Savannah River Banking Company, Securities

2013-12-31Rank
Total securities$23,102,0004,203
U.S. Government securities$23,004,0003,210
U.S. Treasury securities$01,131
U.S. Government agency obligations$23,004,0003,133
Securities issued by states & political subdivisions$98,0005,455
Other domestic debt securities$02,651
Privately issued residential mortgage-backed securities$0953
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$3,888,0004,495
Mortgage-backed securities$10,011,0003,205
Certificates of participation in pools of residential mortgages$10,011,0002,661
Issued or guaranteed by U.S.$10,011,0002,660
Privately issued$081
Collaterized mortgage obligations$03,647
CMOs issued by government agencies or sponsored agencies$03,500
Privately issued$0906
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)$23,102,0003,849
Total debt securities$23,102,0004,173
Structured notes
Amortized cost$500,0001,949
Fair value$500,0001,960
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$23,885,0004,166
U.S. Government securities$23,786,0003,192
U.S. Treasury securities$01,131
U.S. Government agency obligations$23,786,0003,111
Securities issued by states & political subdivisions$99,0005,490
Other domestic debt securities$02,731
Privately issued residential mortgage-backed securities$0991
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$3,496,0004,657
Mortgage-backed securities$10,601,0003,143
Certificates of participation in pools of residential mortgages$10,601,0002,587
Issued or guaranteed by U.S.$10,601,0002,584
Privately issued$080
Collaterized mortgage obligations$03,695
CMOs issued by government agencies or sponsored agencies$03,541
Privately issued$0947
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)$23,885,0003,818
Total debt securities$23,885,0004,137
Structured notes
Amortized cost$500,0001,948
Fair value$501,0001,955
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$22,194,0004,308
U.S. Government securities$22,095,0003,324
U.S. Treasury securities$01,152
U.S. Government agency obligations$22,095,0003,239
Securities issued by states & political subdivisions$99,0005,490
Other domestic debt securities$02,792
Privately issued residential mortgage-backed securities$01,015
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$3,041,0004,792
Mortgage-backed securities$11,348,0003,073
Certificates of participation in pools of residential mortgages$11,348,0002,478
Issued or guaranteed by U.S.$11,348,0002,477
Privately issued$083
Collaterized mortgage obligations$03,718
CMOs issued by government agencies or sponsored agencies$03,562
Privately issued$0969
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)$22,194,0003,961
Total debt securities$22,194,0004,275
Structured notes
Amortized cost$501,0001,926
Fair value$501,0001,944
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$22,932,0004,245
U.S. Government securities$22,932,0003,273
U.S. Treasury securities$01,161
U.S. Government agency obligations$22,932,0003,193
Securities issued by states & political subdivisions$05,582
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
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$3,029,0004,842
Mortgage-backed securities$10,855,0003,182
Certificates of participation in pools of residential mortgages$10,855,0002,562
Issued or guaranteed by U.S.$10,855,0002,561
Privately issued$083
Collaterized mortgage obligations$03,760
CMOs issued by government agencies or sponsored agencies$03,589
Privately issued$01,005
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)$22,932,0003,923
Total debt securities$22,932,0004,220
Structured notes
Amortized cost$501,0001,971
Fair value$502,0002,003
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$25,023,0004,035
U.S. Government securities$25,023,0003,064
U.S. Treasury securities$01,135
U.S. Government agency obligations$25,023,0002,997
Securities issued by states & political subdivisions$05,626
Other domestic debt securities$02,785
Privately issued residential mortgage-backed securities$01,069
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$2,988,0004,877
Mortgage-backed securities$11,877,0003,094
Certificates of participation in pools of residential mortgages$11,877,0002,439
Issued or guaranteed by U.S.$11,877,0002,437
Privately issued$085
Collaterized mortgage obligations$03,803
CMOs issued by government agencies or sponsored agencies$03,635
Privately issued$01,025
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)$25,023,0003,717
Total debt securities$25,023,0004,004
Structured notes
Amortized cost$1,002,0001,610
Fair value$1,004,0001,645
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$27,709,0003,862
U.S. Government securities$27,709,0002,945
U.S. Treasury securities$01,086
U.S. Government agency obligations$27,709,0002,891
Securities issued by states & political subdivisions$05,673
Other domestic debt securities$02,872
Privately issued residential mortgage-backed securities$01,116
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$2,759,0004,997
Mortgage-backed securities$13,029,0003,114
Certificates of participation in pools of residential mortgages$13,029,0002,444
Issued or guaranteed by U.S.$13,029,0002,443
Privately issued$088
Collaterized mortgage obligations$03,879
CMOs issued by government agencies or sponsored agencies$03,703
Privately issued$01,068
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)$27,709,0003,559
Total debt securities$27,709,0003,834
Structured notes
Amortized cost$1,004,0001,744
Fair value$1,007,0001,768
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$30,992,0003,658
U.S. Government securities$30,992,0002,776
U.S. Treasury securities$01,068
U.S. Government agency obligations$30,992,0002,717
Securities issued by states & political subdivisions$05,701
Other domestic debt securities$02,873
Privately issued residential mortgage-backed securities$01,166
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$3,807,0004,704
Mortgage-backed securities$14,874,0002,965
Certificates of participation in pools of residential mortgages$14,874,0002,302
Issued or guaranteed by U.S.$14,874,0002,301
Privately issued$094
Collaterized mortgage obligations$03,891
CMOs issued by government agencies or sponsored agencies$03,711
Privately issued$01,117
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)$30,992,0003,391
Total debt securities$30,992,0003,629
Structured notes
Amortized cost$1,506,0001,721
Fair value$1,509,0001,732
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$26,711,0003,992
U.S. Government securities$26,711,0003,101
U.S. Treasury securities$01,157
U.S. Government agency obligations$26,711,0003,043
Securities issued by states & political subdivisions$05,702
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
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$3,630,0004,789
Mortgage-backed securities$13,173,0003,117
Certificates of participation in pools of residential mortgages$13,173,0002,448
Issued or guaranteed by U.S.$13,173,0002,443
Privately issued$094
Collaterized mortgage obligations$03,909
CMOs issued by government agencies or sponsored agencies$03,722
Privately issued$01,155
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)$26,711,0003,678
Total debt securities$26,711,0003,960
Structured notes
Amortized cost$1,507,0001,927
Fair value$1,511,0001,936
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$27,195,0003,912
U.S. Government securities$27,195,0002,997
U.S. Treasury securities$01,076
U.S. Government agency obligations$27,195,0002,933
Securities issued by states & political subdivisions$05,698
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
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$1,733,0005,226
Mortgage-backed securities$12,451,0003,118
Certificates of participation in pools of residential mortgages$12,451,0002,431
Issued or guaranteed by U.S.$12,451,0002,426
Privately issued$0121
Collaterized mortgage obligations$03,863
CMOs issued by government agencies or sponsored agencies$03,583
Privately issued$01,216
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)$27,195,0003,599
Total debt securities$27,195,0003,882
Structured notes
Amortized cost$2,507,0001,511
Fair value$2,516,0001,522
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$27,548,0003,791
U.S. Government securities$27,548,0002,908
U.S. Treasury securities$01,126
U.S. Government agency obligations$27,548,0002,828
Securities issued by states & political subdivisions$05,727
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
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$1,927,0005,175
Mortgage-backed securities$11,937,0003,139
Certificates of participation in pools of residential mortgages$11,937,0002,430
Issued or guaranteed by U.S.$11,937,0002,425
Privately issued$0132
Collaterized mortgage obligations$03,861
CMOs issued by government agencies or sponsored agencies$03,576
Privately issued$01,235
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)$27,548,0003,496
Total debt securities$27,548,0003,760
Structured notes
Amortized cost$3,509,0001,317
Fair value$3,515,0001,328
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$25,713,0003,979
U.S. Government securities$25,713,0003,113
U.S. Treasury securitiesNANA
U.S. Government agency obligations$25,713,0003,033
Securities issued by states & political subdivisions$05,731
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,028
Foreign debt securitiesNANA
Equity securities$01,444
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$9,482,0003,414
Certificates of participation in pools of residential mortgages$9,482,0002,710
Issued or guaranteed by U.S.$9,482,0002,703
Privately issued$0125
Collaterized mortgage obligations$03,866
CMOs issued by government agencies or sponsored agencies$03,565
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,0002,999
Available-for-sale securities (fair market value)$25,712,0003,656
Total debt securities$25,713,0003,941
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contractsNANA
2011-03-31Rank
Total securities$23,927,0004,128
U.S. Government securities$23,927,0003,268
U.S. Treasury securitiesNANA
U.S. Government agency obligations$23,927,0003,177
Securities issued by states & political subdivisions$05,757
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,072
Foreign debt securitiesNANA
Equity securities$01,470
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$8,924,0003,413
Certificates of participation in pools of residential mortgages$8,924,0002,723
Issued or guaranteed by U.S.$8,924,0002,718
Privately issued$0136
Collaterized mortgage obligations$03,842
CMOs issued by government agencies or sponsored agencies$03,537
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$23,927,0003,804
Total debt securities$23,927,0004,097
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
2010-12-31Rank
Total securities$21,258,0004,258
U.S. Government securities$21,258,0003,357
U.S. Treasury securitiesNANA
U.S. Government agency obligations$21,258,0003,256
Securities issued by states & political subdivisions$05,791
Other domestic debt securities$03,063
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,087
Foreign debt securitiesNANA
Equity securities$01,492
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$9,151,0003,277
Certificates of participation in pools of residential mortgages$9,144,0002,568
Issued or guaranteed by U.S.$9,144,0002,562
Privately issued$0141
Collaterized mortgage obligations$7,0003,794
CMOs issued by government agencies or sponsored agencies$7,0003,475
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$21,258,0003,915
Total debt securities$21,258,0004,228
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contractsNANA
2010-09-30Rank
Total securities$18,885,0004,490
U.S. Government securities$18,885,0003,570
U.S. Treasury securitiesNANA
U.S. Government agency obligations$18,885,0003,468
Securities issued by states & political subdivisions$05,786
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,145
Foreign debt securitiesNANA
Equity securities$01,538
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$8,927,0003,305
Certificates of participation in pools of residential mortgages$8,886,0002,585
Issued or guaranteed by U.S.$8,886,0002,578
Privately issued$0141
Collaterized mortgage obligations$41,0003,702
CMOs issued by government agencies or sponsored agencies$41,0003,378
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$18,885,0004,096
Total debt securities$18,885,0004,448
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contractsNANA
2010-06-30Rank
Total securities$11,555,0005,484
U.S. Government securities$11,555,0004,643
U.S. Treasury securitiesNANA
U.S. Government agency obligations$11,555,0004,538
Securities issued by states & political subdivisions$05,780
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,114
Foreign debt securitiesNANA
Equity securities$01,578
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$7,476,0003,528
Certificates of participation in pools of residential mortgages$7,403,0002,847
Issued or guaranteed by U.S.$7,403,0002,839
Privately issued$0148
Collaterized mortgage obligations$73,0003,573
CMOs issued by government agencies or sponsored agencies$73,0003,256
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$11,555,0005,026
Total debt securities$11,555,0005,449
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contractsNANA
2010-03-31Rank
Total securities$11,153,0005,589
U.S. Government securities$11,153,0004,760
U.S. Treasury securitiesNANA
U.S. Government agency obligations$11,153,0004,645
Securities issued by states & political subdivisions$05,814
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,133
Foreign debt securitiesNANA
Equity securities$01,606
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$7,572,0003,576
Certificates of participation in pools of residential mortgages$7,465,0002,910
Issued or guaranteed by U.S.$7,465,0002,902
Privately issued$0145
Collaterized mortgage obligations$107,0003,528
CMOs issued by government agencies or sponsored agencies$107,0003,193
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$11,153,0005,125
Total debt securities$11,153,0005,547
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contractsNANA
2009-12-31Rank
Total securities$13,762,0005,202
U.S. Government securities$13,762,0004,319
U.S. Treasury securitiesNANA
U.S. Government agency obligations$13,762,0004,228
Securities issued by states & political subdivisions$05,847
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,182
Foreign debt securitiesNANA
Equity securities$01,667
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$8,221,0003,523
Certificates of participation in pools of residential mortgages$8,042,0002,878
Issued or guaranteed by U.S.$8,042,0002,870
Privately issued$0157
Collaterized mortgage obligations$179,0003,465
CMOs issued by government agencies or sponsored agencies$179,0003,119
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$13,762,0004,765
Total debt securities$13,762,0005,162
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contractsNANA
2009-09-30Rank
Total securities$15,625,0004,978
U.S. Government securities$15,625,0004,043
U.S. Treasury securitiesNANA
U.S. Government agency obligations$15,625,0003,965
Securities issued by states & political subdivisions$05,895
Other domestic debt securities$03,355
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,284
Foreign debt securitiesNANA
Equity securities$01,720
Assets held in trading accounts for TFR Reporters$027
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$8,867,0003,501
Certificates of participation in pools of residential mortgages$8,656,0002,853
Issued or guaranteed by U.S.$8,656,0002,841
Privately issued$0171
Collaterized mortgage obligations$211,0003,447
CMOs issued by government agencies or sponsored agencies$211,0003,093
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$15,625,0004,552
Total debt securities$15,625,0004,934
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contractsNANA
2009-06-30Rank
Total securities$12,998,0005,336
U.S. Government securities$12,998,0004,440
U.S. Treasury securitiesNANA
U.S. Government agency obligations$12,998,0004,346
Securities issued by states & political subdivisions$05,944
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,390
Foreign debt securitiesNANA
Equity securities$01,777
Assets held in trading accounts for TFR Reporters$027
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$9,475,0003,440
Certificates of participation in pools of residential mortgages$9,216,0002,827
Issued or guaranteed by U.S.$9,216,0002,813
Privately issued$0181
Collaterized mortgage obligations$259,0003,405
CMOs issued by government agencies or sponsored agencies$259,0003,046
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,0003,448
Available-for-sale securities (fair market value)$12,997,0004,875
Total debt securities$12,998,0005,292
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contractsNANA
2009-03-31Rank
Total securities$11,879,0005,560
U.S. Government securities$11,879,0004,725
U.S. Treasury securitiesNANA
U.S. Government agency obligations$11,879,0004,641
Securities issued by states & political subdivisions$05,903
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securitiesNANA
Equity securities$01,804
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$8,828,0003,595
Certificates of participation in pools of residential mortgages$8,513,0002,994
Issued or guaranteed by U.S.$8,513,0002,981
Privately issued$0191
Collaterized mortgage obligations$315,0003,386
CMOs issued by government agencies or sponsored agencies$315,0003,018
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,0003,494
Available-for-sale securities (fair market value)$11,878,0005,072
Total debt securities$11,879,0005,518
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contractsNANA
2008-12-31Rank
Total securities$12,948,0005,423
U.S. Government securities$12,948,0004,580
U.S. Treasury securitiesNANA
U.S. Government agency obligations$12,948,0004,496
Securities issued by states & political subdivisions$05,872
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securitiesNANA
Equity securities$01,803
Assets held in trading accounts for TFR Reporters$032
General valuation allowances for securities for TFR Reporters$02
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$8,364,0003,622
Certificates of participation in pools of residential mortgages$7,998,0003,046
Issued or guaranteed by U.S.$7,998,0003,034
Privately issued$0188
Collaterized mortgage obligations$366,0003,279
CMOs issued by government agencies or sponsored agencies$366,0002,956
Privately issued$01,555
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)$12,948,0004,909
Total debt securities$12,948,0005,383
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contractsNANA
2008-09-30Rank
Total securities$7,676,0006,341
U.S. Government securities$7,676,0005,646
U.S. Treasury securitiesNANA
U.S. Government agency obligations$7,676,0005,561
Securities issued by states & political subdivisions$05,898
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securitiesNANA
Equity securities$01,898
Assets held in trading accounts for TFR Reporters$028
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$5,658,0004,039
Certificates of participation in pools of residential mortgages$5,273,0003,577
Issued or guaranteed by U.S.$5,273,0003,565
Privately issued$0192
Collaterized mortgage obligations$385,0003,196
CMOs issued by government agencies or sponsored agencies$385,0002,860
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,0003,536
Available-for-sale securities (fair market value)$7,675,0005,788
Total debt securities$7,676,0006,299
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contractsNANA
2008-06-30Rank
Total securities$7,836,0006,362
U.S. Government securities$7,836,0005,638
U.S. Treasury securitiesNANA
U.S. Government agency obligations$7,836,0005,561
Securities issued by states & political subdivisions$05,952
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securitiesNANA
Equity securities$01,972
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$05
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$5,827,0003,997
Certificates of participation in pools of residential mortgages$5,425,0003,526
Issued or guaranteed by U.S.$5,425,0003,509
Privately issued$0202
Collaterized mortgage obligations$402,0003,197
CMOs issued by government agencies or sponsored agencies$402,0002,860
Privately issued$01,503
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)$7,836,0005,806
Total debt securities$7,836,0006,302
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contractsNANA
2008-03-31Rank
Total securities$4,830,0007,051
U.S. Government securities$4,830,0006,519
U.S. Treasury securitiesNANA
U.S. Government agency obligations$4,830,0006,426
Securities issued by states & political subdivisions$05,963
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securitiesNANA
Equity securities$01,949
Assets held in trading accounts for TFR Reporters$033
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$4,307,0004,311
Certificates of participation in pools of residential mortgages$3,853,0003,892
Issued or guaranteed by U.S.$3,853,0003,878
Privately issued$0205
Collaterized mortgage obligations$454,0003,141
CMOs issued by government agencies or sponsored agencies$454,0002,801
Privately issued$01,493
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)$4,830,0006,461
Total debt securities$4,830,0006,988
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2007-12-31Rank
Total securities$4,464,0007,222
U.S. Government securities$4,464,0006,765
U.S. Treasury securitiesNANA
U.S. Government agency obligations$4,464,0006,655
Securities issued by states & political subdivisions$06,012
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securitiesNANA
Equity securities$01,903
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,952,0004,152
Certificates of participation in pools of residential mortgages$3,462,0003,725
Issued or guaranteed by U.S.$3,462,0003,710
Privately issued$0191
Collaterized mortgage obligations$490,0003,001
CMOs issued by government agencies or sponsored agencies$490,0002,679
Privately issued$01,403
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)$4,464,0006,588
Total debt securities$4,464,0007,164
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2007-09-30Rank
Total securities$08,282
U.S. Government securities$08,160
U.S. Treasury securitiesNANA
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securitiesNANA
Equity securities$01,839
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
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 costNANA
Fair valueNANA
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA