The Peoples Bank & Trust Company, Securities

2007-09-30Rank
Total securities$2,316,0007,748
U.S. Government securities$08,160
U.S. Treasury securities$01,235
U.S. Government agency obligations$08,083
Securities issued by states & political subdivisions$06,045
Other domestic debt securities$196,0002,712
Privately issued residential mortgage-backed securities$196,0001,253
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$2,120,000722
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,710
Mortgage-backed securities$196,0005,984
Certificates of participation in pools of residential mortgages$06,368
Issued or guaranteed by U.S.$06,345
Privately issued$0194
Collaterized mortgage obligations$196,0003,248
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$196,0001,187
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)$2,316,0007,071
Total debt securities$196,0008,173
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$147,298,00051
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$4,969,0007,188
U.S. Government securities$08,206
U.S. Treasury securities$01,362
U.S. Government agency obligations$08,127
Securities issued by states & political subdivisions$06,106
Other domestic debt securities$265,0002,540
Privately issued residential mortgage-backed securities$265,0001,174
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$4,704,000487
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,778
Mortgage-backed securities$265,0005,912
Certificates of participation in pools of residential mortgages$06,409
Issued or guaranteed by U.S.$06,389
Privately issued$0207
Collaterized mortgage obligations$265,0003,144
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$265,0001,106
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)$4,969,0006,519
Total debt securities$265,0008,200
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$151,681,00046
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$12,608,0005,637
U.S. Government securities$10,164,0005,390
U.S. Treasury securities$01,448
U.S. Government agency obligations$10,164,0005,276
Securities issued by states & political subdivisions$06,160
Other domestic debt securities$324,0002,510
Privately issued residential mortgage-backed securities$324,0001,112
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$2,120,000746
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,814
Mortgage-backed securities$324,0005,834
Certificates of participation in pools of residential mortgages$06,438
Issued or guaranteed by U.S.$06,414
Privately issued$0218
Collaterized mortgage obligations$324,0003,046
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$324,0001,041
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)$12,608,0005,024
Total debt securities$10,488,0005,976
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$156,291,00048
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$194,505,000649
U.S. Government securities$189,060,000485
U.S. Treasury securities$5,819,000414
U.S. Government agency obligations$183,241,000479
Securities issued by states & political subdivisions$06,206
Other domestic debt securities$3,432,0001,222
Privately issued residential mortgage-backed securities$2,446,000673
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$986,0001,432
Foreign debt securities$0210
Equity securities$2,013,000783
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$154,149,000374
Mortgage-backed securities$75,504,000678
Certificates of participation in pools of residential mortgages$52,559,000635
Issued or guaranteed by U.S.$52,559,000627
Privately issued$0208
Collaterized mortgage obligations$22,945,000644
CMOs issued by government agencies or sponsored agencies$20,499,000547
Privately issued$2,446,000640
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)$194,505,000534
Total debt securities$192,494,000634
Structured notes
Amortized cost$11,299,000319
Fair value$11,189,000319
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$188,473,000677
U.S. Government securities$183,005,000513
U.S. Treasury securities$7,775,000348
U.S. Government agency obligations$175,230,000523
Securities issued by states & political subdivisions$06,288
Other domestic debt securities$3,483,0001,211
Privately issued residential mortgage-backed securities$2,504,000663
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$979,0001,453
Foreign debt securities$0214
Equity securities$1,985,000808
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$158,664,000373
Mortgage-backed securities$78,997,000660
Certificates of participation in pools of residential mortgages$55,160,000626
Issued or guaranteed by U.S.$55,160,000618
Privately issued$0214
Collaterized mortgage obligations$23,837,000617
CMOs issued by government agencies or sponsored agencies$21,333,000523
Privately issued$2,504,000619
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)$188,473,000557
Total debt securities$186,488,000671
Structured notes
Amortized cost$14,299,000264
Fair value$14,136,000262
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$193,941,000662
U.S. Government securities$188,868,000509
U.S. Treasury securities$7,684,000368
U.S. Government agency obligations$181,184,000517
Securities issued by states & political subdivisions$06,332
Other domestic debt securities$3,584,0001,192
Privately issued residential mortgage-backed securities$2,612,000636
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$972,0001,501
Foreign debt securities$0223
Equity securities$1,489,000901
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$163,195,000356
Mortgage-backed securities$82,275,000640
Certificates of participation in pools of residential mortgages$57,640,000603
Issued or guaranteed by U.S.$57,640,000596
Privately issued$0211
Collaterized mortgage obligations$24,635,000602
CMOs issued by government agencies or sponsored agencies$22,023,000501
Privately issued$2,612,000597
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)$193,941,000552
Total debt securities$192,451,000649
Structured notes
Amortized cost$14,299,000290
Fair value$13,993,000285
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$206,283,000638
U.S. Government securities$199,294,000498
U.S. Treasury securities$9,691,000343
U.S. Government agency obligations$189,603,000499
Securities issued by states & political subdivisions$06,356
Other domestic debt securities$3,746,0001,202
Privately issued residential mortgage-backed securities$2,771,000631
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$975,0001,564
Foreign debt securities$0226
Equity securities$3,243,000628
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$164,505,000351
Mortgage-backed securities$87,058,000614
Certificates of participation in pools of residential mortgages$61,363,000583
Issued or guaranteed by U.S.$61,363,000575
Privately issued$0205
Collaterized mortgage obligations$25,695,000587
CMOs issued by government agencies or sponsored agencies$22,924,000495
Privately issued$2,771,000591
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)$206,283,000531
Total debt securities$203,040,000631
Structured notes
Amortized cost$15,290,000269
Fair value$15,040,000268
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$216,417,000612
U.S. Government securities$209,012,000482
U.S. Treasury securities$13,667,000284
U.S. Government agency obligations$195,345,000497
Securities issued by states & political subdivisions$06,408
Other domestic debt securities$3,861,0001,208
Privately issued residential mortgage-backed securities$2,886,000603
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$975,0001,675
Foreign debt securities$0223
Equity securities$3,544,000611
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$149,148,000383
Mortgage-backed securities$90,912,000606
Certificates of participation in pools of residential mortgages$64,245,000568
Issued or guaranteed by U.S.$64,245,000562
Privately issued$0216
Collaterized mortgage obligations$26,667,000575
CMOs issued by government agencies or sponsored agencies$23,781,000484
Privately issued$2,886,000567
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)$216,417,000511
Total debt securities$212,872,000600
Structured notes
Amortized cost$17,288,000230
Fair value$17,021,000230
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$221,638,000594
U.S. Government securities$215,213,000476
U.S. Treasury securities$13,685,000272
U.S. Government agency obligations$201,528,000488
Securities issued by states & political subdivisions$06,448
Other domestic debt securities$4,115,0001,180
Privately issued residential mortgage-backed securities$3,133,000576
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$982,0001,732
Foreign debt securities$0234
Equity securities$2,310,000785
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$146,499,000383
Mortgage-backed securities$96,682,000582
Certificates of participation in pools of residential mortgages$68,560,000549
Issued or guaranteed by U.S.$68,560,000542
Privately issued$0225
Collaterized mortgage obligations$28,122,000553
CMOs issued by government agencies or sponsored agencies$24,989,000471
Privately issued$3,133,000540
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)$221,638,000498
Total debt securities$219,327,000583
Structured notes
Amortized cost$17,287,000226
Fair value$17,062,000227
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$232,728,000568
U.S. Government securities$223,155,000462
U.S. Treasury securities$13,698,000274
U.S. Government agency obligations$209,457,000473
Securities issued by states & political subdivisions$06,459
Other domestic debt securities$4,459,0001,162
Privately issued residential mortgage-backed securities$3,474,000553
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$985,0001,807
Foreign debt securities$0234
Equity securities$5,114,000495
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$151,830,000370
Mortgage-backed securities$103,520,000564
Certificates of participation in pools of residential mortgages$74,379,000531
Issued or guaranteed by U.S.$74,379,000519
Privately issued$0223
Collaterized mortgage obligations$29,141,000565
CMOs issued by government agencies or sponsored agencies$25,667,000489
Privately issued$3,474,000520
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)$232,728,000478
Total debt securities$227,614,000566
Structured notes
Amortized cost$18,285,000206
Fair value$18,078,000206
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$234,185,000568
U.S. Government securities$228,116,000464
U.S. Treasury securities$13,616,000300
U.S. Government agency obligations$214,500,000464
Securities issued by states & political subdivisions$06,507
Other domestic debt securities$4,718,0001,170
Privately issued residential mortgage-backed securities$3,736,000525
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$982,0001,891
Foreign debt securities$0247
Equity securities$1,351,0001,026
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$143,924,000383
Mortgage-backed securities$108,512,000561
Certificates of participation in pools of residential mortgages$78,245,000524
Issued or guaranteed by U.S.$78,245,000518
Privately issued$0207
Collaterized mortgage obligations$30,267,000563
CMOs issued by government agencies or sponsored agencies$26,531,000491
Privately issued$3,736,000490
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)$234,185,000480
Total debt securities$232,835,000554
Structured notes
Amortized cost$19,284,000192
Fair value$18,940,000193
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$248,774,000557
U.S. Government securities$239,636,000440
U.S. Treasury securities$13,750,000311
U.S. Government agency obligations$225,886,000449
Securities issued by states & political subdivisions$06,548
Other domestic debt securities$5,149,0001,137
Privately issued residential mortgage-backed securities$4,154,000499
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$995,0001,960
Foreign debt securities$0244
Equity securities$3,989,000649
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$131,974,000407
Mortgage-backed securities$116,967,000554
Certificates of participation in pools of residential mortgages$85,062,000503
Issued or guaranteed by U.S.$85,062,000499
Privately issued$0203
Collaterized mortgage obligations$31,905,000549
CMOs issued by government agencies or sponsored agencies$27,751,000492
Privately issued$4,154,000464
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)$248,774,000469
Total debt securities$244,785,000551
Structured notes
Amortized cost$20,283,000174
Fair value$20,121,000175
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$222,979,000609
U.S. Government securities$216,523,000498
U.S. Treasury securities$15,878,000274
U.S. Government agency obligations$200,645,000512
Securities issued by states & political subdivisions$06,596
Other domestic debt securities$2,209,0001,719
Privately issued residential mortgage-backed securities$2,209,000558
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$4,247,000632
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$137,400,000397
Mortgage-backed securities$78,707,000733
Certificates of participation in pools of residential mortgages$50,689,000739
Issued or guaranteed by U.S.$50,689,000735
Privately issued$0225
Collaterized mortgage obligations$28,018,000597
CMOs issued by government agencies or sponsored agencies$25,809,000515
Privately issued$2,209,000518
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)$222,979,000505
Total debt securities$218,732,000601
Structured notes
Amortized cost$21,282,000179
Fair value$21,240,000179
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$225,884,000605
U.S. Government securities$217,759,000502
U.S. Treasury securities$16,643,000277
U.S. Government agency obligations$201,116,000520
Securities issued by states & political subdivisions$269,0006,113
Other domestic debt securities$3,171,0001,515
Privately issued residential mortgage-backed securities$2,139,000562
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,032,0002,018
Foreign debt securities$0251
Equity securities$4,685,000628
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$144,476,000376
Mortgage-backed securities$85,365,000696
Certificates of participation in pools of residential mortgages$63,207,000643
Issued or guaranteed by U.S.$63,207,000637
Privately issued$0225
Collaterized mortgage obligations$22,158,000688
CMOs issued by government agencies or sponsored agencies$20,019,000616
Privately issued$2,139,000523
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)$225,884,000506
Total debt securities$221,199,000600
Structured notes
Amortized cost$21,281,000176
Fair value$20,916,000171
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$221,447,000631
U.S. Government securities$206,077,000532
U.S. Treasury securities$13,127,000312
U.S. Government agency obligations$192,950,000540
Securities issued by states & political subdivisions$1,906,0004,408
Other domestic debt securities$8,355,000963
Privately issued residential mortgage-backed securities$2,277,000579
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,078,000853
Foreign debt securities$0264
Equity securities$5,109,000635
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$161,820,000337
Mortgage-backed securities$90,761,000689
Certificates of participation in pools of residential mortgages$65,759,000625
Issued or guaranteed by U.S.$65,759,000619
Privately issued$0230
Collaterized mortgage obligations$25,002,000665
CMOs issued by government agencies or sponsored agencies$22,725,000589
Privately issued$2,277,000541
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)$221,447,000537
Total debt securities$216,339,000624
Structured notes
Amortized cost$19,280,000169
Fair value$19,383,000168
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$221,173,000631
U.S. Government securities$202,708,000557
U.S. Treasury securities$3,050,000899
U.S. Government agency obligations$199,658,000544
Securities issued by states & political subdivisions$1,958,0004,418
Other domestic debt securities$10,973,000800
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$10,973,000601
Foreign debt securities$0283
Equity securities$5,534,000588
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$143,847,000376
Mortgage-backed securities$81,371,000759
Certificates of participation in pools of residential mortgages$59,642,000683
Issued or guaranteed by U.S.$59,642,000676
Privately issued$0248
Collaterized mortgage obligations$21,729,000725
CMOs issued by government agencies or sponsored agencies$21,729,000668
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)$221,173,000540
Total debt securities$215,640,000627
Structured notes
Amortized cost$29,253,00074
Fair value$29,279,00072
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$200,819,000690
U.S. Government securities$183,086,000600
U.S. Treasury securities$3,055,000899
U.S. Government agency obligations$180,031,000588
Securities issued by states & political subdivisions$1,989,0004,410
Other domestic debt securities$12,049,000785
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$12,049,000596
Foreign debt securities$0291
Equity securities$3,695,000803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$149,475,000342
Mortgage-backed securities$77,066,000774
Certificates of participation in pools of residential mortgages$62,533,000647
Issued or guaranteed by U.S.$62,533,000642
Privately issued$0253
Collaterized mortgage obligations$14,533,000934
CMOs issued by government agencies or sponsored agencies$14,533,000871
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)$200,819,000599
Total debt securities$197,125,000678
Structured notes
Amortized cost$25,266,00074
Fair value$25,231,00072
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$171,429,000776
U.S. Government securities$153,389,000658
U.S. Treasury securities$16,997,000283
U.S. Government agency obligations$136,392,000700
Securities issued by states & political subdivisions$2,030,0004,357
Other domestic debt securities$10,860,000866
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$10,860,000651
Foreign debt securities$0294
Equity securities$5,150,000678
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$143,713,000358
Mortgage-backed securities$59,555,000927
Certificates of participation in pools of residential mortgages$48,249,000780
Issued or guaranteed by U.S.$48,249,000777
Privately issued$0256
Collaterized mortgage obligations$11,306,0001,136
CMOs issued by government agencies or sponsored agencies$11,306,0001,050
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)$171,429,000664
Total debt securities$166,279,000769
Structured notes
Amortized cost$18,656,00081
Fair value$18,709,00081
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$175,706,000743
U.S. Government securities$155,675,000642
U.S. Treasury securities$23,435,000228
U.S. Government agency obligations$132,240,000710
Securities issued by states & political subdivisions$5,127,0002,896
Other domestic debt securities$10,497,000880
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$10,497,000660
Foreign debt securities$0294
Equity securities$4,407,000755
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$145,476,000342
Mortgage-backed securities$65,429,000859
Certificates of participation in pools of residential mortgages$53,004,000712
Issued or guaranteed by U.S.$53,004,000708
Privately issued$0257
Collaterized mortgage obligations$12,425,0001,111
CMOs issued by government agencies or sponsored agencies$12,425,0001,026
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)$175,706,000637
Total debt securities$171,298,000728
Structured notes
Amortized cost$9,990,000125
Fair value$9,964,000131
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$158,815,000800
U.S. Government securities$133,082,000704
U.S. Treasury securities$1,011,0001,642
U.S. Government agency obligations$132,071,000677
Securities issued by states & political subdivisions$6,767,0002,445
Other domestic debt securities$17,152,000666
Privately issued residential mortgage-backed securities$2,177,000520
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$14,975,000529
Foreign debt securities$0302
Equity securities$1,814,0001,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$127,341,000379
Mortgage-backed securities$78,416,000744
Certificates of participation in pools of residential mortgages$62,706,000602
Issued or guaranteed by U.S.$62,706,000596
Privately issued$0252
Collaterized mortgage obligations$15,710,000969
CMOs issued by government agencies or sponsored agencies$13,533,000985
Privately issued$2,177,000461
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)$158,815,000678
Total debt securities$156,999,000775
Structured notes
Amortized cost$3,999,000274
Fair value$4,011,000274
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$145,987,000789
U.S. Government securities$118,638,000711
U.S. Treasury securities$4,999,000798
U.S. Government agency obligations$113,639,000701
Securities issued by states & political subdivisions$2,000,0004,330
Other domestic debt securities$11,913,000854
Privately issued residential mortgage-backed securities$2,045,000614
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$9,868,000732
Foreign debt securities$0319
Equity securities$13,436,000319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$102,516,000423
Mortgage-backed securities$59,584,000830
Certificates of participation in pools of residential mortgages$39,150,000774
Issued or guaranteed by U.S.$39,150,000767
Privately issued$0260
Collaterized mortgage obligations$20,434,000823
CMOs issued by government agencies or sponsored agencies$18,389,000799
Privately issued$2,045,000549
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)$145,987,000660
Total debt securities$132,551,000843
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$131,662,000860
U.S. Government securities$114,499,000744
U.S. Treasury securities$8,574,000720
U.S. Government agency obligations$105,925,000738
Securities issued by states & political subdivisions$2,105,0004,319
Other domestic debt securities$6,840,0001,016
Privately issued residential mortgage-backed securities$3,855,000437
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,985,0001,344
Foreign debt securities$0313
Equity securities$8,218,000588
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$83,861,000485
Mortgage-backed securities$33,799,0001,040
Certificates of participation in pools of residential mortgages$12,037,0001,533
Issued or guaranteed by U.S.$12,037,0001,520
Privately issued$0308
Collaterized mortgage obligations$21,762,000636
CMOs issued by government agencies or sponsored agencies$17,907,000652
Privately issued$3,855,000388
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)$131,662,000653
Total debt securities$123,444,000881
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$060
1999-12-31Rank
Total securities$119,249,000969
U.S. Government securities$106,412,000845
U.S. Treasury securities$11,198,000796
U.S. Government agency obligations$95,214,000847
Securities issued by states & political subdivisions$2,198,0004,475
Other domestic debt securities$4,471,0001,270
Privately issued residential mortgage-backed securities$1,526,000664
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,945,0001,276
Foreign debt securities$0343
Equity securities$6,168,000709
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$70,087,000599
Mortgage-backed securities$36,781,0001,063
Certificates of participation in pools of residential mortgages$13,905,0001,491
Issued or guaranteed by U.S.$13,905,0001,478
Privately issued$0307
Collaterized mortgage obligations$22,876,000678
CMOs issued by government agencies or sponsored agencies$21,350,000633
Privately issued$1,526,000588
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)$119,249,000756
Total debt securities$113,081,000987
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
1998-12-31Rank
Total securities$137,400,000849
U.S. Government securities$121,943,000749
U.S. Treasury securities$15,183,000877
U.S. Government agency obligations$106,760,000732
Securities issued by states & political subdivisions$4,582,0003,133
Other domestic debt securities$6,891,000950
Privately issued residential mortgage-backed securities$4,870,000383
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,021,0001,403
Foreign debt securities$0363
Equity securities$3,984,000975
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$61,146,000581
Mortgage-backed securities$41,862,0001,030
Certificates of participation in pools of residential mortgages$17,831,0001,328
Issued or guaranteed by U.S.$17,831,0001,320
Privately issued$0349
Collaterized mortgage obligations$24,031,000685
CMOs issued by government agencies or sponsored agencies$19,161,000707
Privately issued$4,870,000319
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)$137,400,000651
Total debt securities$133,416,000841
Structured notes
Amortized cost$643,000887
Fair value$652,000883
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$053
1997-12-31Rank
Total securities$69,581,0001,651
U.S. Government securities$58,124,0001,564
U.S. Treasury securities$6,650,0002,561
U.S. Government agency obligations$51,474,0001,402
Securities issued by states & political subdivisions$1,894,0004,707
Other domestic debt securities$4,551,000899
Privately issued residential mortgage-backed securities$2,221,000439
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,330,000984
Foreign debt securities$0390
Equity securities$5,012,000798
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$47,371,000741
Mortgage-backed securities$11,309,0002,449
Certificates of participation in pools of residential mortgages$156,0007,055
Issued or guaranteed by U.S.$156,0007,031
Privately issued$0394
Collaterized mortgage obligations$11,153,0001,035
CMOs issued by government agencies or sponsored agencies$8,932,0001,148
Privately issued$2,221,000332
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$07,375
Available-for-sale securities (fair market value)$69,581,0001,146
Total debt securities$64,569,0001,709
Structured notes
Amortized cost$1,000,0001,189
Fair value$995,0001,333
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$057
1996-12-31Rank
Total securities$82,606,0001,460
U.S. Government securities$68,442,0001,420
U.S. Treasury securities$11,476,0001,990
U.S. Government agency obligations$56,966,0001,282
Securities issued by states & political subdivisions$2,050,0004,735
Other domestic debt securities$8,860,000620
Privately issued residential mortgage-backed securities$3,949,000403
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,911,000645
Foreign debt securities$0466
Equity securities$3,254,0001,038
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$44,909,000793
Mortgage-backed securities$19,430,0001,901
Certificates of participation in pools of residential mortgages$2,594,0004,336
Issued or guaranteed by U.S.$2,594,0004,314
Privately issued$0472
Collaterized mortgage obligations$16,836,000829
CMOs issued by government agencies or sponsored agencies$12,887,000971
Privately issued$3,949,000286
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,064
Available-for-sale securities (fair market value)$82,606,000996
Total debt securities$79,352,0001,482
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contracts$072
1995-12-31Rank
Total securities$97,500,0001,277
U.S. Government securities$77,381,0001,314
U.S. Treasury securities$18,935,0001,531
U.S. Government agency obligations$58,446,0001,247
Securities issued by states & political subdivisions$2,875,0004,081
Other domestic debt securities$14,914,000532
Privately issued residential mortgage-backed securities$4,120,000432
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,794,000464
Foreign debt securities$0553
Equity securities$2,330,0001,294
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$46,758,000741
Mortgage-backed securities$24,613,0001,663
Certificates of participation in pools of residential mortgages$3,349,0003,977
Issued or guaranteed by U.S.$3,349,0003,949
Privately issued$0558
Collaterized mortgage obligations$21,264,000791
CMOs issued by government agencies or sponsored agencies$17,144,000870
Privately issued$4,120,000296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,463
Available-for-sale securities (fair market value)$97,500,000886
Total debt securities$95,170,0001,276
Structured notes
Amortized cost$8,697,000355
Fair value$8,685,000345
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$102,908,0001,259
U.S. Government securities$84,831,0001,249
U.S. Treasury securities$21,714,0001,615
U.S. Government agency obligations$63,117,0001,134
Securities issued by states & political subdivisions$3,832,0003,582
Other domestic debt securities$11,328,000689
Privately issued residential mortgage-backed securities$709,0001,089
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,619,000510
Foreign debt securities$0600
Equity securities$2,917,000990
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$39,138,000844
Mortgage-backed securities$18,740,0002,140
Certificates of participation in pools of residential mortgages$3,691,0003,951
Issued or guaranteed by U.S.$3,691,0003,924
Privately issued$0564
Collaterized mortgage obligations$15,049,0001,106
CMOs issued by government agencies or sponsored agencies$14,340,0001,080
Privately issued$709,000865
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$27,100,0002,675
Available-for-sale securities (fair market value)$75,808,000752
Total debt securities$99,991,0001,263
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$79,153,0001,774
U.S. Government securities$62,562,0001,760
U.S. Treasury securities$17,089,0002,154
U.S. Government agency obligations$45,473,0001,536
Securities issued by states & political subdivisions$3,735,0003,736
Other domestic debt securities$9,224,000931
Privately issued residential mortgage-backed securities$1,215,0001,106
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,009,000737
Foreign debt securities$0649
Equity securities$3,632,000947
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,028,0002,749
Mortgage-backed securities$13,788,0002,958
Certificates of participation in pools of residential mortgages$2,531,0005,249
Issued or guaranteed by U.S.$2,531,0005,210
Privately issued$0731
Collaterized mortgage obligations$11,257,0001,560
CMOs issued by government agencies or sponsored agencies$10,042,0001,598
Privately issued$1,215,000832
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$75,521,0001,785
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$76,610,0001,760
U.S. Government securities$58,239,0001,842
U.S. Treasury securities$15,189,0002,444
U.S. Government agency obligations$43,050,0001,581
Securities issued by states & political subdivisions$1,611,0005,516
Other domestic debt securities$15,920,000737
Privately issued residential mortgage-backed securities$3,890,000781
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$12,030,000618
Foreign debt securities$0699
Equity securities$840,0002,075
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,471,0001,187
Mortgage-backed securities$12,661,0003,205
Certificates of participation in pools of residential mortgages$3,462,0004,817
Issued or guaranteed by U.S.$3,462,0004,764
Privately issued$0831
Collaterized mortgage obligations$9,199,0001,801
CMOs issued by government agencies or sponsored agencies$5,309,0002,309
Privately issued$3,890,000559
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$75,770,0001,731
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