Home > Great Nations Bank > Securities
Great Nations Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $3,664,000 | 4,281 |
| U.S. Government securities | $3,664,000 | 4,067 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $3,664,000 | 3,809 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| 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 | $0 | 3,946 |
| Mortgage-backed securities | $3,664,000 | 3,158 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,597,000 | 2,754 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $67,000 | 2,597 |
| 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) | $3,664,000 | 4,030 |
| Total debt securities | $3,663,000 | 4,256 |
| 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 | $3,680,000 | 4,314 |
| U.S. Government securities | $3,680,000 | 4,100 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $3,680,000 | 3,820 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| 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 | $0 | 3,957 |
| Mortgage-backed securities | $3,680,000 | 3,146 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,604,000 | 2,745 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $76,000 | 2,587 |
| 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) | $3,680,000 | 4,048 |
| Total debt securities | $3,680,000 | 4,288 |
| 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 | $3,935,000 | 4,337 |
| U.S. Government securities | $3,935,000 | 4,116 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $3,935,000 | 3,830 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| 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 | $0 | 3,969 |
| Mortgage-backed securities | $3,935,000 | 3,146 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,851,000 | 2,742 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $84,000 | 2,584 |
| 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) | $3,935,000 | 4,064 |
| Total debt securities | $3,934,000 | 4,310 |
| 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 | $4,119,000 | 4,402 |
| U.S. Government securities | $4,119,000 | 4,179 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $4,119,000 | 3,831 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| 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 | $0 | 3,989 |
| Mortgage-backed securities | $4,119,000 | 3,182 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,027,000 | 2,765 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $92,000 | 2,615 |
| 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) | $4,119,000 | 4,125 |
| Total debt securities | $4,118,000 | 4,373 |
| 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 | $4,302,000 | 4,427 |
| U.S. Government securities | $4,302,000 | 4,190 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $4,302,000 | 3,810 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| 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 | $1,871,000 | 3,585 |
| Mortgage-backed securities | $4,302,000 | 3,189 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,203,000 | 2,752 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $99,000 | 2,629 |
| 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) | $4,302,000 | 4,145 |
| Total debt securities | $4,303,000 | 4,403 |
| 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 | $4,458,000 | 4,453 |
| U.S. Government securities | $4,458,000 | 4,205 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $4,458,000 | 3,821 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| 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 | $0 | 3,998 |
| Mortgage-backed securities | $4,458,000 | 3,193 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,349,000 | 2,759 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $109,000 | 2,634 |
| 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) | $4,458,000 | 4,172 |
| Total debt securities | $4,459,000 | 4,429 |
| 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 | $3,239,000 | 4,521 |
| U.S. Government securities | $3,239,000 | 4,298 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $3,239,000 | 3,959 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| 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 | $0 | 4,021 |
| Mortgage-backed securities | $3,239,000 | 3,378 |
| Certificates of participation in pools of residential mortgages | $3,119,000 | 3,077 |
| Issued or guaranteed by U.S. | $3,119,000 | 2,983 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $120,000 | 2,725 |
| CMOs issued by government agencies or sponsored agencies | $120,000 | 2,655 |
| 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) | $3,239,000 | 4,259 |
| Total debt securities | $3,239,000 | 4,506 |
| 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 | $3,629,000 | 4,478 |
| U.S. Government securities | $3,629,000 | 4,202 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $3,629,000 | 3,899 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| 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 | $626,000 | 3,869 |
| Mortgage-backed securities | $3,629,000 | 3,331 |
| Certificates of participation in pools of residential mortgages | $3,497,000 | 3,033 |
| Issued or guaranteed by U.S. | $3,497,000 | 2,949 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $132,000 | 2,716 |
| CMOs issued by government agencies or sponsored agencies | $132,000 | 2,648 |
| 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) | $3,629,000 | 4,226 |
| Total debt securities | $3,628,000 | 4,459 |
| 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 | $4,049,000 | 4,442 |
| U.S. Government securities | $4,049,000 | 4,082 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $4,049,000 | 3,839 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| 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 | $3,000 | 4,064 |
| Mortgage-backed securities | $4,049,000 | 3,287 |
| Certificates of participation in pools of residential mortgages | $3,897,000 | 2,968 |
| Issued or guaranteed by U.S. | $3,897,000 | 2,877 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $152,000 | 2,691 |
| CMOs issued by government agencies or sponsored agencies | $152,000 | 2,634 |
| 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) | $4,049,000 | 4,220 |
| Total debt securities | $4,049,000 | 4,420 |
| 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 | $4,362,000 | 4,462 |
| U.S. Government securities | $4,362,000 | 4,048 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $4,362,000 | 3,838 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| 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 | $5,000 | 4,100 |
| Mortgage-backed securities | $4,362,000 | 3,291 |
| Certificates of participation in pools of residential mortgages | $4,189,000 | 2,933 |
| Issued or guaranteed by U.S. | $4,189,000 | 2,849 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $173,000 | 2,716 |
| CMOs issued by government agencies or sponsored agencies | $173,000 | 2,656 |
| 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) | $4,362,000 | 4,227 |
| Total debt securities | $4,362,000 | 4,436 |
| 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 | $4,576,000 | 4,458 |
| U.S. Government securities | $4,576,000 | 4,032 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $4,576,000 | 3,829 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| 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 | $6,000 | 4,142 |
| Mortgage-backed securities | $4,576,000 | 3,264 |
| Certificates of participation in pools of residential mortgages | $4,379,000 | 2,903 |
| Issued or guaranteed by U.S. | $4,379,000 | 2,815 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $197,000 | 2,692 |
| CMOs issued by government agencies or sponsored agencies | $197,000 | 2,638 |
| 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) | $4,576,000 | 4,220 |
| Total debt securities | $4,576,000 | 4,434 |
| 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 | $3,262,000 | 4,511 |
| U.S. Government securities | $3,262,000 | 4,106 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $3,262,000 | 3,938 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| 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 | $9,000 | 4,162 |
| Mortgage-backed securities | $3,262,000 | 3,384 |
| Certificates of participation in pools of residential mortgages | $3,039,000 | 3,038 |
| Issued or guaranteed by U.S. | $3,039,000 | 2,947 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $223,000 | 2,649 |
| CMOs issued by government agencies or sponsored agencies | $223,000 | 2,596 |
| 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) | $3,262,000 | 4,276 |
| Total debt securities | $3,262,000 | 4,489 |
| 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 | $2,924,000 | 4,539 |
| U.S. Government securities | $2,924,000 | 4,085 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $2,924,000 | 3,942 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| 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 | $12,000 | 4,182 |
| Mortgage-backed securities | $2,924,000 | 3,421 |
| Certificates of participation in pools of residential mortgages | $2,676,000 | 3,083 |
| Issued or guaranteed by U.S. | $2,676,000 | 3,005 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $248,000 | 2,647 |
| CMOs issued by government agencies or sponsored agencies | $248,000 | 2,589 |
| 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) | $2,924,000 | 4,303 |
| Total debt securities | $2,924,000 | 4,518 |
| 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 | $2,005,000 | 4,642 |
| U.S. Government securities | $2,005,000 | 4,248 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $2,005,000 | 4,110 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| 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 | $13,000 | 4,196 |
| Mortgage-backed securities | $2,005,000 | 3,592 |
| Certificates of participation in pools of residential mortgages | $1,715,000 | 3,293 |
| Issued or guaranteed by U.S. | $1,715,000 | 3,202 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $290,000 | 2,641 |
| CMOs issued by government agencies or sponsored agencies | $290,000 | 2,588 |
| 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) | $2,005,000 | 4,398 |
| Total debt securities | $2,005,000 | 4,620 |
| 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 | $1,006,000 | 4,769 |
| U.S. Government securities | $1,006,000 | 4,450 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $1,006,000 | 4,329 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| 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 | $14,000 | 4,239 |
| Mortgage-backed securities | $1,006,000 | 3,797 |
| Certificates of participation in pools of residential mortgages | $676,000 | 3,629 |
| Issued or guaranteed by U.S. | $676,000 | 3,542 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $330,000 | 2,629 |
| CMOs issued by government agencies or sponsored agencies | $330,000 | 2,588 |
| 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) | $1,006,000 | 4,520 |
| Total debt securities | $1,006,000 | 4,743 |
| 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 | $1,071,000 | 4,811 |
| U.S. Government securities | $1,071,000 | 4,506 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $1,071,000 | 4,382 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| 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 | $15,000 | 4,266 |
| Mortgage-backed securities | $1,071,000 | 3,796 |
| Certificates of participation in pools of residential mortgages | $724,000 | 3,625 |
| Issued or guaranteed by U.S. | $724,000 | 3,529 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $347,000 | 2,631 |
| CMOs issued by government agencies or sponsored agencies | $347,000 | 2,584 |
| 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) | $1,071,000 | 4,561 |
| Total debt securities | $1,071,000 | 4,786 |
| 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 | $1,150,000 | 4,863 |
| U.S. Government securities | $1,150,000 | 4,576 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $1,150,000 | 4,440 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,000 | 4,334 |
| Mortgage-backed securities | $1,150,000 | 3,779 |
| Certificates of participation in pools of residential mortgages | $785,000 | 3,598 |
| Issued or guaranteed by U.S. | $785,000 | 3,510 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $365,000 | 2,636 |
| CMOs issued by government agencies or sponsored agencies | $365,000 | 2,595 |
| 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) | $1,150,000 | 4,617 |
| Total debt securities | $1,149,000 | 4,839 |
| 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 | $1,239,000 | 4,944 |
| U.S. Government securities | $1,239,000 | 4,651 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $1,239,000 | 4,511 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,000 | 4,415 |
| Mortgage-backed securities | $1,239,000 | 3,783 |
| Certificates of participation in pools of residential mortgages | $853,000 | 3,603 |
| Issued or guaranteed by U.S. | $853,000 | 3,516 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $386,000 | 2,636 |
| CMOs issued by government agencies or sponsored agencies | $386,000 | 2,594 |
| 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) | $1,239,000 | 4,690 |
| Total debt securities | $1,239,000 | 4,916 |
| 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 | $1,333,000 | 4,982 |
| U.S. Government securities | $1,333,000 | 4,690 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $1,333,000 | 4,558 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,000 | 4,458 |
| Mortgage-backed securities | $1,333,000 | 3,759 |
| Certificates of participation in pools of residential mortgages | $916,000 | 3,594 |
| Issued or guaranteed by U.S. | $916,000 | 3,514 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $417,000 | 2,627 |
| CMOs issued by government agencies or sponsored agencies | $417,000 | 2,581 |
| 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) | $1,333,000 | 4,719 |
| Total debt securities | $1,332,000 | 4,958 |
| 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 | $1,404,000 | 5,029 |
| U.S. Government securities | $1,404,000 | 4,732 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $1,404,000 | 4,599 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,000 | 4,503 |
| Mortgage-backed securities | $1,404,000 | 3,771 |
| Certificates of participation in pools of residential mortgages | $967,000 | 3,595 |
| Issued or guaranteed by U.S. | $967,000 | 3,510 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $437,000 | 2,635 |
| CMOs issued by government agencies or sponsored agencies | $437,000 | 2,588 |
| 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) | $1,404,000 | 4,756 |
| Total debt securities | $1,404,000 | 5,005 |
| 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 | $1,468,000 | 5,072 |
| U.S. Government securities | $1,468,000 | 4,775 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,468,000 | 4,628 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,000 | 4,552 |
| Mortgage-backed securities | $1,468,000 | 3,772 |
| Certificates of participation in pools of residential mortgages | $1,012,000 | 3,592 |
| Issued or guaranteed by U.S. | $1,012,000 | 3,520 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $456,000 | 2,634 |
| CMOs issued by government agencies or sponsored agencies | $456,000 | 2,588 |
| 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) | $1,468,000 | 4,803 |
| Total debt securities | $1,468,000 | 5,049 |
| 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 | $1,560,000 | 5,126 |
| U.S. Government securities | $1,560,000 | 4,815 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,560,000 | 4,672 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,000 | 4,613 |
| Mortgage-backed securities | $1,560,000 | 3,796 |
| Certificates of participation in pools of residential mortgages | $1,072,000 | 3,619 |
| Issued or guaranteed by U.S. | $1,072,000 | 3,590 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $488,000 | 2,616 |
| CMOs issued by government agencies or sponsored agencies | $488,000 | 2,568 |
| 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) | $1,560,000 | 4,854 |
| Total debt securities | $1,560,000 | 5,104 |
| 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 | $1,672,000 | 5,175 |
| U.S. Government securities | $1,672,000 | 4,826 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,672,000 | 4,681 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,000 | 4,663 |
| Mortgage-backed securities | $1,672,000 | 3,816 |
| Certificates of participation in pools of residential mortgages | $1,142,000 | 3,653 |
| Issued or guaranteed by U.S. | $1,142,000 | 3,483 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $530,000 | 2,626 |
| CMOs issued by government agencies or sponsored agencies | $530,000 | 2,572 |
| 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) | $1,672,000 | 4,902 |
| Total debt securities | $1,672,000 | 5,153 |
| 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 | $1,810,000 | 5,219 |
| U.S. Government securities | $1,810,000 | 4,878 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,810,000 | 4,743 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,000 | 4,730 |
| Mortgage-backed securities | $1,810,000 | 3,809 |
| Certificates of participation in pools of residential mortgages | $1,242,000 | 3,668 |
| Issued or guaranteed by U.S. | $1,242,000 | 3,661 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $568,000 | 2,609 |
| CMOs issued by government agencies or sponsored agencies | $568,000 | 2,552 |
| 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) | $1,810,000 | 4,941 |
| Total debt securities | $1,810,000 | 5,198 |
| 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 | $1,945,000 | 5,271 |
| U.S. Government securities | $1,945,000 | 4,909 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,945,000 | 4,788 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,000 | 4,805 |
| Mortgage-backed securities | $1,945,000 | 3,822 |
| Certificates of participation in pools of residential mortgages | $1,334,000 | 3,678 |
| Issued or guaranteed by U.S. | $1,334,000 | 3,672 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $611,000 | 2,582 |
| CMOs issued by government agencies or sponsored agencies | $611,000 | 2,520 |
| 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) | $1,945,000 | 4,992 |
| Total debt securities | $1,945,000 | 5,251 |
| 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 | $2,097,000 | 5,318 |
| U.S. Government securities | $2,097,000 | 4,916 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $2,097,000 | 4,801 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,000 | 4,868 |
| Mortgage-backed securities | $2,097,000 | 3,839 |
| Certificates of participation in pools of residential mortgages | $1,433,000 | 3,696 |
| Issued or guaranteed by U.S. | $1,433,000 | 3,689 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $664,000 | 2,567 |
| CMOs issued by government agencies or sponsored agencies | $664,000 | 2,509 |
| 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) | $2,097,000 | 5,026 |
| Total debt securities | $2,097,000 | 5,295 |
| 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 | $2,254,000 | 5,351 |
| U.S. Government securities | $2,254,000 | 4,942 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $2,254,000 | 4,824 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,000 | 4,911 |
| Mortgage-backed securities | $2,254,000 | 3,852 |
| Certificates of participation in pools of residential mortgages | $1,531,000 | 3,708 |
| Issued or guaranteed by U.S. | $1,531,000 | 3,702 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $723,000 | 2,570 |
| CMOs issued by government agencies or sponsored agencies | $723,000 | 2,504 |
| 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) | $2,254,000 | 5,053 |
| Total debt securities | $2,255,000 | 5,327 |
| 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 | $1,843,000 | 5,477 |
| U.S. Government securities | $1,843,000 | 5,094 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,843,000 | 4,974 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,000 | 4,967 |
| Mortgage-backed securities | $1,843,000 | 4,003 |
| Certificates of participation in pools of residential mortgages | $1,065,000 | 3,940 |
| Issued or guaranteed by U.S. | $1,065,000 | 3,935 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $778,000 | 2,584 |
| CMOs issued by government agencies or sponsored agencies | $778,000 | 2,519 |
| 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) | $1,843,000 | 5,167 |
| Total debt securities | $1,843,000 | 5,450 |
| 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 | $1,968,000 | 5,507 |
| U.S. Government securities | $1,968,000 | 5,101 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,968,000 | 4,977 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,000 | 5,014 |
| Mortgage-backed securities | $1,968,000 | 3,989 |
| Certificates of participation in pools of residential mortgages | $1,129,000 | 3,948 |
| Issued or guaranteed by U.S. | $1,129,000 | 3,940 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $839,000 | 2,563 |
| CMOs issued by government agencies or sponsored agencies | $839,000 | 2,490 |
| 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) | $1,968,000 | 5,176 |
| Total debt securities | $1,968,000 | 5,484 |
| 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 | $2,141,000 | 5,541 |
| U.S. Government securities | $2,141,000 | 5,102 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $2,141,000 | 4,996 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,000 | 5,093 |
| Mortgage-backed securities | $2,141,000 | 3,996 |
| Certificates of participation in pools of residential mortgages | $1,223,000 | 3,956 |
| Issued or guaranteed by U.S. | $1,223,000 | 3,953 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $918,000 | 2,552 |
| CMOs issued by government agencies or sponsored agencies | $918,000 | 2,482 |
| 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) | $2,141,000 | 5,205 |
| Total debt securities | $2,142,000 | 5,518 |
| 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 | $2,323,000 | 5,601 |
| U.S. Government securities | $2,323,000 | 5,170 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $2,323,000 | 5,062 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,000 | 5,173 |
| Mortgage-backed securities | $2,323,000 | 3,993 |
| Certificates of participation in pools of residential mortgages | $1,311,000 | 3,961 |
| Issued or guaranteed by U.S. | $1,311,000 | 3,956 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,012,000 | 2,535 |
| CMOs issued by government agencies or sponsored agencies | $1,012,000 | 2,462 |
| 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) | $2,323,000 | 5,258 |
| Total debt securities | $2,323,000 | 5,577 |
| 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 | $2,482,000 | 5,653 |
| U.S. Government securities | $2,482,000 | 5,220 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $2,482,000 | 5,118 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,000 | 5,231 |
| Mortgage-backed securities | $2,482,000 | 3,988 |
| Certificates of participation in pools of residential mortgages | $1,391,000 | 3,963 |
| Issued or guaranteed by U.S. | $1,391,000 | 3,959 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,091,000 | 2,520 |
| CMOs issued by government agencies or sponsored agencies | $1,091,000 | 2,448 |
| 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) | $2,482,000 | 5,297 |
| Total debt securities | $2,481,000 | 5,629 |
| 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 | $2,640,000 | 5,688 |
| U.S. Government securities | $2,640,000 | 5,254 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,640,000 | 5,153 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,000 | 5,268 |
| Mortgage-backed securities | $2,640,000 | 3,972 |
| Certificates of participation in pools of residential mortgages | $1,481,000 | 3,952 |
| Issued or guaranteed by U.S. | $1,481,000 | 3,948 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,159,000 | 2,523 |
| CMOs issued by government agencies or sponsored agencies | $1,159,000 | 2,455 |
| 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) | $2,640,000 | 5,320 |
| Total debt securities | $2,641,000 | 5,661 |
| 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 | $2,815,000 | 5,752 |
| U.S. Government securities | $2,815,000 | 5,326 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $2,815,000 | 5,229 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,000 | 5,345 |
| Mortgage-backed securities | $2,815,000 | 3,988 |
| Certificates of participation in pools of residential mortgages | $1,572,000 | 3,983 |
| Issued or guaranteed by U.S. | $1,572,000 | 3,978 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,243,000 | 2,511 |
| CMOs issued by government agencies or sponsored agencies | $1,243,000 | 2,447 |
| 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) | $2,815,000 | 5,380 |
| Total debt securities | $2,814,000 | 5,726 |
| 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 | $3,023,000 | 5,808 |
| U.S. Government securities | $3,023,000 | 5,382 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $3,023,000 | 5,283 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,000 | 5,397 |
| Mortgage-backed securities | $3,023,000 | 4,025 |
| Certificates of participation in pools of residential mortgages | $1,680,000 | 4,027 |
| Issued or guaranteed by U.S. | $1,680,000 | 4,022 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,343,000 | 2,545 |
| CMOs issued by government agencies or sponsored agencies | $1,343,000 | 2,480 |
| 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) | $3,023,000 | 5,428 |
| Total debt securities | $3,023,000 | 5,782 |
| 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 | $3,257,000 | 5,837 |
| U.S. Government securities | $3,257,000 | 5,417 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $3,257,000 | 5,321 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $106,000 | 5,442 |
| Mortgage-backed securities | $3,257,000 | 4,032 |
| Certificates of participation in pools of residential mortgages | $1,793,000 | 4,058 |
| Issued or guaranteed by U.S. | $1,793,000 | 4,052 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,464,000 | 2,544 |
| CMOs issued by government agencies or sponsored agencies | $1,464,000 | 2,473 |
| 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) | $3,257,000 | 5,451 |
| Total debt securities | $3,257,000 | 5,812 |
| 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 | $3,468,000 | 5,909 |
| U.S. Government securities | $3,468,000 | 5,472 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $3,468,000 | 5,379 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $117,000 | 5,516 |
| Mortgage-backed securities | $3,468,000 | 4,063 |
| Certificates of participation in pools of residential mortgages | $1,903,000 | 4,102 |
| Issued or guaranteed by U.S. | $1,903,000 | 4,096 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,565,000 | 2,556 |
| CMOs issued by government agencies or sponsored agencies | $1,565,000 | 2,482 |
| 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) | $3,468,000 | 5,529 |
| Total debt securities | $3,467,000 | 5,885 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $2,510,000 | 6,114 |
| U.S. Government securities | $2,510,000 | 5,736 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $2,510,000 | 5,639 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $128,000 | 5,586 |
| Mortgage-backed securities | $2,510,000 | 4,379 |
| Certificates of participation in pools of residential mortgages | $1,269,000 | 4,402 |
| Issued or guaranteed by U.S. | $1,269,000 | 4,399 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,241,000 | 2,725 |
| CMOs issued by government agencies or sponsored agencies | $1,241,000 | 2,625 |
| 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) | $2,510,000 | 5,724 |
| Total debt securities | $2,510,000 | 6,093 |
| 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 | $1,045,000 | 6,327 |
| U.S. Government securities | $1,045,000 | 6,082 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $1,045,000 | 5,992 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $137,000 | 5,643 |
| Mortgage-backed securities | $1,045,000 | 4,829 |
| Certificates of participation in pools of residential mortgages | $234,000 | 4,930 |
| Issued or guaranteed by U.S. | $234,000 | 4,927 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $811,000 | 2,949 |
| CMOs issued by government agencies or sponsored agencies | $811,000 | 2,853 |
| 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) | $1,045,000 | 5,955 |
| Total debt securities | $1,045,000 | 6,304 |
| 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 | $1,127,000 | 6,381 |
| U.S. Government securities | $1,127,000 | 6,127 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,127,000 | 6,036 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $144,000 | 5,695 |
| Mortgage-backed securities | $1,127,000 | 4,845 |
| Certificates of participation in pools of residential mortgages | $249,000 | 4,967 |
| Issued or guaranteed by U.S. | $249,000 | 4,963 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $878,000 | 2,943 |
| CMOs issued by government agencies or sponsored agencies | $878,000 | 2,845 |
| 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) | $1,127,000 | 6,004 |
| Total debt securities | $1,127,000 | 6,355 |
| 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 | $1,201,000 | 6,447 |
| U.S. Government securities | $1,201,000 | 6,176 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,201,000 | 6,078 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $154,000 | 5,770 |
| Mortgage-backed securities | $1,201,000 | 4,852 |
| Certificates of participation in pools of residential mortgages | $265,000 | 4,990 |
| Issued or guaranteed by U.S. | $265,000 | 4,985 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $936,000 | 2,902 |
| CMOs issued by government agencies or sponsored agencies | $936,000 | 2,797 |
| 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) | $1,201,000 | 6,061 |
| Total debt securities | $1,201,000 | 6,422 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $2,537,000 | 6,368 |
| U.S. Government securities | $2,537,000 | 5,950 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,537,000 | 5,851 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,157,000 | 5,398 |
| Mortgage-backed securities | $2,537,000 | 4,531 |
| Certificates of participation in pools of residential mortgages | $1,530,000 | 4,450 |
| Issued or guaranteed by U.S. | $1,530,000 | 4,445 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,007,000 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $1,007,000 | 2,796 |
| 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) | $2,537,000 | 5,968 |
| Total debt securities | $2,537,000 | 6,338 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $2,786,000 | 6,364 |
| U.S. Government securities | $2,786,000 | 5,925 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $2,786,000 | 5,821 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,268,000 | 5,372 |
| Mortgage-backed securities | $2,786,000 | 4,486 |
| Certificates of participation in pools of residential mortgages | $1,684,000 | 4,373 |
| Issued or guaranteed by U.S. | $1,684,000 | 4,370 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,102,000 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $1,102,000 | 2,783 |
| 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) | $2,786,000 | 5,964 |
| Total debt securities | $2,786,000 | 6,332 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $3,134,000 | 6,359 |
| U.S. Government securities | $3,134,000 | 5,891 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $3,134,000 | 5,785 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,418,000 | 5,381 |
| Mortgage-backed securities | $3,134,000 | 4,448 |
| Certificates of participation in pools of residential mortgages | $1,890,000 | 4,325 |
| Issued or guaranteed by U.S. | $1,890,000 | 4,322 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,244,000 | 2,892 |
| CMOs issued by government agencies or sponsored agencies | $1,244,000 | 2,770 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $3,134,000 | 5,964 |
| Total debt securities | $3,134,000 | 6,328 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $3,420,000 | 6,374 |
| U.S. Government securities | $3,420,000 | 5,868 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $3,420,000 | 5,764 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,555,000 | 5,350 |
| Mortgage-backed securities | $3,420,000 | 4,421 |
| Certificates of participation in pools of residential mortgages | $2,061,000 | 4,290 |
| Issued or guaranteed by U.S. | $2,061,000 | 4,289 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,359,000 | 2,898 |
| CMOs issued by government agencies or sponsored agencies | $1,359,000 | 2,779 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $3,420,000 | 5,977 |
| Total debt securities | $3,421,000 | 6,342 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $3,811,000 | 6,415 |
| U.S. Government securities | $3,811,000 | 5,904 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $3,811,000 | 5,809 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,735,000 | 5,370 |
| Mortgage-backed securities | $3,811,000 | 4,455 |
| Certificates of participation in pools of residential mortgages | $2,304,000 | 4,354 |
| Issued or guaranteed by U.S. | $2,304,000 | 4,353 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,507,000 | 2,932 |
| CMOs issued by government agencies or sponsored agencies | $1,507,000 | 2,810 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $3,811,000 | 6,010 |
| Total debt securities | $3,811,000 | 6,385 |
| 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 | $3,599,000 | 6,496 |
| U.S. Government securities | $3,599,000 | 6,034 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $3,599,000 | 5,934 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,831,000 | 5,390 |
| Mortgage-backed securities | $3,599,000 | 4,545 |
| Certificates of participation in pools of residential mortgages | $2,447,000 | 4,350 |
| Issued or guaranteed by U.S. | $2,447,000 | 4,349 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,152,000 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $1,152,000 | 2,920 |
| 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) | $3,599,000 | 6,077 |
| Total debt securities | $3,599,000 | 6,469 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $3,376,000 | 6,600 |
| U.S. Government securities | $3,376,000 | 6,176 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $3,376,000 | 6,069 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,989,000 | 5,380 |
| Mortgage-backed securities | $3,376,000 | 4,620 |
| Certificates of participation in pools of residential mortgages | $2,655,000 | 4,308 |
| Issued or guaranteed by U.S. | $2,655,000 | 4,306 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $721,000 | 3,309 |
| CMOs issued by government agencies or sponsored agencies | $721,000 | 3,151 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $3,376,000 | 6,168 |
| Total debt securities | $3,376,000 | 6,569 |
| 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 | $4,143,000 | 6,521 |
| U.S. Government securities | $4,143,000 | 6,030 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $4,143,000 | 5,932 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $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 | $1,074,000 | 5,448 |
| Mortgage-backed securities | $3,640,000 | 4,508 |
| Certificates of participation in pools of residential mortgages | $2,843,000 | 4,189 |
| Issued or guaranteed by U.S. | $2,843,000 | 4,182 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $797,000 | 3,218 |
| CMOs issued by government agencies or sponsored agencies | $797,000 | 2,968 |
| 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) | $4,143,000 | 6,067 |
| Total debt securities | $4,143,000 | 6,489 |
| 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 | $2,270,000 | 6,850 |
| U.S. Government securities | $2,270,000 | 6,480 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $2,270,000 | 6,373 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $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 | $1,260,000 | 5,396 |
| Mortgage-backed securities | $1,765,000 | 4,954 |
| Certificates of participation in pools of residential mortgages | $805,000 | 4,917 |
| Issued or guaranteed by U.S. | $805,000 | 4,908 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $960,000 | 3,146 |
| CMOs issued by government agencies or sponsored agencies | $960,000 | 2,901 |
| 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) | $2,270,000 | 6,402 |
| Total debt securities | $2,270,000 | 6,814 |
| 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 | $2,462,000 | 6,922 |
| U.S. Government securities | $2,462,000 | 6,559 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $2,462,000 | 6,445 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $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 | $1,426,000 | 5,360 |
| Mortgage-backed securities | $1,955,000 | 4,883 |
| Certificates of participation in pools of residential mortgages | $839,000 | 4,904 |
| Issued or guaranteed by U.S. | $839,000 | 4,896 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,116,000 | 3,021 |
| CMOs issued by government agencies or sponsored agencies | $1,116,000 | 2,771 |
| 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) | $2,462,000 | 6,450 |
| Total debt securities | $2,461,000 | 6,892 |
| 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 | $1,600,000 | 7,089 |
| U.S. Government securities | $1,600,000 | 6,775 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $1,600,000 | 6,678 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $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 | $0 | 6,043 |
| Mortgage-backed securities | $1,600,000 | 4,966 |
| Certificates of participation in pools of residential mortgages | $915,000 | 4,831 |
| Issued or guaranteed by U.S. | $915,000 | 4,825 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $685,000 | 3,176 |
| CMOs issued by government agencies or sponsored agencies | $685,000 | 2,907 |
| 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) | $1,600,000 | 6,613 |
| Total debt securities | $1,600,000 | 7,057 |
| 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 | $1,825,000 | 7,106 |
| U.S. Government securities | $1,825,000 | 6,726 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $1,825,000 | 6,614 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $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 | $0 | 6,121 |
| Mortgage-backed securities | $1,825,000 | 4,837 |
| Certificates of participation in pools of residential mortgages | $998,000 | 4,706 |
| Issued or guaranteed by U.S. | $998,000 | 4,698 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $827,000 | 3,100 |
| CMOs issued by government agencies or sponsored agencies | $827,000 | 2,820 |
| 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) | $1,825,000 | 6,604 |
| Total debt securities | $1,825,000 | 7,074 |
| 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 | $1,602,000 | 7,186 |
| U.S. Government securities | $1,602,000 | 6,829 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $1,602,000 | 6,713 |
| 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 | $0 | 6,199 |
| Mortgage-backed securities | $1,602,000 | 4,942 |
| Certificates of participation in pools of residential mortgages | $1,088,000 | 4,649 |
| Issued or guaranteed by U.S. | $1,088,000 | 4,641 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $514,000 | 3,270 |
| CMOs issued by government agencies or sponsored agencies | $514,000 | 2,965 |
| 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) | $1,602,000 | 6,671 |
| Total debt securities | $1,602,000 | 7,155 |
| 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 | $2,034,000 | 7,195 |
| U.S. Government securities | $2,034,000 | 6,827 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $2,034,000 | 6,710 |
| 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 | $0 | 6,254 |
| Mortgage-backed securities | $533,000 | 5,489 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $533,000 | 3,171 |
| CMOs issued by government agencies or sponsored agencies | $533,000 | 2,853 |
| 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) | $2,034,000 | 6,672 |
| Total debt securities | $2,034,000 | 7,159 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 2,309 |
| Fair value | $1,501,000 | 2,308 |
| 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 | $3,493,000 | 7,015 |
| U.S. Government securities | $3,493,000 | 6,542 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $3,493,000 | 6,432 |
| 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 | $0 | 6,343 |
| Mortgage-backed securities | $0 | 6,328 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $3,493,000 | 6,491 |
| Total debt securities | $3,493,000 | 6,972 |
| 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 | $2,500,000 | 7,222 |
| U.S. Government securities | $2,500,000 | 6,814 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,500,000 | 6,716 |
| 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 | $0 | 6,398 |
| Mortgage-backed securities | $0 | 6,385 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $2,500,000 | 6,682 |
| Total debt securities | $2,500,000 | 7,182 |
| 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 | $0 | 7,856 |
| U.S. Government securities | $0 | 7,692 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $0 | 7,608 |
| 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 | $0 | 6,412 |
| Mortgage-backed securities | $0 | 6,466 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $0 | 7,809 |
| 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 |