Gateway National Bank, Securities

2006-12-31Rank
Total securities$47,944,0002,424
U.S. Government securities$30,383,0002,700
U.S. Treasury securities$99,0001,459
U.S. Government agency obligations$30,284,0002,640
Securities issued by states & political subdivisions$17,561,0001,168
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
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$11,900,0003,113
Mortgage-backed securities$20,000,0001,754
Certificates of participation in pools of residential mortgages$20,000,0001,308
Issued or guaranteed by U.S.$20,000,0001,300
Privately issued$0208
Collaterized mortgage obligations$03,687
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$47,944,0002,094
Total debt securities$47,944,0002,376
Structured notes
Amortized cost$02,890
Fair value$02,890
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$48,398,0002,409
U.S. Government securities$30,924,0002,716
U.S. Treasury securities$98,0001,550
U.S. Government agency obligations$30,826,0002,645
Securities issued by states & political subdivisions$17,474,0001,150
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
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$11,842,0003,107
Mortgage-backed securities$20,635,0001,711
Certificates of participation in pools of residential mortgages$20,635,0001,295
Issued or guaranteed by U.S.$20,635,0001,285
Privately issued$0214
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$01,279
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)$48,398,0002,076
Total debt securities$48,398,0002,369
Structured notes
Amortized cost$03,015
Fair value$03,015
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$48,848,0002,391
U.S. Government securities$31,376,0002,656
U.S. Treasury securities$97,0001,610
U.S. Government agency obligations$31,279,0002,588
Securities issued by states & political subdivisions$17,472,0001,137
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
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$11,833,0003,100
Mortgage-backed securities$21,369,0001,673
Certificates of participation in pools of residential mortgages$21,369,0001,270
Issued or guaranteed by U.S.$21,369,0001,263
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,296
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)$48,848,0002,046
Total debt securities$48,848,0002,344
Structured notes
Amortized cost$03,074
Fair value$03,074
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$48,953,0002,402
U.S. Government securities$32,774,0002,595
U.S. Treasury securities$98,0001,681
U.S. Government agency obligations$32,676,0002,532
Securities issued by states & political subdivisions$16,179,0001,243
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
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$11,995,0003,069
Mortgage-backed securities$22,527,0001,645
Certificates of participation in pools of residential mortgages$22,527,0001,234
Issued or guaranteed by U.S.$22,527,0001,224
Privately issued$0205
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$01,290
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)$48,953,0002,056
Total debt securities$48,952,0002,353
Structured notes
Amortized cost$03,063
Fair value$03,063
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$29,327,0003,617
U.S. Government securities$16,746,0004,266
U.S. Treasury securities$01,737
U.S. Government agency obligations$16,746,0004,133
Securities issued by states & political subdivisions$11,581,0001,705
Other domestic debt securities$1,000,0002,085
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,000,0001,600
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$12,069,0003,032
Mortgage-backed securities$16,258,0002,065
Certificates of participation in pools of residential mortgages$16,258,0001,576
Issued or guaranteed by U.S.$16,258,0001,565
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,606,0002,791
Available-for-sale securities (fair market value)$27,721,0003,273
Total debt securities$29,326,0003,566
Structured notes
Amortized cost$03,054
Fair value$03,056
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$44,781,0002,580
U.S. Government securities$32,143,0002,600
U.S. Treasury securities$01,786
U.S. Government agency obligations$32,143,0002,516
Securities issued by states & political subdivisions$11,638,0001,686
Other domestic debt securities$1,000,0002,131
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,000,0001,672
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$11,241,0003,163
Mortgage-backed securities$8,908,0002,899
Certificates of participation in pools of residential mortgages$8,908,0002,356
Issued or guaranteed by U.S.$8,908,0002,346
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,692,0002,783
Available-for-sale securities (fair market value)$43,089,0002,274
Total debt securities$44,781,0002,536
Structured notes
Amortized cost$03,005
Fair value$03,005
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$38,458,0002,940
U.S. Government securities$35,335,0002,448
U.S. Treasury securities$01,839
U.S. Government agency obligations$35,335,0002,366
Securities issued by states & political subdivisions$1,093,0004,991
Other domestic debt securities$2,030,0001,665
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,030,0001,252
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$11,979,0003,015
Mortgage-backed securities$11,044,0002,669
Certificates of participation in pools of residential mortgages$11,044,0002,141
Issued or guaranteed by U.S.$11,044,0002,129
Privately issued$0223
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,702,0002,840
Available-for-sale securities (fair market value)$36,756,0002,624
Total debt securities$38,458,0002,892
Structured notes
Amortized cost$02,983
Fair value$02,982
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$44,695,0002,624
U.S. Government securities$42,049,0002,138
U.S. Treasury securities$01,963
U.S. Government agency obligations$42,049,0002,057
Securities issued by states & political subdivisions$609,0005,484
Other domestic debt securities$2,037,0001,705
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,037,0001,318
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,282,0002,971
Mortgage-backed securities$13,683,0002,434
Certificates of participation in pools of residential mortgages$13,683,0001,916
Issued or guaranteed by U.S.$13,683,0001,905
Privately issued$0207
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,737,0002,860
Available-for-sale securities (fair market value)$42,958,0002,306
Total debt securities$44,695,0002,577
Structured notes
Amortized cost$02,942
Fair value$02,942
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$46,258,0002,576
U.S. Government securities$43,591,0002,088
U.S. Treasury securities$01,963
U.S. Government agency obligations$43,591,0002,002
Securities issued by states & political subdivisions$610,0005,502
Other domestic debt securities$2,057,0001,775
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,057,0001,391
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,179,0002,805
Mortgage-backed securities$15,106,0002,326
Certificates of participation in pools of residential mortgages$15,106,0001,815
Issued or guaranteed by U.S.$15,106,0001,807
Privately issued$0203
Collaterized mortgage obligations$03,844
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,785,0002,868
Available-for-sale securities (fair market value)$44,473,0002,258
Total debt securities$46,258,0002,531
Structured notes
Amortized cost$02,874
Fair value$02,875
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$49,199,0002,433
U.S. Government securities$46,519,0001,938
U.S. Treasury securities$01,990
U.S. Government agency obligations$46,519,0001,871
Securities issued by states & political subdivisions$610,0005,552
Other domestic debt securities$2,070,0001,782
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,070,0001,434
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,070,0002,796
Mortgage-backed securities$16,869,0002,173
Certificates of participation in pools of residential mortgages$16,869,0001,697
Issued or guaranteed by U.S.$16,869,0001,688
Privately issued$0225
Collaterized mortgage obligations$03,865
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,828,0002,274
Available-for-sale securities (fair market value)$45,371,0002,215
Total debt securities$49,199,0002,384
Structured notes
Amortized cost$02,853
Fair value$02,854
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$44,725,0002,675
U.S. Government securities$42,031,0002,145
U.S. Treasury securities$02,098
U.S. Government agency obligations$42,031,0002,071
Securities issued by states & political subdivisions$611,0005,582
Other domestic debt securities$2,083,0001,852
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,083,0001,513
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,062,0002,769
Mortgage-backed securities$18,565,0002,087
Certificates of participation in pools of residential mortgages$18,565,0001,600
Issued or guaranteed by U.S.$18,565,0001,588
Privately issued$0225
Collaterized mortgage obligations$03,941
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,930,0002,262
Available-for-sale securities (fair market value)$40,795,0002,459
Total debt securities$44,725,0002,622
Structured notes
Amortized cost$02,808
Fair value$02,807
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$32,961,0003,412
U.S. Government securities$30,263,0002,791
U.S. Treasury securities$02,082
U.S. Government agency obligations$30,263,0002,696
Securities issued by states & political subdivisions$612,0005,580
Other domestic debt securities$2,086,0001,950
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,086,0001,600
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,679,0002,540
Mortgage-backed securities$15,105,0002,408
Certificates of participation in pools of residential mortgages$15,105,0001,868
Issued or guaranteed by U.S.$15,105,0001,859
Privately issued$0230
Collaterized mortgage obligations$04,008
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,999,0002,225
Available-for-sale securities (fair market value)$28,962,0003,252
Total debt securities$32,961,0003,337
Structured notes
Amortized cost$02,579
Fair value$02,579
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$37,654,0003,127
U.S. Government securities$34,937,0002,575
U.S. Treasury securities$02,227
U.S. Government agency obligations$34,937,0002,492
Securities issued by states & political subdivisions$613,0005,629
Other domestic debt securities$2,104,0001,970
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,104,0001,687
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,012,0002,991
Mortgage-backed securities$16,768,0002,241
Certificates of participation in pools of residential mortgages$16,768,0001,755
Issued or guaranteed by U.S.$16,768,0001,742
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,073,0002,242
Available-for-sale securities (fair market value)$33,581,0002,944
Total debt securities$37,654,0003,065
Structured notes
Amortized cost$02,453
Fair value$02,455
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$39,828,0002,944
U.S. Government securities$38,109,0002,344
U.S. Treasury securities$02,287
U.S. Government agency obligations$38,109,0002,261
Securities issued by states & political subdivisions$614,0005,667
Other domestic debt securities$1,105,0002,566
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,105,0002,258
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,767,0003,585
Mortgage-backed securities$16,420,0002,265
Certificates of participation in pools of residential mortgages$16,420,0001,770
Issued or guaranteed by U.S.$16,420,0001,763
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,180,0002,821
Available-for-sale securities (fair market value)$37,648,0002,657
Total debt securities$39,828,0002,870
Structured notes
Amortized cost$02,200
Fair value$02,203
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$20,616,0004,609
U.S. Government securities$20,002,0003,696
U.S. Treasury securities$02,322
U.S. Government agency obligations$20,002,0003,552
Securities issued by states & political subdivisions$614,0005,664
Other domestic debt securities$04,051
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,423,0003,640
Mortgage-backed securities$6,967,0003,622
Certificates of participation in pools of residential mortgages$6,967,0002,937
Issued or guaranteed by U.S.$6,967,0002,925
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,384,0002,756
Available-for-sale securities (fair market value)$18,232,0004,315
Total debt securities$20,616,0004,519
Structured notes
Amortized cost$01,992
Fair value$01,994
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$16,291,0005,292
U.S. Government securities$15,676,0004,409
U.S. Treasury securities$02,382
U.S. Government agency obligations$15,676,0004,243
Securities issued by states & political subdivisions$615,0005,632
Other domestic debt securities$04,116
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,615,0003,154
Mortgage-backed securities$4,629,0004,269
Certificates of participation in pools of residential mortgages$4,629,0003,539
Issued or guaranteed by U.S.$4,629,0003,529
Privately issued$0257
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,663,0002,703
Available-for-sale securities (fair market value)$13,628,0005,021
Total debt securities$16,291,0005,196
Structured notes
Amortized cost$01,768
Fair value$01,771
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$20,709,0004,537
U.S. Government securities$20,093,0003,690
U.S. Treasury securities$5,994,000614
U.S. Government agency obligations$14,099,0004,462
Securities issued by states & political subdivisions$616,0005,637
Other domestic debt securities$04,152
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,276,0002,677
Mortgage-backed securities$5,766,0003,918
Certificates of participation in pools of residential mortgages$5,766,0003,147
Issued or guaranteed by U.S.$5,766,0003,136
Privately issued$0252
Collaterized mortgage obligations$04,451
CMOs issued by government agencies or sponsored agencies$04,203
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,980,0002,662
Available-for-sale securities (fair market value)$17,729,0004,314
Total debt securities$20,709,0004,445
Structured notes
Amortized cost$01,569
Fair value$01,573
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$30,763,0003,268
U.S. Government securities$30,044,0002,547
U.S. Treasury securities$996,0002,092
U.S. Government agency obligations$29,048,0002,469
Securities issued by states & political subdivisions$719,0005,617
Other domestic debt securities$04,224
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,543,0002,867
Mortgage-backed securities$10,285,0002,824
Certificates of participation in pools of residential mortgages$10,285,0002,068
Issued or guaranteed by U.S.$10,285,0002,054
Privately issued$0260
Collaterized mortgage obligations$04,551
CMOs issued by government agencies or sponsored agencies$04,294
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,056,0002,281
Available-for-sale securities (fair market value)$25,707,0003,175
Total debt securities$30,763,0003,207
Structured notes
Amortized cost$0883
Fair value$0883
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$23,345,0004,139
U.S. Government securities$22,369,0003,353
U.S. Treasury securities$04,186
U.S. Government agency obligations$22,369,0003,097
Securities issued by states & political subdivisions$721,0005,739
Other domestic debt securities$03,998
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securities$0313
Equity securities$255,0005,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,827,0002,832
Mortgage-backed securities$8,883,0002,483
Certificates of participation in pools of residential mortgages$8,883,0001,882
Issued or guaranteed by U.S.$8,883,0001,871
Privately issued$0308
Collaterized mortgage obligations$04,311
CMOs issued by government agencies or sponsored agencies$04,024
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$11,837,0001,707
Available-for-sale securities (fair market value)$11,508,0005,353
Total debt securities$23,090,0004,061
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 contractsNANA
1999-12-31Rank
Total securities$20,839,0004,709
U.S. Government securities$20,584,0003,760
U.S. Treasury securities$05,412
U.S. Government agency obligations$20,584,0003,399
Securities issued by states & political subdivisions$07,587
Other domestic debt securities$03,983
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,254
Foreign debt securities$0343
Equity securities$255,0005,208
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,704,0002,382
Mortgage-backed securities$11,156,0002,359
Certificates of participation in pools of residential mortgages$11,156,0001,738
Issued or guaranteed by U.S.$11,156,0001,727
Privately issued$0307
Collaterized mortgage obligations$04,588
CMOs issued by government agencies or sponsored agencies$04,288
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$12,482,0001,836
Available-for-sale securities (fair market value)$8,357,0006,324
Total debt securities$20,584,0004,633
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 contractsNANA
1998-12-31Rank
Total securities$22,000,0004,538
U.S. Government securities$21,745,0003,679
U.S. Treasury securities$1,007,0005,084
U.S. Government agency obligations$20,738,0003,230
Securities issued by states & political subdivisions$07,833
Other domestic debt securities$03,984
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securitiesNANA
Equity securities$255,0004,960
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,745,0003,084
Mortgage-backed securities$12,256,0002,357
Certificates of participation in pools of residential mortgages$12,256,0001,696
Issued or guaranteed by U.S.$12,256,0001,686
Privately issued$0349
Collaterized mortgage obligations$04,866
CMOs issued by government agencies or sponsored agencies$04,565
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,183,0001,927
Available-for-sale securities (fair market value)$8,817,0006,103
Total debt securities$21,745,0004,456
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 contractsNANA
1997-12-31Rank
Total securities$15,619,0005,852
U.S. Government securities$15,364,0004,961
U.S. Treasury securities$2,304,0004,844
U.S. Government agency obligations$13,060,0004,412
Securities issued by states & political subdivisions$08,162
Other domestic debt securities$03,912
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securitiesNANA
Equity securities$255,0004,954
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,116,0002,857
Mortgage-backed securities$7,041,0003,223
Certificates of participation in pools of residential mortgages$7,041,0002,404
Issued or guaranteed by U.S.$7,041,0002,390
Privately issued$0394
Collaterized mortgage obligations$05,126
CMOs issued by government agencies or sponsored agencies$04,813
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,864,0003,838
Available-for-sale securities (fair market value)$9,755,0005,806
Total debt securities$15,364,0005,784
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 contractsNANA
1996-12-31Rank
Total securities$14,181,0006,650
U.S. Government securities$14,038,0005,740
U.S. Treasury securities$5,309,0003,634
U.S. Government agency obligations$8,729,0005,944
Securities issued by states & political subdivisions$08,624
Other domestic debt securities$04,468
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securitiesNANA
Equity securities$143,0005,835
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,862,0002,548
Mortgage-backed securities$3,886,0004,742
Certificates of participation in pools of residential mortgages$3,886,0003,647
Issued or guaranteed by U.S.$3,886,0003,629
Privately issued$0472
Collaterized mortgage obligations$05,615
CMOs issued by government agencies or sponsored agencies$05,273
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,927,0005,713
Available-for-sale securities (fair market value)$11,254,0005,614
Total debt securities$14,038,0006,553
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 contractsNANA
1995-12-31Rank
Total securities$13,091,0007,245
U.S. Government securities$12,942,0006,295
U.S. Treasury securities$7,839,0003,327
U.S. Government agency obligations$5,103,0007,641
Securities issued by states & political subdivisions$09,009
Other domestic debt securities$05,176
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securitiesNANA
Equity securities$143,0005,634
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,254,0002,672
Mortgage-backed securities$4,103,0004,897
Certificates of participation in pools of residential mortgages$4,103,0003,644
Issued or guaranteed by U.S.$4,103,0003,613
Privately issued$0558
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,235,0004,905
Available-for-sale securities (fair market value)$7,856,0006,832
Total debt securities$12,942,0007,157
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 contractsNANA
1994-12-31Rank
Total securities$13,664,0007,493
U.S. Government securities$13,521,0006,464
U.S. Treasury securities$8,742,0003,810
U.S. Government agency obligations$4,779,0007,839
Securities issued by states & political subdivisions$09,545
Other domestic debt securities$05,820
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securitiesNANA
Equity securities$143,0005,408
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,627,0002,803
Mortgage-backed securities$4,678,0004,855
Certificates of participation in pools of residential mortgages$4,678,0003,514
Issued or guaranteed by U.S.$4,678,0003,491
Privately issued$0564
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,356,0008,385
Available-for-sale securities (fair market value)$9,308,0004,986
Total debt securities$13,521,0007,421
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contractsNANA
1993-12-31Rank
Total securities$12,529,0008,164
U.S. Government securities$12,412,0007,060
U.S. Treasury securities$7,719,0004,297
U.S. Government agency obligations$4,693,0008,124
Securities issued by states & political subdivisions$09,845
Other domestic debt securities$06,562
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securitiesNANA
Equity securities$117,0005,408
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,884,0002,557
Mortgage-backed securities$4,585,0005,501
Certificates of participation in pools of residential mortgages$4,585,0003,973
Issued or guaranteed by U.S.$4,585,0003,936
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$02,902
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$12,412,0008,050
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$11,583,0008,542
U.S. Government securities$11,466,0007,445
U.S. Treasury securities$5,982,0005,212
U.S. Government agency obligations$5,484,0007,688
Securities issued by states & political subdivisions$09,981
Other domestic debt securities$07,520
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,875
Foreign debt securitiesNANA
Equity securities$117,0004,847
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,109,0003,513
Mortgage-backed securities$3,859,0006,139
Certificates of participation in pools of residential mortgages$3,859,0004,537
Issued or guaranteed by U.S.$3,859,0004,484
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$03,547
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$11,466,0008,459
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