Slade's Ferry Trust Company, Securities

2007-12-31Rank
Total securities$97,120,0001,232
U.S. Government securities$81,330,0001,023
U.S. Treasury securities$01,146
U.S. Government agency obligations$81,330,000993
Securities issued by states & political subdivisions$3,388,0003,625
Other domestic debt securities$8,950,000856
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,950,000471
Foreign debt securities$0202
Equity securities$3,452,000597
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$76,095,000701
Mortgage-backed securities$62,574,000813
Certificates of participation in pools of residential mortgages$62,574,000550
Issued or guaranteed by U.S.$62,574,000543
Privately issued$0191
Collaterized mortgage obligations$03,715
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$19,771,000764
Available-for-sale securities (fair market value)$77,349,0001,337
Total debt securities$93,676,0001,247
Structured notes
Amortized cost$02,424
Fair value$02,424
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$101,291,0001,199
U.S. Government securities$84,744,000996
U.S. Treasury securities$01,235
U.S. Government agency obligations$84,744,000965
Securities issued by states & political subdivisions$3,983,0003,413
Other domestic debt securities$8,996,000804
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,996,000458
Foreign debt securities$0200
Equity securities$3,568,000560
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$71,540,000718
Mortgage-backed securities$64,126,000763
Certificates of participation in pools of residential mortgages$64,126,000521
Issued or guaranteed by U.S.$64,126,000514
Privately issued$0194
Collaterized mortgage obligations$03,707
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$20,673,000769
Available-for-sale securities (fair market value)$80,618,0001,279
Total debt securities$97,721,0001,206
Structured notes
Amortized cost$02,643
Fair value$02,645
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$118,263,0001,019
U.S. Government securities$101,368,000836
U.S. Treasury securities$01,362
U.S. Government agency obligations$101,368,000813
Securities issued by states & political subdivisions$4,230,0003,325
Other domestic debt securities$9,078,000757
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$9,078,000418
Foreign debt securities$0201
Equity securities$3,587,000570
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$50,574,000975
Mortgage-backed securities$75,958,000663
Certificates of participation in pools of residential mortgages$75,958,000459
Issued or guaranteed by U.S.$75,958,000454
Privately issued$0207
Collaterized mortgage obligations$03,689
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$21,782,000739
Available-for-sale securities (fair market value)$96,481,0001,093
Total debt securities$114,676,0001,029
Structured notes
Amortized cost$02,714
Fair value$02,715
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$120,443,0001,012
U.S. Government securities$103,811,000816
U.S. Treasury securities$01,448
U.S. Government agency obligations$103,811,000792
Securities issued by states & political subdivisions$4,230,0003,336
Other domestic debt securities$9,057,000764
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$9,057,000429
Foreign debt securities$0207
Equity securities$3,345,000590
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$56,945,000891
Mortgage-backed securities$73,404,000676
Certificates of participation in pools of residential mortgages$73,404,000464
Issued or guaranteed by U.S.$73,404,000460
Privately issued$0218
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$22,561,000746
Available-for-sale securities (fair market value)$97,882,0001,074
Total debt securities$117,091,0001,005
Structured notes
Amortized cost$02,791
Fair value$02,792
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$124,414,000993
U.S. Government securities$106,945,000820
U.S. Treasury securities$01,498
U.S. Government agency obligations$106,945,000796
Securities issued by states & political subdivisions$5,001,0003,118
Other domestic debt securities$9,080,000745
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$9,080,000436
Foreign debt securities$0210
Equity securities$3,388,000608
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$53,111,000955
Mortgage-backed securities$76,691,000670
Certificates of participation in pools of residential mortgages$76,691,000454
Issued or guaranteed by U.S.$76,691,000448
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)$24,623,000716
Available-for-sale securities (fair market value)$99,791,0001,070
Total debt securities$121,026,000988
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$127,366,000974
U.S. Government securities$110,015,000822
U.S. Treasury securities$01,574
U.S. Government agency obligations$110,015,000793
Securities issued by states & political subdivisions$5,002,0003,095
Other domestic debt securities$8,993,000750
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$8,993,000438
Foreign debt securities$0214
Equity securities$3,356,000600
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$57,217,000889
Mortgage-backed securities$79,890,000650
Certificates of participation in pools of residential mortgages$79,890,000453
Issued or guaranteed by U.S.$79,890,000446
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)$25,752,000718
Available-for-sale securities (fair market value)$101,614,0001,063
Total debt securities$124,011,000974
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$110,241,0001,132
U.S. Government securities$91,935,000983
U.S. Treasury securities$01,634
U.S. Government agency obligations$91,935,000955
Securities issued by states & political subdivisions$6,098,0002,761
Other domestic debt securities$9,057,000759
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$9,057,000439
Foreign debt securities$0223
Equity securities$3,151,000614
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$59,558,000857
Mortgage-backed securities$62,083,000789
Certificates of participation in pools of residential mortgages$62,083,000560
Issued or guaranteed by U.S.$62,083,000553
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)$27,234,000691
Available-for-sale securities (fair market value)$83,007,0001,255
Total debt securities$107,090,0001,130
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$114,787,0001,095
U.S. Government securities$96,459,000952
U.S. Treasury securities$01,715
U.S. Government agency obligations$96,459,000921
Securities issued by states & political subdivisions$6,099,0002,757
Other domestic debt securities$9,070,000776
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$9,070,000461
Foreign debt securities$0226
Equity securities$3,159,000638
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$63,584,000810
Mortgage-backed securities$51,602,000922
Certificates of participation in pools of residential mortgages$51,602,000680
Issued or guaranteed by U.S.$51,602,000671
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)$28,201,000692
Available-for-sale securities (fair market value)$86,586,0001,224
Total debt securities$111,628,0001,092
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$117,735,0001,068
U.S. Government securities$98,683,000934
U.S. Treasury securities$01,737
U.S. Government agency obligations$98,683,000904
Securities issued by states & political subdivisions$6,766,0002,581
Other domestic debt securities$9,014,000783
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$9,014,000479
Foreign debt securities$0223
Equity securities$3,272,000638
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$65,434,000781
Mortgage-backed securities$53,772,000893
Certificates of participation in pools of residential mortgages$53,772,000658
Issued or guaranteed by U.S.$53,772,000651
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)$29,306,000685
Available-for-sale securities (fair market value)$88,429,0001,173
Total debt securities$114,463,0001,073
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$125,016,000983
U.S. Government securities$104,527,000868
U.S. Treasury securities$01,786
U.S. Government agency obligations$104,527,000844
Securities issued by states & political subdivisions$7,702,0002,361
Other domestic debt securities$9,597,000767
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$9,597,000473
Foreign debt securities$0234
Equity securities$3,190,000652
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$69,575,000731
Mortgage-backed securities$58,422,000835
Certificates of participation in pools of residential mortgages$58,422,000626
Issued or guaranteed by U.S.$58,422,000618
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)$32,226,000652
Available-for-sale securities (fair market value)$92,790,0001,119
Total debt securities$121,826,000994
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$122,279,0001,011
U.S. Government securities$101,611,000908
U.S. Treasury securities$01,839
U.S. Government agency obligations$101,611,000871
Securities issued by states & political subdivisions$7,704,0002,333
Other domestic debt securities$9,592,000777
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$9,592,000496
Foreign debt securities$0234
Equity securities$3,372,000655
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$71,764,000707
Mortgage-backed securities$55,333,000892
Certificates of participation in pools of residential mortgages$55,333,000651
Issued or guaranteed by U.S.$55,333,000642
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)$33,404,000647
Available-for-sale securities (fair market value)$88,875,0001,187
Total debt securities$118,906,0001,015
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$110,480,0001,145
U.S. Government securities$89,797,0001,042
U.S. Treasury securities$01,963
U.S. Government agency obligations$89,797,0001,003
Securities issued by states & political subdivisions$8,251,0002,226
Other domestic debt securities$8,887,000821
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$8,887,000550
Foreign debt securities$0247
Equity securities$3,545,000656
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$65,196,000763
Mortgage-backed securities$54,183,000955
Certificates of participation in pools of residential mortgages$54,183,000682
Issued or guaranteed by U.S.$54,183,000677
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)$35,964,000621
Available-for-sale securities (fair market value)$74,516,0001,409
Total debt securities$106,935,0001,150
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$115,199,0001,110
U.S. Government securities$93,376,0001,015
U.S. Treasury securities$01,963
U.S. Government agency obligations$93,376,000978
Securities issued by states & political subdivisions$8,588,0002,185
Other domestic debt securities$9,484,000827
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$9,484,000554
Foreign debt securities$0244
Equity securities$3,751,000684
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$66,237,000750
Mortgage-backed securities$57,392,000925
Certificates of participation in pools of residential mortgages$57,392,000671
Issued or guaranteed by U.S.$57,392,000668
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)$37,773,000601
Available-for-sale securities (fair market value)$77,426,0001,387
Total debt securities$111,448,0001,116
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$118,474,0001,082
U.S. Government securities$94,588,000999
U.S. Treasury securities$01,990
U.S. Government agency obligations$94,588,000957
Securities issued by states & political subdivisions$9,195,0002,080
Other domestic debt securities$10,952,000767
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$10,952,000514
Foreign debt securities$0248
Equity securities$3,739,000692
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,026,0001,366
Mortgage-backed securities$60,124,000892
Certificates of participation in pools of residential mortgages$60,124,000647
Issued or guaranteed by U.S.$60,124,000645
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)$40,631,000555
Available-for-sale securities (fair market value)$77,843,0001,373
Total debt securities$114,735,0001,080
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$79,143,0001,620
U.S. Government securities$56,089,0001,686
U.S. Treasury securities$02,098
U.S. Government agency obligations$56,089,0001,623
Securities issued by states & political subdivisions$9,517,0001,999
Other domestic debt securities$9,439,000838
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$9,439,000583
Foreign debt securities$0251
Equity securities$4,098,000677
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,606,0002,685
Mortgage-backed securities$26,163,0001,654
Certificates of participation in pools of residential mortgages$26,163,0001,251
Issued or guaranteed by U.S.$26,163,0001,243
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)$9,518,0001,525
Available-for-sale securities (fair market value)$69,625,0001,532
Total debt securities$75,044,0001,653
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$49,626,0002,471
U.S. Government securities$34,196,0002,549
U.S. Treasury securities$02,082
U.S. Government agency obligations$34,196,0002,468
Securities issued by states & political subdivisions$9,930,0001,963
Other domestic debt securities$1,463,0002,228
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$1,463,0001,876
Foreign debt securities$0264
Equity securities$4,037,000728
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,247,0002,483
Mortgage-backed securities$13,088,0002,631
Certificates of participation in pools of residential mortgages$13,088,0002,060
Issued or guaranteed by U.S.$13,088,0002,052
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)$9,931,0001,462
Available-for-sale securities (fair market value)$39,695,0002,536
Total debt securities$45,589,0002,597
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$55,246,0002,283
U.S. Government securities$38,855,0002,355
U.S. Treasury securities$02,227
U.S. Government agency obligations$38,855,0002,269
Securities issued by states & political subdivisions$11,299,0001,766
Other domestic debt securities$1,728,0002,126
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$1,728,0001,846
Foreign debt securities$0283
Equity securities$3,364,000792
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,089,0002,103
Mortgage-backed securities$14,481,0002,461
Certificates of participation in pools of residential mortgages$14,481,0001,945
Issued or guaranteed by U.S.$14,481,0001,931
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)$11,300,0001,363
Available-for-sale securities (fair market value)$43,946,0002,393
Total debt securities$51,882,0002,361
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$61,416,0002,067
U.S. Government securities$43,978,0002,077
U.S. Treasury securities$02,287
U.S. Government agency obligations$43,978,0002,009
Securities issued by states & political subdivisions$12,147,0001,638
Other domestic debt securities$2,250,0002,004
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$2,250,0001,725
Foreign debt securities$0291
Equity securities$3,041,000885
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,288,0003,030
Mortgage-backed securities$17,424,0002,183
Certificates of participation in pools of residential mortgages$17,424,0001,691
Issued or guaranteed by U.S.$17,424,0001,683
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)$12,148,0001,296
Available-for-sale securities (fair market value)$49,268,0002,111
Total debt securities$58,375,0002,095
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$69,083,0001,803
U.S. Government securities$50,772,0001,775
U.S. Treasury securities$3,999,000774
U.S. Government agency obligations$46,773,0001,815
Securities issued by states & political subdivisions$12,711,0001,523
Other domestic debt securities$2,281,0002,055
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$2,281,0001,780
Foreign debt securities$1,000293
Equity securities$3,318,000862
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,148,0003,219
Mortgage-backed securities$22,970,0001,864
Certificates of participation in pools of residential mortgages$22,970,0001,380
Issued or guaranteed by U.S.$22,970,0001,372
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)$16,713,0001,031
Available-for-sale securities (fair market value)$52,370,0001,955
Total debt securities$65,762,0001,814
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$68,948,0001,774
U.S. Government securities$50,321,0001,760
U.S. Treasury securities$02,382
U.S. Government agency obligations$50,321,0001,688
Securities issued by states & political subdivisions$13,335,0001,390
Other domestic debt securities$2,282,0002,078
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$2,282,0001,789
Foreign debt securities$1,000292
Equity securities$3,009,000905
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,463,0005,606
Mortgage-backed securities$28,683,0001,577
Certificates of participation in pools of residential mortgages$28,683,0001,149
Issued or guaranteed by U.S.$28,683,0001,144
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)$13,338,0001,234
Available-for-sale securities (fair market value)$55,610,0001,822
Total debt securities$65,939,0001,793
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$75,309,0001,630
U.S. Government securities$55,582,0001,575
U.S. Treasury securities$02,544
U.S. Government agency obligations$55,582,0001,510
Securities issued by states & political subdivisions$13,693,0001,345
Other domestic debt securities$2,778,0001,900
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$2,778,0001,639
Foreign debt securities$1,000301
Equity securities$3,255,000874
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,658,0005,517
Mortgage-backed securities$33,436,0001,387
Certificates of participation in pools of residential mortgages$33,436,000981
Issued or guaranteed by U.S.$33,436,000975
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)$13,696,0001,229
Available-for-sale securities (fair market value)$61,613,0001,641
Total debt securities$72,053,0001,639
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$90,648,0001,263
U.S. Government securities$69,485,0001,158
U.S. Treasury securities$2,500,0001,244
U.S. Government agency obligations$66,985,0001,135
Securities issued by states & political subdivisions$13,528,0001,250
Other domestic debt securities$3,006,0001,895
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$3,006,0001,579
Foreign debt securities$1,000317
Equity securities$4,628,000702
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,162,0004,745
Mortgage-backed securities$36,369,0001,200
Certificates of participation in pools of residential mortgages$36,246,000818
Issued or guaranteed by U.S.$36,246,000811
Privately issued$0260
Collaterized mortgage obligations$123,0004,229
CMOs issued by government agencies or sponsored agencies$123,0004,040
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)$16,282,0001,080
Available-for-sale securities (fair market value)$74,366,0001,260
Total debt securities$86,019,0001,292
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$84,930,0001,330
U.S. Government securities$65,746,0001,212
U.S. Treasury securities$6,298,000887
U.S. Government agency obligations$59,448,0001,239
Securities issued by states & political subdivisions$12,095,0001,377
Other domestic debt securities$2,309,0001,807
Privately issued residential mortgage-backed securities$846,000787
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,463,0001,900
Foreign debt securities$1,000312
Equity securities$4,779,000882
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,741,0004,752
Mortgage-backed securities$22,103,0001,383
Certificates of participation in pools of residential mortgages$21,257,0001,032
Issued or guaranteed by U.S.$21,257,0001,023
Privately issued$0308
Collaterized mortgage obligations$846,0003,001
CMOs issued by government agencies or sponsored agencies$04,024
Privately issued$846,000695
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$19,102,0001,181
Available-for-sale securities (fair market value)$65,828,0001,303
Total debt securities$80,151,0001,330
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$060
1999-12-31Rank
Total securities$78,854,0001,456
U.S. Government securities$60,882,0001,400
U.S. Treasury securities$7,229,0001,135
U.S. Government agency obligations$53,653,0001,408
Securities issued by states & political subdivisions$11,440,0001,478
Other domestic debt securities$2,131,0001,779
Privately issued residential mortgage-backed securities$1,438,000678
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$693,0002,235
Foreign debt securities$1,000342
Equity securities$4,400,000905
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,018,0005,100
Mortgage-backed securities$16,491,0001,832
Certificates of participation in pools of residential mortgages$15,053,0001,405
Issued or guaranteed by U.S.$15,053,0001,392
Privately issued$0307
Collaterized mortgage obligations$1,438,0002,721
CMOs issued by government agencies or sponsored agencies$04,288
Privately issued$1,438,000600
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$18,993,0001,311
Available-for-sale securities (fair market value)$59,861,0001,446
Total debt securities$74,454,0001,477
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
1998-12-31Rank
Total securities$77,775,0001,513
U.S. Government securities$60,367,0001,456
U.S. Treasury securities$8,770,0001,463
U.S. Government agency obligations$51,597,0001,438
Securities issued by states & political subdivisions$11,997,0001,403
Other domestic debt securities$2,203,0001,636
Privately issued residential mortgage-backed securities$2,203,000525
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securities$0363
Equity securities$3,208,0001,104
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,639,0003,668
Mortgage-backed securities$12,691,0002,308
Certificates of participation in pools of residential mortgages$10,488,0001,920
Issued or guaranteed by U.S.$10,488,0001,906
Privately issued$0349
Collaterized mortgage obligations$2,203,0002,541
CMOs issued by government agencies or sponsored agencies$04,565
Privately issued$2,203,000446
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$20,625,0001,335
Available-for-sale securities (fair market value)$57,150,0001,533
Total debt securities$74,567,0001,524
Structured notes
Amortized cost$500,000941
Fair value$492,0001,111
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$56,974,0002,035
U.S. Government securities$43,530,0002,073
U.S. Treasury securities$7,914,0002,274
U.S. Government agency obligations$35,616,0001,960
Securities issued by states & political subdivisions$7,976,0001,856
Other domestic debt securities$2,780,0001,152
Privately issued residential mortgage-backed securities$2,780,000391
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securities$1,000388
Equity securities$2,687,0001,203
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,235,0003,091
Mortgage-backed securities$7,960,0003,012
Certificates of participation in pools of residential mortgages$5,180,0002,860
Issued or guaranteed by U.S.$5,180,0002,844
Privately issued$0394
Collaterized mortgage obligations$2,780,0002,334
CMOs issued by government agencies or sponsored agencies$04,813
Privately issued$2,780,000300
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$17,354,0001,855
Available-for-sale securities (fair market value)$39,620,0002,013
Total debt securities$54,287,0002,058
Structured notes
Amortized cost$2,498,000610
Fair value$2,497,000585
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$57,233,0002,134
U.S. Government securities$44,793,0002,179
U.S. Treasury securities$9,105,0002,403
U.S. Government agency obligations$35,688,0002,008
Securities issued by states & political subdivisions$6,131,0002,389
Other domestic debt securities$3,426,0001,115
Privately issued residential mortgage-backed securities$3,426,000431
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securities$6,000439
Equity securities$2,877,0001,146
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,735,0003,252
Mortgage-backed securities$3,683,0004,849
Certificates of participation in pools of residential mortgages$257,0007,298
Issued or guaranteed by U.S.$257,0007,280
Privately issued$0472
Collaterized mortgage obligations$3,426,0002,389
CMOs issued by government agencies or sponsored agencies$05,273
Privately issued$3,426,000306
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$19,587,0001,929
Available-for-sale securities (fair market value)$37,646,0002,198
Total debt securities$54,356,0002,177
Structured notes
Amortized cost$2,000,0001,005
Fair value$1,991,0001,040
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$58,757,0002,124
U.S. Government securities$47,399,0002,126
U.S. Treasury securities$7,619,0003,375
U.S. Government agency obligations$39,780,0001,775
Securities issued by states & political subdivisions$6,024,0002,428
Other domestic debt securities$3,559,0001,307
Privately issued residential mortgage-backed securities$3,559,000468
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securities$5,000520
Equity securities$1,770,0001,550
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,200,0005,109
Mortgage-backed securities$3,576,0005,179
Certificates of participation in pools of residential mortgages$17,0008,775
Issued or guaranteed by U.S.$17,0008,741
Privately issued$0558
Collaterized mortgage obligations$3,559,0002,628
CMOs issued by government agencies or sponsored agencies$05,699
Privately issued$3,559,000325
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$21,736,0001,873
Available-for-sale securities (fair market value)$37,021,0002,325
Total debt securities$56,987,0002,132
Structured notes
Amortized cost$4,500,000800
Fair value$4,454,000799
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$43,537,0003,024
U.S. Government securities$34,135,0003,070
U.S. Treasury securities$4,826,0005,684
U.S. Government agency obligations$29,309,0002,310
Securities issued by states & political subdivisions$5,056,0002,911
Other domestic debt securities$3,508,0001,454
Privately issued residential mortgage-backed securities$3,508,000495
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securities$5,000567
Equity securities$833,0002,292
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,500,0005,010
Mortgage-backed securities$3,526,0005,502
Certificates of participation in pools of residential mortgages$18,0009,272
Issued or guaranteed by U.S.$18,0009,242
Privately issued$0564
Collaterized mortgage obligations$3,508,0002,810
CMOs issued by government agencies or sponsored agencies$06,123
Privately issued$3,508,000353
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$12,798,0004,841
Available-for-sale securities (fair market value)$30,739,0001,872
Total debt securities$42,704,0003,006
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$50,191,0002,762
U.S. Government securities$37,084,0002,928
U.S. Treasury securities$10,912,0003,287
U.S. Government agency obligations$26,172,0002,614
Securities issued by states & political subdivisions$5,189,0002,919
Other domestic debt securities$5,318,0001,346
Privately issued residential mortgage-backed securities$5,318,000488
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securities$10,000568
Equity securities$2,590,0001,189
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,500,0005,590
Mortgage-backed securities$26,646,0001,839
Certificates of participation in pools of residential mortgages$21,328,0001,411
Issued or guaranteed by U.S.$21,328,0001,390
Privately issued$0731
Collaterized mortgage obligations$5,318,0002,528
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$5,318,000320
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$47,601,0002,844
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$42,543,0003,204
U.S. Government securities$29,591,0003,604
U.S. Treasury securities$6,158,0005,040
U.S. Government agency obligations$23,433,0002,828
Securities issued by states & political subdivisions$6,230,0002,244
Other domestic debt securities$2,141,0002,806
Privately issued residential mortgage-backed securities$2,141,0001,152
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,875
Foreign debt securities$20,000569
Equity securities$4,561,000686
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,250,0004,968
Mortgage-backed securities$18,308,0002,457
Certificates of participation in pools of residential mortgages$16,167,0001,784
Issued or guaranteed by U.S.$16,167,0001,749
Privately issued$0831
Collaterized mortgage obligations$2,141,0003,942
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$2,141,000865
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$37,982,0003,540
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