The Caney Valley National Bank, Securities

2006-12-31Rank
Total securities$5,001,0007,260
U.S. Government securities$5,001,0006,799
U.S. Treasury securities$01,498
U.S. Government agency obligations$5,001,0006,672
Securities issued by states & political subdivisions$06,206
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,001,0004,566
Mortgage-backed securities$06,730
Certificates of participation in pools of residential mortgages$06,471
Issued or guaranteed by U.S.$06,445
Privately issued$0208
Collaterized mortgage obligations$03,687
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$5,001,0006,567
Total debt securities$5,001,0007,209
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$11,143,0005,982
U.S. Government securities$11,143,0005,266
U.S. Treasury securities$01,574
U.S. Government agency obligations$11,143,0005,154
Securities issued by states & political subdivisions$06,288
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,074,0004,580
Mortgage-backed securities$5,894,0003,386
Certificates of participation in pools of residential mortgages$5,894,0002,796
Issued or guaranteed by U.S.$5,894,0002,782
Privately issued$0214
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$11,143,0005,338
Total debt securities$11,143,0005,923
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$10,362,0006,158
U.S. Government securities$10,362,0005,463
U.S. Treasury securities$01,634
U.S. Government agency obligations$10,362,0005,332
Securities issued by states & political subdivisions$06,332
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,091,0004,592
Mortgage-backed securities$5,683,0003,443
Certificates of participation in pools of residential mortgages$5,683,0002,857
Issued or guaranteed by U.S.$5,683,0002,844
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$10,362,0005,482
Total debt securities$10,362,0006,098
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$11,504,0005,971
U.S. Government securities$11,504,0005,242
U.S. Treasury securities$01,715
U.S. Government agency obligations$11,504,0005,105
Securities issued by states & political subdivisions$06,356
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,107,0004,908
Mortgage-backed securities$6,272,0003,336
Certificates of participation in pools of residential mortgages$6,272,0002,768
Issued or guaranteed by U.S.$6,272,0002,754
Privately issued$0205
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$11,504,0005,299
Total debt securities$11,504,0005,913
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$11,848,0005,947
U.S. Government securities$11,848,0005,162
U.S. Treasury securities$01,737
U.S. Government agency obligations$11,848,0005,009
Securities issued by states & political subdivisions$06,408
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,222,0004,870
Mortgage-backed securities$6,599,0003,312
Certificates of participation in pools of residential mortgages$6,599,0002,736
Issued or guaranteed by U.S.$6,599,0002,725
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$11,848,0005,252
Total debt securities$11,848,0005,887
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$14,283,0005,492
U.S. Government securities$14,283,0004,636
U.S. Treasury securities$01,786
U.S. Government agency obligations$14,283,0004,498
Securities issued by states & political subdivisions$06,448
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,397,0004,807
Mortgage-backed securities$7,005,0003,244
Certificates of participation in pools of residential mortgages$7,005,0002,673
Issued or guaranteed by U.S.$7,005,0002,660
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$14,283,0004,819
Total debt securities$14,283,0005,437
Structured notes
Amortized cost$500,0002,532
Fair value$492,0002,720
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$16,831,0005,130
U.S. Government securities$16,831,0004,271
U.S. Treasury securities$01,839
U.S. Government agency obligations$16,831,0004,133
Securities issued by states & political subdivisions$06,459
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,412,0004,788
Mortgage-backed securities$8,043,0003,105
Certificates of participation in pools of residential mortgages$7,522,0002,632
Issued or guaranteed by U.S.$7,522,0002,621
Privately issued$0223
Collaterized mortgage obligations$521,0002,882
CMOs issued by government agencies or sponsored agencies$521,0002,611
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$16,831,0004,466
Total debt securities$16,831,0005,077
Structured notes
Amortized cost$500,0002,519
Fair value$493,0002,714
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$17,142,0005,122
U.S. Government securities$17,142,0004,277
U.S. Treasury securities$01,963
U.S. Government agency obligations$17,142,0004,141
Securities issued by states & political subdivisions$06,507
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,972,0004,627
Mortgage-backed securities$8,422,0003,120
Certificates of participation in pools of residential mortgages$7,421,0002,712
Issued or guaranteed by U.S.$7,421,0002,704
Privately issued$0207
Collaterized mortgage obligations$1,001,0002,623
CMOs issued by government agencies or sponsored agencies$1,001,0002,370
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$17,142,0004,472
Total debt securities$17,142,0005,065
Structured notes
Amortized cost$500,0002,494
Fair value$490,0002,639
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$15,737,0005,371
U.S. Government securities$15,737,0004,515
U.S. Treasury securities$01,963
U.S. Government agency obligations$15,737,0004,380
Securities issued by states & political subdivisions$06,548
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,310,0004,503
Mortgage-backed securities$8,392,0003,203
Certificates of participation in pools of residential mortgages$7,239,0002,805
Issued or guaranteed by U.S.$7,239,0002,797
Privately issued$0203
Collaterized mortgage obligations$1,153,0002,576
CMOs issued by government agencies or sponsored agencies$1,153,0002,324
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$15,737,0004,694
Total debt securities$15,737,0005,300
Structured notes
Amortized cost$500,0002,430
Fair value$495,0002,590
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$15,419,0005,442
U.S. Government securities$15,419,0004,538
U.S. Treasury securities$01,990
U.S. Government agency obligations$15,419,0004,392
Securities issued by states & political subdivisions$06,596
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,196,0004,208
Mortgage-backed securities$8,529,0003,184
Certificates of participation in pools of residential mortgages$7,131,0002,859
Issued or guaranteed by U.S.$7,131,0002,851
Privately issued$0225
Collaterized mortgage obligations$1,398,0002,462
CMOs issued by government agencies or sponsored agencies$1,398,0002,220
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$15,419,0004,752
Total debt securities$15,419,0005,372
Structured notes
Amortized cost$500,0002,417
Fair value$498,0002,558
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$14,148,0005,731
U.S. Government securities$14,148,0004,867
U.S. Treasury securities$02,098
U.S. Government agency obligations$14,148,0004,699
Securities issued by states & political subdivisions$06,640
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,784,0004,316
Mortgage-backed securities$7,395,0003,453
Certificates of participation in pools of residential mortgages$5,989,0003,135
Issued or guaranteed by U.S.$5,989,0003,128
Privately issued$0225
Collaterized mortgage obligations$1,406,0002,514
CMOs issued by government agencies or sponsored agencies$1,406,0002,279
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,584
Available-for-sale securities (fair market value)$14,148,0005,036
Total debt securities$14,148,0005,654
Structured notes
Amortized cost$500,0002,383
Fair value$487,0002,533
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$13,566,0005,822
U.S. Government securities$13,566,0004,916
U.S. Treasury securities$02,082
U.S. Government agency obligations$13,566,0004,778
Securities issued by states & political subdivisions$06,636
Other domestic debt securities$03,839
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,426,0004,062
Mortgage-backed securities$6,995,0003,569
Certificates of participation in pools of residential mortgages$5,198,0003,384
Issued or guaranteed by U.S.$5,198,0003,375
Privately issued$0230
Collaterized mortgage obligations$1,797,0002,396
CMOs issued by government agencies or sponsored agencies$1,797,0002,165
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,632
Available-for-sale securities (fair market value)$13,566,0005,116
Total debt securities$13,566,0005,738
Structured notes
Amortized cost$500,0002,158
Fair value$500,0002,306
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$12,324,0006,144
U.S. Government securities$12,324,0005,244
U.S. Treasury securities$02,227
U.S. Government agency obligations$12,324,0005,082
Securities issued by states & political subdivisions$06,725
Other domestic debt securities$03,890
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,472,0004,681
Mortgage-backed securities$6,800,0003,594
Certificates of participation in pools of residential mortgages$4,911,0003,449
Issued or guaranteed by U.S.$4,911,0003,438
Privately issued$0248
Collaterized mortgage obligations$1,889,0002,356
CMOs issued by government agencies or sponsored agencies$1,889,0002,233
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$12,324,0005,407
Total debt securities$12,324,0006,056
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$11,100,0006,311
U.S. Government securities$11,100,0005,357
U.S. Treasury securities$02,287
U.S. Government agency obligations$11,100,0005,190
Securities issued by states & political subdivisions$06,778
Other domestic debt securities$03,996
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,561,0005,508
Mortgage-backed securities$5,306,0003,962
Certificates of participation in pools of residential mortgages$2,989,0004,103
Issued or guaranteed by U.S.$2,989,0004,089
Privately issued$0253
Collaterized mortgage obligations$2,317,0002,216
CMOs issued by government agencies or sponsored agencies$2,317,0002,088
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$11,100,0005,584
Total debt securities$11,100,0006,219
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$10,510,0006,364
U.S. Government securities$10,510,0005,432
U.S. Treasury securities$02,322
U.S. Government agency obligations$10,510,0005,273
Securities issued by states & political subdivisions$06,798
Other domestic debt securities$04,051
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,522,0005,008
Mortgage-backed securities$6,449,0003,751
Certificates of participation in pools of residential mortgages$3,383,0003,989
Issued or guaranteed by U.S.$3,383,0003,976
Privately issued$0256
Collaterized mortgage obligations$3,066,0002,134
CMOs issued by government agencies or sponsored agencies$3,066,0002,023
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$10,510,0005,618
Total debt securities$10,510,0006,267
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$8,434,0006,847
U.S. Government securities$8,434,0005,996
U.S. Treasury securities$02,382
U.S. Government agency obligations$8,434,0005,817
Securities issued by states & political subdivisions$06,802
Other domestic debt securities$04,116
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,800,0004,908
Mortgage-backed securities$6,671,0003,710
Certificates of participation in pools of residential mortgages$2,990,0004,193
Issued or guaranteed by U.S.$2,990,0004,176
Privately issued$0257
Collaterized mortgage obligations$3,681,0002,060
CMOs issued by government agencies or sponsored agencies$3,681,0001,949
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$8,434,0006,062
Total debt securities$8,434,0006,754
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$11,503,0006,180
U.S. Government securities$11,503,0005,233
U.S. Treasury securities$02,544
U.S. Government agency obligations$11,503,0005,055
Securities issued by states & political subdivisions$06,830
Other domestic debt securities$04,152
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,096,0004,792
Mortgage-backed securities$9,829,0003,044
Certificates of participation in pools of residential mortgages$3,449,0003,960
Issued or guaranteed by U.S.$3,449,0003,946
Privately issued$0252
Collaterized mortgage obligations$6,380,0001,627
CMOs issued by government agencies or sponsored agencies$6,380,0001,532
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,875
Available-for-sale securities (fair market value)$11,503,0005,386
Total debt securities$11,503,0006,085
Structured notes
Amortized cost$648,0001,092
Fair value$649,0001,091
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$10,536,0006,381
U.S. Government securities$10,531,0005,385
U.S. Treasury securities$03,182
U.S. Government agency obligations$10,531,0005,151
Securities issued by states & political subdivisions$5,0006,999
Other domestic debt securities$04,224
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,333,0004,670
Mortgage-backed securities$10,017,0002,871
Certificates of participation in pools of residential mortgages$2,591,0004,121
Issued or guaranteed by U.S.$2,591,0004,105
Privately issued$0260
Collaterized mortgage obligations$7,426,0001,515
CMOs issued by government agencies or sponsored agencies$7,426,0001,416
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,093
Available-for-sale securities (fair market value)$10,536,0005,496
Total debt securities$10,536,0006,283
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$12,328,0006,160
U.S. Government securities$12,312,0005,188
U.S. Treasury securities$04,186
U.S. Government agency obligations$12,312,0004,863
Securities issued by states & political subdivisions$10,0007,229
Other domestic debt securities$03,998
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securitiesNANA
Equity securities$6,0007,996
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,917,0005,151
Mortgage-backed securities$5,898,0003,120
Certificates of participation in pools of residential mortgages$1,224,0004,566
Issued or guaranteed by U.S.$1,224,0004,550
Privately issued$0308
Collaterized mortgage obligations$4,674,0001,560
CMOs issued by government agencies or sponsored agencies$4,674,0001,432
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,708
Available-for-sale securities (fair market value)$12,328,0005,154
Total debt securities$12,322,0006,034
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$11,768,0006,578
U.S. Government securities$11,747,0005,584
U.S. Treasury securities$500,0004,448
U.S. Government agency obligations$11,247,0005,210
Securities issued by states & political subdivisions$15,0007,566
Other domestic debt securities$03,983
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,254
Foreign debt securitiesNANA
Equity securities$6,0008,035
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,671,0005,906
Mortgage-backed securities$5,759,0003,354
Certificates of participation in pools of residential mortgages$1,517,0004,566
Issued or guaranteed by U.S.$1,517,0004,553
Privately issued$0307
Collaterized mortgage obligations$4,242,0001,766
CMOs issued by government agencies or sponsored agencies$4,242,0001,639
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,120
Available-for-sale securities (fair market value)$11,768,0005,413
Total debt securities$11,762,0006,484
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 contractsNANA
1998-12-31Rank
Total securities$11,716,0006,605
U.S. Government securities$11,689,0005,595
U.S. Treasury securities$510,0005,813
U.S. Government agency obligations$11,179,0004,953
Securities issued by states & political subdivisions$21,0007,795
Other domestic debt securities$03,984
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securitiesNANA
Equity securities$6,0007,959
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,938,0005,447
Mortgage-backed securities$6,974,0003,291
Certificates of participation in pools of residential mortgages$5,487,0002,837
Issued or guaranteed by U.S.$5,487,0002,823
Privately issued$0349
Collaterized mortgage obligations$1,487,0002,921
CMOs issued by government agencies or sponsored agencies$1,487,0002,789
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,613
Available-for-sale securities (fair market value)$11,716,0005,331
Total debt securities$11,710,0006,476
Structured notes
Amortized cost$501,000929
Fair value$502,000954
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$13,263,0006,462
U.S. Government securities$9,266,0006,750
U.S. Treasury securities$502,0007,127
U.S. Government agency obligations$8,764,0005,673
Securities issued by states & political subdivisions$3,991,0003,212
Other domestic debt securities$03,912
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securitiesNANA
Equity securities$6,0008,052
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,310,0005,431
Mortgage-backed securities$4,749,0003,912
Certificates of participation in pools of residential mortgages$3,983,0003,283
Issued or guaranteed by U.S.$3,983,0003,269
Privately issued$0394
Collaterized mortgage obligations$766,0003,670
CMOs issued by government agencies or sponsored agencies$766,0003,545
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,991,0004,568
Available-for-sale securities (fair market value)$9,272,0005,963
Total debt securities$13,257,0006,325
Structured notes
Amortized cost$503,0001,779
Fair value$501,0001,804
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$10,941,0007,604
U.S. Government securities$8,811,0007,476
U.S. Treasury securities$502,0007,995
U.S. Government agency obligations$8,309,0006,113
Securities issued by states & political subdivisions$2,124,0004,669
Other domestic debt securities$04,468
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securitiesNANA
Equity securities$6,0008,190
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,245,0005,668
Mortgage-backed securities$5,272,0004,116
Certificates of participation in pools of residential mortgages$4,277,0003,480
Issued or guaranteed by U.S.$4,277,0003,460
Privately issued$0472
Collaterized mortgage obligations$995,0003,826
CMOs issued by government agencies or sponsored agencies$995,0003,675
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,124,0006,185
Available-for-sale securities (fair market value)$8,817,0006,354
Total debt securities$10,935,0007,475
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 contractsNANA
1995-12-31Rank
Total securities$12,279,0007,500
U.S. Government securities$9,973,0007,331
U.S. Treasury securities$706,0009,062
U.S. Government agency obligations$9,267,0005,757
Securities issued by states & political subdivisions$2,110,0004,773
Other domestic debt securities$05,176
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securitiesNANA
Equity securities$196,0005,102
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,272,0005,069
Mortgage-backed securities$6,333,0004,025
Certificates of participation in pools of residential mortgages$5,103,0003,249
Issued or guaranteed by U.S.$5,103,0003,222
Privately issued$0558
Collaterized mortgage obligations$1,230,0004,013
CMOs issued by government agencies or sponsored agencies$1,230,0003,864
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,110,0006,554
Available-for-sale securities (fair market value)$10,169,0006,098
Total debt securities$12,083,0007,428
Structured notes
Amortized cost$500,0003,409
Fair value$501,0003,430
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$12,234,0007,978
U.S. Government securities$8,684,0008,340
U.S. Treasury securities$675,00010,196
U.S. Government agency obligations$8,009,0006,168
Securities issued by states & political subdivisions$3,349,0003,915
Other domestic debt securities$05,820
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securitiesNANA
Equity securities$201,0004,781
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,280,0004,595
Mortgage-backed securities$5,455,0004,522
Certificates of participation in pools of residential mortgages$4,963,0003,421
Issued or guaranteed by U.S.$4,963,0003,398
Privately issued$0564
Collaterized mortgage obligations$492,0005,279
CMOs issued by government agencies or sponsored agencies$492,0005,045
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,749,0008,793
Available-for-sale securities (fair market value)$8,485,0005,272
Total debt securities$12,033,0007,933
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$13,043,0008,005
U.S. Government securities$8,207,0008,791
U.S. Treasury securities$011,566
U.S. Government agency obligations$8,207,0006,274
Securities issued by states & political subdivisions$4,283,0003,392
Other domestic debt securities$352,0004,674
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$352,0003,617
Foreign debt securitiesNANA
Equity securities$201,0004,527
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,040,0003,643
Mortgage-backed securities$7,807,0004,171
Certificates of participation in pools of residential mortgages$6,983,0003,107
Issued or guaranteed by U.S.$6,983,0003,076
Privately issued$0731
Collaterized mortgage obligations$824,0005,222
CMOs issued by government agencies or sponsored agencies$824,0005,008
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$12,842,0007,918
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$15,104,0007,317
U.S. Government securities$8,845,0008,574
U.S. Treasury securities$012,156
U.S. Government agency obligations$8,845,0005,983
Securities issued by states & political subdivisions$4,532,0003,004
Other domestic debt securities$1,386,0003,560
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,386,0002,498
Foreign debt securitiesNANA
Equity securities$341,0003,155
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,915,0004,023
Mortgage-backed securities$7,141,0004,537
Certificates of participation in pools of residential mortgages$5,419,0003,775
Issued or guaranteed by U.S.$5,419,0003,725
Privately issued$0831
Collaterized mortgage obligations$1,722,0004,274
CMOs issued by government agencies or sponsored agencies$1,722,0003,944
Privately issued$03,547
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$14,763,0007,311
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