Palos Bank and Trust Company, Securities

2010-06-30Rank
Total securities$90,754,0001,455
U.S. Government securities$56,857,0001,574
U.S. Treasury securities$01,121
U.S. Government agency obligations$56,857,0001,521
Securities issued by states & political subdivisions$19,643,0001,313
Other domestic debt securities$13,818,000626
Privately issued residential mortgage-backed securities$6,535,000522
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$1,713,000150
Other domestic debt securities - All other$5,570,000525
Foreign debt securities$0158
Equity securities$436,000869
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$43,568,0001,188
Mortgage-backed securities$39,672,0001,349
Certificates of participation in pools of residential mortgages$11,240,0002,268
Issued or guaranteed by U.S.$11,240,0002,262
Privately issued$0148
Collaterized mortgage obligations$28,432,000775
CMOs issued by government agencies or sponsored agencies$21,897,000765
Privately issued$6,535,000504
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)$90,754,0001,289
Total debt securities$88,604,0001,453
Structured notes
Amortized cost$15,028,000438
Fair value$14,643,000466
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$84,654,0001,536
U.S. Government securities$49,662,0001,797
U.S. Treasury securities$01,130
U.S. Government agency obligations$49,662,0001,741
Securities issued by states & political subdivisions$20,588,0001,228
Other domestic debt securities$14,053,000644
Privately issued residential mortgage-backed securities$6,885,000538
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$1,669,000159
Other domestic debt securities - All other$5,499,000555
Foreign debt securities$0171
Equity securities$351,000939
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$45,795,0001,189
Mortgage-backed securities$38,985,0001,418
Certificates of participation in pools of residential mortgages$13,216,0002,162
Issued or guaranteed by U.S.$13,216,0002,156
Privately issued$0145
Collaterized mortgage obligations$25,769,000809
CMOs issued by government agencies or sponsored agencies$18,884,000801
Privately issued$6,885,000518
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)$84,654,0001,362
Total debt securities$82,635,0001,552
Structured notes
Amortized cost$10,147,000530
Fair value$9,448,000578
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$94,105,0001,376
U.S. Government securities$57,609,0001,539
U.S. Treasury securities$01,077
U.S. Government agency obligations$57,609,0001,493
Securities issued by states & political subdivisions$20,936,0001,200
Other domestic debt securities$15,257,000627
Privately issued residential mortgage-backed securities$8,592,000514
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$1,633,000173
Other domestic debt securities - All other$5,032,000606
Foreign debt securities$0171
Equity securities$303,000986
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$52,895,0001,029
Mortgage-backed securities$46,743,0001,260
Certificates of participation in pools of residential mortgages$14,304,0002,133
Issued or guaranteed by U.S.$14,304,0002,126
Privately issued$0157
Collaterized mortgage obligations$32,439,000697
CMOs issued by government agencies or sponsored agencies$23,847,000671
Privately issued$8,592,000495
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)$94,105,0001,210
Total debt securities$92,168,0001,379
Structured notes
Amortized cost$7,149,000588
Fair value$8,228,000509
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$108,688,0001,183
U.S. Government securities$66,350,0001,328
U.S. Treasury securities$01,047
U.S. Government agency obligations$66,350,0001,287
Securities issued by states & political subdivisions$23,405,0001,044
Other domestic debt securities$18,664,000598
Privately issued residential mortgage-backed securities$11,512,000477
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$2,481,000156
Other domestic debt securities - All other$4,671,000674
Foreign debt securities$0175
Equity securities$269,0001,060
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$51,120,0001,051
Mortgage-backed securities$58,175,0001,064
Certificates of participation in pools of residential mortgages$23,643,0001,533
Issued or guaranteed by U.S.$23,643,0001,527
Privately issued$0171
Collaterized mortgage obligations$34,532,000655
CMOs issued by government agencies or sponsored agencies$23,020,000669
Privately issued$11,512,000456
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)$108,688,0001,030
Total debt securities$105,937,0001,192
Structured notes
Amortized cost$8,277,000314
Fair value$6,924,000400
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$112,810,0001,113
U.S. Government securities$71,099,0001,221
U.S. Treasury securities$01,036
U.S. Government agency obligations$71,099,0001,180
Securities issued by states & political subdivisions$22,508,0001,048
Other domestic debt securities$19,002,000619
Privately issued residential mortgage-backed securities$12,001,000473
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$2,819,000153
Other domestic debt securities - All other$4,182,000745
Foreign debt securities$0183
Equity securities$201,0001,145
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$43,638,0001,194
Mortgage-backed securities$61,614,0001,010
Certificates of participation in pools of residential mortgages$25,588,0001,458
Issued or guaranteed by U.S.$25,588,0001,450
Privately issued$0181
Collaterized mortgage obligations$36,026,000619
CMOs issued by government agencies or sponsored agencies$24,025,000611
Privately issued$12,001,000452
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)$112,810,000959
Total debt securities$109,787,0001,123
Structured notes
Amortized cost$8,354,000192
Fair value$6,697,000235
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$103,575,0001,208
U.S. Government securities$56,913,0001,497
U.S. Treasury securities$0981
U.S. Government agency obligations$56,913,0001,461
Securities issued by states & political subdivisions$25,181,000877
Other domestic debt securities$21,359,000541
Privately issued residential mortgage-backed securities$11,920,000488
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$9,439,000409
Foreign debt securities$0181
Equity securities$122,0001,228
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$56,944,000975
Mortgage-backed securities$56,018,0001,119
Certificates of participation in pools of residential mortgages$24,068,0001,577
Issued or guaranteed by U.S.$24,068,0001,565
Privately issued$0191
Collaterized mortgage obligations$31,950,000670
CMOs issued by government agencies or sponsored agencies$20,030,000691
Privately issued$11,920,000465
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)$103,575,0001,047
Total debt securities$99,179,0001,226
Structured notes
Amortized cost$8,474,000136
Fair value$6,160,000186
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$110,253,0001,103
U.S. Government securities$61,230,0001,405
U.S. Treasury securities$0973
U.S. Government agency obligations$61,230,0001,380
Securities issued by states & political subdivisions$25,642,000835
Other domestic debt securities$23,313,000474
Privately issued residential mortgage-backed securities$12,283,000457
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$11,030,000347
Foreign debt securities$0172
Equity securities$68,0001,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$47,683,0001,139
Mortgage-backed securities$51,251,0001,159
Certificates of participation in pools of residential mortgages$23,587,0001,572
Issued or guaranteed by U.S.$23,587,0001,562
Privately issued$0188
Collaterized mortgage obligations$27,664,000709
CMOs issued by government agencies or sponsored agencies$15,381,000801
Privately issued$12,283,000434
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)$110,253,000950
Total debt securities$105,912,0001,132
Structured notes
Amortized cost$8,511,000148
Fair value$6,705,000195
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$114,958,0001,037
U.S. Government securities$64,224,0001,313
U.S. Treasury securities$01,019
U.S. Government agency obligations$64,224,0001,285
Securities issued by states & political subdivisions$26,881,000771
Other domestic debt securities$23,824,000469
Privately issued residential mortgage-backed securities$12,565,000455
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$11,259,000332
Foreign debt securities$0181
Equity securities$29,0001,619
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,583,0001,681
Mortgage-backed securities$51,768,0001,106
Certificates of participation in pools of residential mortgages$23,699,0001,494
Issued or guaranteed by U.S.$23,699,0001,484
Privately issued$0192
Collaterized mortgage obligations$28,069,000668
CMOs issued by government agencies or sponsored agencies$15,504,000751
Privately issued$12,565,000434
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)$114,958,000893
Total debt securities$114,929,0001,019
Structured notes
Amortized cost$9,605,000123
Fair value$8,445,000138
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$127,958,000947
U.S. Government securities$68,865,0001,239
U.S. Treasury securities$01,021
U.S. Government agency obligations$68,865,0001,207
Securities issued by states & political subdivisions$28,350,000744
Other domestic debt securities$30,743,000420
Privately issued residential mortgage-backed securities$13,498,000442
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$17,245,000280
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$24,049,0001,960
Mortgage-backed securities$53,262,0001,068
Certificates of participation in pools of residential mortgages$24,100,0001,459
Issued or guaranteed by U.S.$24,100,0001,449
Privately issued$0202
Collaterized mortgage obligations$29,162,000640
CMOs issued by government agencies or sponsored agencies$15,664,000737
Privately issued$13,498,000419
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)$127,958,000813
Total debt securities$127,958,000928
Structured notes
Amortized cost$10,649,000111
Fair value$9,761,000127
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$142,205,000848
U.S. Government securities$81,534,0001,020
U.S. Treasury securities$01,044
U.S. Government agency obligations$81,534,000992
Securities issued by states & political subdivisions$28,223,000741
Other domestic debt securities$32,448,000409
Privately issued residential mortgage-backed securities$14,162,000420
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$18,286,000269
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$23,943,0001,959
Mortgage-backed securities$56,672,000979
Certificates of participation in pools of residential mortgages$25,720,0001,314
Issued or guaranteed by U.S.$25,720,0001,304
Privately issued$0205
Collaterized mortgage obligations$30,952,000602
CMOs issued by government agencies or sponsored agencies$16,790,000676
Privately issued$14,162,000395
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)$142,205,000733
Total debt securities$142,205,000817
Structured notes
Amortized cost$22,411,00052
Fair value$21,459,00054
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$161,334,000734
U.S. Government securities$100,312,000834
U.S. Treasury securities$01,146
U.S. Government agency obligations$100,312,000812
Securities issued by states & political subdivisions$28,703,000695
Other domestic debt securities$32,319,000400
Privately issued residential mortgage-backed securities$14,886,000368
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$17,433,000277
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$22,575,0002,015
Mortgage-backed securities$53,613,000927
Certificates of participation in pools of residential mortgages$22,018,0001,315
Issued or guaranteed by U.S.$22,018,0001,306
Privately issued$0191
Collaterized mortgage obligations$31,595,000563
CMOs issued by government agencies or sponsored agencies$16,709,000628
Privately issued$14,886,000343
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)$161,334,000620
Total debt securities$161,334,000714
Structured notes
Amortized cost$32,640,00047
Fair value$31,933,00048
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$163,472,000719
U.S. Government securities$99,393,000846
U.S. Treasury securities$01,235
U.S. Government agency obligations$99,393,000821
Securities issued by states & political subdivisions$29,203,000673
Other domestic debt securities$34,876,000362
Privately issued residential mortgage-backed securities$17,493,000323
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$17,383,000272
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$20,614,0002,131
Mortgage-backed securities$54,226,000864
Certificates of participation in pools of residential mortgages$22,362,0001,205
Issued or guaranteed by U.S.$22,362,0001,199
Privately issued$0194
Collaterized mortgage obligations$31,864,000541
CMOs issued by government agencies or sponsored agencies$14,371,000677
Privately issued$17,493,000303
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)$163,472,000609
Total debt securities$163,472,000699
Structured notes
Amortized cost$27,918,00074
Fair value$27,089,00077
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$158,448,000747
U.S. Government securities$96,173,000890
U.S. Treasury securities$01,362
U.S. Government agency obligations$96,173,000856
Securities issued by states & political subdivisions$28,646,000682
Other domestic debt securities$33,629,000364
Privately issued residential mortgage-backed securities$17,780,000318
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$15,849,000273
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$20,298,0002,151
Mortgage-backed securities$53,680,000861
Certificates of participation in pools of residential mortgages$23,001,0001,162
Issued or guaranteed by U.S.$23,001,0001,153
Privately issued$0207
Collaterized mortgage obligations$30,679,000547
CMOs issued by government agencies or sponsored agencies$12,899,000708
Privately issued$17,780,000299
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)$158,448,000629
Total debt securities$158,448,000729
Structured notes
Amortized cost$26,723,00085
Fair value$25,428,00090
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$158,633,000766
U.S. Government securities$98,034,000872
U.S. Treasury securities$01,448
U.S. Government agency obligations$98,034,000844
Securities issued by states & political subdivisions$28,303,000684
Other domestic debt securities$32,296,000370
Privately issued residential mortgage-backed securities$15,951,000325
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$16,345,000277
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$20,792,0002,129
Mortgage-backed securities$51,911,000888
Certificates of participation in pools of residential mortgages$24,402,0001,109
Issued or guaranteed by U.S.$24,402,0001,101
Privately issued$0218
Collaterized mortgage obligations$27,509,000580
CMOs issued by government agencies or sponsored agencies$11,558,000764
Privately issued$15,951,000304
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)$158,633,000638
Total debt securities$158,633,000746
Structured notes
Amortized cost$26,742,00089
Fair value$26,148,00090
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$184,422,000678
U.S. Government securities$110,791,000787
U.S. Treasury securities$01,498
U.S. Government agency obligations$110,791,000762
Securities issued by states & political subdivisions$35,842,000516
Other domestic debt securities$37,789,000330
Privately issued residential mortgage-backed securities$20,483,000275
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$17,306,000275
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$22,768,0001,977
Mortgage-backed securities$65,330,000754
Certificates of participation in pools of residential mortgages$31,092,000936
Issued or guaranteed by U.S.$31,092,000928
Privately issued$0208
Collaterized mortgage obligations$34,238,000512
CMOs issued by government agencies or sponsored agencies$13,755,000699
Privately issued$20,483,000262
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)$184,422,000556
Total debt securities$184,422,000661
Structured notes
Amortized cost$31,253,00077
Fair value$30,323,00079
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$184,933,000694
U.S. Government securities$112,898,000794
U.S. Treasury securities$01,574
U.S. Government agency obligations$112,898,000770
Securities issued by states & political subdivisions$36,647,000490
Other domestic debt securities$35,388,000350
Privately issued residential mortgage-backed securities$19,634,000290
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$15,754,000291
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$22,780,0001,974
Mortgage-backed securities$68,595,000742
Certificates of participation in pools of residential mortgages$34,840,000884
Issued or guaranteed by U.S.$34,840,000874
Privately issued$0214
Collaterized mortgage obligations$33,755,000515
CMOs issued by government agencies or sponsored agencies$14,121,000679
Privately issued$19,634,000271
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)$184,933,000571
Total debt securities$184,933,000674
Structured notes
Amortized cost$31,267,00087
Fair value$30,302,00093
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$183,789,000699
U.S. Government securities$112,238,000803
U.S. Treasury securities$01,634
U.S. Government agency obligations$112,238,000776
Securities issued by states & political subdivisions$35,996,000487
Other domestic debt securities$35,555,000345
Privately issued residential mortgage-backed securities$19,899,000286
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$15,656,000296
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$19,087,0002,249
Mortgage-backed securities$70,006,000730
Certificates of participation in pools of residential mortgages$35,897,000879
Issued or guaranteed by U.S.$35,897,000870
Privately issued$0211
Collaterized mortgage obligations$34,109,000505
CMOs issued by government agencies or sponsored agencies$14,210,000681
Privately issued$19,899,000268
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)$183,789,000578
Total debt securities$183,790,000683
Structured notes
Amortized cost$31,278,00098
Fair value$29,551,000104
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$199,890,000656
U.S. Government securities$124,022,000748
U.S. Treasury securities$01,715
U.S. Government agency obligations$124,022,000727
Securities issued by states & political subdivisions$37,233,000468
Other domestic debt securities$38,635,000330
Privately issued residential mortgage-backed securities$20,986,000277
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$17,649,000292
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$21,209,0002,051
Mortgage-backed securities$79,004,000668
Certificates of participation in pools of residential mortgages$42,566,000769
Issued or guaranteed by U.S.$42,566,000759
Privately issued$0205
Collaterized mortgage obligations$36,438,000487
CMOs issued by government agencies or sponsored agencies$15,452,000649
Privately issued$20,986,000261
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)$199,890,000547
Total debt securities$199,890,000640
Structured notes
Amortized cost$33,815,00091
Fair value$32,563,00092
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$189,662,000684
U.S. Government securities$119,158,000772
U.S. Treasury securities$01,737
U.S. Government agency obligations$119,158,000745
Securities issued by states & political subdivisions$37,150,000465
Other domestic debt securities$33,354,000373
Privately issued residential mortgage-backed securities$17,554,000307
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$15,800,000320
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$19,918,0002,132
Mortgage-backed securities$74,354,000701
Certificates of participation in pools of residential mortgages$41,578,000811
Issued or guaranteed by U.S.$41,578,000806
Privately issued$0216
Collaterized mortgage obligations$32,776,000514
CMOs issued by government agencies or sponsored agencies$15,222,000654
Privately issued$17,554,000290
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)$189,662,000571
Total debt securities$189,660,000668
Structured notes
Amortized cost$31,910,00098
Fair value$30,722,000103
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$181,869,000705
U.S. Government securities$114,321,000802
U.S. Treasury securities$01,786
U.S. Government agency obligations$114,321,000774
Securities issued by states & political subdivisions$35,770,000493
Other domestic debt securities$31,778,000386
Privately issued residential mortgage-backed securities$15,872,000314
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$15,906,000331
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$17,866,0002,297
Mortgage-backed securities$74,026,000708
Certificates of participation in pools of residential mortgages$41,526,000818
Issued or guaranteed by U.S.$41,526,000812
Privately issued$0225
Collaterized mortgage obligations$32,500,000506
CMOs issued by government agencies or sponsored agencies$16,628,000624
Privately issued$15,872,000296
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)$181,869,000588
Total debt securities$181,869,000693
Structured notes
Amortized cost$31,979,00098
Fair value$31,267,00098
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$177,615,000719
U.S. Government securities$114,190,000800
U.S. Treasury securities$01,839
U.S. Government agency obligations$114,190,000773
Securities issued by states & political subdivisions$37,442,000469
Other domestic debt securities$25,983,000446
Privately issued residential mortgage-backed securities$11,792,000357
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$14,191,000374
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$17,882,0002,288
Mortgage-backed securities$75,132,000705
Certificates of participation in pools of residential mortgages$42,546,000814
Issued or guaranteed by U.S.$42,546,000808
Privately issued$0223
Collaterized mortgage obligations$32,586,000514
CMOs issued by government agencies or sponsored agencies$20,794,000556
Privately issued$11,792,000336
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)$177,615,000598
Total debt securities$177,615,000705
Structured notes
Amortized cost$32,067,00092
Fair value$31,627,00096
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$164,076,000777
U.S. Government securities$101,705,000924
U.S. Treasury securities$01,963
U.S. Government agency obligations$101,705,000889
Securities issued by states & political subdivisions$36,153,000477
Other domestic debt securities$26,218,000445
Privately issued residential mortgage-backed securities$12,208,000342
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$14,010,000397
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$17,544,0002,314
Mortgage-backed securities$64,256,000820
Certificates of participation in pools of residential mortgages$36,322,000955
Issued or guaranteed by U.S.$36,322,000946
Privately issued$0207
Collaterized mortgage obligations$27,934,000588
CMOs issued by government agencies or sponsored agencies$15,726,000698
Privately issued$12,208,000315
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)$164,076,000655
Total debt securities$164,076,000759
Structured notes
Amortized cost$32,144,00093
Fair value$30,806,00095
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$169,070,000768
U.S. Government securities$91,184,0001,038
U.S. Treasury securities$01,963
U.S. Government agency obligations$91,184,0001,002
Securities issued by states & political subdivisions$42,666,000398
Other domestic debt securities$35,220,000375
Privately issued residential mortgage-backed securities$13,711,000330
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,370,000165
Structured financial products - TotalNANA
Other domestic debt securities - All other$20,139,000315
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$20,443,0002,018
Mortgage-backed securities$65,487,000828
Certificates of participation in pools of residential mortgages$33,946,0001,021
Issued or guaranteed by U.S.$33,946,0001,014
Privately issued$0203
Collaterized mortgage obligations$31,541,000560
CMOs issued by government agencies or sponsored agencies$17,830,000657
Privately issued$13,711,000304
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)$169,070,000652
Total debt securities$169,070,000749
Structured notes
Amortized cost$29,905,000100
Fair value$29,197,000102
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$173,338,000754
U.S. Government securities$99,058,000952
U.S. Treasury securities$01,990
U.S. Government agency obligations$99,058,000911
Securities issued by states & political subdivisions$45,961,000359
Other domestic debt securities$28,319,000429
Privately issued residential mortgage-backed securities$7,721,000384
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,473,000172
Structured financial products - TotalNANA
Other domestic debt securities - All other$19,125,000330
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$32,724,0001,342
Mortgage-backed securities$63,883,000847
Certificates of participation in pools of residential mortgages$37,313,000950
Issued or guaranteed by U.S.$37,313,000944
Privately issued$0225
Collaterized mortgage obligations$26,570,000615
CMOs issued by government agencies or sponsored agencies$18,849,000644
Privately issued$7,721,000357
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)$173,338,000638
Total debt securities$173,338,000736
Structured notes
Amortized cost$30,836,000100
Fair value$30,228,000100
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$179,588,000738
U.S. Government securities$106,025,000911
U.S. Treasury securities$02,098
U.S. Government agency obligations$106,025,000874
Securities issued by states & political subdivisions$45,972,000342
Other domestic debt securities$27,591,000441
Privately issued residential mortgage-backed securities$5,708,000415
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,637,000147
Structured financial products - TotalNANA
Other domestic debt securities - All other$19,246,000340
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$34,116,0001,282
Mortgage-backed securities$62,204,000879
Certificates of participation in pools of residential mortgages$37,180,000959
Issued or guaranteed by U.S.$37,180,000953
Privately issued$0225
Collaterized mortgage obligations$25,024,000642
CMOs issued by government agencies or sponsored agencies$19,316,000636
Privately issued$5,708,000389
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)$179,588,000628
Total debt securities$179,588,000718
Structured notes
Amortized cost$36,071,00072
Fair value$33,751,00075
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$178,122,000750
U.S. Government securities$110,888,000879
U.S. Treasury securities$02,082
U.S. Government agency obligations$110,888,000846
Securities issued by states & political subdivisions$47,766,000335
Other domestic debt securities$19,468,000592
Privately issued residential mortgage-backed securities$6,843,000396
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$3,379,000138
Structured financial products - TotalNANA
Other domestic debt securities - All other$9,246,000636
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$29,904,0001,427
Mortgage-backed securities$67,723,000848
Certificates of participation in pools of residential mortgages$37,590,000972
Issued or guaranteed by U.S.$37,590,000964
Privately issued$0230
Collaterized mortgage obligations$30,133,000602
CMOs issued by government agencies or sponsored agencies$23,290,000582
Privately issued$6,843,000367
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)$178,122,000644
Total debt securities$178,122,000734
Structured notes
Amortized cost$32,077,00070
Fair value$31,844,00071
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$168,245,000805
U.S. Government securities$103,240,000964
U.S. Treasury securities$02,227
U.S. Government agency obligations$103,240,000925
Securities issued by states & political subdivisions$46,872,000347
Other domestic debt securities$18,133,000596
Privately issued residential mortgage-backed securities$7,165,000320
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$3,443,000143
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,525,000789
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$29,979,0001,393
Mortgage-backed securities$63,963,000888
Certificates of participation in pools of residential mortgages$31,878,0001,108
Issued or guaranteed by U.S.$31,878,0001,100
Privately issued$0248
Collaterized mortgage obligations$32,085,000573
CMOs issued by government agencies or sponsored agencies$24,920,000604
Privately issued$7,165,000275
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)$168,245,000692
Total debt securities$168,245,000783
Structured notes
Amortized cost$29,339,00073
Fair value$28,258,00077
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$161,902,000829
U.S. Government securities$90,546,0001,082
U.S. Treasury securities$02,287
U.S. Government agency obligations$90,546,0001,037
Securities issued by states & political subdivisions$48,588,000330
Other domestic debt securities$22,768,000524
Privately issued residential mortgage-backed securities$9,018,000288
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$3,570,000149
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,180,000666
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$37,100,0001,115
Mortgage-backed securities$58,898,000931
Certificates of participation in pools of residential mortgages$32,098,0001,094
Issued or guaranteed by U.S.$32,098,0001,089
Privately issued$0253
Collaterized mortgage obligations$26,800,000638
CMOs issued by government agencies or sponsored agencies$17,782,000765
Privately issued$9,018,000251
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)$161,902,000712
Total debt securities$161,902,000800
Structured notes
Amortized cost$29,333,00063
Fair value$27,891,00065
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$156,430,000847
U.S. Government securities$79,466,0001,176
U.S. Treasury securities$02,322
U.S. Government agency obligations$79,466,0001,137
Securities issued by states & political subdivisions$48,872,000316
Other domestic debt securities$28,092,000472
Privately issued residential mortgage-backed securities$12,334,000263
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,476,000140
Structured financial products - TotalNANA
Other domestic debt securities - All other$11,282,000633
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$43,316,000952
Mortgage-backed securities$57,778,000947
Certificates of participation in pools of residential mortgages$28,636,0001,168
Issued or guaranteed by U.S.$28,636,0001,164
Privately issued$0256
Collaterized mortgage obligations$29,142,000646
CMOs issued by government agencies or sponsored agencies$16,808,000844
Privately issued$12,334,000233
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)$156,430,000728
Total debt securities$156,430,000812
Structured notes
Amortized cost$20,910,00066
Fair value$21,033,00065
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$138,494,000942
U.S. Government securities$58,473,0001,535
U.S. Treasury securities$02,382
U.S. Government agency obligations$58,473,0001,475
Securities issued by states & political subdivisions$46,704,000311
Other domestic debt securities$33,317,000413
Privately issued residential mortgage-backed securities$12,063,000279
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,727,000171
Structured financial products - TotalNANA
Other domestic debt securities - All other$18,527,000455
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,391,0001,114
Mortgage-backed securities$47,571,0001,086
Certificates of participation in pools of residential mortgages$23,474,0001,353
Issued or guaranteed by U.S.$23,474,0001,349
Privately issued$0257
Collaterized mortgage obligations$24,097,000748
CMOs issued by government agencies or sponsored agencies$12,034,0001,041
Privately issued$12,063,000249
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)$138,494,000802
Total debt securities$138,494,000903
Structured notes
Amortized cost$8,144,000157
Fair value$7,985,000165
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$137,428,000909
U.S. Government securities$56,263,0001,555
U.S. Treasury securities$02,544
U.S. Government agency obligations$56,263,0001,493
Securities issued by states & political subdivisions$47,711,000297
Other domestic debt securities$33,454,000409
Privately issued residential mortgage-backed securities$13,228,000253
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,539,000176
Structured financial products - TotalNANA
Other domestic debt securities - All other$17,687,000472
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,241,0001,071
Mortgage-backed securities$54,679,000944
Certificates of participation in pools of residential mortgages$27,856,0001,140
Issued or guaranteed by U.S.$27,856,0001,133
Privately issued$0252
Collaterized mortgage obligations$26,823,000689
CMOs issued by government agencies or sponsored agencies$13,595,000981
Privately issued$13,228,000222
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)$137,428,000769
Total debt securities$137,428,000875
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$132,150,000868
U.S. Government securities$68,969,0001,171
U.S. Treasury securities$03,182
U.S. Government agency obligations$68,969,0001,098
Securities issued by states & political subdivisions$40,915,000342
Other domestic debt securities$21,766,000580
Privately issued residential mortgage-backed securities$16,798,000262
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,015,000293
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,953,0001,330
Foreign debt securities$0319
Equity securities$500,0001,585
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$39,638,000955
Mortgage-backed securities$58,963,000837
Certificates of participation in pools of residential mortgages$31,780,000915
Issued or guaranteed by U.S.$31,780,000907
Privately issued$0260
Collaterized mortgage obligations$27,183,000681
CMOs issued by government agencies or sponsored agencies$10,385,0001,173
Privately issued$16,798,000235
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)$132,150,000729
Total debt securities$131,613,000845
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$107,388,0001,036
U.S. Government securities$55,303,0001,439
U.S. Treasury securities$04,186
U.S. Government agency obligations$55,303,0001,333
Securities issued by states & political subdivisions$33,208,000441
Other domestic debt securities$17,300,000585
Privately issued residential mortgage-backed securities$11,337,000266
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,963,000911
Foreign debt securities$0313
Equity securities$1,577,0001,858
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,680,0001,644
Mortgage-backed securities$33,544,0001,044
Certificates of participation in pools of residential mortgages$15,642,0001,267
Issued or guaranteed by U.S.$15,642,0001,259
Privately issued$0308
Collaterized mortgage obligations$17,902,000726
CMOs issued by government agencies or sponsored agencies$6,565,0001,183
Privately issued$11,337,000231
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)$107,388,000805
Total debt securities$105,746,0001,010
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$104,122,0001,101
U.S. Government securities$54,768,0001,546
U.S. Treasury securities$05,412
U.S. Government agency obligations$54,768,0001,387
Securities issued by states & political subdivisions$34,371,000412
Other domestic debt securities$13,453,000695
Privately issued residential mortgage-backed securities$10,064,000296
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,389,0001,186
Foreign debt securities$0343
Equity securities$1,530,0001,816
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,079,0002,092
Mortgage-backed securities$34,712,0001,105
Certificates of participation in pools of residential mortgages$19,983,0001,147
Issued or guaranteed by U.S.$19,983,0001,138
Privately issued$0307
Collaterized mortgage obligations$14,729,000887
CMOs issued by government agencies or sponsored agencies$4,665,0001,544
Privately issued$10,064,000255
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)$104,122,000850
Total debt securities$102,592,0001,069
Structured notes
Amortized cost$981,000620
Fair value$967,000541
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$76,396,0001,543
U.S. Government securities$42,709,0002,051
U.S. Treasury securities$06,820
U.S. Government agency obligations$42,709,0001,734
Securities issued by states & political subdivisions$31,485,000439
Other domestic debt securities$809,0002,397
Privately issued residential mortgage-backed securities$735,000819
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$74,0002,978
Foreign debt securities$0363
Equity securities$1,393,0001,905
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,911,0002,619
Mortgage-backed securities$27,166,0001,397
Certificates of participation in pools of residential mortgages$21,075,0001,187
Issued or guaranteed by U.S.$21,075,0001,178
Privately issued$0349
Collaterized mortgage obligations$6,091,0001,592
CMOs issued by government agencies or sponsored agencies$5,356,0001,599
Privately issued$735,000696
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)$76,396,0001,150
Total debt securities$75,003,0001,511
Structured notes
Amortized cost$1,813,000410
Fair value$1,840,000407
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$79,748,0001,446
U.S. Government securities$53,019,0001,738
U.S. Treasury securities$07,921
U.S. Government agency obligations$53,019,0001,366
Securities issued by states & political subdivisions$23,251,000537
Other domestic debt securities$2,031,0001,344
Privately issued residential mortgage-backed securities$912,000635
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,119,0001,365
Foreign debt securities$0390
Equity securities$1,447,0001,827
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,468,0002,581
Mortgage-backed securities$27,524,0001,334
Certificates of participation in pools of residential mortgages$11,473,0001,787
Issued or guaranteed by U.S.$11,473,0001,774
Privately issued$0394
Collaterized mortgage obligations$16,051,000799
CMOs issued by government agencies or sponsored agencies$15,139,000794
Privately issued$912,000488
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$11,689,0002,512
Available-for-sale securities (fair market value)$68,059,0001,175
Total debt securities$78,301,0001,422
Structured notes
Amortized cost$998,0001,459
Fair value$1,001,0001,196
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$69,549,0001,737
U.S. Government securities$44,364,0002,202
U.S. Treasury securities$08,776
U.S. Government agency obligations$44,364,0001,658
Securities issued by states & political subdivisions$19,504,000651
Other domestic debt securities$4,365,000976
Privately issued residential mortgage-backed securities$3,128,000445
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,237,0001,389
Foreign debt securities$0466
Equity securities$1,316,0001,964
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,761,0003,245
Mortgage-backed securities$30,732,0001,331
Certificates of participation in pools of residential mortgages$18,823,0001,386
Issued or guaranteed by U.S.$18,823,0001,370
Privately issued$0472
Collaterized mortgage obligations$11,909,0001,100
CMOs issued by government agencies or sponsored agencies$8,781,0001,309
Privately issued$3,128,000318
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,376,0002,588
Available-for-sale securities (fair market value)$56,173,0001,449
Total debt securities$68,233,0001,713
Structured notes
Amortized cost$2,985,000753
Fair value$2,956,000726
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$76,968,0001,640
U.S. Government securities$48,604,0002,070
U.S. Treasury securities$68,00010,159
U.S. Government agency obligations$48,536,0001,461
Securities issued by states & political subdivisions$18,686,000663
Other domestic debt securities$8,990,000739
Privately issued residential mortgage-backed securities$3,796,000449
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,194,000749
Foreign debt securities$0553
Equity securities$688,0002,724
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,597,0002,820
Mortgage-backed securities$47,368,0001,018
Certificates of participation in pools of residential mortgages$25,338,0001,127
Issued or guaranteed by U.S.$25,338,0001,109
Privately issued$0558
Collaterized mortgage obligations$22,030,000764
CMOs issued by government agencies or sponsored agencies$18,234,000827
Privately issued$3,796,000308
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$16,011,0002,411
Available-for-sale securities (fair market value)$60,957,0001,386
Total debt securities$76,280,0001,599
Structured notes
Amortized cost$8,215,000368
Fair value$8,165,000366
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$73,013,0001,798
U.S. Government securities$45,728,0002,296
U.S. Treasury securities$68,00011,107
U.S. Government agency obligations$45,660,0001,509
Securities issued by states & political subdivisions$16,758,000767
Other domestic debt securities$9,909,000759
Privately issued residential mortgage-backed securities$5,383,000398
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,526,000945
Foreign debt securities$0600
Equity securities$618,0002,719
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,566,0002,821
Mortgage-backed securities$43,749,0001,132
Certificates of participation in pools of residential mortgages$24,126,0001,207
Issued or guaranteed by U.S.$24,126,0001,185
Privately issued$0564
Collaterized mortgage obligations$19,623,000910
CMOs issued by government agencies or sponsored agencies$14,240,0001,089
Privately issued$5,383,000278
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$44,662,0001,640
Available-for-sale securities (fair market value)$28,351,0002,030
Total debt securities$72,395,0001,765
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contractsNANA
1993-12-31Rank
Total securities$71,500,0001,929
U.S. Government securities$42,471,0002,594
U.S. Treasury securities$2,002,0008,494
U.S. Government agency obligations$40,469,0001,726
Securities issued by states & political subdivisions$16,755,000780
Other domestic debt securities$12,274,000751
Privately issued residential mortgage-backed securities$11,817,000317
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$457,0003,402
Foreign debt securities$0649
Equity securities$09,155
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,074,0002,737
Mortgage-backed securities$46,479,0001,177
Certificates of participation in pools of residential mortgages$19,730,0001,512
Issued or guaranteed by U.S.$19,730,0001,489
Privately issued$0731
Collaterized mortgage obligations$26,749,000830
CMOs issued by government agencies or sponsored agencies$14,932,0001,185
Privately issued$11,817,000185
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$71,468,0001,874
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$62,482,0002,164
U.S. Government securities$40,691,0002,637
U.S. Treasury securities$2,891,0007,721
U.S. Government agency obligations$37,800,0001,799
Securities issued by states & political subdivisions$8,191,0001,681
Other domestic debt securities$13,600,000833
Privately issued residential mortgage-backed securities$12,889,000363
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$711,0003,394
Foreign debt securities$0699
Equity securities$09,162
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,273,0002,819
Mortgage-backed securities$43,705,0001,251
Certificates of participation in pools of residential mortgages$14,371,0001,946
Issued or guaranteed by U.S.$14,371,0001,908
Privately issued$0831
Collaterized mortgage obligations$29,334,000756
CMOs issued by government agencies or sponsored agencies$16,445,0001,051
Privately issued$12,889,000211
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$62,240,0002,125
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