Home > Harris Trust and Savings Bank > Securities
Harris Trust and Savings Bank, Securities
2005-03-31 | Rank | |
Total securities | $5,917,242,000 | 51 |
U.S. Government securities | $5,193,529,000 | 44 |
U.S. Treasury securities | $1,053,646,000 | 9 |
U.S. Government agency obligations | $4,139,883,000 | 47 |
Securities issued by states & political subdivisions | $45,516,000 | 353 |
Other domestic debt securities | $675,086,000 | 69 |
Privately issued residential mortgage-backed securities | $14,065,000 | 326 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $661,021,000 | 18 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $0 | 2,887 |
Foreign debt securities | $0 | 247 |
Equity securities | $3,111,000 | 701 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $3,221,009,000 | 40 |
Mortgage-backed securities | $476,245,000 | 197 |
Certificates of participation in pools of residential mortgages | $476,245,000 | 136 |
Issued or guaranteed by U.S. | $462,180,000 | 135 |
Privately issued | $14,065,000 | 51 |
Collaterized mortgage obligations | $0 | 3,809 |
CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
Privately issued | $0 | 1,232 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $0 | 4,419 |
Available-for-sale securities (fair market value) | $5,917,242,000 | 43 |
Total debt securities | $5,914,131,000 | 51 |
Structured notes | ||
Amortized cost | $5,498,000 | 783 |
Fair value | $5,470,000 | 776 |
Trading account assets | $217,139,000 | 31 |
Revaluation gains on off-balance sheet contracts | $94,534,000 | 22 |
Revaluation losses on off-balance sheet contracts | $93,779,000 | 21 |
2004-12-31 | Rank | |
Total securities | $5,755,292,000 | 52 |
U.S. Government securities | $5,013,079,000 | 46 |
U.S. Treasury securities | $1,102,479,000 | 9 |
U.S. Government agency obligations | $3,910,600,000 | 51 |
Securities issued by states & political subdivisions | $42,562,000 | 400 |
Other domestic debt securities | $695,831,000 | 66 |
Privately issued residential mortgage-backed securities | $0 | 1,332 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $695,831,000 | 18 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $0 | 2,966 |
Foreign debt securities | $0 | 244 |
Equity securities | $3,820,000 | 679 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $3,363,910,000 | 41 |
Mortgage-backed securities | $457,355,000 | 214 |
Certificates of participation in pools of residential mortgages | $457,355,000 | 149 |
Issued or guaranteed by U.S. | $457,355,000 | 145 |
Privately issued | $0 | 203 |
Collaterized mortgage obligations | $0 | 3,844 |
CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
Privately issued | $0 | 1,227 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $0 | 4,483 |
Available-for-sale securities (fair market value) | $5,755,292,000 | 43 |
Total debt securities | $5,751,472,000 | 52 |
Structured notes | ||
Amortized cost | $5,497,000 | 757 |
Fair value | $5,500,000 | 751 |
Trading account assets | $263,730,000 | 30 |
Revaluation gains on off-balance sheet contracts | $173,600,000 | 19 |
Revaluation losses on off-balance sheet contracts | $172,936,000 | 18 |
2004-09-30 | Rank | |
Total securities | $5,751,633,000 | 53 |
U.S. Government securities | $5,006,444,000 | 44 |
U.S. Treasury securities | $1,089,206,000 | 9 |
U.S. Government agency obligations | $3,917,238,000 | 49 |
Securities issued by states & political subdivisions | $38,122,000 | 455 |
Other domestic debt securities | $704,966,000 | 66 |
Privately issued residential mortgage-backed securities | $0 | 1,306 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $704,966,000 | 18 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $0 | 3,039 |
Foreign debt securities | $0 | 248 |
Equity securities | $2,101,000 | 906 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $3,149,674,000 | 42 |
Mortgage-backed securities | $470,186,000 | 206 |
Certificates of participation in pools of residential mortgages | $470,186,000 | 137 |
Issued or guaranteed by U.S. | $470,186,000 | 133 |
Privately issued | $0 | 225 |
Collaterized mortgage obligations | $0 | 3,865 |
CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
Privately issued | $0 | 1,190 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $0 | 4,541 |
Available-for-sale securities (fair market value) | $5,751,633,000 | 42 |
Total debt securities | $5,749,532,000 | 53 |
Structured notes | ||
Amortized cost | $47,246,000 | 55 |
Fair value | $47,170,000 | 55 |
Trading account assets | $166,285,000 | 41 |
Revaluation gains on off-balance sheet contracts | $94,959,000 | 26 |
Revaluation losses on off-balance sheet contracts | $94,508,000 | 24 |
2004-06-30 | Rank | |
Total securities | $5,336,526,000 | 54 |
U.S. Government securities | $4,779,801,000 | 47 |
U.S. Treasury securities | $1,089,577,000 | 11 |
U.S. Government agency obligations | $3,690,224,000 | 54 |
Securities issued by states & political subdivisions | $37,457,000 | 448 |
Other domestic debt securities | $517,128,000 | 77 |
Privately issued residential mortgage-backed securities | $0 | 1,302 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $517,128,000 | 20 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $0 | 3,142 |
Foreign debt securities | $0 | 251 |
Equity securities | $2,140,000 | 918 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $2,870,827,000 | 46 |
Mortgage-backed securities | $446,500,000 | 219 |
Certificates of participation in pools of residential mortgages | $446,500,000 | 149 |
Issued or guaranteed by U.S. | $446,500,000 | 147 |
Privately issued | $0 | 225 |
Collaterized mortgage obligations | $0 | 3,941 |
CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
Privately issued | $0 | 1,191 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $0 | 4,584 |
Available-for-sale securities (fair market value) | $5,336,526,000 | 45 |
Total debt securities | $5,334,386,000 | 54 |
Structured notes | ||
Amortized cost | $0 | 2,808 |
Fair value | $0 | 2,807 |
Trading account assets | $162,937,000 | 36 |
Revaluation gains on off-balance sheet contracts | $68,060,000 | 25 |
Revaluation losses on off-balance sheet contracts | $67,885,000 | 23 |
2004-03-31 | Rank | |
Total securities | $7,081,723,000 | 48 |
U.S. Government securities | $6,677,896,000 | 30 |
U.S. Treasury securities | $2,436,643,000 | 6 |
U.S. Government agency obligations | $4,241,253,000 | 49 |
Securities issued by states & political subdivisions | $29,100,000 | 613 |
Other domestic debt securities | $372,465,000 | 93 |
Privately issued residential mortgage-backed securities | $0 | 1,363 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $372,465,000 | 21 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $0 | 3,226 |
Foreign debt securities | $0 | 264 |
Equity securities | $2,262,000 | 967 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $3,093,109,000 | 40 |
Mortgage-backed securities | $255,007,000 | 324 |
Certificates of participation in pools of residential mortgages | $255,007,000 | 223 |
Issued or guaranteed by U.S. | $255,007,000 | 214 |
Privately issued | $0 | 230 |
Collaterized mortgage obligations | $0 | 4,008 |
CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
Privately issued | $0 | 1,245 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $0 | 4,632 |
Available-for-sale securities (fair market value) | $7,081,723,000 | 39 |
Total debt securities | $7,079,460,000 | 47 |
Structured notes | ||
Amortized cost | $0 | 2,579 |
Fair value | $0 | 2,579 |
Trading account assets | $194,683,000 | 37 |
Revaluation gains on off-balance sheet contracts | $145,272,000 | 23 |
Revaluation losses on off-balance sheet contracts | $144,585,000 | 21 |
2003-12-31 | Rank | |
Total securities | $6,595,048,000 | 46 |
U.S. Government securities | $6,563,939,000 | 33 |
U.S. Treasury securities | $2,851,739,000 | 6 |
U.S. Government agency obligations | $3,712,200,000 | 51 |
Securities issued by states & political subdivisions | $28,956,000 | 618 |
Other domestic debt securities | $0 | 3,890 |
Privately issued residential mortgage-backed securities | $0 | 1,224 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 396 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $0 | 3,361 |
Foreign debt securities | $0 | 283 |
Equity securities | $2,153,000 | 976 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $4,072,247,000 | 34 |
Mortgage-backed securities | $278,087,000 | 309 |
Certificates of participation in pools of residential mortgages | $278,087,000 | 221 |
Issued or guaranteed by U.S. | $278,087,000 | 214 |
Privately issued | $0 | 248 |
Collaterized mortgage obligations | $0 | 4,064 |
CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
Privately issued | $0 | 1,065 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $0 | 4,692 |
Available-for-sale securities (fair market value) | $6,595,048,000 | 39 |
Total debt securities | $6,592,895,000 | 45 |
Structured notes | ||
Amortized cost | $0 | 2,453 |
Fair value | $0 | 2,455 |
Trading account assets | $173,942,000 | 36 |
Revaluation gains on off-balance sheet contracts | $114,475,000 | 25 |
Revaluation losses on off-balance sheet contracts | $114,699,000 | 23 |
2003-09-30 | Rank | |
Total securities | $6,645,948,000 | 41 |
U.S. Government securities | $6,615,936,000 | 31 |
U.S. Treasury securities | $3,077,268,000 | 6 |
U.S. Government agency obligations | $3,538,668,000 | 53 |
Securities issued by states & political subdivisions | $28,004,000 | 639 |
Other domestic debt securities | $0 | 3,996 |
Privately issued residential mortgage-backed securities | $0 | 1,304 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 413 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $0 | 3,464 |
Foreign debt securities | $0 | 291 |
Equity securities | $2,008,000 | 1,075 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $4,168,076,000 | 33 |
Mortgage-backed securities | $333,688,000 | 274 |
Certificates of participation in pools of residential mortgages | $333,688,000 | 183 |
Issued or guaranteed by U.S. | $333,688,000 | 175 |
Privately issued | $0 | 253 |
Collaterized mortgage obligations | $0 | 4,157 |
CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
Privately issued | $0 | 1,143 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $0 | 4,716 |
Available-for-sale securities (fair market value) | $6,645,948,000 | 35 |
Total debt securities | $6,643,939,000 | 41 |
Structured notes | ||
Amortized cost | $0 | 2,200 |
Fair value | $0 | 2,203 |
Trading account assets | $147,951,000 | 39 |
Revaluation gains on off-balance sheet contracts | $121,885,000 | 22 |
Revaluation losses on off-balance sheet contracts | $121,832,000 | 20 |
2003-06-30 | Rank | |
Total securities | $6,789,879,000 | 42 |
U.S. Government securities | $6,786,792,000 | 30 |
U.S. Treasury securities | $2,918,373,000 | 5 |
U.S. Government agency obligations | $3,868,419,000 | 46 |
Securities issued by states & political subdivisions | $1,212,000 | 4,986 |
Other domestic debt securities | $0 | 4,051 |
Privately issued residential mortgage-backed securities | $0 | 1,363 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 431 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $0 | 3,493 |
Foreign debt securities | $0 | 294 |
Equity securities | $1,875,000 | 1,129 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $5,196,139,000 | 24 |
Mortgage-backed securities | $384,063,000 | 252 |
Certificates of participation in pools of residential mortgages | $384,063,000 | 155 |
Issued or guaranteed by U.S. | $384,063,000 | 153 |
Privately issued | $0 | 256 |
Collaterized mortgage obligations | $0 | 4,324 |
CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
Privately issued | $0 | 1,203 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $0 | 4,735 |
Available-for-sale securities (fair market value) | $6,789,879,000 | 36 |
Total debt securities | $6,788,003,000 | 41 |
Structured notes | ||
Amortized cost | $0 | 1,992 |
Fair value | $0 | 1,994 |
Trading account assets | $202,959,000 | 33 |
Revaluation gains on off-balance sheet contracts | $150,011,000 | 22 |
Revaluation losses on off-balance sheet contracts | $150,235,000 | 20 |
2003-03-31 | Rank | |
Total securities | $6,156,957,000 | 43 |
U.S. Government securities | $6,153,886,000 | 32 |
U.S. Treasury securities | $2,789,026,000 | 3 |
U.S. Government agency obligations | $3,364,860,000 | 52 |
Securities issued by states & political subdivisions | $1,223,000 | 4,921 |
Other domestic debt securities | $0 | 4,116 |
Privately issued residential mortgage-backed securities | $0 | 1,390 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 451 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $0 | 3,546 |
Foreign debt securities | $0 | 294 |
Equity securities | $1,848,000 | 1,135 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $4,981,388,000 | 27 |
Mortgage-backed securities | $361,530,000 | 252 |
Certificates of participation in pools of residential mortgages | $361,530,000 | 159 |
Issued or guaranteed by U.S. | $361,530,000 | 156 |
Privately issued | $0 | 257 |
Collaterized mortgage obligations | $0 | 4,407 |
CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
Privately issued | $0 | 1,231 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $0 | 4,788 |
Available-for-sale securities (fair market value) | $6,156,957,000 | 36 |
Total debt securities | $6,155,109,000 | 43 |
Structured notes | ||
Amortized cost | $0 | 1,768 |
Fair value | $0 | 1,771 |
Trading account assets | $166,592,000 | 33 |
Revaluation gains on off-balance sheet contracts | $132,051,000 | 22 |
Revaluation losses on off-balance sheet contracts | $132,992,000 | 20 |
2002-12-31 | Rank | |
Total securities | $5,755,719,000 | 43 |
U.S. Government securities | $5,753,408,000 | 33 |
U.S. Treasury securities | $2,655,160,000 | 3 |
U.S. Government agency obligations | $3,098,248,000 | 56 |
Securities issued by states & political subdivisions | $627,000 | 5,616 |
Other domestic debt securities | $0 | 4,152 |
Privately issued residential mortgage-backed securities | $0 | 1,406 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 466 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $0 | 3,582 |
Foreign debt securities | $0 | 302 |
Equity securities | $1,684,000 | 1,179 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $4,394,791,000 | 27 |
Mortgage-backed securities | $404,213,000 | 222 |
Certificates of participation in pools of residential mortgages | $404,213,000 | 147 |
Issued or guaranteed by U.S. | $404,213,000 | 144 |
Privately issued | $0 | 252 |
Collaterized mortgage obligations | $0 | 4,451 |
CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
Privately issued | $0 | 1,253 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $0 | 4,875 |
Available-for-sale securities (fair market value) | $5,755,719,000 | 36 |
Total debt securities | $5,754,035,000 | 43 |
Structured notes | ||
Amortized cost | $0 | 1,569 |
Fair value | $0 | 1,573 |
Trading account assets | $189,250,000 | 32 |
Revaluation gains on off-balance sheet contracts | $146,827,000 | 21 |
Revaluation losses on off-balance sheet contracts | $146,555,000 | 19 |
2001-12-31 | Rank | |
Total securities | $5,797,801,000 | 39 |
U.S. Government securities | $5,792,809,000 | 27 |
U.S. Treasury securities | $1,423,047,000 | 4 |
U.S. Government agency obligations | $4,369,762,000 | 35 |
Securities issued by states & political subdivisions | $3,600,000 | 3,435 |
Other domestic debt securities | $0 | 4,224 |
Privately issued residential mortgage-backed securities | $0 | 1,514 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 517 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $0 | 3,579 |
Foreign debt securities | $0 | 319 |
Equity securities | $1,392,000 | 1,182 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $3,750,888,000 | 26 |
Mortgage-backed securities | $1,823,163,000 | 82 |
Certificates of participation in pools of residential mortgages | $1,823,163,000 | 46 |
Issued or guaranteed by U.S. | $1,823,163,000 | 45 |
Privately issued | $0 | 260 |
Collaterized mortgage obligations | $0 | 4,551 |
CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
Privately issued | $0 | 1,359 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $0 | 5,093 |
Available-for-sale securities (fair market value) | $5,797,801,000 | 35 |
Total debt securities | $5,796,409,000 | 39 |
Structured notes | ||
Amortized cost | $35,924,000 | 12 |
Fair value | $35,924,000 | 12 |
Trading account assets | $198,961,000 | 34 |
Revaluation gains on off-balance sheet contracts | $108,399,000 | 23 |
Revaluation losses on off-balance sheet contracts | $108,677,000 | 22 |
2000-12-31 | Rank | |
Total securities | $6,500,164,000 | 34 |
U.S. Government securities | $6,468,113,000 | 24 |
U.S. Treasury securities | $1,383,467,000 | 7 |
U.S. Government agency obligations | $5,084,646,000 | 30 |
Securities issued by states & political subdivisions | $5,521,000 | 2,635 |
Other domestic debt securities | $0 | 3,998 |
Privately issued residential mortgage-backed securities | $0 | 1,552 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $0 | 3,386 |
Foreign debt securities | $0 | 313 |
Equity securities | $26,530,000 | 234 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $3,570,563,000 | 27 |
Mortgage-backed securities | $2,659,108,000 | 45 |
Certificates of participation in pools of residential mortgages | $2,659,108,000 | 26 |
Issued or guaranteed by U.S. | $2,659,108,000 | 25 |
Privately issued | $0 | 308 |
Collaterized mortgage obligations | $0 | 4,311 |
CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
Privately issued | $0 | 1,355 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $0 | 5,708 |
Available-for-sale securities (fair market value) | $6,500,164,000 | 27 |
Total debt securities | $6,473,634,000 | 33 |
Structured notes | ||
Amortized cost | $110,453,000 | 5 |
Fair value | $108,593,000 | 5 |
Trading account assets | $215,785,000 | 25 |
Revaluation gains on off-balance sheet contracts | $150,574,000 | 17 |
Revaluation losses on off-balance sheet contracts | $150,687,000 | 17 |
1999-12-31 | Rank | |
Total securities | $6,265,013,000 | 31 |
U.S. Government securities | $6,215,161,000 | 18 |
U.S. Treasury securities | $1,541,974,000 | 10 |
U.S. Government agency obligations | $4,673,187,000 | 26 |
Securities issued by states & political subdivisions | $23,078,000 | 668 |
Other domestic debt securities | $0 | 3,983 |
Privately issued residential mortgage-backed securities | $0 | 1,654 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $0 | 3,254 |
Foreign debt securities | $0 | 343 |
Equity securities | $26,774,000 | 237 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $5,324,698,000 | 16 |
Mortgage-backed securities | $2,228,149,000 | 55 |
Certificates of participation in pools of residential mortgages | $2,228,149,000 | 28 |
Issued or guaranteed by U.S. | $2,228,149,000 | 26 |
Privately issued | $0 | 307 |
Collaterized mortgage obligations | $0 | 4,588 |
CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
Privately issued | $0 | 1,450 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $0 | 6,120 |
Available-for-sale securities (fair market value) | $6,265,013,000 | 23 |
Total debt securities | $6,238,239,000 | 28 |
Structured notes | ||
Amortized cost | $137,550,000 | 5 |
Fair value | $127,654,000 | 4 |
Trading account assets | $166,304,000 | 29 |
Revaluation gains on off-balance sheet contracts | $99,308,000 | 21 |
Revaluation losses on off-balance sheet contracts | $99,379,000 | 20 |
1998-12-31 | Rank | |
Total securities | $5,295,498,000 | 37 |
U.S. Government securities | $5,232,802,000 | 23 |
U.S. Treasury securities | $1,283,567,000 | 11 |
U.S. Government agency obligations | $3,949,235,000 | 32 |
Securities issued by states & political subdivisions | $35,411,000 | 380 |
Other domestic debt securities | $0 | 3,984 |
Privately issued residential mortgage-backed securities | $0 | 1,703 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $0 | 3,174 |
Foreign debt securities | $0 | 363 |
Equity securities | $27,285,000 | 212 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $2,649,900,000 | 34 |
Mortgage-backed securities | $2,098,052,000 | 56 |
Certificates of participation in pools of residential mortgages | $2,098,052,000 | 33 |
Issued or guaranteed by U.S. | $2,098,052,000 | 31 |
Privately issued | $0 | 349 |
Collaterized mortgage obligations | $0 | 4,866 |
CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
Privately issued | $0 | 1,474 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $0 | 6,613 |
Available-for-sale securities (fair market value) | $5,295,498,000 | 27 |
Total debt securities | $5,268,213,000 | 35 |
Structured notes | ||
Amortized cost | $127,376,000 | 5 |
Fair value | $127,721,000 | 5 |
Trading account assets | $252,881,000 | 27 |
Revaluation gains on off-balance sheet contracts | $132,213,000 | 20 |
Revaluation losses on off-balance sheet contracts | $131,909,000 | 19 |
1997-12-31 | Rank | |
Total securities | $3,879,399,000 | 41 |
U.S. Government securities | $3,801,883,000 | 31 |
U.S. Treasury securities | $1,289,051,000 | 13 |
U.S. Government agency obligations | $2,512,832,000 | 42 |
Securities issued by states & political subdivisions | $54,012,000 | 187 |
Other domestic debt securities | $0 | 3,912 |
Privately issued residential mortgage-backed securities | $0 | 1,758 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $0 | 2,997 |
Foreign debt securities | $0 | 390 |
Equity securities | $23,504,000 | 202 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $3,211,591,000 | 20 |
Mortgage-backed securities | $850,318,000 | 116 |
Certificates of participation in pools of residential mortgages | $850,318,000 | 73 |
Issued or guaranteed by U.S. | $850,318,000 | 70 |
Privately issued | $0 | 394 |
Collaterized mortgage obligations | $0 | 5,126 |
CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
Privately issued | $0 | 1,491 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $0 | 7,375 |
Available-for-sale securities (fair market value) | $3,879,399,000 | 33 |
Total debt securities | $3,855,895,000 | 38 |
Structured notes | ||
Amortized cost | $0 | 2,930 |
Fair value | $0 | 2,930 |
Trading account assets | $136,538,000 | 31 |
Revaluation gains on off-balance sheet contracts | $83,329,000 | 18 |
Revaluation losses on off-balance sheet contracts | $82,861,000 | 16 |
1996-12-31 | Rank | |
Total securities | $2,759,331,000 | 60 |
U.S. Government securities | $2,674,495,000 | 44 |
U.S. Treasury securities | $842,909,000 | 27 |
U.S. Government agency obligations | $1,831,586,000 | 57 |
Securities issued by states & political subdivisions | $62,890,000 | 154 |
Other domestic debt securities | $0 | 4,468 |
Privately issued residential mortgage-backed securities | $0 | 2,101 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $0 | 3,340 |
Foreign debt securities | $0 | 466 |
Equity securities | $21,946,000 | 209 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $2,045,979,000 | 31 |
Mortgage-backed securities | $962,227,000 | 114 |
Certificates of participation in pools of residential mortgages | $962,227,000 | 76 |
Issued or guaranteed by U.S. | $962,227,000 | 72 |
Privately issued | $0 | 472 |
Collaterized mortgage obligations | $0 | 5,615 |
CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
Privately issued | $0 | 1,788 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $0 | 8,064 |
Available-for-sale securities (fair market value) | $2,759,331,000 | 42 |
Total debt securities | $2,737,385,000 | 60 |
Structured notes | ||
Amortized cost | $0 | 3,659 |
Fair value | $0 | 3,659 |
Trading account assets | $185,153,000 | 25 |
Revaluation gains on off-balance sheet contracts | $74,799,000 | 18 |
Revaluation losses on off-balance sheet contracts | $74,165,000 | 17 |
1995-12-31 | Rank | |
Total securities | $2,036,329,000 | 89 |
U.S. Government securities | $1,893,580,000 | 73 |
U.S. Treasury securities | $724,354,000 | 39 |
U.S. Government agency obligations | $1,169,226,000 | 98 |
Securities issued by states & political subdivisions | $89,371,000 | 104 |
Other domestic debt securities | $20,000,000 | 438 |
Privately issued residential mortgage-backed securities | $0 | 2,563 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $20,000,000 | 282 |
Foreign debt securities | $21,383,000 | 44 |
Equity securities | $11,995,000 | 339 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $1,389,550,000 | 53 |
Mortgage-backed securities | $749,727,000 | 146 |
Certificates of participation in pools of residential mortgages | $749,727,000 | 93 |
Issued or guaranteed by U.S. | $749,727,000 | 85 |
Privately issued | $0 | 558 |
Collaterized mortgage obligations | $0 | 6,113 |
CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
Privately issued | $0 | 2,213 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $0 | 8,463 |
Available-for-sale securities (fair market value) | $2,036,329,000 | 65 |
Total debt securities | $2,024,334,000 | 87 |
Structured notes | ||
Amortized cost | $0 | 4,562 |
Fair value | $0 | 4,561 |
Trading account assets | $155,974,000 | 33 |
Revaluation gains on off-balance sheet contracts | $57,336,000 | 22 |
Revaluation losses on off-balance sheet contracts | $54,500,000 | 22 |
1994-12-31 | Rank | |
Total securities | $2,514,968,000 | 65 |
U.S. Government securities | $2,191,225,000 | 64 |
U.S. Treasury securities | $1,618,377,000 | 26 |
U.S. Government agency obligations | $572,848,000 | 183 |
Securities issued by states & political subdivisions | $266,933,000 | 29 |
Other domestic debt securities | $20,000,000 | 466 |
Privately issued residential mortgage-backed securities | $0 | 2,862 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $20,000,000 | 307 |
Foreign debt securities | $24,887,000 | 43 |
Equity securities | $11,923,000 | 316 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $2,451,035,000 | 29 |
Mortgage-backed securities | $96,567,000 | 657 |
Certificates of participation in pools of residential mortgages | $96,567,000 | 437 |
Issued or guaranteed by U.S. | $96,567,000 | 424 |
Privately issued | $0 | 564 |
Collaterized mortgage obligations | $0 | 6,600 |
CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
Privately issued | $0 | 2,507 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $718,072,000 | 170 |
Available-for-sale securities (fair market value) | $1,796,896,000 | 36 |
Total debt securities | $2,503,045,000 | 63 |
Structured notes | ||
Amortized cost | NA | NA |
Fair value | NA | NA |
Trading account assets | $169,830,000 | 31 |
Revaluation gains on off-balance sheet contracts | $133,763,000 | 17 |
Revaluation losses on off-balance sheet contracts | $149,363,000 | 16 |
1993-12-31 | Rank | |
Total securities | $1,963,274,000 | 88 |
U.S. Government securities | $1,637,610,000 | 90 |
U.S. Treasury securities | $862,591,000 | 56 |
U.S. Government agency obligations | $775,019,000 | 131 |
Securities issued by states & political subdivisions | $284,087,000 | 28 |
Other domestic debt securities | $0 | 6,562 |
Privately issued residential mortgage-backed securities | $0 | 3,404 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $0 | 5,124 |
Foreign debt securities | $24,866,000 | 38 |
Equity securities | $16,711,000 | 233 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $1,529,326,000 | 40 |
Mortgage-backed securities | $0 | 10,693 |
Certificates of participation in pools of residential mortgages | $0 | 9,937 |
Issued or guaranteed by U.S. | $0 | 9,878 |
Privately issued | $0 | 731 |
Collaterized mortgage obligations | $0 | 7,006 |
CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
Privately issued | $0 | 2,902 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | NA | NA |
Available-for-sale securities (fair market value) | NA | NA |
Total debt securities | $1,946,563,000 | 86 |
Structured notes | ||
Amortized cost | NA | NA |
Fair value | NA | NA |
Trading account assets | $50,061,000 | 61 |
Revaluation gains on off-balance sheet contracts | $0 | 1 |
Revaluation losses on off-balance sheet contracts | NA | NA |
1992-12-31 | Rank | |
Total securities | $1,720,876,000 | 86 |
U.S. Government securities | $1,407,215,000 | 90 |
U.S. Treasury securities | $917,540,000 | 46 |
U.S. Government agency obligations | $489,675,000 | 191 |
Securities issued by states & political subdivisions | $296,593,000 | 23 |
Other domestic debt securities | $0 | 7,520 |
Privately issued residential mortgage-backed securities | $0 | 4,133 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $0 | 5,875 |
Foreign debt securities | $100,000 | 418 |
Equity securities | $16,968,000 | 186 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $1,602,447,000 | 31 |
Mortgage-backed securities | $0 | 11,133 |
Certificates of participation in pools of residential mortgages | $0 | 10,234 |
Issued or guaranteed by U.S. | $0 | 10,148 |
Privately issued | $0 | 831 |
Collaterized mortgage obligations | $0 | 7,362 |
CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
Privately issued | $0 | 3,547 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | NA | NA |
Available-for-sale securities (fair market value) | NA | NA |
Total debt securities | $1,703,908,000 | 87 |
Structured notes | ||
Amortized cost | NA | NA |
Fair value | NA | NA |
Trading account assets | $44,684,000 | 61 |
Revaluation gains on off-balance sheet contracts | $0 | 1 |
Revaluation losses on off-balance sheet contracts | NA | NA |