United States Trust Company, Securities

2007-12-31Rank
Total securities$74,138,0001,597
U.S. Government securities$10,166,0005,222
U.S. Treasury securities$2,914,000471
U.S. Government agency obligations$7,252,0005,836
Securities issued by states & political subdivisions$06,012
Other domestic debt securities$24,270,000459
Privately issued residential mortgage-backed securities$24,270,000290
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$39,702,00098
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,689
Mortgage-backed securities$31,522,0001,387
Certificates of participation in pools of residential mortgages$7,241,0002,718
Issued or guaranteed by U.S.$7,241,0002,703
Privately issued$0191
Collaterized mortgage obligations$24,281,000657
CMOs issued by government agencies or sponsored agencies$11,0003,252
Privately issued$24,270,000273
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)$74,138,0001,392
Total debt securities$34,437,0003,076
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$53,508,0002,155
U.S. Government securities$10,337,0005,288
U.S. Treasury securities$2,912,000500
U.S. Government agency obligations$7,425,0005,864
Securities issued by states & political subdivisions$06,045
Other domestic debt securities$28,324,000401
Privately issued residential mortgage-backed securities$28,324,000255
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$14,847,000213
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,710
Mortgage-backed securities$35,749,0001,186
Certificates of participation in pools of residential mortgages$7,414,0002,524
Issued or guaranteed by U.S.$7,414,0002,511
Privately issued$0194
Collaterized mortgage obligations$28,335,000572
CMOs issued by government agencies or sponsored agencies$11,0003,215
Privately issued$28,324,000244
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)$53,508,0001,870
Total debt securities$38,661,0002,797
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$2,344,938,00090
U.S. Government securities$1,306,986,000107
U.S. Treasury securities$17,867,000159
U.S. Government agency obligations$1,289,119,000105
Securities issued by states & political subdivisions$06,106
Other domestic debt securities$1,024,568,00049
Privately issued residential mortgage-backed securities$987,703,00042
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$36,865,000155
Foreign debt securities$0201
Equity securities$13,384,000223
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,093,285,00051
Mortgage-backed securities$2,276,822,00063
Certificates of participation in pools of residential mortgages$708,340,00085
Issued or guaranteed by U.S.$708,340,00083
Privately issued$0207
Collaterized mortgage obligations$1,568,482,00053
CMOs issued by government agencies or sponsored agencies$580,779,00061
Privately issued$987,703,00038
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)$2,344,938,00078
Total debt securities$2,331,554,00088
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$2,487,113,00087
U.S. Government securities$1,397,806,000104
U.S. Treasury securities$23,409,000133
U.S. Government agency obligations$1,374,397,000102
Securities issued by states & political subdivisions$06,160
Other domestic debt securities$1,073,283,00047
Privately issued residential mortgage-backed securities$1,036,290,00039
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$36,993,000158
Foreign debt securities$0207
Equity securities$16,024,000188
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,932,729,00056
Mortgage-backed securities$2,410,687,00061
Certificates of participation in pools of residential mortgages$758,581,00082
Issued or guaranteed by U.S.$758,581,00080
Privately issued$0218
Collaterized mortgage obligations$1,652,106,00050
CMOs issued by government agencies or sponsored agencies$615,816,00061
Privately issued$1,036,290,00036
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$2,487,113,00074
Total debt securities$2,471,089,00087
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$2,582,391,00088
U.S. Government securities$1,446,975,000107
U.S. Treasury securities$24,836,000140
U.S. Government agency obligations$1,422,139,000105
Securities issued by states & political subdivisions$06,206
Other domestic debt securities$1,123,687,00045
Privately issued residential mortgage-backed securities$1,086,921,00039
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$36,766,000161
Foreign debt securities$0210
Equity securities$11,729,000245
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,939,215,00058
Mortgage-backed securities$2,509,060,00060
Certificates of participation in pools of residential mortgages$778,866,00083
Issued or guaranteed by U.S.$778,866,00080
Privately issued$0208
Collaterized mortgage obligations$1,730,194,00049
CMOs issued by government agencies or sponsored agencies$643,273,00062
Privately issued$1,086,921,00036
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$2,582,391,00077
Total debt securities$2,570,662,00088
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$2,791,062,00087
U.S. Government securities$1,742,679,00092
U.S. Treasury securities$45,946,00092
U.S. Government agency obligations$1,696,733,00095
Securities issued by states & political subdivisions$06,288
Other domestic debt securities$1,036,076,00050
Privately issued residential mortgage-backed securities$1,011,068,00041
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$25,008,000214
Foreign debt securities$0214
Equity securities$12,307,000232
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,037,690,00057
Mortgage-backed securities$2,418,915,00066
Certificates of participation in pools of residential mortgages$815,229,00082
Issued or guaranteed by U.S.$815,229,00079
Privately issued$0214
Collaterized mortgage obligations$1,603,686,00056
CMOs issued by government agencies or sponsored agencies$592,618,00065
Privately issued$1,011,068,00037
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$2,791,062,00074
Total debt securities$2,778,755,00086
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$2,618,749,00090
U.S. Government securities$1,605,268,000100
U.S. Treasury securities$106,309,00051
U.S. Government agency obligations$1,498,959,000104
Securities issued by states & political subdivisions$06,332
Other domestic debt securities$957,872,00055
Privately issued residential mortgage-backed securities$938,167,00045
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$19,705,000261
Foreign debt securities$675,000103
Equity securities$54,934,00057
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,889,502,00059
Mortgage-backed securities$2,362,525,00068
Certificates of participation in pools of residential mortgages$839,592,00084
Issued or guaranteed by U.S.$839,592,00080
Privately issued$0211
Collaterized mortgage obligations$1,522,933,00056
CMOs issued by government agencies or sponsored agencies$584,766,00065
Privately issued$938,167,00037
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$2,618,749,00076
Total debt securities$2,563,814,00089
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$2,825,816,00082
U.S. Government securities$1,783,196,00090
U.S. Treasury securities$213,787,00034
U.S. Government agency obligations$1,569,409,00098
Securities issued by states & political subdivisions$06,356
Other domestic debt securities$997,801,00055
Privately issued residential mortgage-backed securities$978,030,00045
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$19,771,000271
Foreign debt securities$675,000105
Equity securities$44,144,00073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,017,721,00057
Mortgage-backed securities$2,363,474,00070
Certificates of participation in pools of residential mortgages$916,482,00078
Issued or guaranteed by U.S.$916,482,00074
Privately issued$0205
Collaterized mortgage obligations$1,446,992,00059
CMOs issued by government agencies or sponsored agencies$468,962,00072
Privately issued$978,030,00037
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$2,825,816,00069
Total debt securities$2,781,672,00083
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$1,344,023,000144
U.S. Government securities$643,365,000199
U.S. Treasury securities$175,848,00042
U.S. Government agency obligations$467,517,000234
Securities issued by states & political subdivisions$5,0006,400
Other domestic debt securities$684,969,00066
Privately issued residential mortgage-backed securities$665,050,00048
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$19,919,000280
Foreign debt securities$675,000103
Equity securities$15,009,000206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$418,968,000180
Mortgage-backed securities$1,096,734,000115
Certificates of participation in pools of residential mortgages$294,212,000184
Issued or guaranteed by U.S.$294,212,000178
Privately issued$0216
Collaterized mortgage obligations$802,522,00082
CMOs issued by government agencies or sponsored agencies$137,472,000171
Privately issued$665,050,00041
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$1,344,023,000125
Total debt securities$1,329,016,000143
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$1,426,180,000141
U.S. Government securities$693,211,000188
U.S. Treasury securities$193,663,00035
U.S. Government agency obligations$499,548,000225
Securities issued by states & political subdivisions$5,0006,440
Other domestic debt securities$707,958,00063
Privately issued residential mortgage-backed securities$695,718,00047
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$12,240,000400
Foreign debt securities$668,000105
Equity securities$24,338,000130
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$291,967,000224
Mortgage-backed securities$1,158,181,000113
Certificates of participation in pools of residential mortgages$313,420,000181
Issued or guaranteed by U.S.$313,420,000175
Privately issued$0225
Collaterized mortgage obligations$844,761,00082
CMOs issued by government agencies or sponsored agencies$149,043,000169
Privately issued$695,718,00040
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$1,426,180,000127
Total debt securities$1,401,842,000142
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$1,554,886,000135
U.S. Government securities$769,679,000182
U.S. Treasury securities$223,932,00032
U.S. Government agency obligations$545,747,000208
Securities issued by states & political subdivisions$5,0006,453
Other domestic debt securities$769,426,00063
Privately issued residential mortgage-backed securities$748,547,00048
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$20,879,000278
Foreign debt securities$600,000111
Equity securities$15,176,000212
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$265,711,000233
Mortgage-backed securities$1,255,447,000111
Certificates of participation in pools of residential mortgages$341,840,000172
Issued or guaranteed by U.S.$341,840,000170
Privately issued$0223
Collaterized mortgage obligations$913,607,00080
CMOs issued by government agencies or sponsored agencies$165,060,000163
Privately issued$748,547,00041
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$1,554,886,000119
Total debt securities$1,539,710,000134
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$1,674,256,000131
U.S. Government securities$856,771,000168
U.S. Treasury securities$224,078,00034
U.S. Government agency obligations$632,693,000199
Securities issued by states & political subdivisions$5,0006,502
Other domestic debt securities$801,502,00064
Privately issued residential mortgage-backed securities$780,531,00045
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$20,971,000298
Foreign debt securities$600,000113
Equity securities$15,378,000215
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$107,993,000476
Mortgage-backed securities$1,372,962,000108
Certificates of participation in pools of residential mortgages$415,857,000153
Issued or guaranteed by U.S.$415,857,000148
Privately issued$0207
Collaterized mortgage obligations$957,105,00076
CMOs issued by government agencies or sponsored agencies$176,574,000154
Privately issued$780,531,00040
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$1,674,256,000114
Total debt securities$1,658,878,000132
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$1,273,493,000163
U.S. Government securities$575,011,000215
U.S. Treasury securities$246,930,00032
U.S. Government agency obligations$328,081,000314
Securities issued by states & political subdivisions$247,0006,067
Other domestic debt securities$679,995,00067
Privately issued residential mortgage-backed securities$658,776,00047
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$21,219,000309
Foreign debt securities$863,000102
Equity securities$17,377,000208
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$107,964,000480
Mortgage-backed securities$986,857,000135
Certificates of participation in pools of residential mortgages$257,260,000214
Issued or guaranteed by U.S.$257,260,000206
Privately issued$0203
Collaterized mortgage obligations$729,597,00087
CMOs issued by government agencies or sponsored agencies$70,821,000273
Privately issued$658,776,00043
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$1,273,493,000142
Total debt securities$1,256,116,000163
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$605,764,000264
U.S. Government securities$563,260,000219
U.S. Treasury securities$222,226,00036
U.S. Government agency obligations$341,034,000312
Securities issued by states & political subdivisions$249,0006,115
Other domestic debt securities$28,605,000427
Privately issued residential mortgage-backed securities$3,607,000486
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$24,998,000269
Foreign debt securities$840,000102
Equity securities$12,810,000268
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$123,987,000424
Mortgage-backed securities$344,641,000254
Certificates of participation in pools of residential mortgages$317,395,000196
Issued or guaranteed by U.S.$317,395,000191
Privately issued$0225
Collaterized mortgage obligations$27,246,000604
CMOs issued by government agencies or sponsored agencies$23,639,000551
Privately issued$3,607,000454
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$605,764,000233
Total debt securities$592,954,000264
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$719,577,000233
U.S. Government securities$673,795,000198
U.S. Treasury securities$221,968,00035
U.S. Government agency obligations$451,827,000258
Securities issued by states & political subdivisions$3,976,0003,422
Other domestic debt securities$28,752,000431
Privately issued residential mortgage-backed securities$3,675,000478
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$25,077,000274
Foreign debt securities$663,000105
Equity securities$12,391,000296
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$123,987,000419
Mortgage-backed securities$455,502,000217
Certificates of participation in pools of residential mortgages$419,934,000159
Issued or guaranteed by U.S.$419,934,000157
Privately issued$0225
Collaterized mortgage obligations$35,568,000521
CMOs issued by government agencies or sponsored agencies$31,893,000458
Privately issued$3,675,000448
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,584
Available-for-sale securities (fair market value)$719,577,000207
Total debt securities$707,186,000232
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$746,754,000232
U.S. Government securities$556,571,000221
U.S. Treasury securities$224,240,00035
U.S. Government agency obligations$332,331,000319
Securities issued by states & political subdivisions$150,395,00092
Other domestic debt securities$24,410,000503
Privately issued residential mortgage-backed securities$1,305,000690
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$23,105,000316
Foreign debt securities$840,000107
Equity securities$14,538,000298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$41,024,0001,070
Mortgage-backed securities$333,636,000267
Certificates of participation in pools of residential mortgages$324,767,000193
Issued or guaranteed by U.S.$324,767,000188
Privately issued$0230
Collaterized mortgage obligations$8,869,0001,221
CMOs issued by government agencies or sponsored agencies$7,564,0001,170
Privately issued$1,305,000646
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,632
Available-for-sale securities (fair market value)$746,754,000204
Total debt securities$732,216,000234
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$837,264,000211
U.S. Government securities$631,273,000215
U.S. Treasury securities$288,793,00027
U.S. Government agency obligations$342,480,000329
Securities issued by states & political subdivisions$154,088,00085
Other domestic debt securities$35,080,000376
Privately issued residential mortgage-backed securities$12,942,000244
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$22,138,000354
Foreign debt securities$750,000115
Equity securities$16,073,000264
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$168,335,000332
Mortgage-backed securities$355,422,000257
Certificates of participation in pools of residential mortgages$334,045,000189
Issued or guaranteed by U.S.$334,045,000182
Privately issued$0248
Collaterized mortgage obligations$21,377,000734
CMOs issued by government agencies or sponsored agencies$8,435,0001,143
Privately issued$12,942,000209
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$837,264,000191
Total debt securities$821,191,000213
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$823,789,000215
U.S. Government securities$621,486,000214
U.S. Treasury securities$340,284,00022
U.S. Government agency obligations$281,202,000394
Securities issued by states & political subdivisions$157,074,00090
Other domestic debt securities$31,059,000418
Privately issued residential mortgage-backed securities$6,661,000328
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$24,398,000350
Foreign debt securities$5,773,00050
Equity securities$8,397,000481
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$403,897,000165
Mortgage-backed securities$287,863,000305
Certificates of participation in pools of residential mortgages$271,362,000217
Issued or guaranteed by U.S.$271,362,000211
Privately issued$0253
Collaterized mortgage obligations$16,501,000867
CMOs issued by government agencies or sponsored agencies$9,840,0001,061
Privately issued$6,661,000288
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$823,789,000190
Total debt securities$815,392,000212
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$849,098,000206
U.S. Government securities$641,488,000212
U.S. Treasury securities$281,262,00025
U.S. Government agency obligations$360,226,000317
Securities issued by states & political subdivisions$162,006,00083
Other domestic debt securities$27,645,000477
Privately issued residential mortgage-backed securities$7,080,000340
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$20,565,000410
Foreign debt securities$7,849,00039
Equity securities$10,110,000420
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$351,225,000176
Mortgage-backed securities$367,306,000259
Certificates of participation in pools of residential mortgages$348,713,000169
Issued or guaranteed by U.S.$348,713,000166
Privately issued$0256
Collaterized mortgage obligations$18,593,000850
CMOs issued by government agencies or sponsored agencies$11,513,0001,039
Privately issued$7,080,000304
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$849,098,000180
Total debt securities$838,988,000203
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$920,995,000188
U.S. Government securities$702,233,000197
U.S. Treasury securities$282,530,00030
U.S. Government agency obligations$419,703,000270
Securities issued by states & political subdivisions$172,868,00074
Other domestic debt securities$28,012,000472
Privately issued residential mortgage-backed securities$7,320,000346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$20,692,000424
Foreign debt securities$7,938,00041
Equity securities$9,944,000438
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$374,011,000170
Mortgage-backed securities$427,023,000228
Certificates of participation in pools of residential mortgages$406,361,000142
Issued or guaranteed by U.S.$406,361,000140
Privately issued$0257
Collaterized mortgage obligations$20,662,000817
CMOs issued by government agencies or sponsored agencies$13,342,000982
Privately issued$7,320,000305
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$920,995,000164
Total debt securities$911,051,000185
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$786,075,000211
U.S. Government securities$559,419,000223
U.S. Treasury securities$283,748,00028
U.S. Government agency obligations$275,671,000367
Securities issued by states & political subdivisions$176,892,00069
Other domestic debt securities$27,079,000477
Privately issued residential mortgage-backed securities$6,270,000362
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$20,809,000415
Foreign debt securities$12,812,00034
Equity securities$9,873,000440
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$374,559,000169
Mortgage-backed securities$281,941,000292
Certificates of participation in pools of residential mortgages$260,162,000196
Issued or guaranteed by U.S.$260,162,000189
Privately issued$0252
Collaterized mortgage obligations$21,779,000784
CMOs issued by government agencies or sponsored agencies$15,509,000899
Privately issued$6,270,000320
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,875
Available-for-sale securities (fair market value)$786,075,000181
Total debt securities$776,202,000207
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$654,907,000220
U.S. Government securities$465,534,000220
U.S. Treasury securities$151,383,00051
U.S. Government agency obligations$314,151,000293
Securities issued by states & political subdivisions$149,924,00080
Other domestic debt securities$20,645,000596
Privately issued residential mortgage-backed securities$3,645,000471
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$17,000,000480
Foreign debt securities$15,135,00035
Equity securities$3,669,000795
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$228,230,000221
Mortgage-backed securities$317,796,000246
Certificates of participation in pools of residential mortgages$291,921,000168
Issued or guaranteed by U.S.$291,921,000165
Privately issued$0260
Collaterized mortgage obligations$25,875,000701
CMOs issued by government agencies or sponsored agencies$22,230,000706
Privately issued$3,645,000423
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,093
Available-for-sale securities (fair market value)$654,907,000192
Total debt securities$651,238,000218
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$646,963,000218
U.S. Government securities$456,702,000218
U.S. Treasury securities$109,184,00083
U.S. Government agency obligations$347,518,000258
Securities issued by states & political subdivisions$127,768,00094
Other domestic debt securities$16,388,000605
Privately issued residential mortgage-backed securities$3,940,000431
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$12,448,000573
Foreign debt securities$9,620,00040
Equity securities$36,485,000166
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$181,327,000271
Mortgage-backed securities$347,047,000211
Certificates of participation in pools of residential mortgages$310,849,000141
Issued or guaranteed by U.S.$310,849,000140
Privately issued$0308
Collaterized mortgage obligations$36,198,000460
CMOs issued by government agencies or sponsored agencies$32,258,000436
Privately issued$3,940,000382
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,708
Available-for-sale securities (fair market value)$646,963,000180
Total debt securities$610,478,000221
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$527,080,000274
U.S. Government securities$367,128,000289
U.S. Treasury securities$119,355,00094
U.S. Government agency obligations$247,773,000374
Securities issued by states & political subdivisions$110,433,00091
Other domestic debt securities$16,286,000626
Privately issued residential mortgage-backed securities$5,209,000398
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$11,077,000619
Foreign debt securities$9,354,00042
Equity securities$23,879,000262
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$162,267,000321
Mortgage-backed securities$246,094,000302
Certificates of participation in pools of residential mortgages$218,115,000201
Issued or guaranteed by U.S.$218,115,000198
Privately issued$0307
Collaterized mortgage obligations$27,979,000594
CMOs issued by government agencies or sponsored agencies$22,770,000605
Privately issued$5,209,000348
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,120
Available-for-sale securities (fair market value)$527,080,000214
Total debt securities$503,201,000272
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$578,874,000251
U.S. Government securities$435,832,000253
U.S. Treasury securities$195,560,00080
U.S. Government agency obligations$240,272,000395
Securities issued by states & political subdivisions$95,665,000123
Other domestic debt securities$19,068,000515
Privately issued residential mortgage-backed securities$10,128,000274
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,940,000643
Foreign debt securities$8,099,00045
Equity securities$20,210,000268
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$151,002,000284
Mortgage-backed securities$238,677,000312
Certificates of participation in pools of residential mortgages$194,554,000239
Issued or guaranteed by U.S.$194,554,000232
Privately issued$0349
Collaterized mortgage obligations$44,123,000447
CMOs issued by government agencies or sponsored agencies$33,995,000476
Privately issued$10,128,000228
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,613
Available-for-sale securities (fair market value)$578,874,000203
Total debt securities$558,664,000249
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$661,596,000226
U.S. Government securities$522,978,000228
U.S. Treasury securities$290,359,00079
U.S. Government agency obligations$232,619,000404
Securities issued by states & political subdivisions$73,659,000126
Other domestic debt securities$26,221,000303
Privately issued residential mortgage-backed securities$15,299,000199
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,922,000393
Foreign debt securities$2,293,00080
Equity securities$36,445,000140
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$185,706,000238
Mortgage-backed securities$230,054,000324
Certificates of participation in pools of residential mortgages$160,799,000282
Issued or guaranteed by U.S.$160,799,000273
Privately issued$0394
Collaterized mortgage obligations$69,255,000313
CMOs issued by government agencies or sponsored agencies$53,956,000335
Privately issued$15,299,000136
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$07,375
Available-for-sale securities (fair market value)$661,596,000174
Total debt securities$625,151,000229
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$925,886,000182
U.S. Government securities$796,757,000170
U.S. Treasury securities$386,757,00066
U.S. Government agency obligations$410,000,000242
Securities issued by states & political subdivisions$77,715,000114
Other domestic debt securities$38,981,000245
Privately issued residential mortgage-backed securities$25,859,000177
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$13,122,000312
Foreign debt securities$225,000259
Equity securities$12,208,000351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$105,207,000377
Mortgage-backed securities$415,341,000210
Certificates of participation in pools of residential mortgages$321,212,000174
Issued or guaranteed by U.S.$321,212,000170
Privately issued$0472
Collaterized mortgage obligations$94,129,000263
CMOs issued by government agencies or sponsored agencies$68,270,000302
Privately issued$25,859,000120
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,064
Available-for-sale securities (fair market value)$925,886,000122
Total debt securities$913,678,000179
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$677,028,000256
U.S. Government securities$568,352,000249
U.S. Treasury securities$462,548,00069
U.S. Government agency obligations$105,804,000740
Securities issued by states & political subdivisions$50,718,000202
Other domestic debt securities$55,732,000221
Privately issued residential mortgage-backed securities$41,592,000147
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$14,140,000366
Foreign debt securities$207,000316
Equity securities$2,019,0001,417
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$54,543,000657
Mortgage-backed securities$136,622,000496
Certificates of participation in pools of residential mortgages$7,421,0002,610
Issued or guaranteed by U.S.$7,421,0002,587
Privately issued$0558
Collaterized mortgage obligations$129,201,000234
CMOs issued by government agencies or sponsored agencies$87,609,000276
Privately issued$41,592,00096
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,463
Available-for-sale securities (fair market value)$677,028,000185
Total debt securities$675,009,000255
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