Home > Bluegrass Community Bank > Securities
Bluegrass Community Bank, Securities
| 2018-06-30 | Rank | |
| Total securities | $2,817,000 | 5,059 |
| U.S. Government securities | $967,000 | 4,996 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $967,000 | 4,857 |
| Securities issued by states & political subdivisions | $1,850,000 | 3,909 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $0 | 4,567 |
| Certificates of participation in pools of residential mortgages | $0 | 4,414 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| 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) | $2,817,000 | 4,783 |
| Total debt securities | $2,817,000 | 5,036 |
| 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 | $6,921,000 | 4,712 |
| U.S. Government securities | $3,285,000 | 4,620 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $3,285,000 | 4,472 |
| Securities issued by states & political subdivisions | $3,636,000 | 3,562 |
| 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 | $335,000 | 4,630 |
| Mortgage-backed securities | $3,216,000 | 3,543 |
| Certificates of participation in pools of residential mortgages | $3,216,000 | 3,108 |
| Issued or guaranteed by U.S. | $3,216,000 | 3,103 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| 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) | $6,921,000 | 4,431 |
| Total debt securities | $6,921,000 | 4,692 |
| 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 | $7,189,000 | 4,749 |
| U.S. Government securities | $3,515,000 | 4,619 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $3,515,000 | 4,487 |
| Securities issued by states & political subdivisions | $3,674,000 | 3,623 |
| 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 | $349,000 | 4,705 |
| Mortgage-backed securities | $3,428,000 | 3,538 |
| Certificates of participation in pools of residential mortgages | $3,428,000 | 3,109 |
| Issued or guaranteed by U.S. | $3,428,000 | 3,106 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| 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) | $7,189,000 | 4,480 |
| Total debt securities | $7,189,000 | 4,726 |
| 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 | $7,448,000 | 4,781 |
| U.S. Government securities | $3,740,000 | 4,644 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $3,740,000 | 4,518 |
| Securities issued by states & political subdivisions | $3,708,000 | 3,659 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $3,651,000 | 3,556 |
| Certificates of participation in pools of residential mortgages | $3,651,000 | 3,118 |
| Issued or guaranteed by U.S. | $3,651,000 | 3,115 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| 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) | $7,448,000 | 4,500 |
| Total debt securities | $7,448,000 | 4,753 |
| 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 | $8,709,000 | 4,727 |
| U.S. Government securities | $4,497,000 | 4,582 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $4,497,000 | 4,457 |
| Securities issued by states & political subdivisions | $4,212,000 | 3,598 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $3,905,000 | 3,541 |
| Certificates of participation in pools of residential mortgages | $3,905,000 | 3,105 |
| Issued or guaranteed by U.S. | $3,905,000 | 3,103 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| 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) | $8,709,000 | 4,434 |
| Total debt securities | $8,709,000 | 4,702 |
| 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 | $8,961,000 | 4,752 |
| U.S. Government securities | $4,758,000 | 4,597 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $4,758,000 | 4,465 |
| Securities issued by states & political subdivisions | $4,203,000 | 3,640 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $4,166,000 | 3,551 |
| Certificates of participation in pools of residential mortgages | $4,166,000 | 3,126 |
| Issued or guaranteed by U.S. | $4,166,000 | 3,123 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| 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) | $8,961,000 | 4,446 |
| Total debt securities | $8,961,000 | 4,727 |
| 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 | $9,141,000 | 4,755 |
| U.S. Government securities | $4,944,000 | 4,579 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,944,000 | 4,450 |
| Securities issued by states & political subdivisions | $4,197,000 | 3,666 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $4,353,000 | 3,519 |
| Certificates of participation in pools of residential mortgages | $4,353,000 | 3,098 |
| Issued or guaranteed by U.S. | $4,353,000 | 3,094 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| 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) | $9,141,000 | 4,440 |
| Total debt securities | $9,141,000 | 4,731 |
| 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 | $9,635,000 | 4,725 |
| U.S. Government securities | $5,358,000 | 4,554 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $5,358,000 | 4,434 |
| Securities issued by states & political subdivisions | $4,277,000 | 3,677 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $4,763,000 | 3,484 |
| Certificates of participation in pools of residential mortgages | $4,763,000 | 3,037 |
| Issued or guaranteed by U.S. | $4,763,000 | 3,036 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| 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) | $9,635,000 | 4,400 |
| Total debt securities | $9,635,000 | 4,701 |
| 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 | $10,550,000 | 4,714 |
| U.S. Government securities | $6,251,000 | 4,524 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $6,251,000 | 4,391 |
| Securities issued by states & political subdivisions | $4,299,000 | 3,693 |
| 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 | $358,000 | 5,066 |
| Mortgage-backed securities | $5,035,000 | 3,474 |
| Certificates of participation in pools of residential mortgages | $5,035,000 | 3,029 |
| Issued or guaranteed by U.S. | $5,035,000 | 3,026 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| 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) | $10,550,000 | 4,371 |
| Total debt securities | $10,550,000 | 4,693 |
| 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 | $11,774,000 | 4,683 |
| U.S. Government securities | $7,462,000 | 4,424 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $7,462,000 | 4,310 |
| Securities issued by states & political subdivisions | $4,312,000 | 3,690 |
| 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 | $352,000 | 5,125 |
| Mortgage-backed securities | $5,262,000 | 3,451 |
| Certificates of participation in pools of residential mortgages | $5,262,000 | 2,999 |
| Issued or guaranteed by U.S. | $5,262,000 | 2,999 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| 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) | $11,774,000 | 4,323 |
| Total debt securities | $11,774,000 | 4,662 |
| 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 | $11,869,000 | 4,713 |
| U.S. Government securities | $7,627,000 | 4,445 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,627,000 | 4,321 |
| Securities issued by states & political subdivisions | $4,242,000 | 3,728 |
| 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 | $347,000 | 5,165 |
| Mortgage-backed securities | $5,430,000 | 3,430 |
| Certificates of participation in pools of residential mortgages | $5,430,000 | 2,965 |
| Issued or guaranteed by U.S. | $5,430,000 | 2,964 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| 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) | $11,869,000 | 4,354 |
| Total debt securities | $11,869,000 | 4,687 |
| 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 | $12,194,000 | 4,767 |
| U.S. Government securities | $7,937,000 | 4,480 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $7,937,000 | 4,366 |
| Securities issued by states & political subdivisions | $4,257,000 | 3,761 |
| 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 | $350,000 | 5,238 |
| Mortgage-backed securities | $5,713,000 | 3,431 |
| Certificates of participation in pools of residential mortgages | $5,713,000 | 2,956 |
| Issued or guaranteed by U.S. | $5,713,000 | 2,952 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| 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) | $12,194,000 | 4,403 |
| Total debt securities | $12,194,000 | 4,743 |
| 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 | $12,454,000 | 4,836 |
| U.S. Government securities | $7,586,000 | 4,672 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $7,586,000 | 4,559 |
| Securities issued by states & political subdivisions | $4,868,000 | 3,639 |
| 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 | $344,000 | 5,290 |
| Mortgage-backed securities | $5,392,000 | 3,566 |
| Certificates of participation in pools of residential mortgages | $5,392,000 | 3,085 |
| Issued or guaranteed by U.S. | $5,392,000 | 3,083 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| 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) | $12,454,000 | 4,459 |
| Total debt securities | $12,454,000 | 4,814 |
| 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 | $10,779,000 | 5,070 |
| U.S. Government securities | $5,376,000 | 5,081 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $5,376,000 | 4,972 |
| Securities issued by states & political subdivisions | $5,403,000 | 3,543 |
| 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 | $310,000 | 5,358 |
| Mortgage-backed securities | $3,630,000 | 3,960 |
| Certificates of participation in pools of residential mortgages | $3,630,000 | 3,542 |
| Issued or guaranteed by U.S. | $3,630,000 | 3,538 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| 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) | $10,779,000 | 4,701 |
| Total debt securities | $10,779,000 | 5,048 |
| 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 | $10,845,000 | 5,129 |
| U.S. Government securities | $5,462,000 | 5,152 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $5,462,000 | 5,032 |
| Securities issued by states & political subdivisions | $5,383,000 | 3,584 |
| 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 | $310,000 | 5,446 |
| Mortgage-backed securities | $3,749,000 | 3,999 |
| Certificates of participation in pools of residential mortgages | $3,749,000 | 3,572 |
| Issued or guaranteed by U.S. | $3,749,000 | 3,566 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $10,845,000 | 4,743 |
| Total debt securities | $10,845,000 | 5,108 |
| 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 | $10,917,000 | 5,223 |
| U.S. Government securities | $5,527,000 | 5,228 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $5,527,000 | 5,110 |
| Securities issued by states & political subdivisions | $5,390,000 | 3,619 |
| 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 | $310,000 | 5,523 |
| Mortgage-backed securities | $3,841,000 | 4,067 |
| Certificates of participation in pools of residential mortgages | $3,841,000 | 3,633 |
| Issued or guaranteed by U.S. | $3,841,000 | 3,631 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| 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) | $10,917,000 | 4,833 |
| Total debt securities | $10,917,000 | 5,203 |
| 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 | $10,909,000 | 5,280 |
| U.S. Government securities | $5,462,000 | 5,322 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $5,462,000 | 5,203 |
| Securities issued by states & political subdivisions | $5,447,000 | 3,641 |
| 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 | $310,000 | 5,574 |
| Mortgage-backed securities | $4,302,000 | 4,024 |
| Certificates of participation in pools of residential mortgages | $4,271,000 | 3,592 |
| Issued or guaranteed by U.S. | $4,271,000 | 3,591 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $31,000 | 3,473 |
| CMOs issued by government agencies or sponsored agencies | $31,000 | 3,340 |
| 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) | $10,909,000 | 4,888 |
| Total debt securities | $10,909,000 | 5,258 |
| Structured notes | ||
| Amortized cost | $51,000 | 2,345 |
| Fair value | $53,000 | 2,344 |
| 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 | $11,492,000 | 5,276 |
| U.S. Government securities | $5,803,000 | 5,294 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $5,803,000 | 5,184 |
| Securities issued by states & political subdivisions | $5,689,000 | 3,629 |
| 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 | $310,000 | 5,625 |
| Mortgage-backed securities | $4,646,000 | 4,000 |
| Certificates of participation in pools of residential mortgages | $4,609,000 | 3,550 |
| Issued or guaranteed by U.S. | $4,609,000 | 3,549 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $37,000 | 3,500 |
| CMOs issued by government agencies or sponsored agencies | $37,000 | 3,365 |
| 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) | $11,492,000 | 4,871 |
| Total debt securities | $11,492,000 | 5,249 |
| Structured notes | ||
| Amortized cost | $55,000 | 2,393 |
| Fair value | $56,000 | 2,394 |
| 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 | $10,274,000 | 5,399 |
| U.S. Government securities | $4,464,000 | 5,537 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $4,464,000 | 5,440 |
| Securities issued by states & political subdivisions | $5,810,000 | 3,605 |
| 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 | $310,000 | 5,701 |
| Mortgage-backed securities | $3,764,000 | 4,200 |
| Certificates of participation in pools of residential mortgages | $3,720,000 | 3,770 |
| Issued or guaranteed by U.S. | $3,720,000 | 3,767 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $44,000 | 3,499 |
| CMOs issued by government agencies or sponsored agencies | $44,000 | 3,358 |
| 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) | $10,274,000 | 5,011 |
| Total debt securities | $10,274,000 | 5,374 |
| Structured notes | ||
| Amortized cost | $58,000 | 2,381 |
| Fair value | $60,000 | 2,381 |
| 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 | $9,201,000 | 5,579 |
| U.S. Government securities | $3,406,000 | 5,781 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,406,000 | 5,693 |
| Securities issued by states & political subdivisions | $5,795,000 | 3,631 |
| 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 | $310,000 | 5,762 |
| Mortgage-backed securities | $2,683,000 | 4,491 |
| Certificates of participation in pools of residential mortgages | $2,632,000 | 4,096 |
| Issued or guaranteed by U.S. | $2,632,000 | 4,089 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $51,000 | 3,523 |
| CMOs issued by government agencies or sponsored agencies | $51,000 | 3,378 |
| 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) | $9,201,000 | 5,193 |
| Total debt securities | $9,201,000 | 5,552 |
| Structured notes | ||
| Amortized cost | $63,000 | 2,374 |
| Fair value | $64,000 | 2,373 |
| 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 | $10,224,000 | 5,469 |
| U.S. Government securities | $3,971,000 | 5,687 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $3,971,000 | 5,585 |
| Securities issued by states & political subdivisions | $6,253,000 | 3,526 |
| 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 | $310,000 | 5,791 |
| Mortgage-backed securities | $2,913,000 | 4,454 |
| Certificates of participation in pools of residential mortgages | $2,854,000 | 4,037 |
| Issued or guaranteed by U.S. | $2,854,000 | 4,031 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $59,000 | 3,543 |
| CMOs issued by government agencies or sponsored agencies | $59,000 | 3,391 |
| 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) | $10,224,000 | 5,099 |
| Total debt securities | $10,224,000 | 5,438 |
| Structured notes | ||
| Amortized cost | $72,000 | 2,360 |
| Fair value | $73,000 | 2,358 |
| 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 | $11,516,000 | 5,387 |
| U.S. Government securities | $4,509,000 | 5,626 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $4,509,000 | 5,512 |
| Securities issued by states & political subdivisions | $7,007,000 | 3,375 |
| 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 | $323,000 | 5,855 |
| Mortgage-backed securities | $3,174,000 | 4,443 |
| Certificates of participation in pools of residential mortgages | $3,105,000 | 3,995 |
| Issued or guaranteed by U.S. | $3,105,000 | 3,990 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $69,000 | 3,573 |
| CMOs issued by government agencies or sponsored agencies | $69,000 | 3,408 |
| 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) | $11,516,000 | 5,014 |
| Total debt securities | $11,516,000 | 5,354 |
| Structured notes | ||
| Amortized cost | $83,000 | 2,398 |
| Fair value | $84,000 | 2,396 |
| 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 | $12,178,000 | 5,291 |
| U.S. Government securities | $5,065,000 | 5,550 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $5,065,000 | 5,431 |
| Securities issued by states & political subdivisions | $7,113,000 | 3,315 |
| 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 | $322,000 | 5,895 |
| Mortgage-backed securities | $3,455,000 | 4,412 |
| Certificates of participation in pools of residential mortgages | $3,374,000 | 3,920 |
| Issued or guaranteed by U.S. | $3,374,000 | 3,917 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $81,000 | 3,597 |
| CMOs issued by government agencies or sponsored agencies | $81,000 | 3,438 |
| 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) | $12,178,000 | 4,906 |
| Total debt securities | $12,178,000 | 5,265 |
| Structured notes | ||
| Amortized cost | $95,000 | 2,433 |
| Fair value | $97,000 | 2,432 |
| 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 | $11,568,000 | 5,447 |
| U.S. Government securities | $5,622,000 | 5,569 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $5,622,000 | 5,455 |
| Securities issued by states & political subdivisions | $5,946,000 | 3,528 |
| 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 | $324,000 | 5,976 |
| Mortgage-backed securities | $3,722,000 | 4,476 |
| Certificates of participation in pools of residential mortgages | $3,629,000 | 4,005 |
| Issued or guaranteed by U.S. | $3,629,000 | 4,002 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $93,000 | 3,663 |
| CMOs issued by government agencies or sponsored agencies | $93,000 | 3,495 |
| 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) | $11,568,000 | 5,059 |
| Total debt securities | $11,568,000 | 5,415 |
| Structured notes | ||
| Amortized cost | $559,000 | 2,148 |
| Fair value | $564,000 | 2,146 |
| 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 | $10,753,000 | 5,606 |
| U.S. Government securities | $5,452,000 | 5,689 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $5,452,000 | 5,583 |
| Securities issued by states & political subdivisions | $5,301,000 | 3,626 |
| 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 | $325,000 | 6,050 |
| Mortgage-backed securities | $3,529,000 | 4,558 |
| Certificates of participation in pools of residential mortgages | $3,423,000 | 4,076 |
| Issued or guaranteed by U.S. | $3,423,000 | 4,074 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $106,000 | 3,668 |
| CMOs issued by government agencies or sponsored agencies | $106,000 | 3,495 |
| 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) | $10,753,000 | 5,214 |
| Total debt securities | $10,753,000 | 5,577 |
| Structured notes | ||
| Amortized cost | $572,000 | 2,406 |
| Fair value | $579,000 | 2,405 |
| 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 | $8,668,000 | 5,906 |
| U.S. Government securities | $4,377,000 | 5,980 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $4,377,000 | 5,882 |
| Securities issued by states & political subdivisions | $4,291,000 | 3,782 |
| 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 | $325,000 | 6,080 |
| Mortgage-backed securities | $1,884,000 | 4,953 |
| Certificates of participation in pools of residential mortgages | $1,765,000 | 4,574 |
| Issued or guaranteed by U.S. | $1,765,000 | 4,570 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $119,000 | 3,683 |
| CMOs issued by government agencies or sponsored agencies | $119,000 | 3,507 |
| 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) | $8,668,000 | 5,500 |
| Total debt securities | $8,668,000 | 5,877 |
| Structured notes | ||
| Amortized cost | $1,135,000 | 2,116 |
| Fair value | $1,144,000 | 2,115 |
| 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 | $9,040,000 | 5,858 |
| U.S. Government securities | $4,730,000 | 5,914 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $4,730,000 | 5,815 |
| Securities issued by states & political subdivisions | $4,310,000 | 3,766 |
| 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 | $325,000 | 5,788 |
| Mortgage-backed securities | $1,963,000 | 4,912 |
| Certificates of participation in pools of residential mortgages | $1,831,000 | 4,495 |
| Issued or guaranteed by U.S. | $1,831,000 | 4,488 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $132,000 | 3,629 |
| CMOs issued by government agencies or sponsored agencies | $132,000 | 3,362 |
| 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) | $9,040,000 | 5,431 |
| Total debt securities | $9,040,000 | 5,825 |
| 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 | $7,280,000 | 6,101 |
| U.S. Government securities | $3,496,000 | 6,225 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $3,496,000 | 6,111 |
| Securities issued by states & political subdivisions | $3,784,000 | 3,854 |
| 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 | $946,000 | 5,227 |
| Certificates of participation in pools of residential mortgages | $795,000 | 4,924 |
| Issued or guaranteed by U.S. | $795,000 | 4,915 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $151,000 | 3,623 |
| CMOs issued by government agencies or sponsored agencies | $151,000 | 3,350 |
| 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) | $7,280,000 | 5,662 |
| Total debt securities | $7,280,000 | 6,070 |
| Structured notes | ||
| Amortized cost | $1,162,000 | 2,146 |
| Fair value | $1,178,000 | 2,148 |
| 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 | $7,088,000 | 6,218 |
| U.S. Government securities | $3,381,000 | 6,365 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $3,381,000 | 6,243 |
| Securities issued by states & political subdivisions | $3,707,000 | 3,829 |
| 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 | $470,000 | 5,462 |
| Certificates of participation in pools of residential mortgages | $305,000 | 5,238 |
| Issued or guaranteed by U.S. | $305,000 | 5,223 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $165,000 | 3,606 |
| CMOs issued by government agencies or sponsored agencies | $165,000 | 3,321 |
| 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) | $7,088,000 | 5,767 |
| Total debt securities | $7,088,000 | 6,186 |
| Structured notes | ||
| Amortized cost | $1,522,000 | 2,174 |
| Fair value | $1,538,000 | 2,178 |
| 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 | $7,418,000 | 6,181 |
| U.S. Government securities | $3,768,000 | 6,298 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $3,768,000 | 6,172 |
| Securities issued by states & political subdivisions | $3,650,000 | 3,808 |
| 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 | $493,000 | 5,431 |
| Certificates of participation in pools of residential mortgages | $315,000 | 5,203 |
| Issued or guaranteed by U.S. | $315,000 | 5,192 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $178,000 | 3,560 |
| CMOs issued by government agencies or sponsored agencies | $178,000 | 3,268 |
| 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) | $7,418,000 | 5,719 |
| Total debt securities | $7,418,000 | 6,151 |
| Structured notes | ||
| Amortized cost | $1,882,000 | 2,139 |
| Fair value | $1,899,000 | 2,135 |
| 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 | $8,427,000 | 5,954 |
| U.S. Government securities | $4,806,000 | 5,964 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $4,806,000 | 5,832 |
| Securities issued by states & political subdivisions | $3,621,000 | 3,826 |
| 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 | $511,000 | 5,425 |
| Certificates of participation in pools of residential mortgages | $319,000 | 5,177 |
| Issued or guaranteed by U.S. | $319,000 | 5,164 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $192,000 | 3,532 |
| CMOs issued by government agencies or sponsored agencies | $192,000 | 3,228 |
| 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) | $8,427,000 | 5,494 |
| Total debt securities | $8,427,000 | 5,913 |
| Structured notes | ||
| Amortized cost | $1,899,000 | 1,996 |
| Fair value | $1,908,000 | 1,989 |
| 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 | $10,614,000 | 5,585 |
| U.S. Government securities | $6,922,000 | 5,437 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $6,922,000 | 5,313 |
| Securities issued by states & political subdivisions | $3,692,000 | 3,728 |
| 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 | $536,000 | 5,447 |
| Certificates of participation in pools of residential mortgages | $329,000 | 5,181 |
| Issued or guaranteed by U.S. | $329,000 | 5,169 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $207,000 | 3,500 |
| CMOs issued by government agencies or sponsored agencies | $207,000 | 3,186 |
| 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) | $10,614,000 | 5,134 |
| Total debt securities | $10,614,000 | 5,552 |
| Structured notes | ||
| Amortized cost | $1,922,000 | 2,028 |
| Fair value | $1,950,000 | 2,024 |
| 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 | $10,162,000 | 5,709 |
| U.S. Government securities | $7,985,000 | 5,352 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $7,985,000 | 5,234 |
| Securities issued by states & political subdivisions | $2,177,000 | 4,228 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $761,000 | 5,351 |
| Certificates of participation in pools of residential mortgages | $761,000 | 4,908 |
| Issued or guaranteed by U.S. | $761,000 | 4,900 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| 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) | $10,162,000 | 5,240 |
| Total debt securities | $10,163,000 | 5,671 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 2,172 |
| Fair value | $1,765,000 | 2,179 |
| 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 | $11,563,000 | 5,529 |
| U.S. Government securities | $9,899,000 | 5,032 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $9,899,000 | 4,934 |
| Securities issued by states & political subdivisions | $1,664,000 | 4,453 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $811,000 | 5,423 |
| Certificates of participation in pools of residential mortgages | $811,000 | 5,003 |
| Issued or guaranteed by U.S. | $811,000 | 4,993 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $11,563,000 | 5,072 |
| Total debt securities | $11,563,000 | 5,486 |
| Structured notes | ||
| Amortized cost | $3,649,000 | 1,251 |
| Fair value | $3,648,000 | 1,251 |
| 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 | $11,564,000 | 5,518 |
| U.S. Government securities | $10,126,000 | 4,963 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $10,126,000 | 4,862 |
| Securities issued by states & political subdivisions | $1,438,000 | 4,607 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $873,000 | 5,452 |
| Certificates of participation in pools of residential mortgages | $873,000 | 5,042 |
| Issued or guaranteed by U.S. | $873,000 | 5,033 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $11,564,000 | 5,052 |
| Total debt securities | $11,564,000 | 5,479 |
| Structured notes | ||
| Amortized cost | $3,560,000 | 1,056 |
| Fair value | $3,530,000 | 1,059 |
| 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 | $6,043,000 | 6,589 |
| U.S. Government securities | $5,254,000 | 6,085 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $5,254,000 | 5,997 |
| Securities issued by states & political subdivisions | $789,000 | 5,076 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $947,000 | 5,500 |
| Certificates of participation in pools of residential mortgages | $947,000 | 5,091 |
| Issued or guaranteed by U.S. | $947,000 | 5,079 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $6,043,000 | 6,050 |
| Total debt securities | $6,044,000 | 6,543 |
| Structured notes | ||
| Amortized cost | $1,900,000 | 1,230 |
| Fair value | $1,893,000 | 1,230 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $1,044,000 | 7,625 |
| U.S. Government securities | $822,000 | 7,403 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $822,000 | 7,321 |
| Securities issued by states & political subdivisions | $222,000 | 5,659 |
| 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 | $518,000 | 5,798 |
| Certificates of participation in pools of residential mortgages | $518,000 | 5,413 |
| Issued or guaranteed by U.S. | $518,000 | 5,395 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $1,044,000 | 7,067 |
| Total debt securities | $1,044,000 | 7,589 |
| 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 | $0 | 8,001 |
| U.S. Government securities | $0 | 7,829 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $0 | 7,762 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $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 | $0 | 6,516 |
| Mortgage-backed securities | $0 | 6,573 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $0 | 7,959 |
| Structured notes | ||
| Amortized cost | $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 |