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Bank of Georgetown, Securities

2016-03-31Rank
Total securities$219,043,000666
U.S. Government securities$174,301,000577
U.S. Treasury securities$4,998,000554
U.S. Government agency obligations$169,303,000563
Securities issued by states & political subdivisions$30,037,0001,315
Other domestic debt securities$14,705,000490
Privately issued residential mortgage-backed securities$326,000475
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$14,379,000350
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$203,769,000345
Mortgage-backed securities$147,815,000478
Certificates of participation in pools of residential mortgages$83,071,000501
Issued or guaranteed by U.S.$83,071,000501
Privately issued$066
Collaterized mortgage obligations$52,620,000431
CMOs issued by government agencies or sponsored agencies$52,294,000406
Privately issued$326,000452
Commercial mortgage-backed securities$12,124,000375
Commercial mortgage pass-through securities$9,398,000233
Other commercial mortgage-backed securities$2,726,000481
Held to maturity securities (book value)$35,845,000540
Available-for-sale securities (fair market value)$183,198,000711
Total debt securities$219,046,000659
Structured notes
Amortized cost$4,283,000392
Fair value$4,286,000390
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$224,876,000651
U.S. Government securities$171,916,000581
U.S. Treasury securities$01,367
U.S. Government agency obligations$171,916,000553
Securities issued by states & political subdivisions$30,098,0001,318
Other domestic debt securities$22,862,000361
Privately issued residential mortgage-backed securities$329,000473
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$22,533,000239
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$201,416,000341
Mortgage-backed securities$148,748,000474
Certificates of participation in pools of residential mortgages$81,546,000510
Issued or guaranteed by U.S.$81,546,000509
Privately issued$066
Collaterized mortgage obligations$54,962,000410
CMOs issued by government agencies or sponsored agencies$54,633,000384
Privately issued$329,000452
Commercial mortgage-backed securities$12,240,000357
Commercial mortgage pass-through securities$9,447,000223
Other commercial mortgage-backed securities$2,793,000447
Held to maturity securities (book value)$36,099,000547
Available-for-sale securities (fair market value)$188,777,000686
Total debt securities$224,875,000644
Structured notes
Amortized cost$4,302,000446
Fair value$4,225,000450
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$224,238,000661
U.S. Government securities$171,135,000592
U.S. Treasury securities$01,303
U.S. Government agency obligations$171,135,000563
Securities issued by states & political subdivisions$30,142,0001,318
Other domestic debt securities$22,961,000362
Privately issued residential mortgage-backed securities$334,000484
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$22,627,000236
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$200,676,000360
Mortgage-backed securities$145,903,000485
Certificates of participation in pools of residential mortgages$74,380,000561
Issued or guaranteed by U.S.$74,380,000560
Privately issued$065
Collaterized mortgage obligations$58,862,000392
CMOs issued by government agencies or sponsored agencies$58,528,000369
Privately issued$334,000461
Commercial mortgage-backed securities$12,661,000322
Commercial mortgage pass-through securities$9,801,000212
Other commercial mortgage-backed securities$2,860,000420
Held to maturity securities (book value)$36,403,000539
Available-for-sale securities (fair market value)$187,835,000689
Total debt securities$224,237,000655
Structured notes
Amortized cost$4,328,000527
Fair value$4,263,000531
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$227,769,000670
U.S. Government securities$171,464,000604
U.S. Treasury securities$01,348
U.S. Government agency obligations$171,464,000578
Securities issued by states & political subdivisions$30,304,0001,285
Other domestic debt securities$26,001,000330
Privately issued residential mortgage-backed securities$348,000493
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$25,653,000215
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$184,404,000385
Mortgage-backed securities$144,427,000492
Certificates of participation in pools of residential mortgages$68,797,000612
Issued or guaranteed by U.S.$68,797,000611
Privately issued$067
Collaterized mortgage obligations$62,432,000390
CMOs issued by government agencies or sponsored agencies$62,084,000364
Privately issued$348,000469
Commercial mortgage-backed securities$13,198,000293
Commercial mortgage pass-through securities$10,272,000184
Other commercial mortgage-backed securities$2,926,000398
Held to maturity securities (book value)$36,817,000540
Available-for-sale securities (fair market value)$190,952,000685
Total debt securities$227,769,000662
Structured notes
Amortized cost$6,360,000436
Fair value$6,181,000441
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$227,781,000666
U.S. Government securities$171,640,000619
U.S. Treasury securities$01,327
U.S. Government agency obligations$171,640,000592
Securities issued by states & political subdivisions$29,087,0001,328
Other domestic debt securities$27,054,000320
Privately issued residential mortgage-backed securities$365,000526
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$26,689,000211
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$169,783,000412
Mortgage-backed securities$144,217,000507
Certificates of participation in pools of residential mortgages$62,612,000680
Issued or guaranteed by U.S.$62,612,000679
Privately issued$070
Collaterized mortgage obligations$67,677,000375
CMOs issued by government agencies or sponsored agencies$67,312,000350
Privately issued$365,000499
Commercial mortgage-backed securities$13,928,000273
Commercial mortgage pass-through securities$10,936,000166
Other commercial mortgage-backed securities$2,992,000383
Held to maturity securities (book value)$35,867,000544
Available-for-sale securities (fair market value)$191,914,000683
Total debt securities$227,779,000659
Structured notes
Amortized cost$6,393,000484
Fair value$6,362,000484
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$238,353,000629
U.S. Government securities$180,138,000578
U.S. Treasury securities$01,361
U.S. Government agency obligations$180,138,000560
Securities issued by states & political subdivisions$29,166,0001,317
Other domestic debt securities$29,049,000306
Privately issued residential mortgage-backed securities$368,000523
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$28,681,000197
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$189,212,000379
Mortgage-backed securities$152,877,000486
Certificates of participation in pools of residential mortgages$55,744,000765
Issued or guaranteed by U.S.$55,744,000762
Privately issued$075
Collaterized mortgage obligations$80,011,000334
CMOs issued by government agencies or sponsored agencies$79,643,000309
Privately issued$368,000493
Commercial mortgage-backed securities$17,122,000242
Commercial mortgage pass-through securities$14,062,000149
Other commercial mortgage-backed securities$3,060,000354
Held to maturity securities (book value)$36,189,000545
Available-for-sale securities (fair market value)$202,164,000640
Total debt securities$238,355,000621
Structured notes
Amortized cost$6,421,000531
Fair value$6,307,000531
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$234,361,000644
U.S. Government securities$175,432,000596
U.S. Treasury securities$01,381
U.S. Government agency obligations$175,432,000570
Securities issued by states & political subdivisions$27,752,0001,383
Other domestic debt securities$31,177,000290
Privately issued residential mortgage-backed securities$383,000548
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$30,794,000191
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$186,236,000378
Mortgage-backed securities$151,818,000485
Certificates of participation in pools of residential mortgages$53,546,000798
Issued or guaranteed by U.S.$53,546,000797
Privately issued$073
Collaterized mortgage obligations$83,693,000329
CMOs issued by government agencies or sponsored agencies$83,310,000308
Privately issued$383,000523
Commercial mortgage-backed securities$14,579,000258
Commercial mortgage pass-through securities$11,451,000170
Other commercial mortgage-backed securities$3,128,000324
Held to maturity securities (book value)$35,115,000562
Available-for-sale securities (fair market value)$199,246,000648
Total debt securities$234,362,000633
Structured notes
Amortized cost$6,459,000590
Fair value$6,208,000593
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$227,578,000665
U.S. Government securities$169,596,000620
U.S. Treasury securities$01,342
U.S. Government agency obligations$169,596,000597
Securities issued by states & political subdivisions$27,794,0001,377
Other domestic debt securities$30,188,000315
Privately issued residential mortgage-backed securities$386,000554
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$29,802,000205
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$165,104,000414
Mortgage-backed securities$150,589,000487
Certificates of participation in pools of residential mortgages$47,596,000894
Issued or guaranteed by U.S.$47,596,000893
Privately issued$075
Collaterized mortgage obligations$88,352,000321
CMOs issued by government agencies or sponsored agencies$87,966,000304
Privately issued$386,000530
Commercial mortgage-backed securities$14,641,000243
Commercial mortgage pass-through securities$11,445,000167
Other commercial mortgage-backed securities$3,196,000311
Held to maturity securities (book value)$35,418,000549
Available-for-sale securities (fair market value)$192,160,000682
Total debt securities$227,577,000653
Structured notes
Amortized cost$6,508,000597
Fair value$6,237,000610
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$230,464,000669
U.S. Government securities$173,734,000614
U.S. Treasury securities$01,198
U.S. Government agency obligations$173,734,000590
Securities issued by states & political subdivisions$26,417,0001,455
Other domestic debt securities$30,313,000319
Privately issued residential mortgage-backed securities$699,000502
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$29,614,000217
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$142,174,000460
Mortgage-backed securities$153,373,000483
Certificates of participation in pools of residential mortgages$47,233,000914
Issued or guaranteed by U.S.$47,233,000914
Privately issued$076
Collaterized mortgage obligations$94,757,000303
CMOs issued by government agencies or sponsored agencies$94,058,000286
Privately issued$699,000480
Commercial mortgage-backed securities$11,383,000266
Commercial mortgage pass-through securities$11,383,000151
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$32,607,000574
Available-for-sale securities (fair market value)$197,857,000684
Total debt securities$230,464,000659
Structured notes
Amortized cost$32,014,000127
Fair value$31,548,000126
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$232,796,000656
U.S. Government securities$176,330,000596
U.S. Treasury securities$01,131
U.S. Government agency obligations$176,330,000573
Securities issued by states & political subdivisions$26,449,0001,452
Other domestic debt securities$30,017,000338
Privately issued residential mortgage-backed securities$723,000531
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$29,294,000215
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$145,509,000452
Mortgage-backed securities$156,188,000475
Certificates of participation in pools of residential mortgages$45,865,000917
Issued or guaranteed by U.S.$45,865,000917
Privately issued$081
Collaterized mortgage obligations$98,996,000296
CMOs issued by government agencies or sponsored agencies$98,273,000275
Privately issued$723,000505
Commercial mortgage-backed securities$11,327,000255
Commercial mortgage pass-through securities$11,327,000143
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$29,772,000594
Available-for-sale securities (fair market value)$203,024,000654
Total debt securities$232,790,000648
Structured notes
Amortized cost$32,081,000124
Fair value$31,242,000124
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$220,617,000703
U.S. Government securities$169,781,000628
U.S. Treasury securities$01,131
U.S. Government agency obligations$169,781,000607
Securities issued by states & political subdivisions$26,480,0001,437
Other domestic debt securities$24,356,000397
Privately issued residential mortgage-backed securities$746,000558
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$23,610,000257
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$146,156,000448
Mortgage-backed securities$149,430,000491
Certificates of participation in pools of residential mortgages$45,976,000924
Issued or guaranteed by U.S.$45,976,000921
Privately issued$080
Collaterized mortgage obligations$92,006,000312
CMOs issued by government agencies or sponsored agencies$91,260,000292
Privately issued$746,000532
Commercial mortgage-backed securities$11,448,000247
Commercial mortgage pass-through securities$11,448,000137
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$30,003,000575
Available-for-sale securities (fair market value)$190,614,000699
Total debt securities$220,612,000690
Structured notes
Amortized cost$28,680,000137
Fair value$27,773,000135
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$220,341,000705
U.S. Government securities$169,271,000627
U.S. Treasury securities$01,152
U.S. Government agency obligations$169,271,000606
Securities issued by states & political subdivisions$26,573,0001,415
Other domestic debt securities$24,497,000395
Privately issued residential mortgage-backed securities$871,000549
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$23,626,000262
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$150,841,000426
Mortgage-backed securities$146,591,000505
Certificates of participation in pools of residential mortgages$46,237,000916
Issued or guaranteed by U.S.$46,237,000915
Privately issued$083
Collaterized mortgage obligations$88,870,000326
CMOs issued by government agencies or sponsored agencies$87,999,000297
Privately issued$871,000525
Commercial mortgage-backed securities$11,484,000236
Commercial mortgage pass-through securities$11,484,000134
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$30,637,000521
Available-for-sale securities (fair market value)$189,704,000715
Total debt securities$220,335,000692
Structured notes
Amortized cost$28,838,000133
Fair value$28,041,000130
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$206,041,000762
U.S. Government securities$163,366,000651
U.S. Treasury securities$01,161
U.S. Government agency obligations$163,366,000628
Securities issued by states & political subdivisions$22,929,0001,612
Other domestic debt securities$19,746,000464
Privately issued residential mortgage-backed securities$921,000562
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$18,825,000314
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$164,707,000406
Mortgage-backed securities$137,432,000531
Certificates of participation in pools of residential mortgages$54,009,000818
Issued or guaranteed by U.S.$54,009,000818
Privately issued$083
Collaterized mortgage obligations$71,441,000392
CMOs issued by government agencies or sponsored agencies$70,520,000361
Privately issued$921,000541
Commercial mortgage-backed securities$11,982,000210
Commercial mortgage pass-through securities$11,982,000127
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$27,438,000546
Available-for-sale securities (fair market value)$178,603,000773
Total debt securities$206,036,000749
Structured notes
Amortized cost$26,033,000157
Fair value$25,790,000162
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$199,565,000764
U.S. Government securities$154,353,000673
U.S. Treasury securities$01,135
U.S. Government agency obligations$154,353,000648
Securities issued by states & political subdivisions$22,954,0001,586
Other domestic debt securities$22,258,000416
Privately issued residential mortgage-backed securities$977,000577
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$21,281,000271
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$90,701,000677
Mortgage-backed securities$132,214,000553
Certificates of participation in pools of residential mortgages$54,662,000795
Issued or guaranteed by U.S.$54,662,000794
Privately issued$085
Collaterized mortgage obligations$67,509,000412
CMOs issued by government agencies or sponsored agencies$66,532,000384
Privately issued$977,000558
Commercial mortgage-backed securities$10,043,000205
Commercial mortgage pass-through securities$10,043,000121
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$27,861,000535
Available-for-sale securities (fair market value)$171,704,000782
Total debt securities$199,559,000750
Structured notes
Amortized cost$27,227,000164
Fair value$26,457,000166
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$190,220,000806
U.S. Government securities$144,920,000725
U.S. Treasury securities$01,086
U.S. Government agency obligations$144,920,000703
Securities issued by states & political subdivisions$22,979,0001,545
Other domestic debt securities$22,321,000426
Privately issued residential mortgage-backed securities$1,021,000610
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$21,300,000285
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$157,571,000425
Mortgage-backed securities$130,653,000584
Certificates of participation in pools of residential mortgages$59,797,000762
Issued or guaranteed by U.S.$59,797,000762
Privately issued$088
Collaterized mortgage obligations$66,658,000441
CMOs issued by government agencies or sponsored agencies$65,637,000416
Privately issued$1,021,000588
Commercial mortgage-backed securities$4,198,000287
Commercial mortgage pass-through securities$4,198,000168
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$28,470,000523
Available-for-sale securities (fair market value)$161,750,000854
Total debt securities$190,213,000793
Structured notes
Amortized cost$27,427,000160
Fair value$26,628,000166
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$174,354,000885
U.S. Government securities$132,313,000810
U.S. Treasury securities$01,068
U.S. Government agency obligations$132,313,000782
Securities issued by states & political subdivisions$21,437,0001,605
Other domestic debt securities$20,604,000450
Privately issued residential mortgage-backed securities$1,207,000626
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$19,397,000303
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$143,115,000457
Mortgage-backed securities$121,765,000648
Certificates of participation in pools of residential mortgages$59,042,000788
Issued or guaranteed by U.S.$59,042,000787
Privately issued$094
Collaterized mortgage obligations$58,587,000497
CMOs issued by government agencies or sponsored agencies$57,380,000470
Privately issued$1,207,000604
Commercial mortgage-backed securities$4,136,000269
Commercial mortgage pass-through securities$4,136,000151
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$27,409,000531
Available-for-sale securities (fair market value)$146,945,000941
Total debt securities$174,352,000874
Structured notes
Amortized cost$19,686,000253
Fair value$19,075,000257
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$160,033,000968
U.S. Government securities$119,058,000915
U.S. Treasury securities$01,157
U.S. Government agency obligations$119,058,000892
Securities issued by states & political subdivisions$20,157,0001,644
Other domestic debt securities$20,818,000443
Privately issued residential mortgage-backed securities$1,269,000652
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$19,549,000294
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$131,739,000503
Mortgage-backed securities$110,374,000720
Certificates of participation in pools of residential mortgages$59,007,000790
Issued or guaranteed by U.S.$59,007,000790
Privately issued$094
Collaterized mortgage obligations$51,367,000562
CMOs issued by government agencies or sponsored agencies$50,098,000531
Privately issued$1,269,000632
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$27,372,000541
Available-for-sale securities (fair market value)$132,661,0001,052
Total debt securities$160,032,000957
Structured notes
Amortized cost$19,890,000294
Fair value$19,424,000306
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$140,007,0001,068
U.S. Government securities$106,119,000956
U.S. Treasury securities$01,076
U.S. Government agency obligations$106,119,000931
Securities issued by states & political subdivisions$17,961,0001,761
Other domestic debt securities$15,927,000558
Privately issued residential mortgage-backed securities$1,332,000706
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$14,595,000349
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$118,870,000502
Mortgage-backed securities$93,387,000792
Certificates of participation in pools of residential mortgages$54,441,000814
Issued or guaranteed by U.S.$54,441,000811
Privately issued$0121
Collaterized mortgage obligations$38,946,000692
CMOs issued by government agencies or sponsored agencies$37,614,000627
Privately issued$1,332,000674
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$25,992,000572
Available-for-sale securities (fair market value)$114,015,0001,173
Total debt securities$140,005,0001,058
Structured notes
Amortized cost$16,975,000333
Fair value$16,577,000341
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$125,282,0001,169
U.S. Government securities$96,932,0001,021
U.S. Treasury securities$01,126
U.S. Government agency obligations$96,932,000988
Securities issued by states & political subdivisions$14,214,0002,045
Other domestic debt securities$14,136,000591
Privately issued residential mortgage-backed securities$1,431,000726
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$12,705,000355
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$105,856,000551
Mortgage-backed securities$80,318,000873
Certificates of participation in pools of residential mortgages$49,490,000857
Issued or guaranteed by U.S.$49,490,000853
Privately issued$0132
Collaterized mortgage obligations$30,828,000799
CMOs issued by government agencies or sponsored agencies$29,397,000712
Privately issued$1,431,000687
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$29,388,000513
Available-for-sale securities (fair market value)$95,894,0001,324
Total debt securities$125,281,0001,156
Structured notes
Amortized cost$18,968,000291
Fair value$18,687,000298
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$127,633,0001,131
U.S. Government securities$100,203,0001,002
U.S. Treasury securities$01,225
U.S. Government agency obligations$100,203,000970
Securities issued by states & political subdivisions$12,975,0002,129
Other domestic debt securities$14,455,000568
Privately issued residential mortgage-backed securities$1,495,000730
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$12,960,000333
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$111,137,000538
Mortgage-backed securities$80,233,000851
Certificates of participation in pools of residential mortgages$48,074,000861
Issued or guaranteed by U.S.$48,074,000858
Privately issued$0125
Collaterized mortgage obligations$32,159,000772
CMOs issued by government agencies or sponsored agencies$30,664,000693
Privately issued$1,495,000694
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$28,952,000516
Available-for-sale securities (fair market value)$98,681,0001,291
Total debt securities$127,633,0001,122
Structured notes
Amortized cost$20,954,000301
Fair value$20,905,000302
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$124,526,0001,148
U.S. Government securities$102,986,000974
U.S. Treasury securities$01,272
U.S. Government agency obligations$102,986,000931
Securities issued by states & political subdivisions$11,432,0002,291
Other domestic debt securities$10,108,000710
Privately issued residential mortgage-backed securities$1,564,000749
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$8,544,000427
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$114,835,000525
Mortgage-backed securities$71,751,000903
Certificates of participation in pools of residential mortgages$42,885,000891
Issued or guaranteed by U.S.$42,885,000888
Privately issued$0136
Collaterized mortgage obligations$28,866,000812
CMOs issued by government agencies or sponsored agencies$27,302,000712
Privately issued$1,564,000714
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$32,222,000481
Available-for-sale securities (fair market value)$92,304,0001,351
Total debt securities$124,520,0001,134
Structured notes
Amortized cost$24,935,000272
Fair value$24,798,000267
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$130,355,0001,062
U.S. Government securities$107,366,000896
U.S. Treasury securities$01,275
U.S. Government agency obligations$107,366,000857
Securities issued by states & political subdivisions$11,437,0002,260
Other domestic debt securities$11,552,000687
Privately issued residential mortgage-backed securities$1,624,000777
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$9,928,000377
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$111,848,000518
Mortgage-backed securities$64,343,000943
Certificates of participation in pools of residential mortgages$38,003,000956
Issued or guaranteed by U.S.$38,003,000948
Privately issued$0141
Collaterized mortgage obligations$26,340,000848
CMOs issued by government agencies or sponsored agencies$24,716,000752
Privately issued$1,624,000741
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$36,060,000430
Available-for-sale securities (fair market value)$94,295,0001,273
Total debt securities$130,352,0001,051
Structured notes
Amortized cost$30,986,000179
Fair value$30,693,000177
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$117,302,0001,137
U.S. Government securities$95,003,000970
U.S. Treasury securities$01,180
U.S. Government agency obligations$95,003,000932
Securities issued by states & political subdivisions$10,357,0002,324
Other domestic debt securities$11,942,000671
Privately issued residential mortgage-backed securities$1,783,000824
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$10,159,000357
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$80,858,000679
Mortgage-backed securities$43,303,0001,276
Certificates of participation in pools of residential mortgages$30,454,0001,121
Issued or guaranteed by U.S.$30,454,0001,109
Privately issued$0141
Collaterized mortgage obligations$12,849,0001,287
CMOs issued by government agencies or sponsored agencies$11,066,0001,212
Privately issued$1,783,000783
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$37,104,000425
Available-for-sale securities (fair market value)$80,198,0001,431
Total debt securities$117,303,0001,122
Structured notes
Amortized cost$36,953,000139
Fair value$37,343,000138
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$116,819,0001,137
U.S. Government securities$100,474,000935
U.S. Treasury securities$01,121
U.S. Government agency obligations$100,474,000900
Securities issued by states & political subdivisions$7,421,0002,706
Other domestic debt securities$8,924,000838
Privately issued residential mortgage-backed securities$1,841,000842
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$7,083,000453
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$74,376,000736
Mortgage-backed securities$44,523,0001,235
Certificates of participation in pools of residential mortgages$32,253,0001,060
Issued or guaranteed by U.S.$32,253,0001,052
Privately issued$0148
Collaterized mortgage obligations$12,270,0001,255
CMOs issued by government agencies or sponsored agencies$10,429,0001,190
Privately issued$1,841,000808
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$33,602,000478
Available-for-sale securities (fair market value)$83,217,0001,384
Total debt securities$116,819,0001,124
Structured notes
Amortized cost$35,947,000144
Fair value$36,247,000144
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$114,094,0001,177
U.S. Government securities$97,587,000954
U.S. Treasury securities$01,130
U.S. Government agency obligations$97,587,000920
Securities issued by states & political subdivisions$6,406,0002,887
Other domestic debt securities$10,101,000801
Privately issued residential mortgage-backed securities$1,955,000868
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$8,146,000413
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$66,749,000846
Mortgage-backed securities$41,247,0001,363
Certificates of participation in pools of residential mortgages$29,638,0001,204
Issued or guaranteed by U.S.$29,638,0001,198
Privately issued$0145
Collaterized mortgage obligations$11,609,0001,275
CMOs issued by government agencies or sponsored agencies$9,654,0001,179
Privately issued$1,955,000832
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$38,051,000439
Available-for-sale securities (fair market value)$76,043,0001,491
Total debt securities$114,094,0001,159
Structured notes
Amortized cost$31,969,000131
Fair value$31,952,000132
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$103,798,0001,248
U.S. Government securities$89,069,0001,022
U.S. Treasury securities$01,077
U.S. Government agency obligations$89,069,000987
Securities issued by states & political subdivisions$4,897,0003,288
Other domestic debt securities$9,832,000857
Privately issued residential mortgage-backed securities$2,197,000859
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$7,635,000443
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$65,159,000865
Mortgage-backed securities$46,015,0001,281
Certificates of participation in pools of residential mortgages$32,504,0001,148
Issued or guaranteed by U.S.$32,504,0001,140
Privately issued$0157
Collaterized mortgage obligations$13,511,0001,186
CMOs issued by government agencies or sponsored agencies$11,314,0001,055
Privately issued$2,197,000821
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$40,006,000427
Available-for-sale securities (fair market value)$63,792,0001,722
Total debt securities$103,797,0001,229
Structured notes
Amortized cost$19,983,000184
Fair value$19,714,000181
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$96,655,0001,314
U.S. Government securities$83,409,0001,050
U.S. Treasury securities$01,047
U.S. Government agency obligations$83,409,0001,017
Securities issued by states & political subdivisions$3,547,0003,720
Other domestic debt securities$9,699,000912
Privately issued residential mortgage-backed securities$2,536,000888
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$7,163,000491
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$79,139,000716
Mortgage-backed securities$43,882,0001,355
Certificates of participation in pools of residential mortgages$28,888,0001,306
Issued or guaranteed by U.S.$28,888,0001,297
Privately issued$0171
Collaterized mortgage obligations$14,994,0001,106
CMOs issued by government agencies or sponsored agencies$12,458,000975
Privately issued$2,536,000849
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$37,064,000473
Available-for-sale securities (fair market value)$59,591,0001,827
Total debt securities$96,655,0001,291
Structured notes
Amortized cost$7,995,000334
Fair value$7,953,000340
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$95,419,0001,318
U.S. Government securities$80,544,0001,064
U.S. Treasury securities$01,036
U.S. Government agency obligations$80,544,0001,026
Securities issued by states & political subdivisions$3,548,0003,677
Other domestic debt securities$11,327,000844
Privately issued residential mortgage-backed securities$4,507,000741
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$6,820,000527
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$79,835,000704
Mortgage-backed securities$46,830,0001,291
Certificates of participation in pools of residential mortgages$28,534,0001,348
Issued or guaranteed by U.S.$28,534,0001,339
Privately issued$0181
Collaterized mortgage obligations$18,296,000963
CMOs issued by government agencies or sponsored agencies$13,789,000890
Privately issued$4,507,000713
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$35,073,000492
Available-for-sale securities (fair market value)$60,346,0001,762
Total debt securities$95,421,0001,299
Structured notes
Amortized cost$7,994,000199
Fair value$7,885,000199
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$85,040,0001,453
U.S. Government securities$81,321,0001,071
U.S. Treasury securities$0981
U.S. Government agency obligations$81,321,0001,034
Securities issued by states & political subdivisions$05,903
Other domestic debt securities$3,719,0001,436
Privately issued residential mortgage-backed securities$3,719,000807
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$78,552,000744
Mortgage-backed securities$46,818,0001,290
Certificates of participation in pools of residential mortgages$31,156,0001,293
Issued or guaranteed by U.S.$31,156,0001,282
Privately issued$0191
Collaterized mortgage obligations$15,662,0001,046
CMOs issued by government agencies or sponsored agencies$11,943,000984
Privately issued$3,719,000774
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$34,792,000494
Available-for-sale securities (fair market value)$50,248,0002,041
Total debt securities$85,040,0001,430
Structured notes
Amortized cost$7,000,000159
Fair value$7,005,000159
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$79,443,0001,536
U.S. Government securities$76,329,0001,127
U.S. Treasury securities$0973
U.S. Government agency obligations$76,329,0001,101
Securities issued by states & political subdivisions$05,872
Other domestic debt securities$3,114,0001,519
Privately issued residential mortgage-backed securities$3,114,000830
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$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$65,945,000869
Mortgage-backed securities$40,891,0001,383
Certificates of participation in pools of residential mortgages$31,364,0001,239
Issued or guaranteed by U.S.$31,364,0001,229
Privately issued$0188
Collaterized mortgage obligations$9,527,0001,353
CMOs issued by government agencies or sponsored agencies$6,413,0001,321
Privately issued$3,114,000795
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$25,402,000626
Available-for-sale securities (fair market value)$54,041,0001,903
Total debt securities$79,444,0001,508
Structured notes
Amortized cost$5,000,000274
Fair value$5,006,000279
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$71,745,0001,652
U.S. Government securities$70,098,0001,194
U.S. Treasury securities$01,019
U.S. Government agency obligations$70,098,0001,167
Securities issued by states & political subdivisions$05,898
Other domestic debt securities$1,647,0001,928
Privately issued residential mortgage-backed securities$1,647,0001,022
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$57,863,000953
Mortgage-backed securities$35,061,0001,487
Certificates of participation in pools of residential mortgages$26,759,0001,330
Issued or guaranteed by U.S.$26,759,0001,317
Privately issued$0192
Collaterized mortgage obligations$8,302,0001,380
CMOs issued by government agencies or sponsored agencies$6,655,0001,227
Privately issued$1,647,000980
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$22,796,000680
Available-for-sale securities (fair market value)$48,949,0002,014
Total debt securities$71,745,0001,629
Structured notes
Amortized cost$6,340,000202
Fair value$6,344,000199
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$66,747,0001,783
U.S. Government securities$65,036,0001,304
U.S. Treasury securities$01,021
U.S. Government agency obligations$65,036,0001,274
Securities issued by states & political subdivisions$05,952
Other domestic debt securities$1,711,0001,948
Privately issued residential mortgage-backed securities$1,711,000997
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$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$46,177,0001,124
Mortgage-backed securities$34,065,0001,497
Certificates of participation in pools of residential mortgages$25,394,0001,398
Issued or guaranteed by U.S.$25,394,0001,387
Privately issued$0202
Collaterized mortgage obligations$8,671,0001,349
CMOs issued by government agencies or sponsored agencies$6,960,0001,206
Privately issued$1,711,000947
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$23,257,000665
Available-for-sale securities (fair market value)$43,490,0002,292
Total debt securities$66,747,0001,758
Structured notes
Amortized cost$1,337,000872
Fair value$1,340,000868
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$59,271,0001,983
U.S. Government securities$57,462,0001,447
U.S. Treasury securities$01,044
U.S. Government agency obligations$57,462,0001,412
Securities issued by states & political subdivisions$05,963
Other domestic debt securities$1,809,0001,829
Privately issued residential mortgage-backed securities$1,809,000952
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$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,544,0001,529
Mortgage-backed securities$31,226,0001,568
Certificates of participation in pools of residential mortgages$21,972,0001,510
Issued or guaranteed by U.S.$21,972,0001,498
Privately issued$0205
Collaterized mortgage obligations$9,254,0001,284
CMOs issued by government agencies or sponsored agencies$7,445,0001,152
Privately issued$1,809,000907
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$15,509,000877
Available-for-sale securities (fair market value)$43,762,0002,279
Total debt securities$59,262,0001,940
Structured notes
Amortized cost$990,0001,232
Fair value$1,003,0001,134
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$55,849,0002,080
U.S. Government securities$53,864,0001,548
U.S. Treasury securities$01,146
U.S. Government agency obligations$53,864,0001,518
Securities issued by states & political subdivisions$06,012
Other domestic debt securities$1,985,0001,627
Privately issued residential mortgage-backed securities$1,985,000845
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$22,902,0002,004
Mortgage-backed securities$24,755,0001,651
Certificates of participation in pools of residential mortgages$14,987,0001,752
Issued or guaranteed by U.S.$14,987,0001,743
Privately issued$0191
Collaterized mortgage obligations$9,768,0001,174
CMOs issued by government agencies or sponsored agencies$7,783,0001,077
Privately issued$1,985,000805
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$11,661,0001,106
Available-for-sale securities (fair market value)$44,188,0002,244
Total debt securities$55,848,0002,033
Structured notes
Amortized cost$2,230,000975
Fair value$2,251,000969
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$50,933,0002,258
U.S. Government securities$48,796,0001,722
U.S. Treasury securities$01,235
U.S. Government agency obligations$48,796,0001,685
Securities issued by states & political subdivisions$06,045
Other domestic debt securities$2,137,0001,535
Privately issued residential mortgage-backed securities$2,137,000800
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$28,572,0001,632
Mortgage-backed securities$19,497,0001,835
Certificates of participation in pools of residential mortgages$8,567,0002,331
Issued or guaranteed by U.S.$8,567,0002,320
Privately issued$0194
Collaterized mortgage obligations$10,930,0001,046
CMOs issued by government agencies or sponsored agencies$8,793,000966
Privately issued$2,137,000762
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,628,0001,042
Available-for-sale securities (fair market value)$37,305,0002,554
Total debt securities$50,931,0002,209
Structured notes
Amortized cost$2,225,0001,169
Fair value$2,241,0001,156
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$48,081,0002,373
U.S. Government securities$45,768,0001,850
U.S. Treasury securities$01,362
U.S. Government agency obligations$45,768,0001,795
Securities issued by states & political subdivisions$06,106
Other domestic debt securities$2,313,0001,436
Privately issued residential mortgage-backed securities$2,313,000734
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,701,0001,557
Mortgage-backed securities$20,567,0001,729
Certificates of participation in pools of residential mortgages$9,012,0002,209
Issued or guaranteed by U.S.$9,012,0002,199
Privately issued$0207
Collaterized mortgage obligations$11,555,000974
CMOs issued by government agencies or sponsored agencies$9,242,000902
Privately issued$2,313,000696
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$14,556,0001,011
Available-for-sale securities (fair market value)$33,525,0002,778
Total debt securities$48,082,0002,335
Structured notes
Amortized cost$2,221,0001,236
Fair value$2,212,0001,232
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$45,162,0002,513
U.S. Government securities$42,634,0001,996
U.S. Treasury securities$01,448
U.S. Government agency obligations$42,634,0001,941
Securities issued by states & political subdivisions$06,160
Other domestic debt securities$2,528,0001,375
Privately issued residential mortgage-backed securities$2,528,000686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,095,0001,562
Mortgage-backed securities$19,853,0001,750
Certificates of participation in pools of residential mortgages$7,404,0002,450
Issued or guaranteed by U.S.$7,404,0002,440
Privately issued$0218
Collaterized mortgage obligations$12,449,000924
CMOs issued by government agencies or sponsored agencies$9,921,000852
Privately issued$2,528,000642
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$15,358,000994
Available-for-sale securities (fair market value)$29,804,0003,024
Total debt securities$45,163,0002,468
Structured notes
Amortized cost$2,215,0001,286
Fair value$2,221,0001,279
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$39,627,0002,820
U.S. Government securities$37,449,0002,278
U.S. Treasury securities$01,498
U.S. Government agency obligations$37,449,0002,218
Securities issued by states & political subdivisions$06,206
Other domestic debt securities$2,178,0001,458
Privately issued residential mortgage-backed securities$2,178,000699
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,832,0001,729
Mortgage-backed securities$18,348,0001,865
Certificates of participation in pools of residential mortgages$6,686,0002,608
Issued or guaranteed by U.S.$6,686,0002,594
Privately issued$0208
Collaterized mortgage obligations$11,662,000965
CMOs issued by government agencies or sponsored agencies$9,484,000881
Privately issued$2,178,000663
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$14,574,0001,045
Available-for-sale securities (fair market value)$25,053,0003,437
Total debt securities$39,625,0002,775
Structured notes
Amortized cost$2,210,0001,364
Fair value$2,214,0001,356
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$36,868,0003,031
U.S. Government securities$34,304,0002,471
U.S. Treasury securities$01,574
U.S. Government agency obligations$34,304,0002,403
Securities issued by states & political subdivisions$06,288
Other domestic debt securities$2,564,0001,378
Privately issued residential mortgage-backed securities$2,564,000658
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,090,0001,742
Mortgage-backed securities$18,774,0001,845
Certificates of participation in pools of residential mortgages$6,901,0002,578
Issued or guaranteed by U.S.$6,901,0002,564
Privately issued$0214
Collaterized mortgage obligations$11,873,000946
CMOs issued by government agencies or sponsored agencies$9,309,000881
Privately issued$2,564,000614
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$15,526,0001,044
Available-for-sale securities (fair market value)$21,342,0003,843
Total debt securities$36,870,0002,986
Structured notes
Amortized cost$2,204,0001,444
Fair value$2,207,0001,438
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$30,891,0003,422
U.S. Government securities$27,947,0002,918
U.S. Treasury securities$01,634
U.S. Government agency obligations$27,947,0002,823
Securities issued by states & political subdivisions$06,332
Other domestic debt securities$2,944,0001,304
Privately issued residential mortgage-backed securities$2,944,000610
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,829,0001,674
Mortgage-backed securities$16,049,0002,028
Certificates of participation in pools of residential mortgages$5,142,0002,980
Issued or guaranteed by U.S.$5,142,0002,968
Privately issued$0211
Collaterized mortgage obligations$10,907,000966
CMOs issued by government agencies or sponsored agencies$7,963,000964
Privately issued$2,944,000571
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$16,518,0001,015
Available-for-sale securities (fair market value)$14,373,0004,769
Total debt securities$30,891,0003,374
Structured notes
Amortized cost$2,198,0001,500
Fair value$2,171,0001,493
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$25,765,0003,949
U.S. Government securities$23,042,0003,443
U.S. Treasury securities$01,715
U.S. Government agency obligations$23,042,0003,326
Securities issued by states & political subdivisions$06,356
Other domestic debt securities$2,723,0001,380
Privately issued residential mortgage-backed securities$2,723,000635
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,062,0002,062
Mortgage-backed securities$15,090,0002,136
Certificates of participation in pools of residential mortgages$4,330,0003,257
Issued or guaranteed by U.S.$4,330,0003,244
Privately issued$0205
Collaterized mortgage obligations$10,760,000981
CMOs issued by government agencies or sponsored agencies$8,037,000965
Privately issued$2,723,000594
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$16,959,0001,008
Available-for-sale securities (fair market value)$8,806,0005,843
Total debt securities$25,766,0003,892
Structured notes
Amortized cost$1,140,0002,057
Fair value$1,128,0002,055
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$21,184,0004,474
U.S. Government securities$18,088,0004,065
U.S. Treasury securities$01,737
U.S. Government agency obligations$18,088,0003,939
Securities issued by states & political subdivisions$06,408
Other domestic debt securities$3,096,0001,321
Privately issued residential mortgage-backed securities$3,096,000586
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,855,0004,329
Mortgage-backed securities$12,965,0002,351
Certificates of participation in pools of residential mortgages$3,950,0003,386
Issued or guaranteed by U.S.$3,950,0003,373
Privately issued$0216
Collaterized mortgage obligations$9,015,0001,078
CMOs issued by government agencies or sponsored agencies$5,919,0001,153
Privately issued$3,096,000549
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$14,784,0001,139
Available-for-sale securities (fair market value)$6,400,0006,393
Total debt securities$21,183,0004,411
Structured notes
Amortized cost$1,829,0001,728
Fair value$1,827,0001,721
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$11,275,0006,070
U.S. Government securities$5,018,0006,946
U.S. Treasury securities$01,786
U.S. Government agency obligations$5,018,0006,801
Securities issued by states & political subdivisions$3,489,0003,619
Other domestic debt securities$2,768,0001,432
Privately issued residential mortgage-backed securities$2,768,000602
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,149,0004,253
Mortgage-backed securities$7,786,0003,073
Certificates of participation in pools of residential mortgages$1,483,0004,623
Issued or guaranteed by U.S.$1,483,0004,603
Privately issued$0225
Collaterized mortgage obligations$6,303,0001,318
CMOs issued by government agencies or sponsored agencies$3,535,0001,483
Privately issued$2,768,000563
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$9,784,0001,463
Available-for-sale securities (fair market value)$1,491,0007,555
Total debt securities$11,276,0006,009
Structured notes
Amortized cost$500,0002,532
Fair value$496,0002,618
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$11,364,0006,089
U.S. Government securities$8,839,0005,889
U.S. Treasury securities$01,839
U.S. Government agency obligations$8,839,0005,750
Securities issued by states & political subdivisions$06,459
Other domestic debt securities$2,525,0001,519
Privately issued residential mortgage-backed securities$2,525,000607
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,515,0005,134
Mortgage-backed securities$7,868,0003,145
Certificates of participation in pools of residential mortgages$1,574,0004,643
Issued or guaranteed by U.S.$1,574,0004,621
Privately issued$0223
Collaterized mortgage obligations$6,294,0001,344
CMOs issued by government agencies or sponsored agencies$3,769,0001,482
Privately issued$2,525,000570
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$9,865,0001,460
Available-for-sale securities (fair market value)$1,499,0007,582
Total debt securities$11,364,0006,021
Structured notes
Amortized cost$500,0002,519
Fair value$500,0002,521
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046