Security Savings Bank, Securities

2008-12-31Rank
Total securities$43,372,0002,586
U.S. Government securities$13,213,0004,536
U.S. Treasury securities$0973
U.S. Government agency obligations$13,213,0004,450
Securities issued by states & political subdivisions$05,872
Other domestic debt securities$30,159,000420
Privately issued residential mortgage-backed securities$30,159,000281
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$42,882,0001,259
Mortgage-backed securities$31,481,0001,708
Certificates of participation in pools of residential mortgages$1,322,0005,014
Issued or guaranteed by U.S.$1,322,0005,000
Privately issued$0188
Collaterized mortgage obligations$30,159,000669
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$30,159,000270
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$22,954,000678
Available-for-sale securities (fair market value)$20,418,0003,940
Total debt securities$43,372,0002,558
Structured notes
Amortized cost$1,900,000708
Fair value$1,894,000702
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$50,119,0002,246
U.S. Government securities$13,252,0004,495
U.S. Treasury securities$01,019
U.S. Government agency obligations$13,252,0004,414
Securities issued by states & political subdivisions$05,898
Other domestic debt securities$36,867,000365
Privately issued residential mortgage-backed securities$36,867,000256
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$49,366,0001,087
Mortgage-backed securities$38,227,0001,385
Certificates of participation in pools of residential mortgages$1,360,0004,971
Issued or guaranteed by U.S.$1,360,0004,955
Privately issued$0192
Collaterized mortgage obligations$36,867,000557
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$36,867,000244
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$27,968,000585
Available-for-sale securities (fair market value)$22,151,0003,662
Total debt securities$50,119,0002,222
Structured notes
Amortized cost$1,900,000695
Fair value$1,846,000698
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$55,391,0002,115
U.S. Government securities$15,290,0004,168
U.S. Treasury securities$01,021
U.S. Government agency obligations$15,290,0004,099
Securities issued by states & political subdivisions$05,952
Other domestic debt securities$40,101,000361
Privately issued residential mortgage-backed securities$40,101,000249
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$46,771,0001,108
Mortgage-backed securities$41,500,0001,298
Certificates of participation in pools of residential mortgages$1,399,0004,959
Issued or guaranteed by U.S.$1,399,0004,940
Privately issued$0202
Collaterized mortgage obligations$40,101,000524
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$40,101,000235
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$30,254,000539
Available-for-sale securities (fair market value)$25,137,0003,447
Total debt securities$55,391,0002,080
Structured notes
Amortized cost$3,900,000373
Fair value$3,715,000381
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$58,107,0002,013
U.S. Government securities$15,339,0004,185
U.S. Treasury securities$01,044
U.S. Government agency obligations$15,339,0004,111
Securities issued by states & political subdivisions$05,963
Other domestic debt securities$42,768,000345
Privately issued residential mortgage-backed securities$42,768,000235
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$42,664,0001,178
Mortgage-backed securities$44,216,0001,192
Certificates of participation in pools of residential mortgages$1,448,0004,878
Issued or guaranteed by U.S.$1,448,0004,856
Privately issued$0205
Collaterized mortgage obligations$42,768,000489
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$42,768,000222
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$31,687,000510
Available-for-sale securities (fair market value)$26,420,0003,347
Total debt securities$58,107,0001,971
Structured notes
Amortized cost$3,900,000394
Fair value$3,865,000402
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$48,980,0002,340
U.S. Government securities$4,573,0006,726
U.S. Treasury securities$01,146
U.S. Government agency obligations$4,573,0006,620
Securities issued by states & political subdivisions$06,012
Other domestic debt securities$44,407,000333
Privately issued residential mortgage-backed securities$44,407,000217
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,248,0001,512
Mortgage-backed securities$45,980,0001,048
Certificates of participation in pools of residential mortgages$1,573,0004,596
Issued or guaranteed by U.S.$1,573,0004,577
Privately issued$0191
Collaterized mortgage obligations$44,407,000464
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$44,407,000207
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$21,112,000726
Available-for-sale securities (fair market value)$27,868,0003,211
Total debt securities$48,980,0002,287
Structured notes
Amortized cost$3,000,000765
Fair value$2,952,000828
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$55,639,0002,065
U.S. Government securities$4,607,0006,785
U.S. Treasury securities$01,235
U.S. Government agency obligations$4,607,0006,676
Securities issued by states & political subdivisions$06,045
Other domestic debt securities$51,032,000297
Privately issued residential mortgage-backed securities$51,032,000190
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,433,0001,425
Mortgage-backed securities$52,639,000881
Certificates of participation in pools of residential mortgages$1,607,0004,438
Issued or guaranteed by U.S.$1,607,0004,425
Privately issued$0194
Collaterized mortgage obligations$51,032,000405
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$51,032,000180
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$30,097,000583
Available-for-sale securities (fair market value)$25,542,0003,389
Total debt securities$55,639,0002,022
Structured notes
Amortized cost$3,000,000925
Fair value$2,995,000940
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$56,882,0002,013
U.S. Government securities$4,641,0006,817
U.S. Treasury securities$01,362
U.S. Government agency obligations$4,641,0006,696
Securities issued by states & political subdivisions$06,106
Other domestic debt securities$52,241,000286
Privately issued residential mortgage-backed securities$52,241,000185
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$47,671,0001,020
Mortgage-backed securities$53,882,000859
Certificates of participation in pools of residential mortgages$1,641,0004,395
Issued or guaranteed by U.S.$1,641,0004,382
Privately issued$0207
Collaterized mortgage obligations$52,241,000393
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$52,241,000173
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$30,376,000582
Available-for-sale securities (fair market value)$26,506,0003,293
Total debt securities$56,882,0001,969
Structured notes
Amortized cost$3,000,000982
Fair value$2,981,0001,001
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$58,804,0001,974
U.S. Government securities$4,710,0006,852
U.S. Treasury securities$01,448
U.S. Government agency obligations$4,710,0006,719
Securities issued by states & political subdivisions$06,160
Other domestic debt securities$54,094,000277
Privately issued residential mortgage-backed securities$54,094,000180
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$46,576,0001,050
Mortgage-backed securities$55,804,000835
Certificates of participation in pools of residential mortgages$1,710,0004,353
Issued or guaranteed by U.S.$1,710,0004,336
Privately issued$0218
Collaterized mortgage obligations$54,094,000382
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$54,094,000169
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$30,817,000597
Available-for-sale securities (fair market value)$27,987,0003,172
Total debt securities$58,804,0001,936
Structured notes
Amortized cost$3,000,0001,027
Fair value$2,990,0001,044
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$60,435,0001,954
U.S. Government securities$4,798,0006,865
U.S. Treasury securities$01,498
U.S. Government agency obligations$4,798,0006,741
Securities issued by states & political subdivisions$06,206
Other domestic debt securities$55,637,000267
Privately issued residential mortgage-backed securities$55,637,000173
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$47,783,0001,041
Mortgage-backed securities$57,435,000828
Certificates of participation in pools of residential mortgages$1,798,0004,308
Issued or guaranteed by U.S.$1,798,0004,293
Privately issued$0208
Collaterized mortgage obligations$55,637,000386
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$55,637,000160
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$31,295,000603
Available-for-sale securities (fair market value)$29,140,0003,085
Total debt securities$60,434,0001,917
Structured notes
Amortized cost$3,000,0001,098
Fair value$2,990,0001,105
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$60,128,0001,987
U.S. Government securities$2,863,0007,515
U.S. Treasury securities$01,574
U.S. Government agency obligations$2,863,0007,383
Securities issued by states & political subdivisions$06,288
Other domestic debt securities$57,265,000266
Privately issued residential mortgage-backed securities$57,265,000168
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$43,436,0001,107
Mortgage-backed securities$59,128,000820
Certificates of participation in pools of residential mortgages$1,863,0004,263
Issued or guaranteed by U.S.$1,863,0004,242
Privately issued$0214
Collaterized mortgage obligations$57,265,000375
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$57,265,000156
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$29,660,000646
Available-for-sale securities (fair market value)$30,468,0003,006
Total debt securities$60,128,0001,944
Structured notes
Amortized cost$1,000,0002,056
Fair value$986,0002,179
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$55,120,0002,132
U.S. Government securities$2,908,0007,554
U.S. Treasury securities$01,634
U.S. Government agency obligations$2,908,0007,422
Securities issued by states & political subdivisions$06,332
Other domestic debt securities$52,212,000278
Privately issued residential mortgage-backed securities$52,212,000171
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$45,580,0001,062
Mortgage-backed securities$54,120,000883
Certificates of participation in pools of residential mortgages$1,908,0004,234
Issued or guaranteed by U.S.$1,908,0004,219
Privately issued$0211
Collaterized mortgage obligations$52,212,000395
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$52,212,000161
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$23,768,000769
Available-for-sale securities (fair market value)$31,352,0002,935
Total debt securities$55,120,0002,087
Structured notes
Amortized cost$1,000,0002,120
Fair value$957,0002,347
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$55,731,0002,140
U.S. Government securities$3,048,0007,560
U.S. Treasury securities$01,715
U.S. Government agency obligations$3,048,0007,421
Securities issued by states & political subdivisions$06,356
Other domestic debt securities$52,683,000280
Privately issued residential mortgage-backed securities$52,683,000175
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$49,015,000996
Mortgage-backed securities$54,731,000878
Certificates of participation in pools of residential mortgages$2,048,0004,189
Issued or guaranteed by U.S.$2,048,0004,175
Privately issued$0205
Collaterized mortgage obligations$52,683,000389
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$52,683,000164
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$22,463,000822
Available-for-sale securities (fair market value)$33,268,0002,830
Total debt securities$55,731,0002,097
Structured notes
Amortized cost$1,000,0002,107
Fair value$984,0002,216
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$51,025,0002,320
U.S. Government securities$3,165,0007,536
U.S. Treasury securities$01,737
U.S. Government agency obligations$3,165,0007,392
Securities issued by states & political subdivisions$06,408
Other domestic debt securities$47,860,000307
Privately issued residential mortgage-backed securities$47,860,000184
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$51,025,000963
Mortgage-backed securities$50,025,000947
Certificates of participation in pools of residential mortgages$2,165,0004,144
Issued or guaranteed by U.S.$2,165,0004,129
Privately issued$0216
Collaterized mortgage obligations$47,860,000403
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$47,860,000174
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$16,169,0001,064
Available-for-sale securities (fair market value)$34,856,0002,718
Total debt securities$51,025,0002,278
Structured notes
Amortized cost$1,000,0002,098
Fair value$984,0002,245
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$54,386,0002,169
U.S. Government securities$3,289,0007,532
U.S. Treasury securities$01,786
U.S. Government agency obligations$3,289,0007,386
Securities issued by states & political subdivisions$06,448
Other domestic debt securities$51,097,000291
Privately issued residential mortgage-backed securities$51,097,000176
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$54,386,000887
Mortgage-backed securities$53,386,000896
Certificates of participation in pools of residential mortgages$2,289,0004,133
Issued or guaranteed by U.S.$2,289,0004,120
Privately issued$0225
Collaterized mortgage obligations$51,097,000391
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$51,097,000166
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$17,177,0001,031
Available-for-sale securities (fair market value)$37,209,0002,558
Total debt securities$54,386,0002,123
Structured notes
Amortized cost$1,000,0002,039
Fair value$997,0002,070
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$46,093,0002,524
U.S. Government securities$3,361,0007,537
U.S. Treasury securities$01,839
U.S. Government agency obligations$3,361,0007,389
Securities issued by states & political subdivisions$06,459
Other domestic debt securities$42,732,000326
Privately issued residential mortgage-backed securities$42,732,000192
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$46,092,0001,011
Mortgage-backed securities$45,093,0001,071
Certificates of participation in pools of residential mortgages$2,361,0004,167
Issued or guaranteed by U.S.$2,361,0004,151
Privately issued$0223
Collaterized mortgage obligations$42,732,000452
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$42,732,000184
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,450,0001,225
Available-for-sale securities (fair market value)$32,643,0002,905
Total debt securities$46,093,0002,479
Structured notes
Amortized cost$1,000,0002,035
Fair value$1,001,0002,040
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$49,221,0002,410
U.S. Government securities$3,547,0007,552
U.S. Treasury securities$01,963
U.S. Government agency obligations$3,547,0007,382
Securities issued by states & political subdivisions$06,507
Other domestic debt securities$45,674,000318
Privately issued residential mortgage-backed securities$45,674,000186
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
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$49,221,000974
Mortgage-backed securities$48,221,0001,038
Certificates of participation in pools of residential mortgages$2,547,0004,155
Issued or guaranteed by U.S.$2,547,0004,143
Privately issued$0207
Collaterized mortgage obligations$45,674,000438
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$45,674,000174
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$14,073,0001,208
Available-for-sale securities (fair market value)$35,148,0002,753
Total debt securities$49,221,0002,372
Structured notes
Amortized cost$1,000,0002,033
Fair value$990,0002,113
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$26,716,0003,923
U.S. Government securities$2,784,0007,816
U.S. Treasury securities$01,963
U.S. Government agency obligations$2,784,0007,661
Securities issued by states & political subdivisions$06,548
Other domestic debt securities$23,932,000494
Privately issued residential mortgage-backed securities$23,932,000255
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
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$26,716,0001,635
Mortgage-backed securities$26,716,0001,603
Certificates of participation in pools of residential mortgages$2,784,0004,102
Issued or guaranteed by U.S.$2,784,0004,090
Privately issued$0203
Collaterized mortgage obligations$23,932,000657
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$23,932,000238
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,784,0002,516
Available-for-sale securities (fair market value)$23,932,0003,689
Total debt securities$26,716,0003,861
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$9,392,0006,640
U.S. Government securities$9,392,0005,841
U.S. Treasury securities$01,990
U.S. Government agency obligations$9,392,0005,681
Securities issued by states & political subdivisions$06,596
Other domestic debt securities$03,638
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$03,039
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$8,392,0003,668
Mortgage-backed securities$2,914,0004,665
Certificates of participation in pools of residential mortgages$2,914,0004,068
Issued or guaranteed by U.S.$2,914,0004,058
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)$9,392,0001,527
Available-for-sale securities (fair market value)$08,182
Total debt securities$9,392,0006,574
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$9,443,0006,692
U.S. Government securities$9,443,0005,906
U.S. Treasury securities$02,098
U.S. Government agency obligations$9,443,0005,749
Securities issued by states & political subdivisions$06,640
Other domestic debt securities$03,741
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$03,142
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$8,443,0003,626
Mortgage-backed securities$2,967,0004,698
Certificates of participation in pools of residential mortgages$2,967,0004,088
Issued or guaranteed by U.S.$2,967,0004,079
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)$9,443,0001,530
Available-for-sale securities (fair market value)$08,240
Total debt securities$9,443,0006,624
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$7,516,0007,131
U.S. Government securities$7,516,0006,368
U.S. Treasury securities$02,082
U.S. Government agency obligations$7,516,0006,216
Securities issued by states & political subdivisions$06,636
Other domestic debt securities$03,839
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$03,226
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$6,517,0004,041
Mortgage-backed securities$2,028,0005,163
Certificates of participation in pools of residential mortgages$2,028,0004,591
Issued or guaranteed by U.S.$2,028,0004,573
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)$7,516,0001,710
Available-for-sale securities (fair market value)$08,255
Total debt securities$7,516,0007,044
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$7,711,0007,127
U.S. Government securities$7,711,0006,388
U.S. Treasury securities$02,227
U.S. Government agency obligations$7,711,0006,212
Securities issued by states & political subdivisions$06,725
Other domestic debt securities$03,890
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$03,361
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$6,712,0003,930
Mortgage-backed securities$2,224,0005,051
Certificates of participation in pools of residential mortgages$2,224,0004,477
Issued or guaranteed by U.S.$2,224,0004,456
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)$7,711,0001,705
Available-for-sale securities (fair market value)$08,321
Total debt securities$7,711,0007,052
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$6,492,0007,409
U.S. Government securities$6,492,0006,638
U.S. Treasury securities$02,287
U.S. Government agency obligations$6,492,0006,457
Securities issued by states & political subdivisions$06,778
Other domestic debt securities$03,996
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$03,464
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$3,505,0005,037
Mortgage-backed securities$1,501,0005,466
Certificates of participation in pools of residential mortgages$1,501,0004,915
Issued or guaranteed by U.S.$1,501,0004,894
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)$6,492,0001,862
Available-for-sale securities (fair market value)$08,370
Total debt securities$6,492,0007,321
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$6,035,0007,485
U.S. Government securities$6,035,0006,712
U.S. Treasury securities$02,322
U.S. Government agency obligations$6,035,0006,539
Securities issued by states & political subdivisions$06,798
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$4,029,0004,789
Mortgage-backed securities$2,034,0005,296
Certificates of participation in pools of residential mortgages$2,034,0004,662
Issued or guaranteed by U.S.$2,034,0004,644
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)$6,035,0001,909
Available-for-sale securities (fair market value)$08,383
Total debt securities$6,035,0007,387
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$3,914,0008,108
U.S. Government securities$3,914,0007,565
U.S. Treasury securities$02,382
U.S. Government agency obligations$3,914,0007,372
Securities issued by states & political subdivisions$06,802
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$3,914,0004,869
Mortgage-backed securities$1,919,0005,360
Certificates of participation in pools of residential mortgages$1,919,0004,706
Issued or guaranteed by U.S.$1,919,0004,690
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)$3,914,0002,353
Available-for-sale securities (fair market value)$08,426
Total debt securities$3,914,0008,029
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$4,171,0008,065
U.S. Government securities$4,171,0007,462
U.S. Treasury securities$02,544
U.S. Government agency obligations$4,171,0007,255
Securities issued by states & political subdivisions$06,830
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$3,670,0004,975
Mortgage-backed securities$2,176,0005,229
Certificates of participation in pools of residential mortgages$2,176,0004,556
Issued or guaranteed by U.S.$2,176,0004,539
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)$4,171,0002,342
Available-for-sale securities (fair market value)$08,446
Total debt securities$4,171,0007,980
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$5,718,0007,720
U.S. Government securities$5,718,0006,943
U.S. Treasury securities$03,182
U.S. Government agency obligations$5,718,0006,712
Securities issued by states & political subdivisions$07,002
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$2,716,0005,515
Mortgage-backed securities$2,716,0004,873
Certificates of participation in pools of residential mortgages$2,716,0004,052
Issued or guaranteed by U.S.$2,716,0004,034
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)$5,718,0002,124
Available-for-sale securities (fair market value)$08,616
Total debt securities$5,718,0007,609
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$09,820
U.S. Government securities$09,633
U.S. Treasury securities$04,186
U.S. Government agency obligations$09,486
Securities issued by states & political subdivisions$07,238
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 securitiesNANA
Equity securities$08,187
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,909
Mortgage-backed securities$07,590
Certificates of participation in pools of residential mortgages$07,213
Issued or guaranteed by U.S.$07,184
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)$05,708
Available-for-sale securities (fair market value)$09,343
Total debt securities$09,692
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