Home > Citibank (Delaware) > Securities

Citibank (Delaware), Securities

2006-09-30Rank
Total securities$325,115,000409
U.S. Government securities$50,129,0001,773
U.S. Treasury securities$20,278,000173
U.S. Government agency obligations$29,851,0002,695
Securities issued by states & political subdivisions$06,288
Other domestic debt securities$231,489,000129
Privately issued residential mortgage-backed securities$47,147,000189
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$20,094,00063
Structured financial products - TotalNANA
Other domestic debt securities - All other$164,248,00055
Foreign debt securities$39,612,00024
Equity securities$3,885,000553
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,913
Mortgage-backed securities$76,000,000684
Certificates of participation in pools of residential mortgages$15,465,0001,592
Issued or guaranteed by U.S.$15,465,0001,581
Privately issued$0214
Collaterized mortgage obligations$60,535,000358
CMOs issued by government agencies or sponsored agencies$13,388,000705
Privately issued$47,147,000178
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$325,115,000347
Total debt securities$321,230,000405
Structured notes
Amortized cost$10,609,000373
Fair value$10,323,000380
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$325,357,000421
U.S. Government securities$57,524,0001,563
U.S. Treasury securities$26,499,000146
U.S. Government agency obligations$31,025,0002,602
Securities issued by states & political subdivisions$06,332
Other domestic debt securities$234,252,000124
Privately issued residential mortgage-backed securities$52,757,000169
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$20,843,00060
Structured financial products - TotalNANA
Other domestic debt securities - All other$160,652,00052
Foreign debt securities$29,762,00023
Equity securities$3,819,000563
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,970
Mortgage-backed securities$82,789,000634
Certificates of participation in pools of residential mortgages$15,813,0001,582
Issued or guaranteed by U.S.$15,813,0001,573
Privately issued$0211
Collaterized mortgage obligations$66,976,000330
CMOs issued by government agencies or sponsored agencies$14,219,000680
Privately issued$52,757,000158
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$325,357,000354
Total debt securities$321,537,000415
Structured notes
Amortized cost$11,605,000367
Fair value$10,998,000370
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$324,797,000431
U.S. Government securities$74,284,0001,231
U.S. Treasury securities$41,129,000113
U.S. Government agency obligations$33,155,0002,508
Securities issued by states & political subdivisions$06,356
Other domestic debt securities$217,290,000129
Privately issued residential mortgage-backed securities$55,876,000167
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$15,837,00070
Structured financial products - TotalNANA
Other domestic debt securities - All other$145,577,00061
Foreign debt securities$30,223,00021
Equity securities$3,000,000663
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,996
Mortgage-backed securities$88,034,000607
Certificates of participation in pools of residential mortgages$16,750,0001,537
Issued or guaranteed by U.S.$16,750,0001,528
Privately issued$0205
Collaterized mortgage obligations$71,284,000316
CMOs issued by government agencies or sponsored agencies$15,408,000652
Privately issued$55,876,000157
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$324,797,000359
Total debt securities$321,797,000425
Structured notes
Amortized cost$11,623,000376
Fair value$11,195,000382
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$317,588,000439
U.S. Government securities$66,042,0001,375
U.S. Treasury securities$32,487,000134
U.S. Government agency obligations$33,555,0002,443
Securities issued by states & political subdivisions$06,408
Other domestic debt securities$217,821,000131
Privately issued residential mortgage-backed securities$53,611,000174
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$16,779,00067
Structured financial products - TotalNANA
Other domestic debt securities - All other$147,431,00054
Foreign debt securities$29,865,00023
Equity securities$3,860,000585
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,036
Mortgage-backed securities$87,166,000622
Certificates of participation in pools of residential mortgages$17,739,0001,489
Issued or guaranteed by U.S.$17,739,0001,477
Privately issued$0216
Collaterized mortgage obligations$69,427,000331
CMOs issued by government agencies or sponsored agencies$15,816,000634
Privately issued$53,611,000164
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$317,588,000371
Total debt securities$313,728,000432
Structured notes
Amortized cost$12,093,000356
Fair value$11,879,000356
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$365,964,000387
U.S. Government securities$75,324,0001,179
U.S. Treasury securities$37,988,000120
U.S. Government agency obligations$37,336,0002,245
Securities issued by states & political subdivisions$06,448
Other domestic debt securities$245,112,000120
Privately issued residential mortgage-backed securities$54,596,000171
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$17,660,00069
Structured financial products - TotalNANA
Other domestic debt securities - All other$172,856,00047
Foreign debt securities$41,612,00021
Equity securities$3,916,000597
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,079
Mortgage-backed securities$91,932,000605
Certificates of participation in pools of residential mortgages$18,945,0001,449
Issued or guaranteed by U.S.$18,945,0001,439
Privately issued$0225
Collaterized mortgage obligations$72,987,000320
CMOs issued by government agencies or sponsored agencies$18,391,000582
Privately issued$54,596,000161
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$365,964,000326
Total debt securities$362,048,000385
Structured notes
Amortized cost$477,0002,772
Fair value$460,0002,774
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$767,645,000215
U.S. Government securities$208,224,000497
U.S. Treasury securities$114,596,00052
U.S. Government agency obligations$93,628,000932
Securities issued by states & political subdivisions$3,447,0003,616
Other domestic debt securities$491,599,00079
Privately issued residential mortgage-backed securities$91,001,000136
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$52,367,00047
Structured financial products - TotalNANA
Other domestic debt securities - All other$348,231,00016
Foreign debt securities$57,731,00018
Equity securities$6,644,000406
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,094
Mortgage-backed securities$180,157,000389
Certificates of participation in pools of residential mortgages$65,473,000584
Issued or guaranteed by U.S.$65,473,000576
Privately issued$0223
Collaterized mortgage obligations$114,684,000250
CMOs issued by government agencies or sponsored agencies$23,683,000508
Privately issued$91,001,000123
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$767,645,000182
Total debt securities$761,001,000216
Structured notes
Amortized cost$1,148,0001,984
Fair value$1,122,0001,989
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$1,303,842,000156
U.S. Government securities$336,819,000322
U.S. Treasury securities$143,054,00050
U.S. Government agency obligations$193,765,000509
Securities issued by states & political subdivisions$3,425,0003,615
Other domestic debt securities$852,587,00060
Privately issued residential mortgage-backed securities$158,080,000111
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$79,518,00044
Structured financial products - TotalNANA
Other domestic debt securities - All other$614,989,00012
Foreign debt securities$79,183,00018
Equity securities$31,828,000107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$44,703,0001,044
Mortgage-backed securities$347,468,000249
Certificates of participation in pools of residential mortgages$110,103,000408
Issued or guaranteed by U.S.$110,103,000404
Privately issued$0207
Collaterized mortgage obligations$237,365,000163
CMOs issued by government agencies or sponsored agencies$79,285,000252
Privately issued$158,080,00097
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$1,303,842,000138
Total debt securities$1,272,014,000154
Structured notes
Amortized cost$1,220,0001,952
Fair value$1,206,0001,949
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$1,322,119,000159
U.S. Government securities$389,849,000294
U.S. Treasury securities$180,607,00044
U.S. Government agency obligations$209,242,000486
Securities issued by states & political subdivisions$06,548
Other domestic debt securities$831,747,00059
Privately issued residential mortgage-backed securities$156,962,000113
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$84,371,00044
Structured financial products - TotalNANA
Other domestic debt securities - All other$590,414,00011
Foreign debt securities$68,987,00018
Equity securities$31,536,000118
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$47,336,000999
Mortgage-backed securities$358,205,000251
Certificates of participation in pools of residential mortgages$117,037,000398
Issued or guaranteed by U.S.$117,037,000395
Privately issued$0203
Collaterized mortgage obligations$241,168,000160
CMOs issued by government agencies or sponsored agencies$84,206,000251
Privately issued$156,962,00097
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$1,322,119,000140
Total debt securities$1,290,584,000154
Structured notes
Amortized cost$1,276,0001,870
Fair value$1,293,0001,861
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$1,294,426,000159
U.S. Government securities$432,461,000272
U.S. Treasury securities$209,811,00038
U.S. Government agency obligations$222,650,000464
Securities issued by states & political subdivisions$06,596
Other domestic debt securities$791,490,00059
Privately issued residential mortgage-backed securities$154,639,000110
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$88,326,00045
Structured financial products - TotalNANA
Other domestic debt securities - All other$548,525,00013
Foreign debt securities$68,455,00020
Equity securities$2,020,000932
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$40,098,0001,116
Mortgage-backed securities$369,227,000242
Certificates of participation in pools of residential mortgages$125,112,000379
Issued or guaranteed by U.S.$125,112,000378
Privately issued$0225
Collaterized mortgage obligations$244,115,000153
CMOs issued by government agencies or sponsored agencies$89,476,000236
Privately issued$154,639,00094
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$1,294,426,000139
Total debt securities$1,292,405,000156
Structured notes
Amortized cost$1,296,0001,862
Fair value$1,315,0001,848
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$1,241,071,000164
U.S. Government securities$431,706,000280
U.S. Treasury securities$204,858,00036
U.S. Government agency obligations$226,848,000458
Securities issued by states & political subdivisions$06,640
Other domestic debt securities$733,771,00060
Privately issued residential mortgage-backed securities$152,820,000105
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$92,159,00044
Structured financial products - TotalNANA
Other domestic debt securities - All other$488,792,00013
Foreign debt securities$73,174,00020
Equity securities$2,420,000886
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,020,0002,211
Mortgage-backed securities$371,732,000246
Certificates of participation in pools of residential mortgages$132,752,000368
Issued or guaranteed by U.S.$132,752,000365
Privately issued$0225
Collaterized mortgage obligations$238,980,000163
CMOs issued by government agencies or sponsored agencies$86,160,000252
Privately issued$152,820,00090
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,584
Available-for-sale securities (fair market value)$1,241,071,000145
Total debt securities$1,238,652,000161
Structured notes
Amortized cost$1,314,0001,831
Fair value$1,326,0001,824
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$1,345,279,000161
U.S. Government securities$461,946,000261
U.S. Treasury securities$207,978,00039
U.S. Government agency obligations$253,968,000416
Securities issued by states & political subdivisions$06,636
Other domestic debt securities$819,402,00060
Privately issued residential mortgage-backed securities$152,968,000111
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$111,090,00043
Structured financial products - TotalNANA
Other domestic debt securities - All other$555,344,00017
Foreign debt securities$61,913,00020
Equity securities$2,018,0001,027
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$52,972,000865
Mortgage-backed securities$398,561,000237
Certificates of participation in pools of residential mortgages$151,995,000334
Issued or guaranteed by U.S.$151,995,000328
Privately issued$0230
Collaterized mortgage obligations$246,566,000165
CMOs issued by government agencies or sponsored agencies$93,598,000249
Privately issued$152,968,00097
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,632
Available-for-sale securities (fair market value)$1,345,279,000140
Total debt securities$1,343,260,000160
Structured notes
Amortized cost$1,394,0001,611
Fair value$1,466,0001,594
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$1,293,843,000163
U.S. Government securities$479,197,000257
U.S. Treasury securities$202,857,00036
U.S. Government agency obligations$276,340,000403
Securities issued by states & political subdivisions$06,725
Other domestic debt securities$764,395,00050
Privately issued residential mortgage-backed securities$160,719,00077
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$122,448,00039
Structured financial products - TotalNANA
Other domestic debt securities - All other$481,228,00017
Foreign debt securities$48,143,00021
Equity securities$2,108,000990
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$53,214,000847
Mortgage-backed securities$422,255,000230
Certificates of participation in pools of residential mortgages$163,700,000322
Issued or guaranteed by U.S.$163,700,000314
Privately issued$0248
Collaterized mortgage obligations$258,555,000146
CMOs issued by government agencies or sponsored agencies$97,836,000266
Privately issued$160,719,00064
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$1,293,843,000141
Total debt securities$1,291,736,000160
Structured notes
Amortized cost$1,402,0001,482
Fair value$1,440,0001,476
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$1,288,938,000157
U.S. Government securities$518,017,000241
U.S. Treasury securities$209,554,00036
U.S. Government agency obligations$308,463,000361
Securities issued by states & political subdivisions$06,778
Other domestic debt securities$727,127,00048
Privately issued residential mortgage-backed securities$169,514,00068
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$131,372,00038
Structured financial products - TotalNANA
Other domestic debt securities - All other$426,241,00020
Foreign debt securities$41,886,00020
Equity securities$1,908,0001,114
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$54,028,000803
Mortgage-backed securities$469,571,000208
Certificates of participation in pools of residential mortgages$191,697,000277
Issued or guaranteed by U.S.$191,697,000269
Privately issued$0253
Collaterized mortgage obligations$277,874,000141
CMOs issued by government agencies or sponsored agencies$108,360,000245
Privately issued$169,514,00059
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$1,288,938,000136
Total debt securities$1,287,029,000156
Structured notes
Amortized cost$2,274,000959
Fair value$2,288,000954
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$1,369,534,000149
U.S. Government securities$575,329,000223
U.S. Treasury securities$211,006,00032
U.S. Government agency obligations$364,323,000315
Securities issued by states & political subdivisions$06,798
Other domestic debt securities$752,156,00045
Privately issued residential mortgage-backed securities$175,695,00068
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$130,359,00038
Structured financial products - TotalNANA
Other domestic debt securities - All other$446,102,00022
Foreign debt securities$40,356,00022
Equity securities$1,693,0001,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,137,0001,134
Mortgage-backed securities$525,516,000197
Certificates of participation in pools of residential mortgages$218,240,000242
Issued or guaranteed by U.S.$218,240,000236
Privately issued$0256
Collaterized mortgage obligations$307,276,000141
CMOs issued by government agencies or sponsored agencies$131,581,000230
Privately issued$175,695,00064
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$1,369,534,000133
Total debt securities$1,367,842,000147
Structured notes
Amortized cost$2,426,000755
Fair value$2,475,000753
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$1,346,964,000150
U.S. Government securities$603,593,000222
U.S. Treasury securities$204,278,00040
U.S. Government agency obligations$399,315,000287
Securities issued by states & political subdivisions$06,802
Other domestic debt securities$700,637,00050
Privately issued residential mortgage-backed securities$141,602,00075
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$134,476,00037
Structured financial products - TotalNANA
Other domestic debt securities - All other$424,559,00024
Foreign debt securities$41,202,00022
Equity securities$1,532,0001,188
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$45,397,000909
Mortgage-backed securities$526,865,000198
Certificates of participation in pools of residential mortgages$256,309,000210
Issued or guaranteed by U.S.$256,309,000204
Privately issued$0257
Collaterized mortgage obligations$270,556,000156
CMOs issued by government agencies or sponsored agencies$128,954,000237
Privately issued$141,602,00070
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$1,346,964,000134
Total debt securities$1,345,433,000148
Structured notes
Amortized cost$2,926,000495
Fair value$3,045,000457
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$1,315,043,000149
U.S. Government securities$600,917,000211
U.S. Treasury securities$206,666,00037
U.S. Government agency obligations$394,251,000277
Securities issued by states & political subdivisions$06,830
Other domestic debt securities$673,452,00050
Privately issued residential mortgage-backed securities$117,077,00077
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$125,185,00040
Structured financial products - TotalNANA
Other domestic debt securities - All other$431,190,00023
Foreign debt securities$39,274,00021
Equity securities$1,400,0001,243
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$43,904,000916
Mortgage-backed securities$497,157,000197
Certificates of participation in pools of residential mortgages$226,704,000219
Issued or guaranteed by U.S.$226,704,000209
Privately issued$0252
Collaterized mortgage obligations$270,453,000145
CMOs issued by government agencies or sponsored agencies$153,376,000195
Privately issued$117,077,00072
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,875
Available-for-sale securities (fair market value)$1,315,043,000134
Total debt securities$1,313,644,000147
Structured notes
Amortized cost$4,684,000225
Fair value$4,878,000220
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$1,183,861,000152
U.S. Government securities$520,117,000203
U.S. Treasury securities$151,019,00053
U.S. Government agency obligations$369,098,000257
Securities issued by states & political subdivisions$07,002
Other domestic debt securities$620,740,00060
Privately issued residential mortgage-backed securities$86,748,000107
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$143,732,00035
Structured financial products - TotalNANA
Other domestic debt securities - All other$390,260,00021
Foreign debt securities$43,003,00021
Equity securities$1,0002,381
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$47,237,000819
Mortgage-backed securities$455,846,000190
Certificates of participation in pools of residential mortgages$210,863,000216
Issued or guaranteed by U.S.$208,923,000211
Privately issued$1,940,000107
Collaterized mortgage obligations$244,983,000152
CMOs issued by government agencies or sponsored agencies$160,175,000175
Privately issued$84,808,00094
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,093
Available-for-sale securities (fair market value)$1,183,861,000132
Total debt securities$1,183,862,000150
Structured notes
Amortized cost$146,000832
Fair value$141,000830
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$1,079,216,000157
U.S. Government securities$486,079,000207
U.S. Treasury securities$67,175,000121
U.S. Government agency obligations$418,904,000222
Securities issued by states & political subdivisions$07,238
Other domestic debt securities$530,159,00058
Privately issued residential mortgage-backed securities$100,793,00086
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$429,366,00031
Foreign debt securities$62,978,00018
Equity securities$08,187
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,293,0003,838
Mortgage-backed securities$508,727,000155
Certificates of participation in pools of residential mortgages$274,748,000157
Issued or guaranteed by U.S.$272,846,000155
Privately issued$1,902,000117
Collaterized mortgage obligations$233,979,000137
CMOs issued by government agencies or sponsored agencies$135,088,000179
Privately issued$98,891,00076
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,708
Available-for-sale securities (fair market value)$1,079,216,000130
Total debt securities$1,079,216,000155
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$060
1999-12-31Rank
Total securities$1,023,696,000175
U.S. Government securities$318,952,000331
U.S. Treasury securities$87,140,000127
U.S. Government agency obligations$231,812,000399
Securities issued by states & political subdivisions$07,587
Other domestic debt securities$686,136,00049
Privately issued residential mortgage-backed securities$270,150,00048
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$415,986,00036
Foreign debt securities$18,608,00035
Equity securities$08,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,837,0003,975
Mortgage-backed securities$491,287,000178
Certificates of participation in pools of residential mortgages$221,137,000197
Issued or guaranteed by U.S.$221,137,000195
Privately issued$0307
Collaterized mortgage obligations$270,150,000139
CMOs issued by government agencies or sponsored agencies$04,288
Privately issued$270,150,00042
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,120
Available-for-sale securities (fair market value)$1,023,696,000141
Total debt securities$1,023,696,000169
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
1998-12-31Rank
Total securities$889,382,000176
U.S. Government securities$255,186,000420
U.S. Treasury securities$13,537,000988
U.S. Government agency obligations$241,649,000391
Securities issued by states & political subdivisions$07,833
Other domestic debt securities$603,919,00043
Privately issued residential mortgage-backed securities$186,654,00068
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$417,265,00026
Foreign debt securities$30,277,00024
Equity securities$08,258
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,087,0003,248
Mortgage-backed securities$399,987,000207
Certificates of participation in pools of residential mortgages$213,333,000218
Issued or guaranteed by U.S.$213,333,000214
Privately issued$0349
Collaterized mortgage obligations$186,654,000171
CMOs issued by government agencies or sponsored agencies$04,565
Privately issued$186,654,00056
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,613
Available-for-sale securities (fair market value)$889,382,000136
Total debt securities$889,382,000173
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$053
1997-12-31Rank
Total securities$705,131,000213
U.S. Government securities$237,712,000454
U.S. Treasury securities$18,682,0001,011
U.S. Government agency obligations$219,030,000418
Securities issued by states & political subdivisions$08,162
Other domestic debt securities$414,110,00048
Privately issued residential mortgage-backed securities$130,002,00064
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$284,108,00029
Foreign debt securities$40,161,00023
Equity securities$13,148,000354
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,636,0003,528
Mortgage-backed securities$337,588,000232
Certificates of participation in pools of residential mortgages$207,586,000228
Issued or guaranteed by U.S.$207,586,000223
Privately issued$0394
Collaterized mortgage obligations$130,002,000204
CMOs issued by government agencies or sponsored agencies$04,813
Privately issued$130,002,00043
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$07,375
Available-for-sale securities (fair market value)$705,131,000159
Total debt securities$691,983,000210
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$057
1996-12-31Rank
Total securities$562,147,000275
U.S. Government securities$251,465,000462
U.S. Treasury securities$22,642,0001,030
U.S. Government agency obligations$228,823,000418
Securities issued by states & political subdivisions$08,624
Other domestic debt securities$278,045,00062
Privately issued residential mortgage-backed securities$59,259,000117
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$218,786,00028
Foreign debt securities$24,514,00035
Equity securities$8,123,000494
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,412,0003,355
Mortgage-backed securities$276,623,000285
Certificates of participation in pools of residential mortgages$217,364,000241
Issued or guaranteed by U.S.$217,364,000233
Privately issued$0472
Collaterized mortgage obligations$59,259,000362
CMOs issued by government agencies or sponsored agencies$05,273
Privately issued$59,259,00075
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,064
Available-for-sale securities (fair market value)$562,147,000202
Total debt securities$554,024,000275
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contracts$072
1995-12-31Rank
Total securities$496,346,000319
U.S. Government securities$202,668,000560
U.S. Treasury securities$39,422,000725
U.S. Government agency obligations$163,246,000523
Securities issued by states & political subdivisions$127,0008,506
Other domestic debt securities$261,130,00074
Privately issued residential mortgage-backed securities$5,248,000393
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$255,882,00031
Foreign debt securities$25,042,00042
Equity securities$7,379,000515
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,557,0002,129
Mortgage-backed securities$156,254,000446
Certificates of participation in pools of residential mortgages$151,006,000323
Issued or guaranteed by U.S.$151,006,000302
Privately issued$0558
Collaterized mortgage obligations$5,248,0002,121
CMOs issued by government agencies or sponsored agencies$05,699
Privately issued$5,248,000266
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,463
Available-for-sale securities (fair market value)$496,346,000248
Total debt securities$488,967,000317
Structured notes
Amortized cost$04,562
Fair value$04,561
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$079
1994-12-31Rank
Total securities$526,915,000321
U.S. Government securities$267,369,000469
U.S. Treasury securities$154,030,000238
U.S. Government agency obligations$113,339,000693
Securities issued by states & political subdivisions$250,0008,464
Other domestic debt securities$219,457,00094
Privately issued residential mortgage-backed securities$1,128,000880
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$218,329,00036
Foreign debt securities$39,839,00032
Equity securities$08,991
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,647,0002,247
Mortgage-backed securities$102,805,000624
Certificates of participation in pools of residential mortgages$88,847,000472
Issued or guaranteed by U.S.$88,847,000457
Privately issued$0564
Collaterized mortgage obligations$13,958,0001,170
CMOs issued by government agencies or sponsored agencies$12,830,0001,173
Privately issued$1,128,000679
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$011,523
Available-for-sale securities (fair market value)$526,915,000138
Total debt securities$526,915,000320
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contracts$062
1993-12-31Rank
Total securities$386,087,000415
U.S. Government securities$212,844,000572
U.S. Treasury securities$170,047,000246
U.S. Government agency obligations$42,797,0001,653
Securities issued by states & political subdivisions$668,0007,473
Other domestic debt securities$145,179,000115
Privately issued residential mortgage-backed securities$5,740,000469
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$139,439,00048
Foreign debt securities$27,001,00036
Equity securities$395,0003,431
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,056,0001,933
Mortgage-backed securities$48,537,0001,126
Certificates of participation in pools of residential mortgages$42,797,000836
Issued or guaranteed by U.S.$42,797,000809
Privately issued$0731
Collaterized mortgage obligations$5,740,0002,428
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$5,740,000305
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$385,692,000411
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0330
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$300,267,000505
U.S. Government securities$262,342,000466
U.S. Treasury securities$191,435,000202
U.S. Government agency obligations$70,907,0001,010
Securities issued by states & political subdivisions$710,0007,189
Other domestic debt securities$33,092,000430
Privately issued residential mortgage-backed securities$1,987,0001,217
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$31,105,000293
Foreign debt securities$0699
Equity securities$4,123,000736
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,598,0001,838
Mortgage-backed securities$72,894,000838
Certificates of participation in pools of residential mortgages$70,907,000567
Issued or guaranteed by U.S.$70,907,000534
Privately issued$0831
Collaterized mortgage obligations$1,987,0004,075
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$1,987,000923
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$296,144,000500
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0344
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA