State Bank of Long Island, Securities

2011-12-31Rank
Total securities$274,447,000553
U.S. Government securities$251,847,000437
U.S. Treasury securities$01,076
U.S. Government agency obligations$251,847,000422
Securities issued by states & political subdivisions$600,0005,204
Other domestic debt securities$22,000,000457
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$22,000,000260
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$194,064,000320
Mortgage-backed securities$219,801,000375
Certificates of participation in pools of residential mortgages$58,447,000763
Issued or guaranteed by U.S.$58,447,000759
Privately issued$0121
Collaterized mortgage obligations$156,200,000253
CMOs issued by government agencies or sponsored agencies$156,200,000221
Privately issued$01,216
Commercial mortgage-backed securities$5,154,000169
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$5,154,000102
Held to maturity securities (book value)$22,000,000635
Available-for-sale securities (fair market value)$252,447,000531
Total debt securities$274,447,000544
Structured notes
Amortized cost$31,960,000159
Fair value$32,046,000159
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$324,568,000444
U.S. Government securities$301,968,000349
U.S. Treasury securities$01,126
U.S. Government agency obligations$301,968,000341
Securities issued by states & political subdivisions$600,0005,195
Other domestic debt securities$22,000,000438
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$22,000,000237
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$248,772,000250
Mortgage-backed securities$257,046,000331
Certificates of participation in pools of residential mortgages$66,623,000645
Issued or guaranteed by U.S.$66,623,000640
Privately issued$0132
Collaterized mortgage obligations$185,348,000219
CMOs issued by government agencies or sponsored agencies$185,348,000195
Privately issued$01,235
Commercial mortgage-backed securities$5,075,000140
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$5,075,00083
Held to maturity securities (book value)$22,000,000624
Available-for-sale securities (fair market value)$302,568,000434
Total debt securities$324,567,000440
Structured notes
Amortized cost$44,857,000102
Fair value$44,922,000102
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$355,602,000404
U.S. Government securities$332,251,000331
U.S. Treasury securities$01,225
U.S. Government agency obligations$332,251,000320
Securities issued by states & political subdivisions$1,351,0004,711
Other domestic debt securities$22,000,000423
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$22,000,000220
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$302,568,000203
Mortgage-backed securities$288,940,000297
Certificates of participation in pools of residential mortgages$92,019,000475
Issued or guaranteed by U.S.$92,019,000471
Privately issued$0125
Collaterized mortgage obligations$191,999,000206
CMOs issued by government agencies or sponsored agencies$191,999,000182
Privately issued$01,265
Commercial mortgage-backed securities$4,922,000133
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$4,922,00071
Held to maturity securities (book value)$22,000,000631
Available-for-sale securities (fair market value)$333,602,000380
Total debt securities$355,603,000398
Structured notes
Amortized cost$35,397,000163
Fair value$35,251,000163
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$332,187,000432
U.S. Government securities$308,294,000348
U.S. Treasury securities$01,272
U.S. Government agency obligations$308,294,000335
Securities issued by states & political subdivisions$1,893,0004,463
Other domestic debt securities$22,000,000443
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$22,000,000222
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$243,414,000255
Mortgage-backed securities$268,242,000304
Certificates of participation in pools of residential mortgages$96,961,000443
Issued or guaranteed by U.S.$96,961,000438
Privately issued$0136
Collaterized mortgage obligations$166,501,000222
CMOs issued by government agencies or sponsored agencies$166,501,000190
Privately issued$01,299
Commercial mortgage-backed securities$4,780,000127
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$4,780,00069
Held to maturity securities (book value)$22,000,000628
Available-for-sale securities (fair market value)$310,187,000413
Total debt securities$332,187,000427
Structured notes
Amortized cost$40,561,000146
Fair value$40,052,000146
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$383,158,000369
U.S. Government securities$354,393,000286
U.S. Treasury securities$01,275
U.S. Government agency obligations$354,393,000273
Securities issued by states & political subdivisions$1,906,0004,455
Other domestic debt securities$26,859,000414
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$4,859,000108
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$22,000,000216
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$281,294,000222
Mortgage-backed securities$318,697,000260
Certificates of participation in pools of residential mortgages$100,328,000409
Issued or guaranteed by U.S.$100,328,000406
Privately issued$0141
Collaterized mortgage obligations$213,510,000185
CMOs issued by government agencies or sponsored agencies$213,510,000155
Privately issued$01,350
Commercial mortgage-backed securities$4,859,000108
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$4,859,00056
Held to maturity securities (book value)$22,000,000612
Available-for-sale securities (fair market value)$361,158,000346
Total debt securities$383,158,000363
Structured notes
Amortized cost$40,894,000131
Fair value$40,555,000131
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$426,160,000313
U.S. Government securities$402,230,000243
U.S. Treasury securities$01,180
U.S. Government agency obligations$402,230,000236
Securities issued by states & political subdivisions$1,930,0004,371
Other domestic debt securities$22,000,000462
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$22,000,000206
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$274,214,000215
Mortgage-backed securities$338,783,000227
Certificates of participation in pools of residential mortgages$111,295,000356
Issued or guaranteed by U.S.$111,295,000354
Privately issued$0141
Collaterized mortgage obligations$227,488,000170
CMOs issued by government agencies or sponsored agencies$227,488,000134
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$22,000,000630
Available-for-sale securities (fair market value)$404,160,000295
Total debt securities$426,160,000307
Structured notes
Amortized cost$57,951,00070
Fair value$58,441,00068
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$369,125,000350
U.S. Government securities$361,475,000268
U.S. Treasury securities$01,121
U.S. Government agency obligations$361,475,000259
Securities issued by states & political subdivisions$7,650,0002,658
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$355,901,000171
Mortgage-backed securities$298,591,000248
Certificates of participation in pools of residential mortgages$119,541,000338
Issued or guaranteed by U.S.$119,541,000334
Privately issued$0148
Collaterized mortgage obligations$179,050,000202
CMOs issued by government agencies or sponsored agencies$179,050,000161
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$369,125,000309
Total debt securities$369,125,000344
Structured notes
Amortized cost$47,364,00098
Fair value$47,781,00096
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$405,424,000330
U.S. Government securities$392,891,000253
U.S. Treasury securities$01,130
U.S. Government agency obligations$392,891,000243
Securities issued by states & political subdivisions$12,533,0001,921
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$316,944,000203
Mortgage-backed securities$359,978,000221
Certificates of participation in pools of residential mortgages$186,000,000236
Issued or guaranteed by U.S.$186,000,000234
Privately issued$0145
Collaterized mortgage obligations$173,978,000204
CMOs issued by government agencies or sponsored agencies$173,978,000164
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$405,424,000289
Total debt securities$405,424,000324
Structured notes
Amortized cost$22,709,000224
Fair value$22,654,000225
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$415,985,000316
U.S. Government securities$403,564,000237
U.S. Treasury securities$01,077
U.S. Government agency obligations$403,564,000228
Securities issued by states & political subdivisions$12,421,0001,938
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$358,329,000183
Mortgage-backed securities$380,654,000208
Certificates of participation in pools of residential mortgages$213,339,000214
Issued or guaranteed by U.S.$213,339,000212
Privately issued$0157
Collaterized mortgage obligations$167,315,000206
CMOs issued by government agencies or sponsored agencies$167,315,000165
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$415,985,000275
Total debt securities$415,985,000310
Structured notes
Amortized cost$12,772,000322
Fair value$12,629,000327
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$395,022,000337
U.S. Government securities$383,745,000247
U.S. Treasury securities$01,047
U.S. Government agency obligations$383,745,000238
Securities issued by states & political subdivisions$11,277,0002,081
Other domestic debt securities$03,355
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$242,746,000259
Mortgage-backed securities$371,281,000215
Certificates of participation in pools of residential mortgages$253,594,000187
Issued or guaranteed by U.S.$253,594,000185
Privately issued$0171
Collaterized mortgage obligations$117,687,000266
CMOs issued by government agencies or sponsored agencies$117,687,000203
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$395,022,000293
Total debt securities$395,022,000326
Structured notes
Amortized cost$2,044,0001,066
Fair value$2,089,0001,061
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$389,536,000346
U.S. Government securities$374,263,000251
U.S. Treasury securities$01,036
U.S. Government agency obligations$374,263,000241
Securities issued by states & political subdivisions$14,448,0001,663
Other domestic debt securities$825,0002,559
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$825,0001,634
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$370,079,000189
Mortgage-backed securities$356,528,000222
Certificates of participation in pools of residential mortgages$232,771,000204
Issued or guaranteed by U.S.$232,771,000201
Privately issued$0181
Collaterized mortgage obligations$123,757,000249
CMOs issued by government agencies or sponsored agencies$123,757,000193
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$389,536,000297
Total debt securities$389,536,000336
Structured notes
Amortized cost$2,174,000718
Fair value$2,240,000702
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$384,274,000350
U.S. Government securities$381,122,000252
U.S. Treasury securities$0981
U.S. Government agency obligations$381,122,000246
Securities issued by states & political subdivisions$2,327,0004,109
Other domestic debt securities$825,0002,486
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$825,0001,692
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$237,158,000274
Mortgage-backed securities$363,124,000231
Certificates of participation in pools of residential mortgages$258,053,000195
Issued or guaranteed by U.S.$258,053,000192
Privately issued$0191
Collaterized mortgage obligations$105,071,000290
CMOs issued by government agencies or sponsored agencies$105,071,000212
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$384,274,000302
Total debt securities$384,274,000341
Structured notes
Amortized cost$2,351,000534
Fair value$2,406,000525
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$415,379,000320
U.S. Government securities$401,154,000239
U.S. Treasury securities$0973
U.S. Government agency obligations$401,154,000233
Securities issued by states & political subdivisions$5,360,0003,028
Other domestic debt securities$8,865,000899
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,865,000419
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$395,286,000178
Mortgage-backed securities$377,780,000219
Certificates of participation in pools of residential mortgages$265,164,000190
Issued or guaranteed by U.S.$265,164,000185
Privately issued$0188
Collaterized mortgage obligations$112,616,000272
CMOs issued by government agencies or sponsored agencies$112,616,000197
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$415,379,000273
Total debt securities$415,379,000311
Structured notes
Amortized cost$2,449,000553
Fair value$2,503,000535
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$392,423,000323
U.S. Government securities$381,944,000234
U.S. Treasury securities$01,019
U.S. Government agency obligations$381,944,000228
Securities issued by states & political subdivisions$4,779,0003,160
Other domestic debt securities$5,700,0001,114
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,700,000574
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$315,316,000210
Mortgage-backed securities$358,955,000227
Certificates of participation in pools of residential mortgages$265,138,000181
Issued or guaranteed by U.S.$265,138,000175
Privately issued$0192
Collaterized mortgage obligations$93,817,000302
CMOs issued by government agencies or sponsored agencies$93,817,000204
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$392,423,000274
Total debt securities$392,423,000318
Structured notes
Amortized cost$2,513,000522
Fair value$2,503,000522
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$386,432,000333
U.S. Government securities$374,632,000241
U.S. Treasury securities$01,021
U.S. Government agency obligations$374,632,000239
Securities issued by states & political subdivisions$1,982,0004,252
Other domestic debt securities$9,818,000874
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$9,818,000448
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$344,173,000188
Mortgage-backed securities$355,604,000230
Certificates of participation in pools of residential mortgages$258,113,000181
Issued or guaranteed by U.S.$258,113,000175
Privately issued$0202
Collaterized mortgage obligations$97,491,000294
CMOs issued by government agencies or sponsored agencies$97,491,000202
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$386,432,000282
Total debt securities$386,432,000325
Structured notes
Amortized cost$2,580,000553
Fair value$2,555,000553
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$443,470,000302
U.S. Government securities$421,389,000219
U.S. Treasury securities$01,044
U.S. Government agency obligations$421,389,000216
Securities issued by states & political subdivisions$8,025,0002,424
Other domestic debt securities$14,056,000695
Privately issued residential mortgage-backed securities$1,181,0001,065
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$12,875,000366
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$390,564,000168
Mortgage-backed securities$328,013,000245
Certificates of participation in pools of residential mortgages$235,546,000198
Issued or guaranteed by U.S.$234,365,000190
Privately issued$1,181,000118
Collaterized mortgage obligations$92,467,000304
CMOs issued by government agencies or sponsored agencies$92,467,000210
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$443,470,000257
Total debt securities$443,470,000290
Structured notes
Amortized cost$2,668,000568
Fair value$2,693,000569
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$401,229,000330
U.S. Government securities$367,454,000249
U.S. Treasury securities$01,146
U.S. Government agency obligations$367,454,000242
Securities issued by states & political subdivisions$18,095,0001,217
Other domestic debt securities$15,680,000596
Privately issued residential mortgage-backed securities$1,180,000971
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$14,500,000319
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$356,060,000188
Mortgage-backed securities$218,100,000304
Certificates of participation in pools of residential mortgages$145,479,000282
Issued or guaranteed by U.S.$144,299,000278
Privately issued$1,180,000110
Collaterized mortgage obligations$72,621,000347
CMOs issued by government agencies or sponsored agencies$72,621,000232
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)$03,689
Available-for-sale securities (fair market value)$401,229,000279
Total debt securities$401,229,000319
Structured notes
Amortized cost$12,748,000153
Fair value$12,762,000152
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$528,634,000260
U.S. Government securities$487,739,000203
U.S. Treasury securities$01,235
U.S. Government agency obligations$487,739,000199
Securities issued by states & political subdivisions$18,388,0001,153
Other domestic debt securities$22,507,000452
Privately issued residential mortgage-backed securities$7,446,000492
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$15,061,000301
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$442,874,000155
Mortgage-backed securities$247,830,000271
Certificates of participation in pools of residential mortgages$166,586,000242
Issued or guaranteed by U.S.$165,422,000238
Privately issued$1,164,000109
Collaterized mortgage obligations$81,244,000305
CMOs issued by government agencies or sponsored agencies$74,962,000220
Privately issued$6,282,000507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$528,634,000217
Total debt securities$528,634,000251
Structured notes
Amortized cost$19,972,000112
Fair value$20,003,000110
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$517,168,000262
U.S. Government securities$480,371,000212
U.S. Treasury securities$01,362
U.S. Government agency obligations$480,371,000209
Securities issued by states & political subdivisions$13,856,0001,522
Other domestic debt securities$22,941,000433
Privately issued residential mortgage-backed securities$7,966,000459
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$14,975,000285
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$487,768,000150
Mortgage-backed securities$197,803,000319
Certificates of participation in pools of residential mortgages$124,357,000312
Issued or guaranteed by U.S.$123,207,000307
Privately issued$1,150,000115
Collaterized mortgage obligations$73,446,000326
CMOs issued by government agencies or sponsored agencies$66,630,000251
Privately issued$6,816,000464
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$517,168,000223
Total debt securities$517,168,000257
Structured notes
Amortized cost$19,967,000120
Fair value$19,842,000119
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$526,169,000263
U.S. Government securities$489,104,000209
U.S. Treasury securities$01,448
U.S. Government agency obligations$489,104,000204
Securities issued by states & political subdivisions$13,590,0001,547
Other domestic debt securities$23,475,000439
Privately issued residential mortgage-backed securities$8,428,000440
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$15,047,000292
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$423,452,000167
Mortgage-backed securities$193,802,000325
Certificates of participation in pools of residential mortgages$142,359,000285
Issued or guaranteed by U.S.$139,816,000280
Privately issued$2,543,000103
Collaterized mortgage obligations$51,443,000399
CMOs issued by government agencies or sponsored agencies$45,558,000323
Privately issued$5,885,000474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,426,0002,299
Available-for-sale securities (fair market value)$523,743,000224
Total debt securities$526,169,000258
Structured notes
Amortized cost$32,475,00062
Fair value$32,376,00062
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$517,781,000269
U.S. Government securities$481,341,000220
U.S. Treasury securities$01,498
U.S. Government agency obligations$481,341,000210
Securities issued by states & political subdivisions$14,251,0001,468
Other domestic debt securities$22,189,000451
Privately issued residential mortgage-backed securities$7,162,000459
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$15,027,000296
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$465,536,000158
Mortgage-backed securities$188,922,000341
Certificates of participation in pools of residential mortgages$149,876,000276
Issued or guaranteed by U.S.$147,264,000271
Privately issued$2,612,00088
Collaterized mortgage obligations$39,046,000466
CMOs issued by government agencies or sponsored agencies$34,496,000406
Privately issued$4,550,000520
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,372,0001,652
Available-for-sale securities (fair market value)$511,409,000226
Total debt securities$517,781,000258
Structured notes
Amortized cost$46,435,00044
Fair value$46,140,00042
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$533,610,000257
U.S. Government securities$499,070,000211
U.S. Treasury securities$01,574
U.S. Government agency obligations$499,070,000204
Securities issued by states & political subdivisions$11,970,0001,694
Other domestic debt securities$22,570,000457
Privately issued residential mortgage-backed securities$7,557,000448
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$15,013,000303
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$388,573,000180
Mortgage-backed securities$180,507,000352
Certificates of participation in pools of residential mortgages$151,544,000286
Issued or guaranteed by U.S.$150,431,000279
Privately issued$1,113,000121
Collaterized mortgage obligations$28,963,000557
CMOs issued by government agencies or sponsored agencies$22,519,000509
Privately issued$6,444,000447
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,366,0001,708
Available-for-sale securities (fair market value)$527,244,000221
Total debt securities$533,610,000252
Structured notes
Amortized cost$112,744,00017
Fair value$112,222,00016
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$527,277,000271
U.S. Government securities$489,846,000217
U.S. Treasury securities$01,634
U.S. Government agency obligations$489,846,000213
Securities issued by states & political subdivisions$15,588,0001,274
Other domestic debt securities$21,843,000468
Privately issued residential mortgage-backed securities$7,936,000434
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$13,907,000323
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$411,487,000176
Mortgage-backed securities$171,692,000379
Certificates of participation in pools of residential mortgages$146,246,000302
Issued or guaranteed by U.S.$145,150,000299
Privately issued$1,096,000119
Collaterized mortgage obligations$25,446,000593
CMOs issued by government agencies or sponsored agencies$18,606,000564
Privately issued$6,840,000427
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,359,0001,613
Available-for-sale securities (fair market value)$519,918,000228
Total debt securities$527,277,000264
Structured notes
Amortized cost$85,359,00028
Fair value$84,244,00028
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$540,212,000275
U.S. Government securities$494,249,000229
U.S. Treasury securities$01,715
U.S. Government agency obligations$494,249,000221
Securities issued by states & political subdivisions$18,675,0001,058
Other domestic debt securities$27,288,000410
Privately issued residential mortgage-backed securities$8,306,000427
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$18,982,000278
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$450,131,000163
Mortgage-backed securities$183,585,000363
Certificates of participation in pools of residential mortgages$156,514,000292
Issued or guaranteed by U.S.$155,429,000288
Privately issued$1,085,000117
Collaterized mortgage obligations$27,071,000573
CMOs issued by government agencies or sponsored agencies$19,850,000540
Privately issued$7,221,000418
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$15,997,0001,047
Available-for-sale securities (fair market value)$524,215,000239
Total debt securities$540,212,000269
Structured notes
Amortized cost$99,578,00026
Fair value$98,796,00025
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$538,238,000280
U.S. Government securities$491,848,000235
U.S. Treasury securities$01,737
U.S. Government agency obligations$491,848,000225
Securities issued by states & political subdivisions$18,638,0001,060
Other domestic debt securities$27,752,000418
Privately issued residential mortgage-backed securities$8,703,000409
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$19,049,000282
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$501,574,000151
Mortgage-backed securities$195,603,000350
Certificates of participation in pools of residential mortgages$166,976,000282
Issued or guaranteed by U.S.$165,900,000279
Privately issued$1,076,000113
Collaterized mortgage obligations$28,627,000559
CMOs issued by government agencies or sponsored agencies$21,000,000527
Privately issued$7,627,000402
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$15,993,0001,079
Available-for-sale securities (fair market value)$522,245,000248
Total debt securities$538,238,000276
Structured notes
Amortized cost$117,970,00019
Fair value$117,164,00019
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$526,389,000285
U.S. Government securities$469,015,000243
U.S. Treasury securities$01,786
U.S. Government agency obligations$469,015,000237
Securities issued by states & political subdivisions$28,811,000635
Other domestic debt securities$28,563,000403
Privately issued residential mortgage-backed securities$9,330,000386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$19,233,000288
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$469,225,000156
Mortgage-backed securities$210,694,000336
Certificates of participation in pools of residential mortgages$179,904,000264
Issued or guaranteed by U.S.$178,837,000261
Privately issued$1,067,000116
Collaterized mortgage obligations$30,790,000520
CMOs issued by government agencies or sponsored agencies$22,527,000509
Privately issued$8,263,000377
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$15,989,0001,086
Available-for-sale securities (fair market value)$510,400,000250
Total debt securities$526,389,000282
Structured notes
Amortized cost$114,316,00020
Fair value$113,510,00019
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$480,788,000306
U.S. Government securities$400,071,000279
U.S. Treasury securities$01,839
U.S. Government agency obligations$400,071,000265
Securities issued by states & political subdivisions$57,418,000272
Other domestic debt securities$23,299,000473
Privately issued residential mortgage-backed securities$4,076,000521
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$19,223,000306
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$373,821,000190
Mortgage-backed securities$198,387,000359
Certificates of participation in pools of residential mortgages$170,967,000281
Issued or guaranteed by U.S.$169,905,000276
Privately issued$1,062,000116
Collaterized mortgage obligations$27,420,000585
CMOs issued by government agencies or sponsored agencies$24,406,000503
Privately issued$3,014,000544
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$14,993,0001,151
Available-for-sale securities (fair market value)$465,795,000266
Total debt securities$480,788,000295
Structured notes
Amortized cost$105,919,00021
Fair value$105,487,00021
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$565,944,000269
U.S. Government securities$454,050,000254
U.S. Treasury securities$01,963
U.S. Government agency obligations$454,050,000244
Securities issued by states & political subdivisions$88,308,000146
Other domestic debt securities$23,586,000479
Privately issued residential mortgage-backed securities$4,303,000504
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$19,283,000307
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$501,606,000152
Mortgage-backed securities$239,767,000317
Certificates of participation in pools of residential mortgages$212,618,000248
Issued or guaranteed by U.S.$208,315,000242
Privately issued$4,303,00072
Collaterized mortgage obligations$27,149,000595
CMOs issued by government agencies or sponsored agencies$27,149,000482
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)$19,993,000942
Available-for-sale securities (fair market value)$545,951,000234
Total debt securities$565,944,000264
Structured notes
Amortized cost$100,902,00020
Fair value$100,116,00020
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$538,698,000288
U.S. Government securities$446,452,000267
U.S. Treasury securities$01,963
U.S. Government agency obligations$446,452,000254
Securities issued by states & political subdivisions$53,580,000293
Other domestic debt securities$38,666,000349
Privately issued residential mortgage-backed securities$4,454,000490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$34,212,000199
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$467,638,000162
Mortgage-backed securities$258,918,000306
Certificates of participation in pools of residential mortgages$226,523,000241
Issued or guaranteed by U.S.$225,470,000234
Privately issued$1,053,000103
Collaterized mortgage obligations$32,395,000537
CMOs issued by government agencies or sponsored agencies$28,994,000475
Privately issued$3,401,000497
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$29,990,000712
Available-for-sale securities (fair market value)$508,708,000256
Total debt securities$538,698,000282
Structured notes
Amortized cost$61,809,00037
Fair value$61,512,00037
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$638,273,000253
U.S. Government securities$448,212,000265
U.S. Treasury securities$01,990
U.S. Government agency obligations$448,212,000249
Securities issued by states & political subdivisions$156,824,00089
Other domestic debt securities$33,237,000384
Privately issued residential mortgage-backed securities$1,047,000689
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$32,190,000218
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$514,790,000157
Mortgage-backed securities$267,462,000297
Certificates of participation in pools of residential mortgages$236,230,000228
Issued or guaranteed by U.S.$235,183,000221
Privately issued$1,047,000107
Collaterized mortgage obligations$31,232,000558
CMOs issued by government agencies or sponsored agencies$31,232,000454
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)$25,007,000816
Available-for-sale securities (fair market value)$613,266,000230
Total debt securities$638,273,000248
Structured notes
Amortized cost$62,208,00040
Fair value$62,038,00040
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$639,887,000261
U.S. Government securities$486,193,000253
U.S. Treasury securities$02,098
U.S. Government agency obligations$486,193,000242
Securities issued by states & political subdivisions$108,414,000114
Other domestic debt securities$45,280,000312
Privately issued residential mortgage-backed securities$1,041,000688
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$44,239,000163
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$507,195,000153
Mortgage-backed securities$265,243,000306
Certificates of participation in pools of residential mortgages$237,187,000231
Issued or guaranteed by U.S.$236,146,000224
Privately issued$1,041,000107
Collaterized mortgage obligations$28,056,000602
CMOs issued by government agencies or sponsored agencies$28,056,000503
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)$95,002,000243
Available-for-sale securities (fair market value)$544,885,000253
Total debt securities$639,887,000256
Structured notes
Amortized cost$44,221,00063
Fair value$43,768,00062
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$623,375,000269
U.S. Government securities$487,988,000244
U.S. Treasury securities$02,082
U.S. Government agency obligations$487,988,000234
Securities issued by states & political subdivisions$90,810,000142
Other domestic debt securities$44,577,000329
Privately issued residential mortgage-backed securities$1,832,000630
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$42,745,000180
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$530,391,000146
Mortgage-backed securities$299,411,000285
Certificates of participation in pools of residential mortgages$266,279,000218
Issued or guaranteed by U.S.$265,238,000210
Privately issued$1,041,000113
Collaterized mortgage obligations$33,132,000569
CMOs issued by government agencies or sponsored agencies$32,341,000478
Privately issued$791,000713
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$40,014,000547
Available-for-sale securities (fair market value)$583,361,000248
Total debt securities$623,375,000261
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$563,121,000282
U.S. Government securities$426,102,000291
U.S. Treasury securities$02,227
U.S. Government agency obligations$426,102,000278
Securities issued by states & political subdivisions$98,212,000130
Other domestic debt securities$38,807,000342
Privately issued residential mortgage-backed securities$2,062,000504
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$36,745,000228
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$457,859,000155
Mortgage-backed securities$280,715,000307
Certificates of participation in pools of residential mortgages$257,195,000231
Issued or guaranteed by U.S.$256,159,000226
Privately issued$1,036,000120
Collaterized mortgage obligations$23,520,000695
CMOs issued by government agencies or sponsored agencies$22,494,000652
Privately issued$1,026,000529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$55,065,000405
Available-for-sale securities (fair market value)$508,056,000272
Total debt securities$563,121,000277
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$546,832,000291
U.S. Government securities$423,496,000289
U.S. Treasury securities$02,287
U.S. Government agency obligations$423,496,000277
Securities issued by states & political subdivisions$84,063,000154
Other domestic debt securities$39,273,000345
Privately issued residential mortgage-backed securities$2,585,000483
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$36,688,000241
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$472,285,000148
Mortgage-backed securities$294,005,000300
Certificates of participation in pools of residential mortgages$269,880,000218
Issued or guaranteed by U.S.$268,852,000213
Privately issued$1,028,000121
Collaterized mortgage obligations$24,125,000684
CMOs issued by government agencies or sponsored agencies$22,568,000662
Privately issued$1,557,000507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$70,079,000298
Available-for-sale securities (fair market value)$476,753,000281
Total debt securities$546,832,000285
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$599,908,000271
U.S. Government securities$450,454,000273
U.S. Treasury securities$02,322
U.S. Government agency obligations$450,454,000263
Securities issued by states & political subdivisions$111,564,000118
Other domestic debt securities$22,340,000550
Privately issued residential mortgage-backed securities$3,622,000436
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$18,718,000449
Foreign debt securities$0294
Equity securities$15,550,000297
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$443,366,000145
Mortgage-backed securities$274,285,000318
Certificates of participation in pools of residential mortgages$256,873,000217
Issued or guaranteed by U.S.$255,844,000212
Privately issued$1,029,000123
Collaterized mortgage obligations$17,412,000888
CMOs issued by government agencies or sponsored agencies$14,819,000907
Privately issued$2,593,000433
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$79,0004,495
Available-for-sale securities (fair market value)$599,829,000244
Total debt securities$584,358,000268
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$685,566,000246
U.S. Government securities$568,851,000233
U.S. Treasury securities$02,382
U.S. Government agency obligations$568,851,000219
Securities issued by states & political subdivisions$82,809,000151
Other domestic debt securities$23,850,000527
Privately issued residential mortgage-backed securities$5,117,000401
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$18,733,000453
Foreign debt securities$0294
Equity securities$10,056,000426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$548,830,000125
Mortgage-backed securities$298,935,000296
Certificates of participation in pools of residential mortgages$247,239,000216
Issued or guaranteed by U.S.$246,216,000212
Privately issued$1,023,000125
Collaterized mortgage obligations$51,696,000463
CMOs issued by government agencies or sponsored agencies$47,602,000439
Privately issued$4,094,000378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$79,0004,540
Available-for-sale securities (fair market value)$685,487,000215
Total debt securities$675,510,000241
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$606,242,000256
U.S. Government securities$490,716,000248
U.S. Treasury securities$02,544
U.S. Government agency obligations$490,716,000235
Securities issued by states & political subdivisions$83,045,000147
Other domestic debt securities$22,481,000549
Privately issued residential mortgage-backed securities$6,966,000342
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$15,515,000519
Foreign debt securities$0302
Equity securities$10,000,000426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$497,014,000135
Mortgage-backed securities$291,135,000283
Certificates of participation in pools of residential mortgages$269,925,000187
Issued or guaranteed by U.S.$268,907,000182
Privately issued$1,018,000122
Collaterized mortgage obligations$21,210,000795
CMOs issued by government agencies or sponsored agencies$15,262,000907
Privately issued$5,948,000329
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$26,711,000738
Available-for-sale securities (fair market value)$579,531,000232
Total debt securities$596,242,000256
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$273,241,000448
U.S. Government securities$190,354,000483
U.S. Treasury securities$03,182
U.S. Government agency obligations$190,354,000452
Securities issued by states & political subdivisions$78,922,000147
Other domestic debt securities$3,965,0001,633
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$3,965,0001,329
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$273,241,000192
Mortgage-backed securities$159,548,000401
Certificates of participation in pools of residential mortgages$159,548,000255
Issued or guaranteed by U.S.$159,548,000249
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)$196,0004,675
Available-for-sale securities (fair market value)$273,045,000392
Total debt securities$273,241,000432
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$418,591,000308
U.S. Government securities$300,588,000312
U.S. Treasury securities$04,186
U.S. Government agency obligations$300,588,000291
Securities issued by states & political subdivisions$113,717,000101
Other domestic debt securities$03,998
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securities$0313
Equity securities$4,286,000951
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$372,749,000156
Mortgage-backed securities$13,043,0001,977
Certificates of participation in pools of residential mortgages$13,043,0001,457
Issued or guaranteed by U.S.$13,043,0001,443
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)$262,0005,197
Available-for-sale securities (fair market value)$418,329,000246
Total debt securities$414,305,000300
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$377,431,000369
U.S. Government securities$283,857,000362
U.S. Treasury securities$05,412
U.S. Government agency obligations$283,857,000332
Securities issued by states & political subdivisions$89,288,000125
Other domestic debt securities$03,983
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,254
Foreign debt securities$0343
Equity securities$4,286,000918
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$377,431,000178
Mortgage-backed securities$22,420,0001,496
Certificates of participation in pools of residential mortgages$22,420,0001,054
Issued or guaranteed by U.S.$22,420,0001,047
Privately issued$0307
Collaterized mortgage obligations$04,588
CMOs issued by government agencies or sponsored agencies$04,288
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$569,0005,267
Available-for-sale securities (fair market value)$376,862,000296
Total debt securities$373,145,000366
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$281,855,000466
U.S. Government securities$255,331,000419
U.S. Treasury securities$06,820
U.S. Government agency obligations$255,331,000375
Securities issued by states & political subdivisions$24,156,000630
Other domestic debt securities$03,984
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securities$0363
Equity securities$2,368,0001,360
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$279,111,000177
Mortgage-backed securities$42,308,0001,023
Certificates of participation in pools of residential mortgages$36,103,000805
Issued or guaranteed by U.S.$36,103,000795
Privately issued$0349
Collaterized mortgage obligations$6,205,0001,582
CMOs issued by government agencies or sponsored agencies$6,205,0001,477
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,516,0004,443
Available-for-sale securities (fair market value)$279,339,000370
Total debt securities$279,487,000455
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$053
1997-12-31Rank
Total securities$288,215,000458
U.S. Government securities$215,397,000491
U.S. Treasury securities$07,921
U.S. Government agency obligations$215,397,000423
Securities issued by states & political subdivisions$70,450,000134
Other domestic debt securities$03,912
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securities$0390
Equity securities$2,368,0001,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$262,599,000183
Mortgage-backed securities$62,109,000748
Certificates of participation in pools of residential mortgages$48,515,000660
Issued or guaranteed by U.S.$48,515,000644
Privately issued$0394
Collaterized mortgage obligations$13,594,000907
CMOs issued by government agencies or sponsored agencies$13,594,000865
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$10,637,0002,672
Available-for-sale securities (fair market value)$277,578,000354
Total debt securities$285,847,000450
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$057
1996-12-31Rank
Total securities$187,401,000680
U.S. Government securities$136,763,000742
U.S. Treasury securities$08,776
U.S. Government agency obligations$136,763,000602
Securities issued by states & political subdivisions$48,637,000207
Other domestic debt securities$30,0004,193
Privately issued residential mortgage-backed securities$30,0001,870
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securities$0466
Equity securities$1,971,0001,490
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$173,549,000273
Mortgage-backed securities$92,411,000611
Certificates of participation in pools of residential mortgages$77,062,000500
Issued or guaranteed by U.S.$77,062,000491
Privately issued$0472
Collaterized mortgage obligations$15,349,000910
CMOs issued by government agencies or sponsored agencies$15,319,000854
Privately issued$30,0001,585
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$30,469,0001,333
Available-for-sale securities (fair market value)$156,932,000565
Total debt securities$185,430,000665
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contracts$072
1995-12-31Rank
Total securities$232,614,000594
U.S. Government securities$187,614,000595
U.S. Treasury securities$25,732,0001,097
U.S. Government agency obligations$161,882,000525
Securities issued by states & political subdivisions$42,969,000254
Other domestic debt securities$601,0002,969
Privately issued residential mortgage-backed securities$601,0001,098
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securities$0553
Equity securities$1,430,0001,766
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$210,867,000261
Mortgage-backed securities$137,415,000493
Certificates of participation in pools of residential mortgages$131,327,000346
Issued or guaranteed by U.S.$131,327,000331
Privately issued$0558
Collaterized mortgage obligations$6,088,0001,932
CMOs issued by government agencies or sponsored agencies$5,487,0001,951
Privately issued$601,000849
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$28,223,0001,500
Available-for-sale securities (fair market value)$204,391,000474
Total debt securities$231,184,000582
Structured notes
Amortized cost$04,562
Fair value$04,561
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$079
1994-12-31Rank
Total securities$215,158,000646
U.S. Government securities$153,525,000736
U.S. Treasury securities$25,323,0001,377
U.S. Government agency obligations$128,202,000628
Securities issued by states & political subdivisions$60,627,000173
Other domestic debt securities$988,0002,845
Privately issued residential mortgage-backed securities$988,000943
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securities$0600
Equity securities$18,0007,966
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$197,092,000267
Mortgage-backed securities$119,190,000563
Certificates of participation in pools of residential mortgages$106,816,000407
Issued or guaranteed by U.S.$106,816,000392
Privately issued$0564
Collaterized mortgage obligations$12,374,0001,274
CMOs issued by government agencies or sponsored agencies$11,386,0001,291
Privately issued$988,000732
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$136,338,000583
Available-for-sale securities (fair market value)$78,820,000724
Total debt securities$215,140,000636
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contracts$062
1993-12-31Rank
Total securities$208,719,000694
U.S. Government securities$139,019,000825
U.S. Treasury securities$18,137,0002,040
U.S. Government agency obligations$120,882,000650
Securities issued by states & political subdivisions$66,763,000154
Other domestic debt securities$2,919,0001,923
Privately issued residential mortgage-backed securities$2,919,000684
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securities$0649
Equity securities$18,0007,869
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$207,213,000238
Mortgage-backed securities$123,801,000565
Certificates of participation in pools of residential mortgages$123,801,000371
Issued or guaranteed by U.S.$120,882,000354
Privately issued$2,919,000264
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$208,701,000682
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$174,278,000789
U.S. Government securities$134,573,000810
U.S. Treasury securities$55,538,000671
U.S. Government agency obligations$79,035,000922
Securities issued by states & political subdivisions$39,646,000243
Other domestic debt securities$41,0007,128
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$41,0005,542
Foreign debt securities$0699
Equity securities$18,0007,716
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$120,271,000330
Mortgage-backed securities$79,035,000789
Certificates of participation in pools of residential mortgages$79,035,000522
Issued or guaranteed by U.S.$79,035,000484
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$03,547
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$174,260,000772
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