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Connections Bank, Securities
| 2023-09-30 | Rank | |
| Total securities | $2,340,000 | 4,367 |
| U.S. Government securities | $961,000 | 4,286 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $961,000 | 4,092 |
| Securities issued by states & political subdivisions | $1,315,000 | 3,496 |
| Other domestic debt securities | $64,000 | 2,308 |
| Privately issued residential mortgage-backed securities | $64,000 | 599 |
| 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 | $998,000 | 3,768 |
| Mortgage-backed securities | $1,025,000 | 3,508 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,701 |
| Privately issued | $37,000 | 184 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $961,000 | 2,151 |
| Privately issued | $27,000 | 481 |
| 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) | $2,340,000 | 4,102 |
| Total debt securities | $2,340,000 | 4,341 |
| 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 | $2,470,000 | 4,396 |
| U.S. Government securities | $1,031,000 | 4,306 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $1,031,000 | 4,111 |
| Securities issued by states & political subdivisions | $1,374,000 | 3,524 |
| Other domestic debt securities | $65,000 | 2,331 |
| Privately issued residential mortgage-backed securities | $65,000 | 604 |
| 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 | $1,069,000 | 3,747 |
| Mortgage-backed securities | $1,096,000 | 3,510 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,723 |
| Privately issued | $37,000 | 196 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,031,000 | 2,127 |
| Privately issued | $28,000 | 478 |
| 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) | $2,470,000 | 4,126 |
| Total debt securities | $2,470,000 | 4,371 |
| 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 | $2,541,000 | 4,460 |
| U.S. Government securities | $1,068,000 | 4,369 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $1,068,000 | 4,124 |
| Securities issued by states & political subdivisions | $1,406,000 | 3,574 |
| Other domestic debt securities | $67,000 | 2,382 |
| Privately issued residential mortgage-backed securities | $67,000 | 629 |
| 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 | $1,106,000 | 3,734 |
| Mortgage-backed securities | $1,135,000 | 3,558 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,775 |
| Privately issued | $38,000 | 208 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,068,000 | 2,147 |
| Privately issued | $29,000 | 491 |
| 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) | $2,541,000 | 4,182 |
| Total debt securities | $2,541,000 | 4,433 |
| 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 |
| 2022-09-30 | Rank | |
| Total securities | $3,240,000 | 4,497 |
| U.S. Government securities | $1,053,000 | 4,437 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $1,053,000 | 4,180 |
| Securities issued by states & political subdivisions | $1,854,000 | 3,561 |
| Other domestic debt securities | $333,000 | 2,279 |
| Privately issued residential mortgage-backed securities | $84,000 | 629 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $249,000 | 1,901 |
| 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 | $1,106,000 | 3,698 |
| Mortgage-backed securities | $1,137,000 | 3,606 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,845 |
| Privately issued | $53,000 | 209 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,053,000 | 2,186 |
| Privately issued | $31,000 | 501 |
| 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) | $3,240,000 | 4,223 |
| Total debt securities | $3,239,000 | 4,473 |
| 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 | $3,372,000 | 4,516 |
| U.S. Government securities | $1,130,000 | 4,449 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $1,130,000 | 4,199 |
| Securities issued by states & political subdivisions | $1,898,000 | 3,605 |
| Other domestic debt securities | $344,000 | 2,140 |
| Privately issued residential mortgage-backed securities | $93,000 | 640 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $251,000 | 1,871 |
| 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 | $1,190,000 | 3,716 |
| Mortgage-backed securities | $1,223,000 | 3,633 |
| Certificates of participation in pools of residential mortgages | $60,000 | 3,800 |
| Issued or guaranteed by U.S. | $0 | 3,877 |
| Privately issued | $60,000 | 212 |
| Collaterized mortgage obligations | $1,163,000 | 2,252 |
| CMOs issued by government agencies or sponsored agencies | $1,130,000 | 2,182 |
| Privately issued | $33,000 | 503 |
| 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) | $3,372,000 | 4,253 |
| Total debt securities | $3,371,000 | 4,500 |
| 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 | $3,524,000 | 4,485 |
| U.S. Government securities | $1,232,000 | 4,401 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $1,232,000 | 4,179 |
| Securities issued by states & political subdivisions | $1,944,000 | 3,608 |
| Other domestic debt securities | $348,000 | 2,126 |
| Privately issued residential mortgage-backed securities | $96,000 | 626 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $252,000 | 1,845 |
| 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 | $1,293,000 | 3,720 |
| Mortgage-backed securities | $1,328,000 | 3,631 |
| Certificates of participation in pools of residential mortgages | $61,000 | 3,817 |
| Issued or guaranteed by U.S. | $0 | 3,898 |
| Privately issued | $61,000 | 220 |
| Collaterized mortgage obligations | $1,267,000 | 2,215 |
| CMOs issued by government agencies or sponsored agencies | $1,232,000 | 2,157 |
| Privately issued | $35,000 | 485 |
| 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) | $3,524,000 | 4,233 |
| Total debt securities | $3,524,000 | 4,467 |
| 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 | $3,673,000 | 4,464 |
| U.S. Government securities | $1,357,000 | 4,350 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $1,357,000 | 4,172 |
| Securities issued by states & political subdivisions | $1,960,000 | 3,636 |
| Other domestic debt securities | $356,000 | 2,095 |
| Privately issued residential mortgage-backed securities | $99,000 | 597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $257,000 | 1,791 |
| 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 | $1,420,000 | 3,714 |
| Mortgage-backed securities | $1,456,000 | 3,624 |
| Certificates of participation in pools of residential mortgages | $62,000 | 3,838 |
| Issued or guaranteed by U.S. | $0 | 3,918 |
| Privately issued | $62,000 | 230 |
| Collaterized mortgage obligations | $1,394,000 | 2,181 |
| CMOs issued by government agencies or sponsored agencies | $1,357,000 | 2,130 |
| Privately issued | $37,000 | 444 |
| 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) | $3,673,000 | 4,241 |
| Total debt securities | $3,672,000 | 4,442 |
| 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 | $4,370,000 | 4,461 |
| U.S. Government securities | $1,383,000 | 4,370 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $1,383,000 | 4,213 |
| Securities issued by states & political subdivisions | $2,598,000 | 3,550 |
| Other domestic debt securities | $389,000 | 2,045 |
| Privately issued residential mortgage-backed securities | $130,000 | 565 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $259,000 | 1,730 |
| 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 | $1,475,000 | 3,733 |
| Mortgage-backed securities | $1,513,000 | 3,655 |
| Certificates of participation in pools of residential mortgages | $92,000 | 3,865 |
| Issued or guaranteed by U.S. | $0 | 3,975 |
| Privately issued | $92,000 | 210 |
| Collaterized mortgage obligations | $1,421,000 | 2,197 |
| CMOs issued by government agencies or sponsored agencies | $1,383,000 | 2,159 |
| Privately issued | $38,000 | 433 |
| 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) | $4,370,000 | 4,225 |
| Total debt securities | $4,371,000 | 4,435 |
| 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 | $4,398,000 | 4,469 |
| U.S. Government securities | $1,399,000 | 4,402 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $1,399,000 | 4,254 |
| Securities issued by states & political subdivisions | $2,603,000 | 3,557 |
| Other domestic debt securities | $396,000 | 2,035 |
| Privately issued residential mortgage-backed securities | $135,000 | 572 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $261,000 | 1,694 |
| 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 | $1,495,000 | 3,747 |
| Mortgage-backed securities | $1,534,000 | 3,676 |
| Certificates of participation in pools of residential mortgages | $97,000 | 3,876 |
| Issued or guaranteed by U.S. | $0 | 3,990 |
| Privately issued | $97,000 | 227 |
| Collaterized mortgage obligations | $1,437,000 | 2,172 |
| CMOs issued by government agencies or sponsored agencies | $1,399,000 | 2,135 |
| Privately issued | $38,000 | 421 |
| 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) | $4,398,000 | 4,230 |
| Total debt securities | $4,397,000 | 4,445 |
| 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 | $4,585,000 | 4,426 |
| U.S. Government securities | $1,580,000 | 4,337 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $1,580,000 | 4,200 |
| Securities issued by states & political subdivisions | $2,604,000 | 3,550 |
| Other domestic debt securities | $401,000 | 2,006 |
| Privately issued residential mortgage-backed securities | $139,000 | 577 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $262,000 | 1,647 |
| 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 | $1,680,000 | 3,701 |
| Mortgage-backed securities | $1,518,000 | 3,662 |
| Certificates of participation in pools of residential mortgages | $100,000 | 3,869 |
| Issued or guaranteed by U.S. | $0 | 3,983 |
| Privately issued | $100,000 | 242 |
| Collaterized mortgage obligations | $1,418,000 | 2,143 |
| CMOs issued by government agencies or sponsored agencies | $1,379,000 | 2,107 |
| Privately issued | $39,000 | 415 |
| 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) | $4,585,000 | 4,195 |
| Total debt securities | $4,584,000 | 4,402 |
| 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 | $5,413,000 | 4,355 |
| U.S. Government securities | $1,665,000 | 4,264 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,665,000 | 4,131 |
| Securities issued by states & political subdivisions | $3,298,000 | 3,430 |
| Other domestic debt securities | $450,000 | 1,923 |
| Privately issued residential mortgage-backed securities | $186,000 | 540 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $264,000 | 1,578 |
| 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 | $1,767,000 | 3,693 |
| Mortgage-backed securities | $1,649,000 | 3,643 |
| Certificates of participation in pools of residential mortgages | $101,000 | 3,861 |
| Issued or guaranteed by U.S. | $0 | 3,991 |
| Privately issued | $101,000 | 224 |
| Collaterized mortgage obligations | $1,548,000 | 2,136 |
| CMOs issued by government agencies or sponsored agencies | $1,463,000 | 2,118 |
| Privately issued | $85,000 | 388 |
| 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) | $5,413,000 | 4,125 |
| Total debt securities | $5,413,000 | 4,331 |
| 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 | $6,295,000 | 4,278 |
| U.S. Government securities | $1,712,000 | 4,292 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $1,712,000 | 4,157 |
| Securities issued by states & political subdivisions | $4,110,000 | 3,252 |
| Other domestic debt securities | $473,000 | 1,897 |
| Privately issued residential mortgage-backed securities | $207,000 | 537 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $266,000 | 1,559 |
| 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 | $1,814,000 | 3,722 |
| Mortgage-backed securities | $1,715,000 | 3,642 |
| Certificates of participation in pools of residential mortgages | $102,000 | 3,865 |
| Issued or guaranteed by U.S. | $0 | 3,999 |
| Privately issued | $102,000 | 230 |
| Collaterized mortgage obligations | $1,613,000 | 2,150 |
| CMOs issued by government agencies or sponsored agencies | $1,508,000 | 2,131 |
| Privately issued | $105,000 | 372 |
| 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) | $6,295,000 | 4,037 |
| Total debt securities | $6,295,000 | 4,257 |
| 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 | $7,072,000 | 4,233 |
| U.S. Government securities | $2,224,000 | 4,239 |
| U.S. Treasury securities | $251,000 | 1,215 |
| U.S. Government agency obligations | $1,973,000 | 4,152 |
| Securities issued by states & political subdivisions | $4,371,000 | 3,152 |
| Other domestic debt securities | $477,000 | 1,838 |
| Privately issued residential mortgage-backed securities | $211,000 | 517 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $266,000 | 1,515 |
| 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 | $2,076,000 | 3,684 |
| Mortgage-backed securities | $1,729,000 | 3,655 |
| Certificates of participation in pools of residential mortgages | $103,000 | 3,869 |
| Issued or guaranteed by U.S. | $0 | 4,016 |
| Privately issued | $103,000 | 227 |
| Collaterized mortgage obligations | $1,626,000 | 2,168 |
| CMOs issued by government agencies or sponsored agencies | $1,518,000 | 2,150 |
| Privately issued | $108,000 | 356 |
| 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) | $7,072,000 | 3,989 |
| Total debt securities | $7,072,000 | 4,210 |
| 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 | $7,438,000 | 4,237 |
| U.S. Government securities | $2,224,000 | 4,295 |
| U.S. Treasury securities | $252,000 | 1,249 |
| U.S. Government agency obligations | $1,972,000 | 4,202 |
| Securities issued by states & political subdivisions | $4,728,000 | 3,041 |
| Other domestic debt securities | $486,000 | 1,759 |
| Privately issued residential mortgage-backed securities | $225,000 | 528 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $261,000 | 1,425 |
| 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 | $2,089,000 | 3,704 |
| Mortgage-backed securities | $1,741,000 | 3,675 |
| Certificates of participation in pools of residential mortgages | $117,000 | 3,896 |
| Issued or guaranteed by U.S. | $0 | 4,042 |
| Privately issued | $117,000 | 238 |
| Collaterized mortgage obligations | $1,624,000 | 2,179 |
| CMOs issued by government agencies or sponsored agencies | $1,516,000 | 2,158 |
| Privately issued | $108,000 | 362 |
| 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) | $7,438,000 | 3,997 |
| Total debt securities | $7,436,000 | 4,214 |
| 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 | $9,024,000 | 4,168 |
| U.S. Government securities | $2,418,000 | 4,360 |
| U.S. Treasury securities | $249,000 | 1,325 |
| U.S. Government agency obligations | $2,169,000 | 4,243 |
| Securities issued by states & political subdivisions | $5,467,000 | 2,913 |
| Other domestic debt securities | $1,139,000 | 1,463 |
| Privately issued residential mortgage-backed securities | $881,000 | 390 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $258,000 | 1,398 |
| 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 | $3,369,000 | 3,511 |
| Mortgage-backed securities | $2,598,000 | 3,490 |
| Certificates of participation in pools of residential mortgages | $314,000 | 3,805 |
| Issued or guaranteed by U.S. | $67,000 | 3,899 |
| Privately issued | $247,000 | 199 |
| Collaterized mortgage obligations | $2,284,000 | 2,046 |
| CMOs issued by government agencies or sponsored agencies | $1,650,000 | 2,131 |
| Privately issued | $634,000 | 266 |
| 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) | $9,024,000 | 3,910 |
| Total debt securities | $9,024,000 | 4,142 |
| 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 | $9,525,000 | 4,183 |
| U.S. Government securities | $2,676,000 | 4,401 |
| U.S. Treasury securities | $249,000 | 1,380 |
| U.S. Government agency obligations | $2,427,000 | 4,286 |
| Securities issued by states & political subdivisions | $5,484,000 | 2,943 |
| Other domestic debt securities | $1,365,000 | 1,428 |
| Privately issued residential mortgage-backed securities | $1,107,000 | 383 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $258,000 | 1,400 |
| 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 | $3,424,000 | 3,568 |
| Mortgage-backed securities | $2,882,000 | 3,463 |
| Certificates of participation in pools of residential mortgages | $370,000 | 3,814 |
| Issued or guaranteed by U.S. | $70,000 | 3,933 |
| Privately issued | $300,000 | 227 |
| Collaterized mortgage obligations | $2,512,000 | 2,016 |
| CMOs issued by government agencies or sponsored agencies | $1,705,000 | 2,136 |
| Privately issued | $807,000 | 239 |
| 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) | $9,525,000 | 3,924 |
| Total debt securities | $9,526,000 | 4,156 |
| 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 | $10,572,000 | 4,147 |
| U.S. Government securities | $3,482,000 | 4,328 |
| U.S. Treasury securities | $248,000 | 1,425 |
| U.S. Government agency obligations | $3,234,000 | 4,204 |
| Securities issued by states & political subdivisions | $5,484,000 | 3,003 |
| Other domestic debt securities | $1,606,000 | 1,345 |
| Privately issued residential mortgage-backed securities | $1,350,000 | 339 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $256,000 | 1,430 |
| 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 | $3,556,000 | 3,586 |
| Mortgage-backed securities | $3,183,000 | 3,415 |
| Certificates of participation in pools of residential mortgages | $439,000 | 3,799 |
| Issued or guaranteed by U.S. | $73,000 | 3,956 |
| Privately issued | $366,000 | 179 |
| Collaterized mortgage obligations | $2,744,000 | 1,947 |
| CMOs issued by government agencies or sponsored agencies | $1,760,000 | 2,099 |
| Privately issued | $984,000 | 233 |
| 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) | $10,572,000 | 3,879 |
| Total debt securities | $10,572,000 | 4,126 |
| Structured notes | ||
| Amortized cost | $750,000 | 689 |
| Fair value | $750,000 | 691 |
| 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 | $11,222,000 | 4,158 |
| U.S. Government securities | $3,935,000 | 4,323 |
| U.S. Treasury securities | $246,000 | 1,477 |
| U.S. Government agency obligations | $3,689,000 | 4,185 |
| Securities issued by states & political subdivisions | $5,438,000 | 3,062 |
| Other domestic debt securities | $1,849,000 | 1,307 |
| Privately issued residential mortgage-backed securities | $1,595,000 | 325 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $254,000 | 1,437 |
| 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 | $3,534,000 | 3,650 |
| Mortgage-backed securities | $3,387,000 | 3,403 |
| Certificates of participation in pools of residential mortgages | $560,000 | 3,776 |
| Issued or guaranteed by U.S. | $76,000 | 3,986 |
| Privately issued | $484,000 | 173 |
| Collaterized mortgage obligations | $2,827,000 | 1,935 |
| CMOs issued by government agencies or sponsored agencies | $1,716,000 | 2,111 |
| Privately issued | $1,111,000 | 231 |
| 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) | $11,222,000 | 3,885 |
| Total debt securities | $11,219,000 | 4,139 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 536 |
| Fair value | $1,248,000 | 533 |
| 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 | $11,320,000 | 4,184 |
| U.S. Government securities | $3,899,000 | 4,358 |
| U.S. Treasury securities | $245,000 | 1,478 |
| U.S. Government agency obligations | $3,654,000 | 4,234 |
| Securities issued by states & political subdivisions | $5,378,000 | 3,123 |
| Other domestic debt securities | $2,043,000 | 1,230 |
| Privately issued residential mortgage-backed securities | $1,796,000 | 295 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $247,000 | 1,461 |
| 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 | $3,315,000 | 3,714 |
| Mortgage-backed securities | $3,561,000 | 3,390 |
| Certificates of participation in pools of residential mortgages | $693,000 | 3,751 |
| Issued or guaranteed by U.S. | $82,000 | 4,033 |
| Privately issued | $611,000 | 132 |
| Collaterized mortgage obligations | $2,868,000 | 1,927 |
| CMOs issued by government agencies or sponsored agencies | $1,683,000 | 2,123 |
| Privately issued | $1,185,000 | 231 |
| 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) | $11,320,000 | 3,912 |
| Total debt securities | $11,320,000 | 4,163 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 545 |
| Fair value | $1,245,000 | 543 |
| 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 | $3,218,000 | 4,962 |
| U.S. Government securities | $2,993,000 | 4,569 |
| U.S. Treasury securities | $493,000 | 1,375 |
| U.S. Government agency obligations | $2,500,000 | 4,481 |
| Securities issued by states & political subdivisions | $225,000 | 4,439 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $621,000 | 4,073 |
| Certificates of participation in pools of residential mortgages | $592,000 | 3,842 |
| Issued or guaranteed by U.S. | $592,000 | 3,816 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $29,000 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $29,000 | 2,853 |
| 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) | $3,218,000 | 4,696 |
| Total debt securities | $3,217,000 | 4,941 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 532 |
| Fair value | $1,239,000 | 530 |
| 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 | $3,293,000 | 5,013 |
| U.S. Government securities | $3,068,000 | 4,589 |
| U.S. Treasury securities | $492,000 | 1,343 |
| U.S. Government agency obligations | $2,576,000 | 4,500 |
| Securities issued by states & political subdivisions | $225,000 | 4,497 |
| 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 | $98,000 | 4,644 |
| Mortgage-backed securities | $695,000 | 4,111 |
| Certificates of participation in pools of residential mortgages | $663,000 | 3,873 |
| Issued or guaranteed by U.S. | $663,000 | 3,705 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $32,000 | 2,933 |
| CMOs issued by government agencies or sponsored agencies | $32,000 | 2,864 |
| 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) | $3,293,000 | 4,746 |
| Total debt securities | $3,293,000 | 4,990 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 540 |
| Fair value | $1,239,000 | 537 |
| 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 | $3,341,000 | 5,068 |
| U.S. Government securities | $3,116,000 | 4,641 |
| U.S. Treasury securities | $492,000 | 1,300 |
| U.S. Government agency obligations | $2,624,000 | 4,588 |
| Securities issued by states & political subdivisions | $225,000 | 4,548 |
| 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 | $99,000 | 4,710 |
| Mortgage-backed securities | $743,000 | 4,130 |
| Certificates of participation in pools of residential mortgages | $709,000 | 3,897 |
| Issued or guaranteed by U.S. | $709,000 | 3,890 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $34,000 | 2,936 |
| CMOs issued by government agencies or sponsored agencies | $34,000 | 2,864 |
| 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) | $3,341,000 | 4,789 |
| Total debt securities | $3,341,000 | 5,047 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 527 |
| Fair value | $1,238,000 | 525 |
| 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 | $3,432,000 | 5,121 |
| U.S. Government securities | $3,193,000 | 4,670 |
| U.S. Treasury securities | $494,000 | 1,224 |
| U.S. Government agency obligations | $2,699,000 | 4,630 |
| Securities issued by states & political subdivisions | $239,000 | 4,604 |
| 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 | $100,000 | 4,780 |
| Mortgage-backed securities | $808,000 | 4,137 |
| Certificates of participation in pools of residential mortgages | $771,000 | 3,914 |
| Issued or guaranteed by U.S. | $771,000 | 3,908 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $37,000 | 2,947 |
| CMOs issued by government agencies or sponsored agencies | $37,000 | 2,869 |
| 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) | $3,432,000 | 4,840 |
| Total debt securities | $3,432,000 | 5,099 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 530 |
| Fair value | $1,242,000 | 529 |
| 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 | $3,477,000 | 5,179 |
| U.S. Government securities | $3,231,000 | 4,719 |
| U.S. Treasury securities | $497,000 | 1,206 |
| U.S. Government agency obligations | $2,734,000 | 4,682 |
| Securities issued by states & political subdivisions | $246,000 | 4,647 |
| 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 | $101,000 | 4,845 |
| Mortgage-backed securities | $833,000 | 4,178 |
| Certificates of participation in pools of residential mortgages | $792,000 | 3,947 |
| Issued or guaranteed by U.S. | $792,000 | 3,942 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $41,000 | 2,971 |
| CMOs issued by government agencies or sponsored agencies | $41,000 | 2,893 |
| 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) | $3,477,000 | 4,885 |
| Total debt securities | $3,477,000 | 5,156 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 559 |
| Fair value | $1,245,000 | 559 |
| 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 | $3,793,000 | 5,192 |
| U.S. Government securities | $3,546,000 | 4,717 |
| U.S. Treasury securities | $747,000 | 1,153 |
| U.S. Government agency obligations | $2,799,000 | 4,724 |
| Securities issued by states & political subdivisions | $247,000 | 4,694 |
| 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 | $101,000 | 4,889 |
| Mortgage-backed securities | $897,000 | 4,190 |
| Certificates of participation in pools of residential mortgages | $852,000 | 3,961 |
| Issued or guaranteed by U.S. | $852,000 | 3,955 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $45,000 | 2,999 |
| CMOs issued by government agencies or sponsored agencies | $45,000 | 2,912 |
| 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) | $3,793,000 | 4,896 |
| Total debt securities | $3,792,000 | 5,170 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 582 |
| Fair value | $1,244,000 | 588 |
| 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 | $3,837,000 | 5,257 |
| U.S. Government securities | $3,600,000 | 4,768 |
| U.S. Treasury securities | $746,000 | 1,196 |
| U.S. Government agency obligations | $2,854,000 | 4,781 |
| Securities issued by states & political subdivisions | $237,000 | 4,754 |
| 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 | $302,000 | 4,872 |
| Mortgage-backed securities | $961,000 | 4,232 |
| Certificates of participation in pools of residential mortgages | $913,000 | 4,008 |
| Issued or guaranteed by U.S. | $913,000 | 4,003 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $48,000 | 3,040 |
| CMOs issued by government agencies or sponsored agencies | $48,000 | 2,955 |
| 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) | $3,837,000 | 4,955 |
| Total debt securities | $3,837,000 | 5,234 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 598 |
| Fair value | $1,238,000 | 605 |
| 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 | $3,911,000 | 5,282 |
| U.S. Government securities | $3,677,000 | 4,760 |
| U.S. Treasury securities | $744,000 | 1,170 |
| U.S. Government agency obligations | $2,933,000 | 4,784 |
| Securities issued by states & political subdivisions | $234,000 | 4,808 |
| 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 | $301,000 | 4,918 |
| Mortgage-backed securities | $1,056,000 | 4,229 |
| Certificates of participation in pools of residential mortgages | $1,004,000 | 3,986 |
| Issued or guaranteed by U.S. | $1,004,000 | 3,978 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $52,000 | 3,051 |
| CMOs issued by government agencies or sponsored agencies | $52,000 | 2,950 |
| 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) | $3,911,000 | 4,964 |
| Total debt securities | $3,911,000 | 5,259 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 592 |
| Fair value | $1,225,000 | 600 |
| 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 | $4,049,000 | 5,316 |
| U.S. Government securities | $3,803,000 | 4,785 |
| U.S. Treasury securities | $753,000 | 1,034 |
| U.S. Government agency obligations | $3,050,000 | 4,802 |
| Securities issued by states & political subdivisions | $246,000 | 4,838 |
| 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 | $307,000 | 4,993 |
| Mortgage-backed securities | $1,137,000 | 4,253 |
| Certificates of participation in pools of residential mortgages | $1,081,000 | 3,997 |
| Issued or guaranteed by U.S. | $1,081,000 | 3,993 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $56,000 | 3,076 |
| CMOs issued by government agencies or sponsored agencies | $56,000 | 2,979 |
| 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) | $4,049,000 | 4,993 |
| Total debt securities | $4,049,000 | 5,293 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 579 |
| Fair value | $1,243,000 | 587 |
| 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 | $4,749,000 | 5,332 |
| U.S. Government securities | $4,749,000 | 4,732 |
| U.S. Treasury securities | $752,000 | 1,067 |
| U.S. Government agency obligations | $3,997,000 | 4,730 |
| 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 | $306,000 | 5,082 |
| Mortgage-backed securities | $1,230,000 | 4,279 |
| Certificates of participation in pools of residential mortgages | $1,170,000 | 4,009 |
| Issued or guaranteed by U.S. | $1,170,000 | 4,003 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $60,000 | 3,109 |
| CMOs issued by government agencies or sponsored agencies | $60,000 | 3,002 |
| 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) | $4,749,000 | 5,003 |
| Total debt securities | $4,749,000 | 5,308 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 680 |
| Fair value | $1,248,000 | 687 |
| 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 | $3,576,000 | 5,529 |
| U.S. Government securities | $3,576,000 | 5,023 |
| U.S. Treasury securities | $749,000 | 1,094 |
| U.S. Government agency obligations | $2,827,000 | 5,042 |
| 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 | $305,000 | 5,136 |
| Mortgage-backed securities | $64,000 | 4,813 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $64,000 | 3,124 |
| CMOs issued by government agencies or sponsored agencies | $64,000 | 3,023 |
| 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) | $3,576,000 | 5,181 |
| Total debt securities | $3,577,000 | 5,505 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 814 |
| Fair value | $1,250,000 | 815 |
| 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 | $2,359,000 | 5,727 |
| U.S. Government securities | $2,359,000 | 5,322 |
| U.S. Treasury securities | $742,000 | 1,160 |
| U.S. Government agency obligations | $1,617,000 | 5,379 |
| 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 | $278,000 | 5,187 |
| Mortgage-backed securities | $67,000 | 4,854 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $67,000 | 3,153 |
| CMOs issued by government agencies or sponsored agencies | $67,000 | 3,054 |
| 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) | $2,359,000 | 5,361 |
| Total debt securities | $2,360,000 | 5,702 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,254 |
| Fair value | $496,000 | 1,342 |
| 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 | $1,377,000 | 5,915 |
| U.S. Government securities | $1,377,000 | 5,606 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $1,377,000 | 5,511 |
| 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 | $280,000 | 5,265 |
| Mortgage-backed securities | $72,000 | 4,910 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $72,000 | 3,193 |
| CMOs issued by government agencies or sponsored agencies | $72,000 | 3,095 |
| 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) | $1,377,000 | 5,561 |
| Total debt securities | $1,377,000 | 5,895 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,416 |
| Fair value | $497,000 | 1,524 |
| 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 | $1,372,000 | 5,991 |
| U.S. Government securities | $1,372,000 | 5,691 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $1,372,000 | 5,597 |
| 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 | $278,000 | 5,322 |
| Mortgage-backed securities | $76,000 | 4,984 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $76,000 | 3,233 |
| CMOs issued by government agencies or sponsored agencies | $76,000 | 3,130 |
| 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) | $1,372,000 | 5,626 |
| Total debt securities | $1,372,000 | 5,970 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,561 |
| Fair value | $494,000 | 1,642 |
| 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 | $891,000 | 6,109 |
| U.S. Government securities | $891,000 | 5,882 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $891,000 | 5,791 |
| 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 | $178,000 | 5,411 |
| Mortgage-backed securities | $81,000 | 5,036 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $81,000 | 3,258 |
| CMOs issued by government agencies or sponsored agencies | $81,000 | 3,151 |
| 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) | $891,000 | 5,750 |
| Total debt securities | $891,000 | 6,086 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,878 |
| Fair value | $300,000 | 1,881 |
| 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 | $592,000 | 6,239 |
| U.S. Government securities | $592,000 | 6,037 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $592,000 | 5,940 |
| 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 | $177,000 | 5,494 |
| Mortgage-backed securities | $88,000 | 5,116 |
| Certificates of participation in pools of residential mortgages | $4,000 | 5,132 |
| Issued or guaranteed by U.S. | $4,000 | 5,123 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $84,000 | 3,299 |
| CMOs issued by government agencies or sponsored agencies | $84,000 | 3,191 |
| 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) | $592,000 | 5,877 |
| Total debt securities | $592,000 | 6,215 |
| 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 | $596,000 | 6,325 |
| U.S. Government securities | $596,000 | 6,123 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $596,000 | 6,033 |
| 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 | $77,000 | 5,608 |
| Mortgage-backed securities | $96,000 | 5,194 |
| Certificates of participation in pools of residential mortgages | $7,000 | 5,188 |
| Issued or guaranteed by U.S. | $7,000 | 5,182 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $89,000 | 3,361 |
| CMOs issued by government agencies or sponsored agencies | $89,000 | 3,239 |
| 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) | $596,000 | 5,958 |
| Total debt securities | $596,000 | 6,300 |
| 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 | $611,000 | 6,391 |
| U.S. Government securities | $611,000 | 6,187 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $611,000 | 6,095 |
| 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 | $77,000 | 5,666 |
| Mortgage-backed securities | $108,000 | 5,235 |
| Certificates of participation in pools of residential mortgages | $12,000 | 5,201 |
| Issued or guaranteed by U.S. | $12,000 | 5,196 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $96,000 | 3,391 |
| CMOs issued by government agencies or sponsored agencies | $96,000 | 3,270 |
| 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) | $611,000 | 6,017 |
| Total debt securities | $611,000 | 6,366 |
| 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 | $424,000 | 6,479 |
| U.S. Government securities | $424,000 | 6,289 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $424,000 | 6,194 |
| 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 | $77,000 | 5,720 |
| Mortgage-backed securities | $121,000 | 5,276 |
| Certificates of participation in pools of residential mortgages | $18,000 | 5,237 |
| Issued or guaranteed by U.S. | $18,000 | 5,230 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $103,000 | 3,423 |
| CMOs issued by government agencies or sponsored agencies | $103,000 | 3,296 |
| 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) | $424,000 | 6,102 |
| Total debt securities | $424,000 | 6,455 |
| 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 | $240,000 | 6,586 |
| U.S. Government securities | $240,000 | 6,396 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $240,000 | 6,301 |
| 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 | $78,000 | 5,800 |
| Mortgage-backed securities | $137,000 | 5,308 |
| Certificates of participation in pools of residential mortgages | $26,000 | 5,255 |
| Issued or guaranteed by U.S. | $26,000 | 5,248 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $111,000 | 3,423 |
| CMOs issued by government agencies or sponsored agencies | $111,000 | 3,290 |
| 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) | $240,000 | 6,207 |
| Total debt securities | $240,000 | 6,564 |
| 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 | $253,000 | 6,656 |
| U.S. Government securities | $253,000 | 6,462 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $253,000 | 6,367 |
| 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 | $78,000 | 5,861 |
| Mortgage-backed securities | $150,000 | 5,343 |
| Certificates of participation in pools of residential mortgages | $33,000 | 5,288 |
| Issued or guaranteed by U.S. | $33,000 | 5,280 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $117,000 | 3,449 |
| CMOs issued by government agencies or sponsored agencies | $117,000 | 3,313 |
| 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) | $253,000 | 6,279 |
| Total debt securities | $253,000 | 6,637 |
| 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 | $272,000 | 6,700 |
| U.S. Government securities | $272,000 | 6,496 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $272,000 | 6,399 |
| 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 | $78,000 | 5,889 |
| Mortgage-backed securities | $168,000 | 5,348 |
| Certificates of participation in pools of residential mortgages | $42,000 | 5,271 |
| Issued or guaranteed by U.S. | $42,000 | 5,262 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $126,000 | 3,471 |
| CMOs issued by government agencies or sponsored agencies | $126,000 | 3,329 |
| 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) | $272,000 | 6,322 |
| Total debt securities | $271,000 | 6,676 |
| 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 | $297,000 | 6,774 |
| U.S. Government securities | $297,000 | 6,550 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $297,000 | 6,449 |
| 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 | $79,000 | 5,958 |
| Mortgage-backed securities | $192,000 | 5,393 |
| Certificates of participation in pools of residential mortgages | $55,000 | 5,296 |
| Issued or guaranteed by U.S. | $55,000 | 5,289 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $137,000 | 3,498 |
| CMOs issued by government agencies or sponsored agencies | $137,000 | 3,339 |
| 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) | $297,000 | 6,392 |
| Total debt securities | $297,000 | 6,746 |
| 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 | $326,000 | 6,823 |
| U.S. Government securities | $326,000 | 6,600 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $326,000 | 6,501 |
| 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 | $79,000 | 6,011 |
| Mortgage-backed securities | $221,000 | 5,405 |
| Certificates of participation in pools of residential mortgages | $71,000 | 5,303 |
| Issued or guaranteed by U.S. | $71,000 | 5,297 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $150,000 | 3,534 |
| CMOs issued by government agencies or sponsored agencies | $150,000 | 3,380 |
| 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) | $326,000 | 6,434 |
| Total debt securities | $326,000 | 6,797 |
| 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 | $347,000 | 6,921 |
| U.S. Government securities | $347,000 | 6,702 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $347,000 | 6,609 |
| 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 | $79,000 | 6,094 |
| Mortgage-backed securities | $242,000 | 5,491 |
| Certificates of participation in pools of residential mortgages | $84,000 | 5,387 |
| Issued or guaranteed by U.S. | $84,000 | 5,377 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $158,000 | 3,606 |
| CMOs issued by government agencies or sponsored agencies | $158,000 | 3,443 |
| 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) | $347,000 | 6,514 |
| Total debt securities | $347,000 | 6,897 |
| 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 | $369,000 | 6,985 |
| U.S. Government securities | $369,000 | 6,772 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $369,000 | 6,676 |
| 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 | $84,000 | 6,169 |
| Mortgage-backed securities | $264,000 | 5,510 |
| Certificates of participation in pools of residential mortgages | $97,000 | 5,405 |
| Issued or guaranteed by U.S. | $97,000 | 5,395 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $167,000 | 3,606 |
| CMOs issued by government agencies or sponsored agencies | $167,000 | 3,439 |
| 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) | $369,000 | 6,575 |
| Total debt securities | $369,000 | 6,961 |
| 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 | $395,000 | 7,036 |
| U.S. Government securities | $395,000 | 6,831 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $395,000 | 6,726 |
| 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 | $83,000 | 6,196 |
| Mortgage-backed securities | $292,000 | 5,526 |
| Certificates of participation in pools of residential mortgages | $115,000 | 5,412 |
| Issued or guaranteed by U.S. | $115,000 | 5,404 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $177,000 | 3,638 |
| CMOs issued by government agencies or sponsored agencies | $177,000 | 3,461 |
| 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) | $395,000 | 6,617 |
| Total debt securities | $395,000 | 7,010 |
| 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 | $424,000 | 7,076 |
| U.S. Government securities | $424,000 | 6,859 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $424,000 | 6,762 |
| 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 | $83,000 | 5,893 |
| Mortgage-backed securities | $320,000 | 5,509 |
| Certificates of participation in pools of residential mortgages | $132,000 | 5,375 |
| Issued or guaranteed by U.S. | $132,000 | 5,361 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $188,000 | 3,583 |
| CMOs issued by government agencies or sponsored agencies | $188,000 | 3,317 |
| 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) | $424,000 | 6,625 |
| Total debt securities | $424,000 | 7,049 |
| 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 | $454,000 | 7,143 |
| U.S. Government securities | $454,000 | 6,932 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $454,000 | 6,831 |
| 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 | $83,000 | 5,917 |
| Mortgage-backed securities | $350,000 | 5,523 |
| Certificates of participation in pools of residential mortgages | $150,000 | 5,371 |
| Issued or guaranteed by U.S. | $150,000 | 5,355 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $200,000 | 3,569 |
| CMOs issued by government agencies or sponsored agencies | $200,000 | 3,298 |
| 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) | $454,000 | 6,687 |
| Total debt securities | $454,000 | 7,114 |
| 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 | $385,000 | 7,226 |
| U.S. Government securities | $385,000 | 7,039 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $385,000 | 6,932 |
| 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 | $0 | 6,008 |
| Mortgage-backed securities | $385,000 | 5,523 |
| Certificates of participation in pools of residential mortgages | $170,000 | 5,363 |
| Issued or guaranteed by U.S. | $170,000 | 5,351 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $215,000 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $215,000 | 3,273 |
| 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) | $385,000 | 6,763 |
| Total debt securities | $385,000 | 7,197 |
| 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 | $413,000 | 7,276 |
| U.S. Government securities | $413,000 | 7,085 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $413,000 | 6,976 |
| 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 | $413,000 | 5,484 |
| Certificates of participation in pools of residential mortgages | $190,000 | 5,334 |
| Issued or guaranteed by U.S. | $190,000 | 5,320 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $223,000 | 3,511 |
| CMOs issued by government agencies or sponsored agencies | $223,000 | 3,222 |
| 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) | $413,000 | 6,809 |
| Total debt securities | $413,000 | 7,247 |
| 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 | $445,000 | 7,328 |
| U.S. Government securities | $445,000 | 7,107 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $445,000 | 6,995 |
| 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 | $445,000 | 5,461 |
| Certificates of participation in pools of residential mortgages | $209,000 | 5,289 |
| Issued or guaranteed by U.S. | $209,000 | 5,276 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $236,000 | 3,499 |
| CMOs issued by government agencies or sponsored agencies | $236,000 | 3,200 |
| 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) | $445,000 | 6,838 |
| Total debt securities | $445,000 | 7,300 |
| 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 | $489,000 | 7,410 |
| U.S. Government securities | $489,000 | 7,167 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $489,000 | 7,063 |
| 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 | $489,000 | 5,483 |
| Certificates of participation in pools of residential mortgages | $237,000 | 5,280 |
| Issued or guaranteed by U.S. | $237,000 | 5,268 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $252,000 | 3,471 |
| CMOs issued by government agencies or sponsored agencies | $252,000 | 3,162 |
| 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) | $489,000 | 6,905 |
| Total debt securities | $489,000 | 7,380 |
| 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 | $526,000 | 7,460 |
| U.S. Government securities | $526,000 | 7,218 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $526,000 | 7,121 |
| 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 | $526,000 | 5,495 |
| Certificates of participation in pools of residential mortgages | $259,000 | 5,317 |
| Issued or guaranteed by U.S. | $259,000 | 5,306 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $267,000 | 3,367 |
| CMOs issued by government agencies or sponsored agencies | $267,000 | 3,055 |
| 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) | $526,000 | 6,947 |
| Total debt securities | $526,000 | 7,428 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $564,000 | 7,538 |
| U.S. Government securities | $564,000 | 7,318 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $564,000 | 7,216 |
| 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 | $564,000 | 5,576 |
| Certificates of participation in pools of residential mortgages | $280,000 | 5,412 |
| Issued or guaranteed by U.S. | $280,000 | 5,401 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $284,000 | 3,337 |
| CMOs issued by government agencies or sponsored agencies | $284,000 | 3,010 |
| 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) | $564,000 | 7,013 |
| Total debt securities | $564,000 | 7,507 |
| 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 | $1,099,000 | 7,468 |
| U.S. Government securities | $1,099,000 | 7,193 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $1,099,000 | 7,088 |
| 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 | $847,000 | 5,987 |
| Mortgage-backed securities | $594,000 | 5,627 |
| Certificates of participation in pools of residential mortgages | $303,000 | 5,459 |
| Issued or guaranteed by U.S. | $303,000 | 5,446 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $291,000 | 3,343 |
| CMOs issued by government agencies or sponsored agencies | $291,000 | 3,005 |
| 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) | $1,099,000 | 6,941 |
| Total debt securities | $1,099,000 | 7,436 |
| 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 | $1,144,000 | 7,541 |
| U.S. Government securities | $1,144,000 | 7,253 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $1,144,000 | 7,160 |
| 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 | $889,000 | 5,985 |
| Mortgage-backed securities | $635,000 | 5,679 |
| Certificates of participation in pools of residential mortgages | $329,000 | 5,509 |
| Issued or guaranteed by U.S. | $329,000 | 5,493 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $306,000 | 3,343 |
| CMOs issued by government agencies or sponsored agencies | $306,000 | 3,000 |
| 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) | $1,144,000 | 6,998 |
| Total debt securities | $1,144,000 | 7,501 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $1,190,000 | 7,599 |
| U.S. Government securities | $1,190,000 | 7,293 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $1,190,000 | 7,209 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $935,000 | 6,011 |
| Mortgage-backed securities | $680,000 | 5,714 |
| Certificates of participation in pools of residential mortgages | $351,000 | 5,551 |
| Issued or guaranteed by U.S. | $351,000 | 5,534 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $329,000 | 3,326 |
| CMOs issued by government agencies or sponsored agencies | $329,000 | 2,974 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $1,190,000 | 7,046 |
| Total debt securities | $1,190,000 | 7,562 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $1,307,000 | 7,655 |
| U.S. Government securities | $1,307,000 | 7,365 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $1,307,000 | 7,281 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $850,000 | 6,086 |
| Mortgage-backed securities | $804,000 | 5,705 |
| Certificates of participation in pools of residential mortgages | $457,000 | 5,530 |
| Issued or guaranteed by U.S. | $457,000 | 5,514 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $347,000 | 3,340 |
| CMOs issued by government agencies or sponsored agencies | $347,000 | 2,979 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $1,307,000 | 7,075 |
| Total debt securities | $1,307,000 | 7,617 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $1,653,000 | 7,642 |
| U.S. Government securities | $1,653,000 | 7,356 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $1,653,000 | 7,266 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $759,000 | 6,161 |
| Mortgage-backed securities | $894,000 | 5,673 |
| Certificates of participation in pools of residential mortgages | $540,000 | 5,468 |
| Issued or guaranteed by U.S. | $540,000 | 5,452 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $354,000 | 3,290 |
| CMOs issued by government agencies or sponsored agencies | $354,000 | 2,967 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $1,653,000 | 7,049 |
| Total debt securities | $1,653,000 | 7,606 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $2,106,000 | 7,584 |
| U.S. Government securities | $2,106,000 | 7,278 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $2,106,000 | 7,187 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $911,000 | 6,135 |
| Mortgage-backed securities | $944,000 | 5,619 |
| Certificates of participation in pools of residential mortgages | $572,000 | 5,431 |
| Issued or guaranteed by U.S. | $572,000 | 5,416 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $372,000 | 3,213 |
| CMOs issued by government agencies or sponsored agencies | $372,000 | 2,875 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $2,106,000 | 6,975 |
| Total debt securities | $2,106,000 | 7,538 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $3,218,000 | 7,407 |
| U.S. Government securities | $3,218,000 | 6,989 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $3,218,000 | 6,885 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $912,000 | 6,160 |
| Mortgage-backed securities | $1,001,000 | 5,580 |
| Certificates of participation in pools of residential mortgages | $609,000 | 5,429 |
| Issued or guaranteed by U.S. | $609,000 | 5,407 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $392,000 | 3,207 |
| CMOs issued by government agencies or sponsored agencies | $392,000 | 2,869 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $3,218,000 | 6,798 |
| Total debt securities | $3,218,000 | 7,352 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $4,151,000 | 7,208 |
| U.S. Government securities | $4,151,000 | 6,723 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $4,151,000 | 6,615 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $928,000 | 6,171 |
| Mortgage-backed securities | $1,100,000 | 5,491 |
| Certificates of participation in pools of residential mortgages | $690,000 | 5,325 |
| Issued or guaranteed by U.S. | $690,000 | 5,299 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $410,000 | 3,179 |
| CMOs issued by government agencies or sponsored agencies | $410,000 | 2,835 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $4,151,000 | 6,609 |
| Total debt securities | $4,152,000 | 7,153 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $5,086,000 | 7,057 |
| U.S. Government securities | $5,086,000 | 6,563 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $5,086,000 | 6,452 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $1,153,000 | 5,276 |
| Certificates of participation in pools of residential mortgages | $718,000 | 5,131 |
| Issued or guaranteed by U.S. | $718,000 | 5,110 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $435,000 | 3,054 |
| CMOs issued by government agencies or sponsored agencies | $435,000 | 2,733 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $5,086,000 | 6,422 |
| Total debt securities | $5,085,000 | 7,005 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $6,547,000 | 6,797 |
| U.S. Government securities | $6,547,000 | 6,223 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $6,547,000 | 6,114 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $1,204,000 | 5,146 |
| Certificates of participation in pools of residential mortgages | $753,000 | 4,999 |
| Issued or guaranteed by U.S. | $753,000 | 4,984 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $451,000 | 3,001 |
| CMOs issued by government agencies or sponsored agencies | $451,000 | 2,680 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $6,547,000 | 6,161 |
| Total debt securities | $6,546,000 | 6,743 |
| Structured notes | ||
| Amortized cost | $450,000 | 2,383 |
| Fair value | $450,000 | 2,384 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $6,551,000 | 6,834 |
| U.S. Government securities | $6,551,000 | 6,262 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $6,551,000 | 6,143 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $1,259,000 | 5,105 |
| Certificates of participation in pools of residential mortgages | $783,000 | 4,985 |
| Issued or guaranteed by U.S. | $783,000 | 4,970 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $476,000 | 2,949 |
| CMOs issued by government agencies or sponsored agencies | $476,000 | 2,642 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $6,551,000 | 6,176 |
| Total debt securities | $6,550,000 | 6,785 |
| Structured notes | ||
| Amortized cost | $450,000 | 2,476 |
| Fair value | $447,000 | 2,479 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $5,963,000 | 7,015 |
| U.S. Government securities | $5,963,000 | 6,486 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $5,963,000 | 6,365 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $1,343,000 | 5,072 |
| Certificates of participation in pools of residential mortgages | $837,000 | 4,960 |
| Issued or guaranteed by U.S. | $837,000 | 4,942 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $506,000 | 2,875 |
| CMOs issued by government agencies or sponsored agencies | $506,000 | 2,585 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $5,963,000 | 6,341 |
| Total debt securities | $5,962,000 | 6,970 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,653 |
| Fair value | $250,000 | 2,655 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $5,280,000 | 7,199 |
| U.S. Government securities | $5,280,000 | 6,731 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $5,280,000 | 6,605 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $1,187,000 | 5,155 |
| Certificates of participation in pools of residential mortgages | $658,000 | 5,116 |
| Issued or guaranteed by U.S. | $658,000 | 5,097 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $529,000 | 2,832 |
| CMOs issued by government agencies or sponsored agencies | $529,000 | 2,555 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $5,280,000 | 6,500 |
| Total debt securities | $5,280,000 | 7,154 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,745 |
| Fair value | $250,000 | 2,748 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $3,773,000 | 7,623 |
| U.S. Government securities | $3,773,000 | 7,242 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $3,773,000 | 7,110 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $687,000 | 5,545 |
| Certificates of participation in pools of residential mortgages | $687,000 | 5,103 |
| Issued or guaranteed by U.S. | $687,000 | 5,079 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $3,773,000 | 6,899 |
| Total debt securities | $3,773,000 | 7,575 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,869 |
| Fair value | $249,000 | 2,872 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $3,129,000 | 7,826 |
| U.S. Government securities | $3,129,000 | 7,476 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $3,129,000 | 7,336 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $705,000 | 5,566 |
| Certificates of participation in pools of residential mortgages | $705,000 | 5,119 |
| Issued or guaranteed by U.S. | $705,000 | 5,096 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $3,129,000 | 7,060 |
| Total debt securities | $3,129,000 | 7,776 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,925 |
| Fair value | $248,000 | 2,929 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $2,145,000 | 8,097 |
| U.S. Government securities | $2,145,000 | 7,830 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $2,145,000 | 7,695 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $752,000 | 5,563 |
| Certificates of participation in pools of residential mortgages | $752,000 | 5,105 |
| Issued or guaranteed by U.S. | $752,000 | 5,085 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $2,145,000 | 7,323 |
| Total debt securities | $2,145,000 | 8,054 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,915 |
| Fair value | $249,000 | 2,917 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $742,000 | 8,457 |
| U.S. Government securities | $742,000 | 8,296 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $742,000 | 8,173 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $742,000 | 7,730 |
| Total debt securities | $742,000 | 8,416 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |