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Bank of George, Securities

2021-12-31Rank
Total securities$3,719,0004,460
U.S. Government securities$3,560,0004,125
U.S. Treasury securities$02,212
U.S. Government agency obligations$3,560,0003,897
Securities issued by states & political subdivisions$04,078
Other domestic debt securities$159,0002,168
Privately issued residential mortgage-backed securities$159,000572
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$01,853
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$386,0003,953
Mortgage-backed securities$3,719,0003,324
Certificates of participation in pools of residential mortgages$146,0003,784
Issued or guaranteed by U.S.$146,0003,707
Privately issued$0246
Collaterized mortgage obligations$3,573,0001,760
CMOs issued by government agencies or sponsored agencies$3,414,0001,727
Privately issued$159,000396
Commercial mortgage-backed securities$01,996
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$3,719,0004,239
Total debt securities$3,720,0004,439
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$2,455,0004,578
U.S. Government securities$2,292,0004,276
U.S. Treasury securities$02,008
U.S. Government agency obligations$2,292,0004,094
Securities issued by states & political subdivisions$04,131
Other domestic debt securities$163,0002,124
Privately issued residential mortgage-backed securities$163,000550
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$01,795
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$418,0003,970
Mortgage-backed securities$2,455,0003,517
Certificates of participation in pools of residential mortgages$162,0003,819
Issued or guaranteed by U.S.$162,0003,749
Privately issued$0234
Collaterized mortgage obligations$2,293,0001,990
CMOs issued by government agencies or sponsored agencies$2,130,0001,976
Privately issued$163,000382
Commercial mortgage-backed securities$02,002
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$2,455,0004,344
Total debt securities$2,454,0004,556
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$2,580,0004,593
U.S. Government securities$2,416,0004,282
U.S. Treasury securities$01,913
U.S. Government agency obligations$2,416,0004,104
Securities issued by states & political subdivisions$04,160
Other domestic debt securities$164,0002,126
Privately issued residential mortgage-backed securities$164,000561
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$01,761
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$458,0003,998
Mortgage-backed securities$2,580,0003,505
Certificates of participation in pools of residential mortgages$180,0003,828
Issued or guaranteed by U.S.$180,0003,750
Privately issued$0247
Collaterized mortgage obligations$2,400,0001,943
CMOs issued by government agencies or sponsored agencies$2,236,0001,923
Privately issued$164,000374
Commercial mortgage-backed securities$02,007
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$2,580,0004,351
Total debt securities$2,579,0004,572
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$2,707,0004,567
U.S. Government securities$2,542,0004,212
U.S. Treasury securities$01,631
U.S. Government agency obligations$2,542,0004,056
Securities issued by states & political subdivisions$04,183
Other domestic debt securities$165,0002,113
Privately issued residential mortgage-backed securities$165,000567
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$01,722
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$500,0004,006
Mortgage-backed securities$2,707,0003,460
Certificates of participation in pools of residential mortgages$200,0003,815
Issued or guaranteed by U.S.$200,0003,730
Privately issued$0261
Collaterized mortgage obligations$2,507,0001,890
CMOs issued by government agencies or sponsored agencies$2,342,0001,871
Privately issued$165,000371
Commercial mortgage-backed securities$01,995
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$2,707,0004,326
Total debt securities$2,707,0004,547
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$2,849,0004,542
U.S. Government securities$2,687,0004,120
U.S. Treasury securities$01,194
U.S. Government agency obligations$2,687,0003,979
Securities issued by states & political subdivisions$04,200
Other domestic debt securities$162,0002,055
Privately issued residential mortgage-backed securities$162,000549
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$01,665
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$554,0004,004
Mortgage-backed securities$2,849,0003,433
Certificates of participation in pools of residential mortgages$215,0003,801
Issued or guaranteed by U.S.$215,0003,726
Privately issued$0245
Collaterized mortgage obligations$2,634,0001,896
CMOs issued by government agencies or sponsored agencies$2,472,0001,875
Privately issued$162,000364
Commercial mortgage-backed securities$01,951
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$2,849,0004,306
Total debt securities$2,849,0004,522
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-09-30Rank
Total securities$3,104,0004,536
U.S. Government securities$2,942,0004,099
U.S. Treasury securities$01,216
U.S. Government agency obligations$2,942,0003,944
Securities issued by states & political subdivisions$04,198
Other domestic debt securities$162,0002,031
Privately issued residential mortgage-backed securities$162,000550
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$01,641
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$599,0004,016
Mortgage-backed securities$3,104,0003,405
Certificates of participation in pools of residential mortgages$235,0003,798
Issued or guaranteed by U.S.$235,0003,722
Privately issued$0251
Collaterized mortgage obligations$2,869,0001,865
CMOs issued by government agencies or sponsored agencies$2,707,0001,845
Privately issued$162,000357
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$3,104,0004,299
Total debt securities$3,104,0004,516
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$3,228,0004,550
U.S. Government securities$3,069,0004,099
U.S. Treasury securities$01,251
U.S. Government agency obligations$3,069,0003,940
Securities issued by states & political subdivisions$04,210
Other domestic debt securities$159,0001,976
Privately issued residential mortgage-backed securities$159,000534
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$01,594
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$643,0004,053
Mortgage-backed securities$3,228,0003,395
Certificates of participation in pools of residential mortgages$260,0003,794
Issued or guaranteed by U.S.$260,0003,721
Privately issued$0251
Collaterized mortgage obligations$2,968,0001,880
CMOs issued by government agencies or sponsored agencies$2,809,0001,863
Privately issued$159,000344
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$3,228,0004,314
Total debt securities$3,228,0004,529
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$3,345,0004,578
U.S. Government securities$3,176,0004,145
U.S. Treasury securities$01,297
U.S. Government agency obligations$3,176,0003,985
Securities issued by states & political subdivisions$04,225
Other domestic debt securities$169,0001,910
Privately issued residential mortgage-backed securities$169,000546
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$01,513
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$686,0004,079
Mortgage-backed securities$3,345,0003,375
Certificates of participation in pools of residential mortgages$274,0003,812
Issued or guaranteed by U.S.$274,0003,726
Privately issued$0267
Collaterized mortgage obligations$3,071,0001,881
CMOs issued by government agencies or sponsored agencies$2,902,0001,865
Privately issued$169,000346
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$3,345,0004,336
Total debt securities$3,344,0004,558
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$3,453,0004,639
U.S. Government securities$3,280,0004,222
U.S. Treasury securities$01,363
U.S. Government agency obligations$3,280,0004,052
Securities issued by states & political subdivisions$04,239
Other domestic debt securities$173,0001,879
Privately issued residential mortgage-backed securities$173,000516
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$01,491
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$724,0004,132
Mortgage-backed securities$3,453,0003,358
Certificates of participation in pools of residential mortgages$290,0003,820
Issued or guaranteed by U.S.$290,0003,749
Privately issued$0249
Collaterized mortgage obligations$3,163,0001,870
CMOs issued by government agencies or sponsored agencies$2,990,0001,856
Privately issued$173,000340
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$3,453,0004,399
Total debt securities$3,453,0004,621
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$3,578,0004,707
U.S. Government securities$3,404,0004,277
U.S. Treasury securities$01,429
U.S. Government agency obligations$3,404,0004,115
Securities issued by states & political subdivisions$04,311
Other domestic debt securities$174,0001,931
Privately issued residential mortgage-backed securities$174,000554
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$01,498
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$766,0004,190
Mortgage-backed securities$3,578,0003,340
Certificates of participation in pools of residential mortgages$310,0003,847
Issued or guaranteed by U.S.$310,0003,770
Privately issued$0287
Collaterized mortgage obligations$3,268,0001,863
CMOs issued by government agencies or sponsored agencies$3,094,0001,858
Privately issued$174,000335
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$3,578,0004,462
Total debt securities$3,578,0004,686
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$3,711,0004,758
U.S. Government securities$3,534,0004,315
U.S. Treasury securities$01,467
U.S. Government agency obligations$3,534,0004,146
Securities issued by states & political subdivisions$04,367
Other domestic debt securities$177,0001,916
Privately issued residential mortgage-backed securities$177,000525
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$01,516
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$819,0004,225
Mortgage-backed securities$3,711,0003,317
Certificates of participation in pools of residential mortgages$329,0003,857
Issued or guaranteed by U.S.$329,0003,788
Privately issued$0244
Collaterized mortgage obligations$3,382,0001,819
CMOs issued by government agencies or sponsored agencies$3,205,0001,815
Privately issued$177,000348
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$3,711,0004,501
Total debt securities$3,710,0004,738
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$3,821,0004,803
U.S. Government securities$3,646,0004,360
U.S. Treasury securities$01,516
U.S. Government agency obligations$3,646,0004,192
Securities issued by states & political subdivisions$04,430
Other domestic debt securities$175,0001,925
Privately issued residential mortgage-backed securities$175,000538
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$01,527
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$864,0004,255
Mortgage-backed securities$3,821,0003,329
Certificates of participation in pools of residential mortgages$345,0003,881
Issued or guaranteed by U.S.$345,0003,801
Privately issued$0248
Collaterized mortgage obligations$3,476,0001,820
CMOs issued by government agencies or sponsored agencies$3,301,0001,812
Privately issued$175,000361
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$3,821,0004,534
Total debt securities$3,821,0004,783
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$3,928,0004,836
U.S. Government securities$3,755,0004,376
U.S. Treasury securities$01,513
U.S. Government agency obligations$3,755,0004,217
Securities issued by states & political subdivisions$04,477
Other domestic debt securities$173,0001,913
Privately issued residential mortgage-backed securities$173,000504
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$01,539
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,567
Mortgage-backed securities$3,928,0003,323
Certificates of participation in pools of residential mortgages$358,0003,906
Issued or guaranteed by U.S.$358,0003,839
Privately issued$0211
Collaterized mortgage obligations$3,570,0001,808
CMOs issued by government agencies or sponsored agencies$3,397,0001,787
Privately issued$173,000356
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$3,928,0004,568
Total debt securities$3,928,0004,818
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$4,272,0004,862
U.S. Government securities$3,910,0004,411
U.S. Treasury securities$01,500
U.S. Government agency obligations$3,910,0004,259
Securities issued by states & political subdivisions$04,529
Other domestic debt securities$362,0001,760
Privately issued residential mortgage-backed securities$362,000394
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$01,550
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$956,0004,343
Mortgage-backed securities$4,272,0003,300
Certificates of participation in pools of residential mortgages$377,0003,946
Issued or guaranteed by U.S.$377,0003,920
Privately issued$0145
Collaterized mortgage obligations$3,895,0001,715
CMOs issued by government agencies or sponsored agencies$3,533,0001,728
Privately issued$362,000317
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$4,272,0004,591
Total debt securities$4,271,0004,842
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$4,450,0004,911
U.S. Government securities$4,078,0004,419
U.S. Treasury securities$01,475
U.S. Government agency obligations$4,078,0004,264
Securities issued by states & political subdivisions$04,577
Other domestic debt securities$372,0001,950
Privately issued residential mortgage-backed securities$372,000638
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,019,0004,331
Mortgage-backed securities$4,450,0003,313
Certificates of participation in pools of residential mortgages$400,0003,983
Issued or guaranteed by U.S.$400,0003,832
Privately issued$0453
Collaterized mortgage obligations$4,050,0001,706
CMOs issued by government agencies or sponsored agencies$3,678,0001,728
Privately issued$372,000330
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$4,450,0004,637
Total debt securities$4,450,0004,891
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$4,645,0004,948
U.S. Government securities$4,256,0004,471
U.S. Treasury securities$01,426
U.S. Government agency obligations$4,256,0004,330
Securities issued by states & political subdivisions$04,627
Other domestic debt securities$389,0001,778
Privately issued residential mortgage-backed securities$389,000366
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$01,603
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,091,0004,378
Mortgage-backed securities$4,645,0003,314
Certificates of participation in pools of residential mortgages$426,0004,013
Issued or guaranteed by U.S.$426,0004,006
Privately issued$067
Collaterized mortgage obligations$4,219,0001,676
CMOs issued by government agencies or sponsored agencies$3,830,0001,689
Privately issued$389,000340
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$4,645,0004,671
Total debt securities$4,646,0004,928
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$4,870,0004,996
U.S. Government securities$4,435,0004,493
U.S. Treasury securities$01,328
U.S. Government agency obligations$4,435,0004,365
Securities issued by states & political subdivisions$04,692
Other domestic debt securities$435,0001,755
Privately issued residential mortgage-backed securities$435,000358
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,158,0004,431
Mortgage-backed securities$4,870,0003,308
Certificates of participation in pools of residential mortgages$461,0004,037
Issued or guaranteed by U.S.$461,0004,031
Privately issued$064
Collaterized mortgage obligations$4,409,0001,638
CMOs issued by government agencies or sponsored agencies$3,974,0001,652
Privately issued$435,000336
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$4,870,0004,707
Total debt securities$4,870,0004,973
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$5,097,0005,027
U.S. Government securities$4,610,0004,525
U.S. Treasury securities$01,313
U.S. Government agency obligations$4,610,0004,402
Securities issued by states & political subdivisions$04,737
Other domestic debt securities$487,0001,763
Privately issued residential mortgage-backed securities$487,000351
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,233,0004,473
Mortgage-backed securities$5,097,0003,310
Certificates of participation in pools of residential mortgages$492,0004,074
Issued or guaranteed by U.S.$492,0004,070
Privately issued$069
Collaterized mortgage obligations$4,605,0001,625
CMOs issued by government agencies or sponsored agencies$4,118,0001,630
Privately issued$487,000331
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$5,097,0004,730
Total debt securities$5,097,0005,004
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$5,315,0005,041
U.S. Government securities$4,810,0004,536
U.S. Treasury securities$01,351
U.S. Government agency obligations$4,810,0004,412
Securities issued by states & political subdivisions$04,790
Other domestic debt securities$505,0001,746
Privately issued residential mortgage-backed securities$505,000358
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,330,0004,478
Mortgage-backed securities$5,315,0003,307
Certificates of participation in pools of residential mortgages$519,0004,102
Issued or guaranteed by U.S.$519,0004,097
Privately issued$067
Collaterized mortgage obligations$4,796,0001,624
CMOs issued by government agencies or sponsored agencies$4,291,0001,628
Privately issued$505,000337
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$5,315,0004,743
Total debt securities$5,315,0005,017
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$5,528,0005,072
U.S. Government securities$5,012,0004,559
U.S. Treasury securities$01,390
U.S. Government agency obligations$5,012,0004,430
Securities issued by states & political subdivisions$04,850
Other domestic debt securities$516,0001,783
Privately issued residential mortgage-backed securities$516,000381
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,012,0003,699
Mortgage-backed securities$5,528,0003,327
Certificates of participation in pools of residential mortgages$540,0004,161
Issued or guaranteed by U.S.$540,0004,157
Privately issued$066
Collaterized mortgage obligations$4,988,0001,600
CMOs issued by government agencies or sponsored agencies$4,472,0001,615
Privately issued$516,000359
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$5,528,0004,770
Total debt securities$5,528,0005,048
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$5,774,0005,076
U.S. Government securities$5,228,0004,536
U.S. Treasury securities$01,367
U.S. Government agency obligations$5,228,0004,410
Securities issued by states & political subdivisions$04,898
Other domestic debt securities$546,0001,781
Privately issued residential mortgage-backed securities$546,000395
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$01,733
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,228,0003,691
Mortgage-backed securities$5,774,0003,309
Certificates of participation in pools of residential mortgages$567,0004,176
Issued or guaranteed by U.S.$567,0004,170
Privately issued$071
Collaterized mortgage obligations$5,207,0001,547
CMOs issued by government agencies or sponsored agencies$4,661,0001,555
Privately issued$546,000372
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$5,774,0004,765
Total debt securities$5,774,0005,051
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$6,141,0005,096
U.S. Government securities$5,577,0004,527
U.S. Treasury securities$01,214
U.S. Government agency obligations$5,577,0004,408
Securities issued by states & political subdivisions$04,929
Other domestic debt securities$564,0001,778
Privately issued residential mortgage-backed securities$564,000398
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,578,0003,673
Mortgage-backed securities$6,141,0003,273
Certificates of participation in pools of residential mortgages$614,0004,191
Issued or guaranteed by U.S.$614,0004,188
Privately issued$067
Collaterized mortgage obligations$5,527,0001,519
CMOs issued by government agencies or sponsored agencies$4,963,0001,540
Privately issued$564,000379
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$6,141,0004,765
Total debt securities$6,141,0005,075
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$6,456,0005,140
U.S. Government securities$5,840,0004,583
U.S. Treasury securities$01,253
U.S. Government agency obligations$5,840,0004,453
Securities issued by states & political subdivisions$04,973
Other domestic debt securities$616,0001,780
Privately issued residential mortgage-backed securities$616,000407
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,840,0003,667
Mortgage-backed securities$6,456,0003,266
Certificates of participation in pools of residential mortgages$652,0004,222
Issued or guaranteed by U.S.$652,0004,217
Privately issued$071
Collaterized mortgage obligations$5,804,0001,515
CMOs issued by government agencies or sponsored agencies$5,188,0001,521
Privately issued$616,000383
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$6,456,0004,794
Total debt securities$6,456,0005,121
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$11,261,0004,732
U.S. Government securities$10,614,0003,989
U.S. Treasury securities$01,296
U.S. Government agency obligations$10,614,0003,862
Securities issued by states & political subdivisions$05,013
Other domestic debt securities$647,0001,789
Privately issued residential mortgage-backed securities$647,000400
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,614,0002,999
Mortgage-backed securities$11,261,0002,728
Certificates of participation in pools of residential mortgages$4,419,0003,156
Issued or guaranteed by U.S.$4,419,0003,155
Privately issued$066
Collaterized mortgage obligations$6,842,0001,427
CMOs issued by government agencies or sponsored agencies$6,195,0001,426
Privately issued$647,000380
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$11,261,0004,366
Total debt securities$11,261,0004,711
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$11,663,0004,734
U.S. Government securities$10,993,0003,970
U.S. Treasury securities$01,367
U.S. Government agency obligations$10,993,0003,828
Securities issued by states & political subdivisions$05,056
Other domestic debt securities$670,0001,776
Privately issued residential mortgage-backed securities$670,000391
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,002,0003,904
Mortgage-backed securities$11,663,0002,689
Certificates of participation in pools of residential mortgages$4,556,0003,124
Issued or guaranteed by U.S.$4,556,0003,122
Privately issued$066
Collaterized mortgage obligations$7,107,0001,409
CMOs issued by government agencies or sponsored agencies$6,437,0001,421
Privately issued$670,000374
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$11,663,0004,373
Total debt securities$11,663,0004,707
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$12,122,0004,777
U.S. Government securities$11,439,0003,992
U.S. Treasury securities$01,303
U.S. Government agency obligations$11,439,0003,864
Securities issued by states & political subdivisions$05,124
Other domestic debt securities$683,0001,785
Privately issued residential mortgage-backed securities$683,000394
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,215,0003,915
Mortgage-backed securities$12,122,0002,682
Certificates of participation in pools of residential mortgages$4,750,0003,117
Issued or guaranteed by U.S.$4,750,0003,114
Privately issued$065
Collaterized mortgage obligations$7,372,0001,406
CMOs issued by government agencies or sponsored agencies$6,689,0001,399
Privately issued$683,000374
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$12,122,0004,412
Total debt securities$12,122,0004,752
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$12,715,0004,815
U.S. Government securities$11,924,0004,062
U.S. Treasury securities$01,348
U.S. Government agency obligations$11,924,0003,937
Securities issued by states & political subdivisions$05,164
Other domestic debt securities$791,0001,748
Privately issued residential mortgage-backed securities$791,000392
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,482,0003,924
Mortgage-backed securities$12,715,0002,678
Certificates of participation in pools of residential mortgages$4,952,0003,161
Issued or guaranteed by U.S.$4,952,0003,159
Privately issued$067
Collaterized mortgage obligations$7,763,0001,430
CMOs issued by government agencies or sponsored agencies$6,972,0001,423
Privately issued$791,000372
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$12,715,0004,442
Total debt securities$12,715,0004,792
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$10,136,0005,120
U.S. Government securities$9,306,0004,489
U.S. Treasury securities$01,327
U.S. Government agency obligations$9,306,0004,368
Securities issued by states & political subdivisions$05,179
Other domestic debt securities$830,0001,775
Privately issued residential mortgage-backed securities$830,000412
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,735,0003,922
Mortgage-backed securities$10,136,0002,987
Certificates of participation in pools of residential mortgages$2,037,0003,977
Issued or guaranteed by U.S.$2,037,0003,972
Privately issued$070
Collaterized mortgage obligations$8,099,0001,443
CMOs issued by government agencies or sponsored agencies$7,269,0001,445
Privately issued$830,000389
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$10,136,0004,758
Total debt securities$10,136,0005,101
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$9,413,0005,275
U.S. Government securities$8,560,0004,629
U.S. Treasury securities$01,361
U.S. Government agency obligations$8,560,0004,508
Securities issued by states & political subdivisions$05,261
Other domestic debt securities$853,0001,781
Privately issued residential mortgage-backed securities$853,000411
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,992,0003,903
Mortgage-backed securities$8,444,0003,231
Certificates of participation in pools of residential mortgages$2,132,0004,022
Issued or guaranteed by U.S.$2,132,0004,016
Privately issued$075
Collaterized mortgage obligations$6,312,0001,629
CMOs issued by government agencies or sponsored agencies$5,459,0001,663
Privately issued$853,000388
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$9,413,0004,877
Total debt securities$9,414,0005,256
Structured notes
Amortized cost$970,0001,590
Fair value$969,0001,582
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$9,739,0005,324
U.S. Government securities$8,796,0004,705
U.S. Treasury securities$01,381
U.S. Government agency obligations$8,796,0004,589
Securities issued by states & political subdivisions$05,321
Other domestic debt securities$943,0001,805
Privately issued residential mortgage-backed securities$943,000428
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,212,0003,910
Mortgage-backed securities$8,774,0003,284
Certificates of participation in pools of residential mortgages$2,198,0004,084
Issued or guaranteed by U.S.$2,198,0004,081
Privately issued$073
Collaterized mortgage obligations$6,576,0001,629
CMOs issued by government agencies or sponsored agencies$5,633,0001,661
Privately issued$943,000409
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$9,739,0004,942
Total debt securities$9,739,0005,306
Structured notes
Amortized cost$970,0001,699
Fair value$965,0001,673
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$10,139,0005,343
U.S. Government securities$9,149,0004,724
U.S. Treasury securities$01,342
U.S. Government agency obligations$9,149,0004,610
Securities issued by states & political subdivisions$05,386
Other domestic debt securities$990,0001,834
Privately issued residential mortgage-backed securities$990,000427
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,511,0003,898
Mortgage-backed securities$9,171,0003,290
Certificates of participation in pools of residential mortgages$2,300,0004,116
Issued or guaranteed by U.S.$2,300,0004,114
Privately issued$075
Collaterized mortgage obligations$6,871,0001,604
CMOs issued by government agencies or sponsored agencies$5,881,0001,652
Privately issued$990,000410
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$10,139,0004,949
Total debt securities$10,139,0005,324
Structured notes
Amortized cost$970,0001,738
Fair value$968,0001,696
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$9,645,0005,443
U.S. Government securities$8,509,0004,860
U.S. Treasury securities$01,198
U.S. Government agency obligations$8,509,0004,758
Securities issued by states & political subdivisions$05,432
Other domestic debt securities$1,136,0001,743
Privately issued residential mortgage-backed securities$1,136,000427
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,802,0003,863
Mortgage-backed securities$9,645,0003,251
Certificates of participation in pools of residential mortgages$2,358,0004,137
Issued or guaranteed by U.S.$2,358,0004,135
Privately issued$076
Collaterized mortgage obligations$7,287,0001,565
CMOs issued by government agencies or sponsored agencies$6,151,0001,629
Privately issued$1,136,000409
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$9,645,0005,052
Total debt securities$9,646,0005,420
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$8,273,0005,628
U.S. Government securities$7,119,0005,065
U.S. Treasury securities$01,131
U.S. Government agency obligations$7,119,0004,963
Securities issued by states & political subdivisions$05,498
Other domestic debt securities$1,154,0001,779
Privately issued residential mortgage-backed securities$1,154,000456
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,119,0003,796
Mortgage-backed securities$8,273,0003,430
Certificates of participation in pools of residential mortgages$1,638,0004,380
Issued or guaranteed by U.S.$1,638,0004,373
Privately issued$081
Collaterized mortgage obligations$6,635,0001,663
CMOs issued by government agencies or sponsored agencies$5,481,0001,711
Privately issued$1,154,000434
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$8,273,0005,239
Total debt securities$8,272,0005,605
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$8,668,0005,639
U.S. Government securities$7,442,0005,054
U.S. Treasury securities$01,131
U.S. Government agency obligations$7,442,0004,958
Securities issued by states & political subdivisions$05,540
Other domestic debt securities$1,226,0001,817
Privately issued residential mortgage-backed securities$1,226,000476
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,443,0003,730
Mortgage-backed securities$8,668,0003,393
Certificates of participation in pools of residential mortgages$1,706,0004,391
Issued or guaranteed by U.S.$1,706,0004,384
Privately issued$080
Collaterized mortgage obligations$6,962,0001,642
CMOs issued by government agencies or sponsored agencies$5,736,0001,695
Privately issued$1,226,000454
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$8,668,0005,253
Total debt securities$8,668,0005,609
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$8,260,0005,702
U.S. Government securities$6,899,0005,157
U.S. Treasury securities$01,152
U.S. Government agency obligations$6,899,0005,048
Securities issued by states & political subdivisions$05,545
Other domestic debt securities$1,361,0001,814
Privately issued residential mortgage-backed securities$1,361,000475
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,899,0003,844
Mortgage-backed securities$8,260,0003,456
Certificates of participation in pools of residential mortgages$779,0004,737
Issued or guaranteed by U.S.$779,0004,733
Privately issued$083
Collaterized mortgage obligations$7,481,0001,615
CMOs issued by government agencies or sponsored agencies$6,120,0001,691
Privately issued$1,361,000454
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$8,260,0005,315
Total debt securities$8,260,0005,668
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$8,865,0005,675
U.S. Government securities$7,409,0005,120
U.S. Treasury securities$01,161
U.S. Government agency obligations$7,409,0005,010
Securities issued by states & political subdivisions$05,582
Other domestic debt securities$1,456,0001,789
Privately issued residential mortgage-backed securities$1,456,000485
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,408,0003,786
Mortgage-backed securities$8,865,0003,419
Certificates of participation in pools of residential mortgages$877,0004,746
Issued or guaranteed by U.S.$877,0004,744
Privately issued$083
Collaterized mortgage obligations$7,988,0001,622
CMOs issued by government agencies or sponsored agencies$6,532,0001,691
Privately issued$1,456,000467
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$8,865,0005,300
Total debt securities$8,865,0005,639
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$5,771,0006,082
U.S. Government securities$3,493,0005,854
U.S. Treasury securities$01,135
U.S. Government agency obligations$3,493,0005,748
Securities issued by states & political subdivisions$05,626
Other domestic debt securities$2,278,0001,486
Privately issued residential mortgage-backed securities$2,278,000428
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,493,0004,696
Mortgage-backed securities$5,771,0003,944
Certificates of participation in pools of residential mortgages$952,0004,737
Issued or guaranteed by U.S.$952,0004,736
Privately issued$085
Collaterized mortgage obligations$4,819,0002,062
CMOs issued by government agencies or sponsored agencies$2,541,0002,419
Privately issued$2,278,000415
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$5,771,0005,693
Total debt securities$5,771,0006,053
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$6,392,0006,096
U.S. Government securities$3,960,0005,876
U.S. Treasury securities$01,086
U.S. Government agency obligations$3,960,0005,781
Securities issued by states & political subdivisions$05,673
Other domestic debt securities$2,432,0001,489
Privately issued residential mortgage-backed securities$2,432,000450
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,960,0004,624
Mortgage-backed securities$6,392,0003,969
Certificates of participation in pools of residential mortgages$1,065,0004,791
Issued or guaranteed by U.S.$1,065,0004,788
Privately issued$088
Collaterized mortgage obligations$5,327,0002,062
CMOs issued by government agencies or sponsored agencies$2,895,0002,408
Privately issued$2,432,000433
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$6,392,0005,700
Total debt securities$6,392,0006,067
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$6,983,0006,068
U.S. Government securities$4,501,0005,873
U.S. Treasury securities$01,068
U.S. Government agency obligations$4,501,0005,777
Securities issued by states & political subdivisions$05,701
Other domestic debt securities$2,482,0001,492
Privately issued residential mortgage-backed securities$2,482,000483
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,501,0004,497
Mortgage-backed securities$6,983,0003,911
Certificates of participation in pools of residential mortgages$1,145,0004,785
Issued or guaranteed by U.S.$1,145,0004,782
Privately issued$094
Collaterized mortgage obligations$5,838,0002,000
CMOs issued by government agencies or sponsored agencies$3,356,0002,314
Privately issued$2,482,000465
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$6,983,0005,664
Total debt securities$6,983,0006,041
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$8,436,0005,930
U.S. Government securities$4,960,0005,879
U.S. Treasury securities$01,157
U.S. Government agency obligations$4,960,0005,774
Securities issued by states & political subdivisions$05,702
Other domestic debt securities$3,476,0001,254
Privately issued residential mortgage-backed securities$3,476,000424
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,187,0004,933
Mortgage-backed securities$8,436,0003,710
Certificates of participation in pools of residential mortgages$1,252,0004,761
Issued or guaranteed by U.S.$1,252,0004,759
Privately issued$094
Collaterized mortgage obligations$7,184,0001,872
CMOs issued by government agencies or sponsored agencies$3,708,0002,252
Privately issued$3,476,000408
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$8,436,0005,527
Total debt securities$8,436,0005,903
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$9,020,0005,862
U.S. Government securities$5,305,0005,795
U.S. Treasury securities$01,076
U.S. Government agency obligations$5,305,0005,687
Securities issued by states & political subdivisions$05,698
Other domestic debt securities$3,715,0001,210
Privately issued residential mortgage-backed securities$3,715,000466
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,128,0004,157
Mortgage-backed securities$9,020,0003,556
Certificates of participation in pools of residential mortgages$1,315,0004,687
Issued or guaranteed by U.S.$1,315,0004,680
Privately issued$0121
Collaterized mortgage obligations$7,705,0001,781
CMOs issued by government agencies or sponsored agencies$3,990,0002,102
Privately issued$3,715,000446
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$9,020,0005,435
Total debt securities$9,020,0005,829
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$9,791,0005,747
U.S. Government securities$5,758,0005,728
U.S. Treasury securities$01,126
U.S. Government agency obligations$5,758,0005,619
Securities issued by states & political subdivisions$05,727
Other domestic debt securities$4,033,0001,172
Privately issued residential mortgage-backed securities$4,033,000475
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,786,0003,578
Mortgage-backed securities$9,791,0003,391
Certificates of participation in pools of residential mortgages$1,419,0004,634
Issued or guaranteed by U.S.$1,419,0004,622
Privately issued$0132
Collaterized mortgage obligations$8,372,0001,721
CMOs issued by government agencies or sponsored agencies$4,339,0002,008
Privately issued$4,033,000451
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$9,791,0005,323
Total debt securities$9,791,0005,712
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$10,338,0005,764
U.S. Government securities$6,135,0005,789
U.S. Treasury securities$01,225
U.S. Government agency obligations$6,135,0005,664
Securities issued by states & political subdivisions$05,731
Other domestic debt securities$4,203,0001,098
Privately issued residential mortgage-backed securities$4,203,000483
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,206,0003,537
Mortgage-backed securities$10,338,0003,273
Certificates of participation in pools of residential mortgages$1,481,0004,600
Issued or guaranteed by U.S.$1,481,0004,592
Privately issued$0125
Collaterized mortgage obligations$8,857,0001,653
CMOs issued by government agencies or sponsored agencies$4,654,0001,924
Privately issued$4,203,000461
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$10,338,0005,328
Total debt securities$10,338,0005,729
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$11,031,0005,639
U.S. Government securities$6,341,0005,744
U.S. Treasury securities$01,272
U.S. Government agency obligations$6,341,0005,615
Securities issued by states & political subdivisions$05,757
Other domestic debt securities$4,690,0001,082
Privately issued residential mortgage-backed securities$4,690,000495
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,770,0003,450
Mortgage-backed securities$11,031,0003,116
Certificates of participation in pools of residential mortgages$1,512,0004,544
Issued or guaranteed by U.S.$1,512,0004,536
Privately issued$0136
Collaterized mortgage obligations$9,519,0001,575
CMOs issued by government agencies or sponsored agencies$4,829,0001,836
Privately issued$4,690,000478
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$11,031,0005,213
Total debt securities$11,031,0005,607
Structured notes
Amortized cost$03,198
Fair value$03,198
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$11,818,0005,450
U.S. Government securities$6,713,0005,519
U.S. Treasury securities$01,275
U.S. Government agency obligations$6,713,0005,407
Securities issued by states & political subdivisions$05,791
Other domestic debt securities$5,105,0001,103
Privately issued residential mortgage-backed securities$5,105,000509
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,361,0003,272
Mortgage-backed securities$11,818,0002,931
Certificates of participation in pools of residential mortgages$1,670,0004,383
Issued or guaranteed by U.S.$1,670,0004,378
Privately issued$0141
Collaterized mortgage obligations$10,148,0001,486
CMOs issued by government agencies or sponsored agencies$5,043,0001,766
Privately issued$5,105,000488
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$11,818,0005,008
Total debt securities$11,818,0005,415
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$13,004,0005,242
U.S. Government securities$7,374,0005,334
U.S. Treasury securities$01,180
U.S. Government agency obligations$7,374,0005,214
Securities issued by states & political subdivisions$05,786
Other domestic debt securities$5,630,0001,074
Privately issued residential mortgage-backed securities$5,630,000533
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,313,0003,169
Mortgage-backed securities$13,004,0002,796
Certificates of participation in pools of residential mortgages$1,876,0004,285
Issued or guaranteed by U.S.$1,876,0004,278
Privately issued$0141
Collaterized mortgage obligations$11,128,0001,396
CMOs issued by government agencies or sponsored agencies$5,498,0001,681
Privately issued$5,630,000510
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$13,004,0004,804
Total debt securities$13,004,0005,206
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$13,919,0005,120
U.S. Government securities$7,770,0005,396
U.S. Treasury securities$01,121
U.S. Government agency obligations$7,770,0005,279
Securities issued by states & political subdivisions$05,780
Other domestic debt securities$6,149,0001,029
Privately issued residential mortgage-backed securities$6,149,000544
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,923,0003,090
Mortgage-backed securities$13,919,0002,680
Certificates of participation in pools of residential mortgages$1,992,0004,297
Issued or guaranteed by U.S.$1,992,0004,289
Privately issued$0148
Collaterized mortgage obligations$11,927,0001,274
CMOs issued by government agencies or sponsored agencies$5,778,0001,561
Privately issued$6,149,000523
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$13,919,0004,694
Total debt securities$13,918,0005,090
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$11,304,0005,568
U.S. Government securities$4,821,0006,178
U.S. Treasury securities$01,130
U.S. Government agency obligations$4,821,0006,059
Securities issued by states & political subdivisions$05,814
Other domestic debt securities$6,483,0001,036
Privately issued residential mortgage-backed securities$6,483,000555
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,304,0003,123
Mortgage-backed securities$11,304,0003,046
Certificates of participation in pools of residential mortgages$2,007,0004,408
Issued or guaranteed by U.S.$2,007,0004,400
Privately issued$0145
Collaterized mortgage obligations$9,297,0001,429
CMOs issued by government agencies or sponsored agencies$2,814,0001,986
Privately issued$6,483,000535
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$11,304,0005,107
Total debt securities$11,304,0005,528
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$11,783,0005,478
U.S. Government securities$4,921,0006,120
U.S. Treasury securities$01,077
U.S. Government agency obligations$4,921,0006,019
Securities issued by states & political subdivisions$05,847
Other domestic debt securities$6,862,0001,048
Privately issued residential mortgage-backed securities$6,862,000569
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,783,0003,071
Mortgage-backed securities$11,783,0003,029
Certificates of participation in pools of residential mortgages$2,030,0004,486
Issued or guaranteed by U.S.$2,030,0004,480
Privately issued$0157
Collaterized mortgage obligations$9,753,0001,386
CMOs issued by government agencies or sponsored agencies$2,891,0001,950
Privately issued$6,862,000546
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$11,783,0005,017
Total debt securities$11,783,0005,433
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$12,575,0005,404
U.S. Government securities$5,147,0006,109
U.S. Treasury securities$01,047
U.S. Government agency obligations$5,147,0006,022
Securities issued by states & political subdivisions$05,895
Other domestic debt securities$7,428,0001,068
Privately issued residential mortgage-backed securities$7,428,000590
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,428,0003,825
Mortgage-backed securities$12,575,0002,996
Certificates of participation in pools of residential mortgages$2,093,0004,561
Issued or guaranteed by U.S.$2,093,0004,553
Privately issued$0171
Collaterized mortgage obligations$10,482,0001,341
CMOs issued by government agencies or sponsored agencies$3,054,0001,892
Privately issued$7,428,000565
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$12,575,0004,945
Total debt securities$12,575,0005,355
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$15,121,0005,029
U.S. Government securities$7,311,0005,549
U.S. Treasury securities$01,036
U.S. Government agency obligations$7,311,0005,466
Securities issued by states & political subdivisions$05,944
Other domestic debt securities$7,810,0001,062
Privately issued residential mortgage-backed securities$7,810,000587
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,121,0002,671
Mortgage-backed securities$15,121,0002,757
Certificates of participation in pools of residential mortgages$4,936,0003,690
Issued or guaranteed by U.S.$4,936,0003,679
Privately issued$0181
Collaterized mortgage obligations$10,185,0001,343
CMOs issued by government agencies or sponsored agencies$2,375,0002,009
Privately issued$7,810,000563
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$15,121,0004,583
Total debt securities$15,121,0004,980
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$15,324,0005,027
U.S. Government securities$7,766,0005,559
U.S. Treasury securities$0981
U.S. Government agency obligations$7,766,0005,477
Securities issued by states & political subdivisions$05,903
Other domestic debt securities$7,558,0001,025
Privately issued residential mortgage-backed securities$7,558,000601
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,324,0002,696
Mortgage-backed securities$15,324,0002,790
Certificates of participation in pools of residential mortgages$5,249,0003,690
Issued or guaranteed by U.S.$5,249,0003,677
Privately issued$0191
Collaterized mortgage obligations$10,075,0001,360
CMOs issued by government agencies or sponsored agencies$2,517,0001,974
Privately issued$7,558,000573
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$15,324,0004,555
Total debt securities$15,324,0004,989
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$32,295,0003,287
U.S. Government securities$8,413,0005,492
U.S. Treasury securities$0973
U.S. Government agency obligations$8,413,0005,411
Securities issued by states & political subdivisions$05,872
Other domestic debt securities$8,374,000927
Privately issued residential mortgage-backed securities$8,374,000549
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$15,508,000138
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,201,0002,963
Mortgage-backed securities$16,787,0002,596
Certificates of participation in pools of residential mortgages$5,692,0003,550
Issued or guaranteed by U.S.$5,692,0003,535
Privately issued$0188
Collaterized mortgage obligations$11,095,0001,239
CMOs issued by government agencies or sponsored agencies$2,721,0001,902
Privately issued$8,374,000521
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$32,295,0002,922
Total debt securities$16,788,0004,806
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$17,999,0004,626
U.S. Government securities$8,216,0005,519
U.S. Treasury securities$01,019
U.S. Government agency obligations$8,216,0005,430
Securities issued by states & political subdivisions$05,898
Other domestic debt securities$9,783,000843
Privately issued residential mortgage-backed securities$9,783,000514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,063,0002,980
Mortgage-backed securities$17,999,0002,400
Certificates of participation in pools of residential mortgages$5,597,0003,476
Issued or guaranteed by U.S.$5,597,0003,462
Privately issued$0192
Collaterized mortgage obligations$12,402,0001,131
CMOs issued by government agencies or sponsored agencies$2,619,0001,832
Privately issued$9,783,000489
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$17,999,0004,141
Total debt securities$17,999,0004,588
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$28,314,0003,593
U.S. Government securities$8,339,0005,501
U.S. Treasury securities$01,021
U.S. Government agency obligations$8,339,0005,423
Securities issued by states & political subdivisions$05,952
Other domestic debt securities$5,355,0001,196
Privately issued residential mortgage-backed securities$5,355,000675
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$14,620,000197
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,612
Mortgage-backed securities$13,694,0002,768
Certificates of participation in pools of residential mortgages$5,716,0003,439
Issued or guaranteed by U.S.$5,716,0003,423
Privately issued$0202
Collaterized mortgage obligations$7,978,0001,407
CMOs issued by government agencies or sponsored agencies$2,623,0001,839
Privately issued$5,355,000642
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$28,314,0003,188
Total debt securities$13,694,0005,244
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$23,127,0004,043
U.S. Government securities$8,683,0005,411
U.S. Treasury securities$01,044
U.S. Government agency obligations$8,683,0005,326
Securities issued by states & political subdivisions$05,963
Other domestic debt securities$1,815,0001,824
Privately issued residential mortgage-backed securities$1,815,000951
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$12,629,000258
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,633
Mortgage-backed securities$10,498,0003,122
Certificates of participation in pools of residential mortgages$5,841,0003,319
Issued or guaranteed by U.S.$5,841,0003,301
Privately issued$0205
Collaterized mortgage obligations$4,657,0001,744
CMOs issued by government agencies or sponsored agencies$2,842,0001,774
Privately issued$1,815,000906
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$23,127,0003,608
Total debt securities$10,498,0005,768
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$8,107,0006,415
U.S. Government securities$6,130,0006,256
U.S. Treasury securities$01,146
U.S. Government agency obligations$6,130,0006,152
Securities issued by states & political subdivisions$06,012
Other domestic debt securities$1,977,0001,631
Privately issued residential mortgage-backed securities$1,977,000848
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,689
Mortgage-backed securities$8,107,0003,208
Certificates of participation in pools of residential mortgages$3,236,0003,810
Issued or guaranteed by U.S.$3,236,0003,795
Privately issued$0191
Collaterized mortgage obligations$4,871,0001,632
CMOs issued by government agencies or sponsored agencies$2,894,0001,696
Privately issued$1,977,000808
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$8,107,0005,813
Total debt securities$8,107,0006,352
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$08,282
U.S. Government securities$08,160
U.S. Treasury securities$01,235
U.S. Government agency obligations$08,083
Securities issued by states & political subdivisions$06,045
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,710
Mortgage-backed securities$06,625
Certificates of participation in pools of residential mortgages$06,368
Issued or guaranteed by U.S.$06,345
Privately issued$0194
Collaterized mortgage obligations$03,707
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$07,682
Total debt securities$08,239
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055