Home > Providence Bank > Securities
Providence Bank, Securities
| 2019-06-30 | Rank | |
| Total securities | $2,528,000 | 4,863 |
| U.S. Government securities | $1,680,000 | 4,635 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $1,680,000 | 4,492 |
| Securities issued by states & political subdivisions | $848,000 | 4,027 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,000 | 4,464 |
| Mortgage-backed securities | $1,680,000 | 3,692 |
| Certificates of participation in pools of residential mortgages | $1,135,000 | 3,507 |
| Issued or guaranteed by U.S. | $1,135,000 | 3,425 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $545,000 | 2,558 |
| CMOs issued by government agencies or sponsored agencies | $545,000 | 2,509 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $2,528,000 | 4,594 |
| Total debt securities | $2,528,000 | 4,839 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $2,566,000 | 4,915 |
| U.S. Government securities | $1,737,000 | 4,676 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $1,737,000 | 4,530 |
| Securities issued by states & political subdivisions | $829,000 | 4,097 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,000 | 4,510 |
| Mortgage-backed securities | $1,737,000 | 3,700 |
| Certificates of participation in pools of residential mortgages | $1,193,000 | 3,510 |
| Issued or guaranteed by U.S. | $1,193,000 | 3,424 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $544,000 | 2,577 |
| CMOs issued by government agencies or sponsored agencies | $544,000 | 2,530 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $2,566,000 | 4,637 |
| Total debt securities | $2,566,000 | 4,891 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $1,076,000 | 5,109 |
| U.S. Government securities | $257,000 | 5,002 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $257,000 | 4,882 |
| Securities issued by states & political subdivisions | $819,000 | 4,145 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,000 | 4,556 |
| Mortgage-backed securities | $257,000 | 4,155 |
| Certificates of participation in pools of residential mortgages | $214,000 | 3,985 |
| Issued or guaranteed by U.S. | $214,000 | 3,928 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $43,000 | 2,883 |
| CMOs issued by government agencies or sponsored agencies | $43,000 | 2,823 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $1,076,000 | 4,841 |
| Total debt securities | $1,076,000 | 5,086 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $1,077,000 | 5,172 |
| U.S. Government securities | $271,000 | 5,071 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $271,000 | 4,951 |
| Securities issued by states & political subdivisions | $806,000 | 4,192 |
| 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 | $17,000 | 4,618 |
| Mortgage-backed securities | $271,000 | 4,206 |
| Certificates of participation in pools of residential mortgages | $226,000 | 4,037 |
| Issued or guaranteed by U.S. | $226,000 | 4,016 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $45,000 | 2,891 |
| CMOs issued by government agencies or sponsored agencies | $45,000 | 2,828 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $1,077,000 | 4,904 |
| Total debt securities | $1,078,000 | 5,149 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $1,093,000 | 5,227 |
| U.S. Government securities | $286,000 | 5,118 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $286,000 | 5,000 |
| Securities issued by states & political subdivisions | $807,000 | 4,244 |
| 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 | $18,000 | 4,669 |
| Mortgage-backed securities | $286,000 | 4,257 |
| Certificates of participation in pools of residential mortgages | $237,000 | 4,083 |
| Issued or guaranteed by U.S. | $237,000 | 3,947 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $49,000 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $49,000 | 2,846 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $1,093,000 | 4,958 |
| Total debt securities | $1,092,000 | 5,206 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $1,122,000 | 5,281 |
| U.S. Government securities | $309,000 | 5,177 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $309,000 | 5,071 |
| Securities issued by states & political subdivisions | $813,000 | 4,288 |
| 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 | $19,000 | 4,734 |
| Mortgage-backed securities | $309,000 | 4,282 |
| Certificates of participation in pools of residential mortgages | $251,000 | 4,113 |
| Issued or guaranteed by U.S. | $251,000 | 4,106 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $58,000 | 2,908 |
| CMOs issued by government agencies or sponsored agencies | $58,000 | 2,837 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $1,122,000 | 5,006 |
| Total debt securities | $1,122,000 | 5,260 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $1,194,000 | 5,346 |
| U.S. Government securities | $360,000 | 5,224 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $360,000 | 5,122 |
| Securities issued by states & political subdivisions | $834,000 | 4,343 |
| 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 | $96,000 | 4,788 |
| Mortgage-backed securities | $360,000 | 4,307 |
| Certificates of participation in pools of residential mortgages | $287,000 | 4,140 |
| Issued or guaranteed by U.S. | $287,000 | 4,135 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $73,000 | 2,902 |
| CMOs issued by government agencies or sponsored agencies | $73,000 | 2,826 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $1,194,000 | 5,067 |
| Total debt securities | $1,194,000 | 5,328 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $1,250,000 | 5,402 |
| U.S. Government securities | $404,000 | 5,276 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $404,000 | 5,175 |
| Securities issued by states & political subdivisions | $846,000 | 4,385 |
| 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 | $111,000 | 4,838 |
| Mortgage-backed securities | $404,000 | 4,344 |
| Certificates of participation in pools of residential mortgages | $317,000 | 4,177 |
| Issued or guaranteed by U.S. | $317,000 | 4,173 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $87,000 | 2,920 |
| CMOs issued by government agencies or sponsored agencies | $87,000 | 2,845 |
| 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) | $1,250,000 | 5,109 |
| Total debt securities | $1,250,000 | 5,382 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $1,299,000 | 5,452 |
| U.S. Government securities | $445,000 | 5,323 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $445,000 | 5,218 |
| Securities issued by states & political subdivisions | $854,000 | 4,429 |
| 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 | $127,000 | 4,877 |
| Mortgage-backed securities | $445,000 | 4,365 |
| Certificates of participation in pools of residential mortgages | $344,000 | 4,197 |
| Issued or guaranteed by U.S. | $344,000 | 4,192 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $101,000 | 2,943 |
| CMOs issued by government agencies or sponsored agencies | $101,000 | 2,861 |
| 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) | $1,299,000 | 5,152 |
| Total debt securities | $1,299,000 | 5,431 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $1,316,000 | 5,518 |
| U.S. Government securities | $477,000 | 5,388 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $477,000 | 5,285 |
| Securities issued by states & political subdivisions | $839,000 | 4,492 |
| 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 | $40,000 | 4,968 |
| Mortgage-backed securities | $477,000 | 4,418 |
| Certificates of participation in pools of residential mortgages | $361,000 | 4,255 |
| Issued or guaranteed by U.S. | $361,000 | 4,251 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $116,000 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $116,000 | 2,892 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $1,316,000 | 5,206 |
| Total debt securities | $1,317,000 | 5,499 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $2,448,000 | 5,441 |
| U.S. Government securities | $531,000 | 5,409 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $531,000 | 5,310 |
| Securities issued by states & political subdivisions | $1,917,000 | 4,164 |
| 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 | $165,000 | 4,972 |
| Mortgage-backed securities | $531,000 | 4,428 |
| Certificates of participation in pools of residential mortgages | $398,000 | 4,271 |
| Issued or guaranteed by U.S. | $398,000 | 4,265 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $133,000 | 2,970 |
| CMOs issued by government agencies or sponsored agencies | $133,000 | 2,875 |
| 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) | $2,448,000 | 5,115 |
| Total debt securities | $2,440,000 | 5,418 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $2,575,000 | 5,488 |
| U.S. Government securities | $565,000 | 5,459 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $565,000 | 5,359 |
| Securities issued by states & political subdivisions | $2,010,000 | 4,156 |
| 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 | $180,000 | 5,047 |
| Mortgage-backed securities | $565,000 | 4,458 |
| Certificates of participation in pools of residential mortgages | $415,000 | 4,295 |
| Issued or guaranteed by U.S. | $415,000 | 4,292 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $150,000 | 2,991 |
| CMOs issued by government agencies or sponsored agencies | $150,000 | 2,900 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $2,575,000 | 5,154 |
| Total debt securities | $2,574,000 | 5,463 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $2,599,000 | 5,570 |
| U.S. Government securities | $591,000 | 5,552 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $591,000 | 5,458 |
| Securities issued by states & political subdivisions | $2,008,000 | 4,181 |
| 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 | $208,000 | 5,121 |
| Mortgage-backed securities | $591,000 | 4,496 |
| Certificates of participation in pools of residential mortgages | $426,000 | 4,345 |
| Issued or guaranteed by U.S. | $426,000 | 4,340 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $165,000 | 3,014 |
| CMOs issued by government agencies or sponsored agencies | $165,000 | 2,914 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $2,599,000 | 5,223 |
| Total debt securities | $2,599,000 | 5,547 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $3,863,000 | 5,493 |
| U.S. Government securities | $667,000 | 5,613 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $667,000 | 5,517 |
| Securities issued by states & political subdivisions | $3,196,000 | 3,914 |
| 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 | $229,000 | 5,175 |
| Mortgage-backed securities | $667,000 | 4,517 |
| Certificates of participation in pools of residential mortgages | $483,000 | 4,357 |
| Issued or guaranteed by U.S. | $483,000 | 4,353 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $184,000 | 3,015 |
| CMOs issued by government agencies or sponsored agencies | $184,000 | 2,924 |
| 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) | $3,863,000 | 5,149 |
| Total debt securities | $3,863,000 | 5,473 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $3,866,000 | 5,554 |
| U.S. Government securities | $746,000 | 5,653 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $746,000 | 5,560 |
| Securities issued by states & political subdivisions | $3,120,000 | 3,969 |
| 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 | $249,000 | 5,208 |
| Mortgage-backed securities | $746,000 | 4,513 |
| Certificates of participation in pools of residential mortgages | $544,000 | 4,353 |
| Issued or guaranteed by U.S. | $544,000 | 4,349 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $202,000 | 3,033 |
| CMOs issued by government agencies or sponsored agencies | $202,000 | 2,943 |
| 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) | $3,866,000 | 5,205 |
| Total debt securities | $3,866,000 | 5,528 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $3,974,000 | 5,630 |
| U.S. Government securities | $831,000 | 5,735 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $831,000 | 5,644 |
| Securities issued by states & political subdivisions | $3,143,000 | 4,007 |
| 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 | $275,000 | 5,268 |
| Mortgage-backed securities | $831,000 | 4,542 |
| Certificates of participation in pools of residential mortgages | $607,000 | 4,380 |
| Issued or guaranteed by U.S. | $607,000 | 4,374 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $224,000 | 3,068 |
| CMOs issued by government agencies or sponsored agencies | $224,000 | 2,975 |
| 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) | $3,974,000 | 5,265 |
| Total debt securities | $3,974,000 | 5,606 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $3,981,000 | 5,716 |
| U.S. Government securities | $899,000 | 5,803 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $899,000 | 5,710 |
| Securities issued by states & political subdivisions | $3,082,000 | 4,045 |
| 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 | $308,000 | 5,303 |
| Mortgage-backed securities | $899,000 | 4,598 |
| Certificates of participation in pools of residential mortgages | $648,000 | 4,441 |
| Issued or guaranteed by U.S. | $648,000 | 4,437 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $251,000 | 3,090 |
| CMOs issued by government agencies or sponsored agencies | $251,000 | 2,996 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $3,981,000 | 5,343 |
| Total debt securities | $3,981,000 | 5,689 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $4,143,000 | 5,754 |
| U.S. Government securities | $952,000 | 5,868 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $952,000 | 5,774 |
| Securities issued by states & political subdivisions | $3,191,000 | 4,026 |
| 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 | $328,000 | 5,352 |
| Mortgage-backed securities | $952,000 | 4,639 |
| Certificates of participation in pools of residential mortgages | $683,000 | 4,475 |
| Issued or guaranteed by U.S. | $683,000 | 4,470 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $269,000 | 3,115 |
| CMOs issued by government agencies or sponsored agencies | $269,000 | 3,018 |
| 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) | $4,143,000 | 5,385 |
| Total debt securities | $4,142,000 | 5,726 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $4,110,000 | 5,857 |
| U.S. Government securities | $996,000 | 5,950 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $996,000 | 5,855 |
| Securities issued by states & political subdivisions | $3,114,000 | 4,082 |
| 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 | $2,250,000 | 4,792 |
| Mortgage-backed securities | $996,000 | 4,716 |
| Certificates of participation in pools of residential mortgages | $707,000 | 4,538 |
| Issued or guaranteed by U.S. | $707,000 | 4,531 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $289,000 | 3,152 |
| CMOs issued by government agencies or sponsored agencies | $289,000 | 3,052 |
| 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) | $4,110,000 | 5,477 |
| Total debt securities | $4,110,000 | 5,831 |
| 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 | $4,130,000 | 5,936 |
| U.S. Government securities | $1,061,000 | 6,012 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $1,061,000 | 5,924 |
| Securities issued by states & political subdivisions | $3,069,000 | 4,131 |
| 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 | $2,250,000 | 4,848 |
| Mortgage-backed securities | $1,061,000 | 4,773 |
| Certificates of participation in pools of residential mortgages | $741,000 | 4,613 |
| Issued or guaranteed by U.S. | $741,000 | 4,609 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $320,000 | 3,191 |
| CMOs issued by government agencies or sponsored agencies | $320,000 | 3,079 |
| 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) | $4,130,000 | 5,550 |
| Total debt securities | $4,130,000 | 5,910 |
| 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 | $4,212,000 | 5,989 |
| U.S. Government securities | $1,168,000 | 6,063 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $1,168,000 | 5,971 |
| Securities issued by states & political subdivisions | $3,044,000 | 4,180 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $1,168,000 | 4,794 |
| Certificates of participation in pools of residential mortgages | $814,000 | 4,629 |
| Issued or guaranteed by U.S. | $814,000 | 4,625 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $354,000 | 3,209 |
| CMOs issued by government agencies or sponsored agencies | $354,000 | 3,100 |
| 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) | $4,212,000 | 5,594 |
| Total debt securities | $4,212,000 | 5,964 |
| 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 | $4,246,000 | 6,029 |
| U.S. Government securities | $2,117,000 | 5,926 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $2,117,000 | 5,829 |
| Securities issued by states & political subdivisions | $2,129,000 | 4,476 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $1,243,000 | 4,811 |
| Certificates of participation in pools of residential mortgages | $844,000 | 4,657 |
| Issued or guaranteed by U.S. | $844,000 | 4,652 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $399,000 | 3,210 |
| CMOs issued by government agencies or sponsored agencies | $399,000 | 3,101 |
| 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) | $4,246,000 | 5,634 |
| Total debt securities | $4,247,000 | 6,003 |
| 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 | $4,371,000 | 6,070 |
| U.S. Government securities | $2,308,000 | 5,936 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,308,000 | 5,839 |
| Securities issued by states & political subdivisions | $2,063,000 | 4,531 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $1,343,000 | 4,806 |
| Certificates of participation in pools of residential mortgages | $879,000 | 4,665 |
| Issued or guaranteed by U.S. | $879,000 | 4,661 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $464,000 | 3,160 |
| CMOs issued by government agencies or sponsored agencies | $464,000 | 3,044 |
| 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) | $4,371,000 | 5,676 |
| Total debt securities | $4,371,000 | 6,045 |
| 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 | $4,631,000 | 6,118 |
| U.S. Government securities | $2,548,000 | 5,948 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,548,000 | 5,849 |
| Securities issued by states & political subdivisions | $2,083,000 | 4,533 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $1,491,000 | 4,805 |
| Certificates of participation in pools of residential mortgages | $948,000 | 4,678 |
| Issued or guaranteed by U.S. | $948,000 | 4,674 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $543,000 | 3,148 |
| CMOs issued by government agencies or sponsored agencies | $543,000 | 3,029 |
| 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) | $4,631,000 | 5,727 |
| Total debt securities | $4,631,000 | 6,088 |
| 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 | $4,640,000 | 6,133 |
| U.S. Government securities | $2,826,000 | 5,915 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $2,826,000 | 5,811 |
| Securities issued by states & political subdivisions | $1,814,000 | 4,620 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $1,727,000 | 4,744 |
| Certificates of participation in pools of residential mortgages | $1,069,000 | 4,603 |
| Issued or guaranteed by U.S. | $1,069,000 | 4,599 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $658,000 | 3,118 |
| CMOs issued by government agencies or sponsored agencies | $658,000 | 2,994 |
| 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) | $4,640,000 | 5,743 |
| Total debt securities | $4,648,000 | 6,106 |
| 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 | $5,414,000 | 6,072 |
| U.S. Government securities | $4,299,000 | 5,662 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $4,299,000 | 5,552 |
| Securities issued by states & political subdivisions | $1,115,000 | 4,884 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $2,027,000 | 4,700 |
| Certificates of participation in pools of residential mortgages | $1,218,000 | 4,585 |
| Issued or guaranteed by U.S. | $1,218,000 | 4,583 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $809,000 | 3,087 |
| CMOs issued by government agencies or sponsored agencies | $809,000 | 2,956 |
| 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) | $5,414,000 | 5,701 |
| Total debt securities | $5,414,000 | 6,050 |
| 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 | $5,772,000 | 6,081 |
| U.S. Government securities | $4,645,000 | 5,631 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $4,645,000 | 5,514 |
| Securities issued by states & political subdivisions | $1,127,000 | 4,911 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $2,357,000 | 4,648 |
| Certificates of participation in pools of residential mortgages | $1,402,000 | 4,533 |
| Issued or guaranteed by U.S. | $1,402,000 | 4,532 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $955,000 | 3,062 |
| CMOs issued by government agencies or sponsored agencies | $955,000 | 2,929 |
| 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) | $5,772,000 | 5,692 |
| Total debt securities | $5,772,000 | 6,052 |
| 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 | $6,045,000 | 6,140 |
| U.S. Government securities | $4,923,000 | 5,697 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $4,923,000 | 5,591 |
| Securities issued by states & political subdivisions | $1,122,000 | 4,929 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $2,619,000 | 4,709 |
| Certificates of participation in pools of residential mortgages | $1,540,000 | 4,598 |
| Issued or guaranteed by U.S. | $1,540,000 | 4,596 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,079,000 | 3,075 |
| CMOs issued by government agencies or sponsored agencies | $1,079,000 | 2,937 |
| 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) | $6,045,000 | 5,742 |
| Total debt securities | $6,048,000 | 6,110 |
| 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 | $5,285,000 | 6,295 |
| U.S. Government securities | $4,160,000 | 5,928 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $4,160,000 | 5,828 |
| Securities issued by states & political subdivisions | $1,125,000 | 4,914 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $2,969,000 | 4,677 |
| Certificates of participation in pools of residential mortgages | $1,720,000 | 4,584 |
| Issued or guaranteed by U.S. | $1,720,000 | 4,582 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,249,000 | 3,031 |
| CMOs issued by government agencies or sponsored agencies | $1,249,000 | 2,891 |
| 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) | $5,285,000 | 5,882 |
| Total debt securities | $5,285,000 | 6,267 |
| 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 | $5,635,000 | 6,295 |
| U.S. Government securities | $4,547,000 | 5,948 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $4,547,000 | 5,850 |
| Securities issued by states & political subdivisions | $1,088,000 | 4,880 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $3,373,000 | 4,621 |
| Certificates of participation in pools of residential mortgages | $1,905,000 | 4,541 |
| Issued or guaranteed by U.S. | $1,905,000 | 4,537 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,468,000 | 2,978 |
| CMOs issued by government agencies or sponsored agencies | $1,468,000 | 2,847 |
| 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) | $5,635,000 | 5,873 |
| Total debt securities | $5,635,000 | 6,265 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $4,912,000 | 6,414 |
| U.S. Government securities | $4,912,000 | 5,876 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $4,912,000 | 5,776 |
| 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 | $0 | 5,916 |
| Mortgage-backed securities | $3,739,000 | 4,488 |
| Certificates of participation in pools of residential mortgages | $2,038,000 | 4,430 |
| Issued or guaranteed by U.S. | $2,038,000 | 4,423 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,701,000 | 2,873 |
| CMOs issued by government agencies or sponsored agencies | $1,701,000 | 2,658 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $4,912,000 | 5,966 |
| Total debt securities | $4,911,000 | 6,385 |
| 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 | $5,365,000 | 6,392 |
| U.S. Government securities | $5,365,000 | 5,807 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $5,365,000 | 5,697 |
| 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 | $0 | 5,942 |
| Mortgage-backed securities | $4,183,000 | 4,349 |
| Certificates of participation in pools of residential mortgages | $2,270,000 | 4,293 |
| Issued or guaranteed by U.S. | $2,270,000 | 4,279 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,913,000 | 2,802 |
| CMOs issued by government agencies or sponsored agencies | $1,913,000 | 2,583 |
| 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) | $5,365,000 | 5,939 |
| Total debt securities | $5,364,000 | 6,358 |
| 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 | $5,698,000 | 6,435 |
| U.S. Government securities | $5,698,000 | 5,868 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $5,698,000 | 5,741 |
| 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 | $4,571,000 | 4,250 |
| Certificates of participation in pools of residential mortgages | $2,432,000 | 4,234 |
| Issued or guaranteed by U.S. | $2,432,000 | 4,222 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,139,000 | 2,673 |
| CMOs issued by government agencies or sponsored agencies | $2,139,000 | 2,448 |
| 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) | $5,698,000 | 5,971 |
| Total debt securities | $5,699,000 | 6,404 |
| 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 | $6,067,000 | 6,391 |
| U.S. Government securities | $6,067,000 | 5,794 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $6,067,000 | 5,672 |
| 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 | $4,972,000 | 4,086 |
| Certificates of participation in pools of residential mortgages | $2,604,000 | 4,128 |
| Issued or guaranteed by U.S. | $2,604,000 | 4,117 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,368,000 | 2,549 |
| CMOs issued by government agencies or sponsored agencies | $2,368,000 | 2,327 |
| 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) | $6,067,000 | 5,919 |
| Total debt securities | $6,068,000 | 6,359 |
| 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 | $6,693,000 | 6,233 |
| U.S. Government securities | $6,693,000 | 5,526 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $6,693,000 | 5,414 |
| 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 | $5,595,000 | 3,891 |
| Certificates of participation in pools of residential mortgages | $2,785,000 | 3,968 |
| Issued or guaranteed by U.S. | $2,785,000 | 3,958 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,810,000 | 2,396 |
| CMOs issued by government agencies or sponsored agencies | $2,810,000 | 2,158 |
| 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) | $6,693,000 | 5,756 |
| Total debt securities | $6,693,000 | 6,199 |
| 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 | $7,549,000 | 6,090 |
| U.S. Government securities | $7,549,000 | 5,291 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $7,549,000 | 5,174 |
| 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 | $6,391,000 | 3,731 |
| Certificates of participation in pools of residential mortgages | $3,113,000 | 3,842 |
| Issued or guaranteed by U.S. | $3,113,000 | 3,833 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,278,000 | 2,260 |
| CMOs issued by government agencies or sponsored agencies | $3,278,000 | 2,019 |
| 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) | $7,549,000 | 5,616 |
| Total debt securities | $7,549,000 | 6,051 |
| 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 | $8,196,000 | 6,060 |
| U.S. Government securities | $8,196,000 | 5,296 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $8,196,000 | 5,182 |
| 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 | $62,000 | 6,236 |
| Mortgage-backed securities | $7,091,000 | 3,597 |
| Certificates of participation in pools of residential mortgages | $3,441,000 | 3,785 |
| Issued or guaranteed by U.S. | $3,441,000 | 3,778 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,650,000 | 2,128 |
| CMOs issued by government agencies or sponsored agencies | $3,650,000 | 1,873 |
| 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) | $8,196,000 | 5,574 |
| Total debt securities | $8,196,000 | 6,017 |
| 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 | $10,791,000 | 5,655 |
| U.S. Government securities | $10,791,000 | 4,843 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $10,791,000 | 4,727 |
| 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 | $186,000 | 6,271 |
| Mortgage-backed securities | $7,723,000 | 3,548 |
| Certificates of participation in pools of residential mortgages | $3,650,000 | 3,842 |
| Issued or guaranteed by U.S. | $3,650,000 | 3,835 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,073,000 | 2,014 |
| CMOs issued by government agencies or sponsored agencies | $4,073,000 | 1,751 |
| 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) | $10,791,000 | 5,184 |
| Total debt securities | $10,791,000 | 5,617 |
| 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 | $11,510,000 | 5,525 |
| U.S. Government securities | $11,510,000 | 4,697 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $11,510,000 | 4,594 |
| 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 | $42,000 | 6,382 |
| Mortgage-backed securities | $8,421,000 | 3,492 |
| Certificates of participation in pools of residential mortgages | $3,872,000 | 3,848 |
| Issued or guaranteed by U.S. | $3,872,000 | 3,840 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $4,549,000 | 1,918 |
| CMOs issued by government agencies or sponsored agencies | $4,549,000 | 1,645 |
| 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) | $11,510,000 | 5,060 |
| Total debt securities | $11,509,000 | 5,488 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $12,280,000 | 5,449 |
| U.S. Government securities | $12,280,000 | 4,563 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $12,280,000 | 4,467 |
| 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 | $45,000 | 6,396 |
| Mortgage-backed securities | $9,160,000 | 3,458 |
| Certificates of participation in pools of residential mortgages | $4,142,000 | 3,851 |
| Issued or guaranteed by U.S. | $4,142,000 | 3,841 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $5,018,000 | 1,837 |
| CMOs issued by government agencies or sponsored agencies | $5,018,000 | 1,535 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $12,280,000 | 4,977 |
| Total debt securities | $12,280,000 | 5,401 |
| 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 | $12,896,000 | 5,347 |
| U.S. Government securities | $12,896,000 | 4,461 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $12,896,000 | 4,368 |
| 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 | $0 | 6,462 |
| Mortgage-backed securities | $9,799,000 | 3,398 |
| Certificates of participation in pools of residential mortgages | $4,330,000 | 3,850 |
| Issued or guaranteed by U.S. | $4,330,000 | 3,840 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $5,469,000 | 1,764 |
| CMOs issued by government agencies or sponsored agencies | $5,469,000 | 1,453 |
| 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) | $12,896,000 | 4,886 |
| Total debt securities | $12,897,000 | 5,303 |
| 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 | $7,650,000 | 6,319 |
| U.S. Government securities | $7,650,000 | 5,587 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $7,650,000 | 5,501 |
| 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 | $148,000 | 6,465 |
| Mortgage-backed securities | $5,599,000 | 4,228 |
| Certificates of participation in pools of residential mortgages | $1,576,000 | 4,923 |
| Issued or guaranteed by U.S. | $1,576,000 | 4,908 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,023,000 | 2,022 |
| CMOs issued by government agencies or sponsored agencies | $4,023,000 | 1,681 |
| 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) | $7,650,000 | 5,795 |
| Total debt securities | $7,650,000 | 6,272 |
| 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 | $8,014,000 | 6,296 |
| U.S. Government securities | $8,014,000 | 5,594 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $8,014,000 | 5,515 |
| 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 | $147,000 | 6,488 |
| Mortgage-backed securities | $5,949,000 | 4,093 |
| Certificates of participation in pools of residential mortgages | $1,665,000 | 4,883 |
| Issued or guaranteed by U.S. | $1,665,000 | 4,870 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $4,284,000 | 1,900 |
| CMOs issued by government agencies or sponsored agencies | $4,284,000 | 1,604 |
| 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) | $8,014,000 | 5,760 |
| Total debt securities | $8,014,000 | 6,257 |
| 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 | $8,107,000 | 6,243 |
| U.S. Government securities | $8,107,000 | 5,545 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $8,107,000 | 5,455 |
| 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 | $1,248,000 | 5,949 |
| Mortgage-backed securities | $6,060,000 | 3,967 |
| Certificates of participation in pools of residential mortgages | $1,678,000 | 4,837 |
| Issued or guaranteed by U.S. | $1,678,000 | 4,822 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $4,382,000 | 1,812 |
| CMOs issued by government agencies or sponsored agencies | $4,382,000 | 1,503 |
| 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) | $8,107,000 | 5,692 |
| Total debt securities | $8,107,000 | 6,202 |
| 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 | $8,344,000 | 6,256 |
| U.S. Government securities | $8,344,000 | 5,498 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $8,344,000 | 5,420 |
| 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 | $709,000 | 6,241 |
| Mortgage-backed securities | $6,294,000 | 3,886 |
| Certificates of participation in pools of residential mortgages | $1,723,000 | 4,825 |
| Issued or guaranteed by U.S. | $1,723,000 | 4,805 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $4,571,000 | 1,778 |
| CMOs issued by government agencies or sponsored agencies | $4,571,000 | 1,477 |
| 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) | $8,344,000 | 5,718 |
| Total debt securities | $8,344,000 | 6,197 |
| 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 | $8,902,000 | 6,158 |
| U.S. Government securities | $8,902,000 | 5,358 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $8,902,000 | 5,270 |
| 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 | $0 | 6,633 |
| Mortgage-backed securities | $6,821,000 | 3,698 |
| Certificates of participation in pools of residential mortgages | $1,883,000 | 4,677 |
| Issued or guaranteed by U.S. | $1,883,000 | 4,655 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,938,000 | 1,697 |
| CMOs issued by government agencies or sponsored agencies | $4,938,000 | 1,404 |
| 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) | $8,902,000 | 5,609 |
| Total debt securities | $8,902,000 | 6,085 |
| 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 | $11,270,000 | 5,798 |
| U.S. Government securities | $11,270,000 | 5,003 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $11,270,000 | 4,905 |
| 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 | $7,162,000 | 3,362 |
| Certificates of participation in pools of residential mortgages | $1,949,000 | 4,378 |
| Issued or guaranteed by U.S. | $1,949,000 | 4,362 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $5,213,000 | 1,592 |
| CMOs issued by government agencies or sponsored agencies | $5,213,000 | 1,324 |
| 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) | $11,270,000 | 5,233 |
| Total debt securities | $11,270,000 | 5,734 |
| 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 | $9,456,000 | 6,189 |
| U.S. Government securities | $9,456,000 | 5,465 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $9,456,000 | 5,354 |
| 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 | $5,411,000 | 3,588 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $5,411,000 | 1,528 |
| CMOs issued by government agencies or sponsored agencies | $5,411,000 | 1,267 |
| 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) | $9,456,000 | 5,584 |
| Total debt securities | $9,456,000 | 6,124 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $7,503,000 | 6,607 |
| U.S. Government securities | $7,503,000 | 5,978 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $7,503,000 | 5,862 |
| 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 | $3,523,000 | 4,117 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,523,000 | 1,779 |
| CMOs issued by government agencies or sponsored agencies | $3,523,000 | 1,507 |
| 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) | $7,503,000 | 5,954 |
| Total debt securities | $7,503,000 | 6,556 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $6,804,000 | 6,826 |
| U.S. Government securities | $6,804,000 | 6,231 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $6,804,000 | 6,110 |
| 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 | $3,765,000 | 4,007 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $3,765,000 | 1,723 |
| CMOs issued by government agencies or sponsored agencies | $3,765,000 | 1,460 |
| 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) | $6,804,000 | 6,159 |
| Total debt securities | $6,804,000 | 6,776 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $5,897,000 | 7,055 |
| U.S. Government securities | $5,897,000 | 6,543 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $5,897,000 | 6,409 |
| 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 | $2,863,000 | 4,336 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,863,000 | 1,899 |
| CMOs issued by government agencies or sponsored agencies | $2,863,000 | 1,646 |
| 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) | $5,897,000 | 6,365 |
| Total debt securities | $5,897,000 | 7,006 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $6,015,000 | 7,103 |
| U.S. Government securities | $6,015,000 | 6,574 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $6,015,000 | 6,440 |
| 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 | $2,981,000 | 4,281 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,981,000 | 1,835 |
| CMOs issued by government agencies or sponsored agencies | $2,981,000 | 1,590 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $6,015,000 | 6,376 |
| Total debt securities | $6,015,000 | 7,049 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $0 | 8,539 |
| U.S. Government securities | $0 | 8,430 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $0 | 8,348 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $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 | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $0 | 8,496 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |