2,482 |
| Securities issued by states & political subdivisions | $2,484,000 | 4,402 |
| 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 | $8,025,000 | 3,664 |
| Mortgage-backed securities | $34,558,000 | 1,713 |
| Certificates of participation in pools of residential mortgages | $33,117,000 | 1,234 |
| Issued or guaranteed by U.S. | $33,117,000 | 1,232 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,441,000 | 2,807 |
| CMOs issued by government agencies or sponsored agencies | $1,441,000 | 2,690 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $37,042,000 | 3,057 |
| Total debt securities | $37,041,000 | 3,276 |
| 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 | $30,964,000 | 3,620 |
| U.S. Government securities | $28,890,000 | 2,806 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $28,890,000 | 2,738 |
| Securities issued by states & political subdivisions | $2,074,000 | 4,523 |
| 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 | $4,625,000 | 4,379 |
| Mortgage-backed securities | $28,890,000 | 1,928 |
| Certificates of participation in pools of residential mortgages | $27,346,000 | 1,435 |
| Issued or guaranteed by U.S. | $27,346,000 | 1,432 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,544,000 | 2,813 |
| CMOs issued by government agencies or sponsored agencies | $1,544,000 | 2,702 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $30,964,000 | 3,353 |
| Total debt securities | $30,964,000 | 3,585 |
| 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 | $24,303,000 | 4,134 |
| U.S. Government securities | $22,472,000 | 3,347 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $22,472,000 | 3,280 |
| Securities issued by states & political subdivisions | $1,831,000 | 4,629 |
| 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 | $4,633,000 | 4,435 |
| Mortgage-backed securities | $22,472,000 | 2,346 |
| Certificates of participation in pools of residential mortgages | $22,285,000 | 1,727 |
| Issued or guaranteed by U.S. | $22,285,000 | 1,726 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $187,000 | 3,583 |
| CMOs issued by government agencies or sponsored agencies | $187,000 | 3,421 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $24,303,000 | 3,813 |
| Total debt securities | $24,303,000 | 4,108 |
| 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 | $23,190,000 | 4,292 |
| U.S. Government securities | $22,362,000 | 3,410 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $22,362,000 | 3,343 |
| Securities issued by states & political subdivisions | $828,000 | 5,070 |
| 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 | $5,054,000 | 4,370 |
| Mortgage-backed securities | $22,362,000 | 2,372 |
| Certificates of participation in pools of residential mortgages | $22,138,000 | 1,754 |
| Issued or guaranteed by U.S. | $22,138,000 | 1,753 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $224,000 | 3,562 |
| CMOs issued by government agencies or sponsored agencies | $224,000 | 3,401 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $23,190,000 | 3,955 |
| Total debt securities | $23,190,000 | 4,258 |
| 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 | $23,307,000 | 4,321 |
| U.S. Government securities | $21,737,000 | 3,545 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $21,737,000 | 3,469 |
| Securities issued by states & political subdivisions | $1,570,000 | 4,678 |
| 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 | $4,613,000 | 4,489 |
| Mortgage-backed securities | $21,737,000 | 2,431 |
| Certificates of participation in pools of residential mortgages | $21,468,000 | 1,782 |
| Issued or guaranteed by U.S. | $21,468,000 | 1,778 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $269,000 | 3,567 |
| CMOs issued by government agencies or sponsored agencies | $269,000 | 3,397 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $23,307,000 | 3,974 |
| Total debt securities | $23,308,000 | 4,282 |
| 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 | $18,861,000 | 4,663 |
| U.S. Government securities | $17,291,000 | 3,937 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $17,291,000 | 3,856 |
| Securities issued by states & political subdivisions | $1,570,000 | 4,682 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,468,000 | 4,070 |
| Mortgage-backed securities | $17,291,000 | 2,689 |
| Certificates of participation in pools of residential mortgages | $16,987,000 | 2,019 |
| Issued or guaranteed by U.S. | $16,987,000 | 2,017 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $304,000 | 3,506 |
| CMOs issued by government agencies or sponsored agencies | $304,000 | 3,245 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $18,861,000 | 4,276 |
| Total debt securities | $18,862,000 | 4,630 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $15,610,000 | 5,007 |
| U.S. Government securities | $14,859,000 | 4,183 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $14,859,000 | 4,088 |
| Securities issued by states & political subdivisions | $751,000 | 5,093 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,989,000 | 3,937 |
| Mortgage-backed securities | $14,859,000 | 2,830 |
| Certificates of participation in pools of residential mortgages | $14,517,000 | 2,152 |
| Issued or guaranteed by U.S. | $14,517,000 | 2,145 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $342,000 | 3,476 |
| CMOs issued by government agencies or sponsored agencies | $342,000 | 3,208 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $15,610,000 | 4,590 |
| Total debt securities | $15,611,000 | 4,978 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $15,143,000 | 5,112 |
| U.S. Government securities | $14,392,000 | 4,345 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $14,392,000 | 4,242 |
| Securities issued by states & political subdivisions | $751,000 | 5,072 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,458,000 | 3,888 |
| Mortgage-backed securities | $14,392,000 | 2,825 |
| Certificates of participation in pools of residential mortgages | $14,013,000 | 2,152 |
| Issued or guaranteed by U.S. | $14,013,000 | 2,149 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $379,000 | 3,431 |
| CMOs issued by government agencies or sponsored agencies | $379,000 | 3,149 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $15,143,000 | 4,695 |
| Total debt securities | $15,142,000 | 5,080 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $16,002,000 | 5,010 |
| U.S. Government securities | $15,251,000 | 4,204 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $15,251,000 | 4,077 |
| Securities issued by states & political subdivisions | $751,000 | 5,075 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,896,000 | 4,256 |
| Mortgage-backed securities | $15,251,000 | 2,676 |
| Certificates of participation in pools of residential mortgages | $14,833,000 | 2,015 |
| Issued or guaranteed by U.S. | $14,833,000 | 2,012 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $418,000 | 3,363 |
| CMOs issued by government agencies or sponsored agencies | $418,000 | 3,077 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $16,002,000 | 4,594 |
| Total debt securities | $16,002,000 | 4,982 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $14,201,000 | 5,126 |
| U.S. Government securities | $13,451,000 | 4,311 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $13,451,000 | 4,182 |
| Securities issued by states & political subdivisions | $750,000 | 5,101 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,474,000 | 4,065 |
| Mortgage-backed securities | $13,451,000 | 2,742 |
| Certificates of participation in pools of residential mortgages | $12,977,000 | 2,099 |
| Issued or guaranteed by U.S. | $12,977,000 | 2,093 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $474,000 | 3,314 |
| CMOs issued by government agencies or sponsored agencies | $474,000 | 3,023 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $14,201,000 | 4,701 |
| Total debt securities | $14,193,000 | 5,091 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $13,417,000 | 5,184 |
| U.S. Government securities | $13,417,000 | 4,262 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $13,417,000 | 4,152 |
| 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 | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,322,000 | 3,913 |
| Mortgage-backed securities | $13,417,000 | 2,751 |
| Certificates of participation in pools of residential mortgages | $12,879,000 | 2,079 |
| Issued or guaranteed by U.S. | $12,879,000 | 2,073 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $538,000 | 3,253 |
| CMOs issued by government agencies or sponsored agencies | $538,000 | 2,948 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $13,417,000 | 4,754 |
| Total debt securities | $13,417,000 | 5,149 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $13,296,000 | 5,212 |
| U.S. Government securities | $13,296,000 | 4,350 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $13,296,000 | 4,239 |
| 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 | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,737,000 | 4,098 |
| Mortgage-backed securities | $13,296,000 | 2,749 |
| Certificates of participation in pools of residential mortgages | $12,682,000 | 2,136 |
| Issued or guaranteed by U.S. | $12,682,000 | 2,128 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $614,000 | 3,120 |
| CMOs issued by government agencies or sponsored agencies | $614,000 | 2,808 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $13,296,000 | 4,779 |
| Total debt securities | $13,296,000 | 5,178 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $13,114,000 | 5,286 |
| U.S. Government securities | $13,114,000 | 4,432 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $13,114,000 | 4,317 |
| 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 | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,616,000 | 4,211 |
| Mortgage-backed securities | $13,114,000 | 2,849 |
| Certificates of participation in pools of residential mortgages | $12,424,000 | 2,236 |
| Issued or guaranteed by U.S. | $12,424,000 | 2,231 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $690,000 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $690,000 | 2,733 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $13,114,000 | 4,838 |
| Total debt securities | $13,115,000 | 5,246 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $12,889,000 | 5,306 |
| U.S. Government securities | $12,889,000 | 4,456 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $12,889,000 | 4,364 |
| 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 | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,064,000 | 4,115 |
| Mortgage-backed securities | $12,889,000 | 2,917 |
| Certificates of participation in pools of residential mortgages | $12,079,000 | 2,335 |
| Issued or guaranteed by U.S. | $12,079,000 | 2,328 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $810,000 | 2,999 |
| CMOs issued by government agencies or sponsored agencies | $810,000 | 2,655 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $12,889,000 | 4,860 |
| Total debt securities | $12,889,000 | 5,263 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $12,933,000 | 5,347 |
| U.S. Government securities | $12,933,000 | 4,463 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $12,933,000 | 4,368 |
| 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 | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,898,000 | 4,758 |
| Mortgage-backed securities | $12,933,000 | 2,946 |
| Certificates of participation in pools of residential mortgages | $11,937,000 | 2,406 |
| Issued or guaranteed by U.S. | $11,937,000 | 2,396 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $996,000 | 2,881 |
| CMOs issued by government agencies or sponsored agencies | $996,000 | 2,528 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $12,933,000 | 4,894 |
| Total debt securities | $12,923,000 | 5,305 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $8,689,000 | 6,066 |
| U.S. Government securities | $8,689,000 | 5,250 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $8,689,000 | 5,155 |
| 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 | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,146,000 | 4,670 |
| Mortgage-backed securities | $8,689,000 | 3,560 |
| Certificates of participation in pools of residential mortgages | $8,689,000 | 2,922 |
| Issued or guaranteed by U.S. | $8,689,000 | 2,908 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $8,689,000 | 5,559 |
| Total debt securities | $8,689,000 | 6,013 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $11,395,000 | 5,639 |
| U.S. Government securities | $11,395,000 | 4,804 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $11,395,000 | 4,718 |
| 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 | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,493,000 | 4,641 |
| Mortgage-backed securities | $9,486,000 | 3,499 |
| Certificates of participation in pools of residential mortgages | $9,486,000 | 2,851 |
| Issued or guaranteed by U.S. | $9,486,000 | 2,836 |
| 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) | $11,395,000 | 5,145 |
| Total debt securities | $11,395,000 | 5,594 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $11,122,000 | 5,720 |
| U.S. Government securities | $11,122,000 | 4,927 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $11,122,000 | 4,837 |
| 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 | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,710,000 | 4,610 |
| Mortgage-backed securities | $7,685,000 | 3,735 |
| Certificates of participation in pools of residential mortgages | $7,685,000 | 3,111 |
| Issued or guaranteed by U.S. | $7,685,000 | 3,099 |
| 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) | $11,122,000 | 5,206 |
| Total debt securities | $11,121,000 | 5,678 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $7,515,000 | 6,376 |
| U.S. Government securities | $7,515,000 | 5,690 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $7,515,000 | 5,608 |
| 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 | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,513,000 | 5,040 |
| Mortgage-backed securities | $6,096,000 | 3,959 |
| Certificates of participation in pools of residential mortgages | $6,096,000 | 3,360 |
| Issued or guaranteed by U.S. | $6,096,000 | 3,348 |
| 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) | $7,515,000 | 5,816 |
| Total debt securities | $7,515,000 | 6,332 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $5,661,000 | 6,837 |
| U.S. Government securities | $5,661,000 | 6,240 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $5,661,000 | 6,160 |
| 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 | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,629,000 | 4,985 |
| Mortgage-backed securities | $5,661,000 | 4,038 |
| Certificates of participation in pools of residential mortgages | $5,661,000 | 3,459 |
| Issued or guaranteed by U.S. | $5,661,000 | 3,443 |
| 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) | $5,661,000 | 6,249 |
| Total debt securities | $5,661,000 | 6,774 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $6,636,000 | 6,634 |
| U.S. Government securities | $6,636,000 | 5,969 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $6,636,000 | 5,879 |
| 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 | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,932,000 | 4,510 |
| Mortgage-backed securities | $6,135,000 | 3,846 |
| Certificates of participation in pools of residential mortgages | $6,135,000 | 3,235 |
| Issued or guaranteed by U.S. | $6,135,000 | 3,221 |
| 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) | $6,636,000 | 6,062 |
| Total debt securities | $6,636,000 | 6,562 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $5,574,000 | 6,951 |
| U.S. Government securities | $5,574,000 | 6,411 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $5,574,000 | 6,313 |
| 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 | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,574,000 | 4,350 |
| Mortgage-backed securities | $3,068,000 | 4,445 |
| Certificates of participation in pools of residential mortgages | $3,068,000 | 3,874 |
| Issued or guaranteed by U.S. | $3,068,000 | 3,858 |
| 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) | $5,574,000 | 6,332 |
| Total debt securities | $5,573,000 | 6,898 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $5,699,000 | 6,992 |
| U.S. Government securities | $5,699,000 | 6,478 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $5,699,000 | 6,370 |
| 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 | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,977,000 | 4,555 |
| Mortgage-backed securities | $3,199,000 | 4,264 |
| Certificates of participation in pools of residential mortgages | $3,199,000 | 3,654 |
| Issued or guaranteed by U.S. | $3,199,000 | 3,638 |
| 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) | $5,699,000 | 6,359 |
| Total debt securities | $5,699,000 | 6,943 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $5,814,000 | 6,991 |
| U.S. Government securities | $5,814,000 | 6,474 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $5,814,000 | 6,357 |
| 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 | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,581,000 | 4,378 |
| Mortgage-backed securities | $3,333,000 | 4,184 |
| Certificates of participation in pools of residential mortgages | $3,333,000 | 3,563 |
| Issued or guaranteed by U.S. | $3,333,000 | 3,549 |
| 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) | $5,814,000 | 6,346 |
| Total debt securities | $5,814,000 | 6,944 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $9,190,000 | 6,300 |
| U.S. Government securities | $9,190,000 | 5,602 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $9,190,000 | 5,482 |
| 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 | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,820,000 | 4,326 |
| Mortgage-backed securities | $3,582,000 | 4,077 |
| Certificates of participation in pools of residential mortgages | $3,582,000 | 3,456 |
| Issued or guaranteed by U.S. | $3,582,000 | 3,437 |
| 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) | $9,190,000 | 5,658 |
| Total debt securities | $9,191,000 | 6,235 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $5,989,000 | 7,034 |
| U.S. Government securities | $5,989,000 | 6,506 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $5,989,000 | 6,376 |
| 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 | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,989,000 | 4,272 |
| Mortgage-backed securities | $3,496,000 | 4,118 |
| Certificates of participation in pools of residential mortgages | $3,496,000 | 3,520 |
| Issued or guaranteed by U.S. | $3,496,000 | 3,506 |
| 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) | $5,989,000 | 6,343 |
| Total debt securities | $5,990,000 | 6,986 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $6,172,000 | 7,065 |
| U.S. Government securities | $6,172,000 | 6,523 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $6,172,000 | 6,390 |
| 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 | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,371,000 | 4,489 |
| Mortgage-backed securities | $3,676,000 | 4,058 |
| Certificates of participation in pools of residential mortgages | $3,676,000 | 3,463 |
| Issued or guaranteed by U.S. | $3,676,000 | 3,447 |
| 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) | $6,172,000 | 6,344 |
| Total debt securities | $6,172,000 | 7,010 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $5,295,000 | 7,293 |
| U.S. Government securities | $5,295,000 | 6,795 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $5,295,000 | 6,660 |
| 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 | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,295,000 | 4,532 |
| Mortgage-backed securities | $2,261,000 | 4,585 |
| Certificates of participation in pools of residential mortgages | $2,261,000 | 4,025 |
| Issued or guaranteed by U.S. | $2,261,000 | 4,011 |
| 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) | $5,295,000 | 6,548 |
| Total debt securities | $5,295,000 | 7,242 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $5,131,000 | 7,393 |
| U.S. Government securities | $5,131,000 | 6,887 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $5,131,000 | 6,742 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,442,000 | 4,796 |
| Mortgage-backed securities | $1,107,000 | 5,298 |
| Certificates of participation in pools of residential mortgages | $1,107,000 | 4,795 |
| Issued or guaranteed by U.S. | $1,107,000 | 4,775 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $5,131,000 | 6,652 |
| Total debt securities | $5,131,000 | 7,335 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $5,217,000 | 7,413 |
| U.S. Government securities | $5,217,000 | 6,890 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $5,217,000 | 6,741 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,228,000 | 4,866 |
| Mortgage-backed securities | $1,190,000 | 5,290 |
| Certificates of participation in pools of residential mortgages | $1,190,000 | 4,774 |
| Issued or guaranteed by U.S. | $1,190,000 | 4,754 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $5,217,000 | 6,652 |
| Total debt securities | $5,216,000 | 7,356 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $4,319,000 | 7,653 |
| U.S. Government securities | $4,319,000 | 7,175 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $4,319,000 | 7,029 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,319,000 | 4,836 |
| Mortgage-backed securities | $1,275,000 | 5,269 |
| Certificates of participation in pools of residential mortgages | $1,275,000 | 4,758 |
| Issued or guaranteed by U.S. | $1,275,000 | 4,739 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $4,319,000 | 6,878 |
| Total debt securities | $4,319,000 | 7,601 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $4,435,000 | 7,662 |
| U.S. Government securities | $4,435,000 | 7,178 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,435,000 | 7,028 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,079,000 | 4,894 |
| Mortgage-backed securities | $1,384,000 | 5,277 |
| Certificates of participation in pools of residential mortgages | $1,384,000 | 4,751 |
| Issued or guaranteed by U.S. | $1,384,000 | 4,730 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $4,435,000 | 6,881 |
| Total debt securities | $4,435,000 | 7,603 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $4,496,000 | 7,720 |
| U.S. Government securities | $4,496,000 | 7,234 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,496,000 | 7,068 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,140,000 | 4,922 |
| Mortgage-backed securities | $1,454,000 | 5,309 |
| Certificates of participation in pools of residential mortgages | $1,454,000 | 4,776 |
| Issued or guaranteed by U.S. | $1,454,000 | 4,762 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $4,496,000 | 6,928 |
| Total debt securities | $4,496,000 | 7,667 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $4,648,000 | 7,723 |
| U.S. Government securities | $4,648,000 | 7,215 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,648,000 | 7,059 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,286,000 | 4,839 |
| Mortgage-backed securities | $1,577,000 | 5,294 |
| Certificates of participation in pools of residential mortgages | $1,577,000 | 4,730 |
| Issued or guaranteed by U.S. | $1,577,000 | 4,714 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $4,648,000 | 6,926 |
| Total debt securities | $4,648,000 | 7,663 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $4,782,000 | 7,729 |
| U.S. Government securities | $4,782,000 | 7,202 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $4,782,000 | 7,045 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,417,000 | 4,809 |
| Mortgage-backed securities | $1,685,000 | 5,243 |
| Certificates of participation in pools of residential mortgages | $1,685,000 | 4,695 |
| Issued or guaranteed by U.S. | $1,685,000 | 4,682 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $4,782,000 | 6,933 |
| Total debt securities | $4,782,000 | 7,669 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $7,866,000 | 7,059 |
| U.S. Government securities | $7,866,000 | 6,331 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $7,866,000 | 6,168 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,947,000 | 5,001 |
| Mortgage-backed securities | $1,752,000 | 5,277 |
| Certificates of participation in pools of residential mortgages | $1,752,000 | 4,715 |
| Issued or guaranteed by U.S. | $1,752,000 | 4,700 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $7,866,000 | 6,277 |
| Total debt securities | $7,866,000 | 6,996 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $4,021,000 | 7,982 |
| U.S. Government securities | $4,021,000 | 7,472 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $4,021,000 | 7,316 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,355,000 | 6,296 |
| Mortgage-backed securities | $1,918,000 | 5,222 |
| Certificates of participation in pools of residential mortgages | $1,918,000 | 4,657 |
| Issued or guaranteed by U.S. | $1,918,000 | 4,640 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $4,021,000 | 7,194 |
| Total debt securities | $4,021,000 | 7,907 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $3,554,000 | 8,177 |
| U.S. Government securities | $3,554,000 | 7,695 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $3,554,000 | 7,511 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,452,000 | 6,197 |
| Mortgage-backed securities | $1,452,000 | 5,484 |
| Certificates of participation in pools of residential mortgages | $1,452,000 | 4,939 |
| Issued or guaranteed by U.S. | $1,452,000 | 4,920 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $3,554,000 | 7,345 |
| Total debt securities | $3,558,000 | 8,106 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $3,926,000 | 8,054 |
| U.S. Government securities | $3,926,000 | 7,501 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $3,926,000 | 7,320 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $1,516,000 | 5,456 |
| Certificates of participation in pools of residential mortgages | $1,516,000 | 4,902 |
| Issued or guaranteed by U.S. | $1,516,000 | 4,883 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $3,926,000 | 7,233 |
| Total debt securities | $3,926,000 | 7,971 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |