Home > The Bank of Kentucky, Inc. > Securities
The Bank of Kentucky, Inc., Securities
| 2015-03-31 | Rank | |
| Total securities | $361,833,000 | 439 |
| U.S. Government securities | $290,090,000 | 378 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $290,090,000 | 361 |
| Securities issued by states & political subdivisions | $70,893,000 | 486 |
| Other domestic debt securities | $850,000 | 1,772 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $850,000 | 1,418 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $319,815,000 | 226 |
| Mortgage-backed securities | $201,566,000 | 381 |
| Certificates of participation in pools of residential mortgages | $200,936,000 | 226 |
| Issued or guaranteed by U.S. | $200,936,000 | 224 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $630,000 | 2,906 |
| CMOs issued by government agencies or sponsored agencies | $630,000 | 2,809 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $70,893,000 | 347 |
| Available-for-sale securities (fair market value) | $290,940,000 | 454 |
| Total debt securities | $361,832,000 | 432 |
| Structured notes | ||
| Amortized cost | $5,565,000 | 543 |
| Fair value | $5,569,000 | 542 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $374,767,000 | 420 |
| U.S. Government securities | $300,288,000 | 370 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $300,288,000 | 351 |
| Securities issued by states & political subdivisions | $73,629,000 | 457 |
| Other domestic debt securities | $850,000 | 1,783 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $850,000 | 1,431 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $363,783,000 | 195 |
| Mortgage-backed securities | $210,604,000 | 374 |
| Certificates of participation in pools of residential mortgages | $209,891,000 | 217 |
| Issued or guaranteed by U.S. | $209,891,000 | 216 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $713,000 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $713,000 | 2,817 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $73,629,000 | 340 |
| Available-for-sale securities (fair market value) | $301,138,000 | 436 |
| Total debt securities | $374,767,000 | 412 |
| Structured notes | ||
| Amortized cost | $5,565,000 | 592 |
| Fair value | $5,524,000 | 594 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $387,965,000 | 406 |
| U.S. Government securities | $310,635,000 | 360 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $310,635,000 | 346 |
| Securities issued by states & political subdivisions | $76,405,000 | 423 |
| Other domestic debt securities | $925,000 | 1,811 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $925,000 | 1,439 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $376,170,000 | 183 |
| Mortgage-backed securities | $218,952,000 | 359 |
| Certificates of participation in pools of residential mortgages | $218,155,000 | 211 |
| Issued or guaranteed by U.S. | $218,155,000 | 210 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $797,000 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $797,000 | 2,814 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $76,405,000 | 330 |
| Available-for-sale securities (fair market value) | $311,560,000 | 416 |
| Total debt securities | $387,964,000 | 399 |
| Structured notes | ||
| Amortized cost | $5,565,000 | 638 |
| Fair value | $5,482,000 | 642 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $400,192,000 | 397 |
| U.S. Government securities | $323,529,000 | 350 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $323,529,000 | 339 |
| Securities issued by states & political subdivisions | $75,738,000 | 425 |
| Other domestic debt securities | $925,000 | 1,862 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $925,000 | 1,478 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $381,744,000 | 178 |
| Mortgage-backed securities | $230,616,000 | 354 |
| Certificates of participation in pools of residential mortgages | $229,726,000 | 200 |
| Issued or guaranteed by U.S. | $229,726,000 | 199 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $890,000 | 2,914 |
| CMOs issued by government agencies or sponsored agencies | $890,000 | 2,815 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $75,738,000 | 333 |
| Available-for-sale securities (fair market value) | $324,454,000 | 407 |
| Total debt securities | $400,193,000 | 390 |
| Structured notes | ||
| Amortized cost | $6,564,000 | 594 |
| Fair value | $6,485,000 | 591 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $396,481,000 | 398 |
| U.S. Government securities | $320,752,000 | 352 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $320,752,000 | 338 |
| Securities issued by states & political subdivisions | $74,804,000 | 430 |
| Other domestic debt securities | $925,000 | 1,912 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $925,000 | 1,517 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $385,575,000 | 182 |
| Mortgage-backed securities | $212,363,000 | 384 |
| Certificates of participation in pools of residential mortgages | $211,365,000 | 228 |
| Issued or guaranteed by U.S. | $211,365,000 | 227 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $998,000 | 2,876 |
| CMOs issued by government agencies or sponsored agencies | $998,000 | 2,779 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $74,804,000 | 325 |
| Available-for-sale securities (fair market value) | $321,677,000 | 416 |
| Total debt securities | $396,481,000 | 390 |
| Structured notes | ||
| Amortized cost | $14,602,000 | 314 |
| Fair value | $14,506,000 | 310 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $418,134,000 | 382 |
| U.S. Government securities | $340,199,000 | 321 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $340,199,000 | 309 |
| Securities issued by states & political subdivisions | $77,010,000 | 413 |
| Other domestic debt securities | $925,000 | 1,959 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $925,000 | 1,552 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $402,503,000 | 177 |
| Mortgage-backed securities | $220,060,000 | 372 |
| Certificates of participation in pools of residential mortgages | $218,963,000 | 218 |
| Issued or guaranteed by U.S. | $218,963,000 | 217 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,097,000 | 2,823 |
| CMOs issued by government agencies or sponsored agencies | $1,097,000 | 2,718 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $77,010,000 | 310 |
| Available-for-sale securities (fair market value) | $341,124,000 | 386 |
| Total debt securities | $418,134,000 | 373 |
| Structured notes | ||
| Amortized cost | $14,647,000 | 294 |
| Fair value | $14,344,000 | 290 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $388,929,000 | 401 |
| U.S. Government securities | $309,563,000 | 353 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $309,563,000 | 342 |
| Securities issued by states & political subdivisions | $78,371,000 | 403 |
| Other domestic debt securities | $995,000 | 1,960 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $995,000 | 1,537 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $370,627,000 | 190 |
| Mortgage-backed securities | $190,534,000 | 416 |
| Certificates of participation in pools of residential mortgages | $189,313,000 | 241 |
| Issued or guaranteed by U.S. | $189,313,000 | 239 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,221,000 | 2,802 |
| CMOs issued by government agencies or sponsored agencies | $1,221,000 | 2,693 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $78,371,000 | 298 |
| Available-for-sale securities (fair market value) | $310,558,000 | 426 |
| Total debt securities | $388,926,000 | 394 |
| Structured notes | ||
| Amortized cost | $11,731,000 | 347 |
| Fair value | $11,560,000 | 337 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $384,404,000 | 388 |
| U.S. Government securities | $305,552,000 | 345 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $305,552,000 | 333 |
| Securities issued by states & political subdivisions | $77,857,000 | 407 |
| Other domestic debt securities | $995,000 | 2,002 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $995,000 | 1,562 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $356,050,000 | 193 |
| Mortgage-backed securities | $176,829,000 | 442 |
| Certificates of participation in pools of residential mortgages | $175,394,000 | 257 |
| Issued or guaranteed by U.S. | $175,394,000 | 255 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,435,000 | 2,756 |
| CMOs issued by government agencies or sponsored agencies | $1,435,000 | 2,643 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $77,857,000 | 278 |
| Available-for-sale securities (fair market value) | $306,547,000 | 442 |
| Total debt securities | $384,403,000 | 381 |
| Structured notes | ||
| Amortized cost | $16,829,000 | 250 |
| Fair value | $16,678,000 | 248 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $376,454,000 | 409 |
| U.S. Government securities | $298,385,000 | 370 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $298,385,000 | 359 |
| Securities issued by states & political subdivisions | $77,074,000 | 412 |
| Other domestic debt securities | $995,000 | 2,023 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $995,000 | 1,564 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $357,922,000 | 203 |
| Mortgage-backed securities | $173,130,000 | 456 |
| Certificates of participation in pools of residential mortgages | $171,453,000 | 271 |
| Issued or guaranteed by U.S. | $171,453,000 | 270 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,677,000 | 2,721 |
| CMOs issued by government agencies or sponsored agencies | $1,677,000 | 2,606 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $77,074,000 | 250 |
| Available-for-sale securities (fair market value) | $299,380,000 | 463 |
| Total debt securities | $376,454,000 | 404 |
| Structured notes | ||
| Amortized cost | $16,905,000 | 267 |
| Fair value | $17,002,000 | 263 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $381,287,000 | 394 |
| U.S. Government securities | $313,383,000 | 350 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $313,383,000 | 337 |
| Securities issued by states & political subdivisions | $66,844,000 | 483 |
| Other domestic debt securities | $1,060,000 | 1,914 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $1,060,000 | 1,435 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $370,157,000 | 195 |
| Mortgage-backed securities | $179,268,000 | 444 |
| Certificates of participation in pools of residential mortgages | $177,323,000 | 257 |
| Issued or guaranteed by U.S. | $177,323,000 | 255 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,945,000 | 2,684 |
| CMOs issued by government agencies or sponsored agencies | $1,945,000 | 2,576 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $66,844,000 | 276 |
| Available-for-sale securities (fair market value) | $314,443,000 | 429 |
| Total debt securities | $381,289,000 | 387 |
| Structured notes | ||
| Amortized cost | $16,965,000 | 266 |
| Fair value | $17,107,000 | 264 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $360,857,000 | 423 |
| U.S. Government securities | $301,483,000 | 370 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $301,483,000 | 360 |
| Securities issued by states & political subdivisions | $58,314,000 | 542 |
| Other domestic debt securities | $1,060,000 | 1,971 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $1,060,000 | 1,475 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $329,291,000 | 217 |
| Mortgage-backed securities | $187,720,000 | 445 |
| Certificates of participation in pools of residential mortgages | $185,460,000 | 263 |
| Issued or guaranteed by U.S. | $185,460,000 | 261 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,260,000 | 2,684 |
| CMOs issued by government agencies or sponsored agencies | $2,260,000 | 2,572 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $58,314,000 | 306 |
| Available-for-sale securities (fair market value) | $302,543,000 | 456 |
| Total debt securities | $360,858,000 | 414 |
| Structured notes | ||
| Amortized cost | $13,261,000 | 342 |
| Fair value | $13,448,000 | 342 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $376,204,000 | 410 |
| U.S. Government securities | $320,262,000 | 354 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $320,262,000 | 343 |
| Securities issued by states & political subdivisions | $54,882,000 | 571 |
| Other domestic debt securities | $1,060,000 | 1,974 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $1,060,000 | 1,477 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $341,824,000 | 212 |
| Mortgage-backed securities | $184,107,000 | 457 |
| Certificates of participation in pools of residential mortgages | $181,497,000 | 275 |
| Issued or guaranteed by U.S. | $181,497,000 | 273 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,610,000 | 2,609 |
| CMOs issued by government agencies or sponsored agencies | $2,610,000 | 2,490 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $54,882,000 | 325 |
| Available-for-sale securities (fair market value) | $321,322,000 | 430 |
| Total debt securities | $376,204,000 | 403 |
| Structured notes | ||
| Amortized cost | $26,436,000 | 186 |
| Fair value | $26,668,000 | 183 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $374,086,000 | 407 |
| U.S. Government securities | $321,937,000 | 353 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $321,937,000 | 342 |
| Securities issued by states & political subdivisions | $51,089,000 | 594 |
| Other domestic debt securities | $1,060,000 | 1,952 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $1,060,000 | 1,470 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $346,614,000 | 211 |
| Mortgage-backed securities | $158,763,000 | 524 |
| Certificates of participation in pools of residential mortgages | $155,709,000 | 329 |
| Issued or guaranteed by U.S. | $155,709,000 | 328 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,054,000 | 2,520 |
| CMOs issued by government agencies or sponsored agencies | $3,054,000 | 2,403 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $51,089,000 | 341 |
| Available-for-sale securities (fair market value) | $322,997,000 | 437 |
| Total debt securities | $374,096,000 | 403 |
| Structured notes | ||
| Amortized cost | $45,115,000 | 110 |
| Fair value | $45,420,000 | 110 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $371,487,000 | 404 |
| U.S. Government securities | $321,452,000 | 340 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $321,452,000 | 330 |
| Securities issued by states & political subdivisions | $48,975,000 | 618 |
| Other domestic debt securities | $1,060,000 | 1,932 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $1,060,000 | 1,395 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $343,816,000 | 185 |
| Mortgage-backed securities | $151,992,000 | 522 |
| Certificates of participation in pools of residential mortgages | $148,539,000 | 333 |
| Issued or guaranteed by U.S. | $148,539,000 | 332 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,453,000 | 2,400 |
| CMOs issued by government agencies or sponsored agencies | $3,453,000 | 2,219 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $48,975,000 | 358 |
| Available-for-sale securities (fair market value) | $322,512,000 | 417 |
| Total debt securities | $371,487,000 | 401 |
| Structured notes | ||
| Amortized cost | $54,256,000 | 83 |
| Fair value | $54,677,000 | 82 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $339,780,000 | 425 |
| U.S. Government securities | $293,263,000 | 360 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $293,263,000 | 351 |
| Securities issued by states & political subdivisions | $45,392,000 | 638 |
| Other domestic debt securities | $1,125,000 | 1,914 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,125,000 | 1,354 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $310,184,000 | 198 |
| Mortgage-backed securities | $135,827,000 | 571 |
| Certificates of participation in pools of residential mortgages | $131,965,000 | 346 |
| Issued or guaranteed by U.S. | $131,965,000 | 343 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,862,000 | 2,285 |
| CMOs issued by government agencies or sponsored agencies | $3,862,000 | 2,096 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $45,392,000 | 359 |
| Available-for-sale securities (fair market value) | $294,388,000 | 445 |
| Total debt securities | $339,781,000 | 420 |
| Structured notes | ||
| Amortized cost | $46,824,000 | 93 |
| Fair value | $47,124,000 | 91 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $319,952,000 | 455 |
| U.S. Government securities | $276,659,000 | 389 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $276,659,000 | 373 |
| Securities issued by states & political subdivisions | $42,168,000 | 641 |
| Other domestic debt securities | $1,125,000 | 1,852 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $1,125,000 | 1,267 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $287,384,000 | 212 |
| Mortgage-backed securities | $107,416,000 | 690 |
| Certificates of participation in pools of residential mortgages | $103,094,000 | 433 |
| Issued or guaranteed by U.S. | $103,094,000 | 428 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $4,322,000 | 2,164 |
| CMOs issued by government agencies or sponsored agencies | $4,322,000 | 1,974 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $42,168,000 | 386 |
| Available-for-sale securities (fair market value) | $277,784,000 | 486 |
| Total debt securities | $319,952,000 | 449 |
| Structured notes | ||
| Amortized cost | $59,041,000 | 85 |
| Fair value | $59,365,000 | 82 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $328,020,000 | 436 |
| U.S. Government securities | $287,029,000 | 369 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $287,029,000 | 357 |
| Securities issued by states & political subdivisions | $39,866,000 | 676 |
| Other domestic debt securities | $1,125,000 | 1,898 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $1,125,000 | 1,298 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $273,756,000 | 228 |
| Mortgage-backed securities | $100,639,000 | 698 |
| Certificates of participation in pools of residential mortgages | $95,875,000 | 446 |
| Issued or guaranteed by U.S. | $95,875,000 | 441 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $4,764,000 | 2,034 |
| CMOs issued by government agencies or sponsored agencies | $4,764,000 | 1,848 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $39,866,000 | 410 |
| Available-for-sale securities (fair market value) | $288,154,000 | 455 |
| Total debt securities | $328,021,000 | 430 |
| Structured notes | ||
| Amortized cost | $90,823,000 | 44 |
| Fair value | $90,887,000 | 44 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $285,226,000 | 494 |
| U.S. Government securities | $244,323,000 | 420 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $244,323,000 | 399 |
| Securities issued by states & political subdivisions | $39,778,000 | 653 |
| Other domestic debt securities | $1,125,000 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $1,125,000 | 1,298 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $244,733,000 | 252 |
| Mortgage-backed securities | $99,256,000 | 669 |
| Certificates of participation in pools of residential mortgages | $93,950,000 | 440 |
| Issued or guaranteed by U.S. | $93,950,000 | 436 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $5,306,000 | 1,945 |
| CMOs issued by government agencies or sponsored agencies | $5,306,000 | 1,741 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $39,778,000 | 392 |
| Available-for-sale securities (fair market value) | $245,448,000 | 514 |
| Total debt securities | $285,226,000 | 489 |
| Structured notes | ||
| Amortized cost | $67,612,000 | 65 |
| Fair value | $67,452,000 | 61 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $240,558,000 | 566 |
| U.S. Government securities | $201,506,000 | 470 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $201,506,000 | 449 |
| Securities issued by states & political subdivisions | $37,867,000 | 680 |
| Other domestic debt securities | $1,185,000 | 2,048 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $1,185,000 | 1,279 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $216,698,000 | 271 |
| Mortgage-backed securities | $93,063,000 | 691 |
| Certificates of participation in pools of residential mortgages | $87,112,000 | 443 |
| Issued or guaranteed by U.S. | $87,112,000 | 439 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $5,951,000 | 1,839 |
| CMOs issued by government agencies or sponsored agencies | $5,951,000 | 1,627 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $37,867,000 | 417 |
| Available-for-sale securities (fair market value) | $202,691,000 | 587 |
| Total debt securities | $240,558,000 | 555 |
| Structured notes | ||
| Amortized cost | $47,686,000 | 92 |
| Fair value | $48,040,000 | 90 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $233,718,000 | 564 |
| U.S. Government securities | $203,330,000 | 475 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $203,330,000 | 452 |
| Securities issued by states & political subdivisions | $29,203,000 | 854 |
| Other domestic debt securities | $1,185,000 | 2,042 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $1,185,000 | 1,241 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $220,233,000 | 273 |
| Mortgage-backed securities | $96,434,000 | 662 |
| Certificates of participation in pools of residential mortgages | $93,233,000 | 423 |
| Issued or guaranteed by U.S. | $93,233,000 | 419 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,201,000 | 2,202 |
| CMOs issued by government agencies or sponsored agencies | $3,201,000 | 1,944 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $29,203,000 | 531 |
| Available-for-sale securities (fair market value) | $204,515,000 | 569 |
| Total debt securities | $233,717,000 | 559 |
| Structured notes | ||
| Amortized cost | $25,760,000 | 230 |
| Fair value | $25,962,000 | 228 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $240,550,000 | 553 |
| U.S. Government securities | $209,801,000 | 459 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $209,801,000 | 441 |
| Securities issued by states & political subdivisions | $29,564,000 | 824 |
| Other domestic debt securities | $1,185,000 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $1,185,000 | 1,264 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $205,382,000 | 308 |
| Mortgage-backed securities | $101,562,000 | 653 |
| Certificates of participation in pools of residential mortgages | $97,779,000 | 426 |
| Issued or guaranteed by U.S. | $97,779,000 | 421 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,783,000 | 2,058 |
| CMOs issued by government agencies or sponsored agencies | $3,783,000 | 1,790 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $29,564,000 | 544 |
| Available-for-sale securities (fair market value) | $210,986,000 | 544 |
| Total debt securities | $240,549,000 | 545 |
| Structured notes | ||
| Amortized cost | $32,338,000 | 127 |
| Fair value | $32,433,000 | 125 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $214,567,000 | 596 |
| U.S. Government securities | $182,660,000 | 516 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $182,660,000 | 500 |
| Securities issued by states & political subdivisions | $30,722,000 | 779 |
| Other domestic debt securities | $1,185,000 | 2,168 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $1,185,000 | 1,300 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $201,433,000 | 315 |
| Mortgage-backed securities | $83,098,000 | 760 |
| Certificates of participation in pools of residential mortgages | $78,904,000 | 516 |
| Issued or guaranteed by U.S. | $78,904,000 | 512 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $4,194,000 | 1,973 |
| CMOs issued by government agencies or sponsored agencies | $4,194,000 | 1,692 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $30,722,000 | 534 |
| Available-for-sale securities (fair market value) | $183,845,000 | 615 |
| Total debt securities | $214,566,000 | 587 |
| Structured notes | ||
| Amortized cost | $40,838,000 | 60 |
| Fair value | $40,867,000 | 58 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $153,733,000 | 844 |
| U.S. Government securities | $116,617,000 | 766 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $116,617,000 | 741 |
| Securities issued by states & political subdivisions | $35,871,000 | 643 |
| Other domestic debt securities | $1,245,000 | 2,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $1,245,000 | 1,361 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $124,721,000 | 475 |
| Mortgage-backed securities | $59,479,000 | 1,044 |
| Certificates of participation in pools of residential mortgages | $54,886,000 | 742 |
| Issued or guaranteed by U.S. | $54,886,000 | 734 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $4,593,000 | 1,906 |
| CMOs issued by government agencies or sponsored agencies | $4,593,000 | 1,595 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $35,871,000 | 488 |
| Available-for-sale securities (fair market value) | $117,862,000 | 942 |
| Total debt securities | $153,730,000 | 829 |
| Structured notes | ||
| Amortized cost | $3,742,000 | 736 |
| Fair value | $3,839,000 | 727 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $163,259,000 | 781 |
| U.S. Government securities | $126,220,000 | 703 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $126,220,000 | 677 |
| Securities issued by states & political subdivisions | $35,794,000 | 613 |
| Other domestic debt securities | $1,245,000 | 2,289 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,245,000 | 1,394 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $118,819,000 | 487 |
| Mortgage-backed securities | $60,137,000 | 1,034 |
| Certificates of participation in pools of residential mortgages | $55,030,000 | 754 |
| Issued or guaranteed by U.S. | $55,030,000 | 744 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $5,107,000 | 1,817 |
| CMOs issued by government agencies or sponsored agencies | $5,107,000 | 1,505 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $35,794,000 | 475 |
| Available-for-sale securities (fair market value) | $127,465,000 | 860 |
| Total debt securities | $163,259,000 | 761 |
| Structured notes | ||
| Amortized cost | $4,048,000 | 419 |
| Fair value | $4,106,000 | 411 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $159,193,000 | 785 |
| U.S. Government securities | $122,729,000 | 720 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $122,729,000 | 694 |
| Securities issued by states & political subdivisions | $35,219,000 | 574 |
| Other domestic debt securities | $1,245,000 | 2,199 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,245,000 | 1,421 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $117,144,000 | 491 |
| Mortgage-backed securities | $54,109,000 | 1,146 |
| Certificates of participation in pools of residential mortgages | $48,509,000 | 881 |
| Issued or guaranteed by U.S. | $48,509,000 | 871 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $5,600,000 | 1,759 |
| CMOs issued by government agencies or sponsored agencies | $5,600,000 | 1,436 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $35,219,000 | 490 |
| Available-for-sale securities (fair market value) | $123,974,000 | 871 |
| Total debt securities | $159,192,000 | 770 |
| Structured notes | ||
| Amortized cost | $4,447,000 | 291 |
| Fair value | $4,504,000 | 281 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $119,212,000 | 1,028 |
| U.S. Government securities | $84,242,000 | 1,019 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $84,242,000 | 993 |
| Securities issued by states & political subdivisions | $33,725,000 | 606 |
| Other domestic debt securities | $1,245,000 | 2,147 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,245,000 | 1,390 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,145,000 | 575 |
| Mortgage-backed securities | $43,817,000 | 1,314 |
| Certificates of participation in pools of residential mortgages | $41,822,000 | 978 |
| Issued or guaranteed by U.S. | $41,822,000 | 970 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,995,000 | 2,433 |
| CMOs issued by government agencies or sponsored agencies | $1,995,000 | 2,116 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $33,725,000 | 494 |
| Available-for-sale securities (fair market value) | $85,487,000 | 1,227 |
| Total debt securities | $119,212,000 | 1,010 |
| Structured notes | ||
| Amortized cost | $2,528,000 | 530 |
| Fair value | $2,549,000 | 524 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $97,819,000 | 1,219 |
| U.S. Government securities | $71,301,000 | 1,169 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $71,301,000 | 1,146 |
| Securities issued by states & political subdivisions | $25,218,000 | 842 |
| Other domestic debt securities | $1,300,000 | 2,079 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,300,000 | 1,351 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,040,000 | 669 |
| Mortgage-backed securities | $26,978,000 | 1,828 |
| Certificates of participation in pools of residential mortgages | $26,978,000 | 1,321 |
| Issued or guaranteed by U.S. | $26,978,000 | 1,309 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,218,000 | 630 |
| Available-for-sale securities (fair market value) | $72,601,000 | 1,412 |
| Total debt securities | $97,819,000 | 1,202 |
| Structured notes | ||
| Amortized cost | $2,593,000 | 513 |
| Fair value | $2,588,000 | 511 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $101,142,000 | 1,196 |
| U.S. Government securities | $73,576,000 | 1,138 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $73,576,000 | 1,111 |
| Securities issued by states & political subdivisions | $26,266,000 | 812 |
| Other domestic debt securities | $1,300,000 | 2,107 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,300,000 | 1,421 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,924,000 | 633 |
| Mortgage-backed securities | $23,741,000 | 1,989 |
| Certificates of participation in pools of residential mortgages | $23,741,000 | 1,473 |
| Issued or guaranteed by U.S. | $23,741,000 | 1,464 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,266,000 | 603 |
| Available-for-sale securities (fair market value) | $74,876,000 | 1,387 |
| Total debt securities | $101,141,000 | 1,167 |
| Structured notes | ||
| Amortized cost | $2,677,000 | 542 |
| Fair value | $2,665,000 | 538 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $111,203,000 | 1,104 |
| U.S. Government securities | $92,688,000 | 905 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $92,688,000 | 877 |
| Securities issued by states & political subdivisions | $17,215,000 | 1,306 |
| Other domestic debt securities | $1,300,000 | 2,023 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,300,000 | 1,369 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,801,000 | 540 |
| Mortgage-backed securities | $15,363,000 | 2,557 |
| Certificates of participation in pools of residential mortgages | $15,363,000 | 1,971 |
| Issued or guaranteed by U.S. | $15,363,000 | 1,961 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,215,000 | 811 |
| Available-for-sale securities (fair market value) | $93,988,000 | 1,130 |
| Total debt securities | $111,204,000 | 1,076 |
| Structured notes | ||
| Amortized cost | $2,795,000 | 554 |
| Fair value | $2,794,000 | 553 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $168,299,000 | 703 |
| U.S. Government securities | $150,769,000 | 564 |
| U.S. Treasury securities | $39,995,000 | 73 |
| U.S. Government agency obligations | $110,774,000 | 734 |
| Securities issued by states & political subdivisions | $16,230,000 | 1,356 |
| Other domestic debt securities | $1,300,000 | 1,864 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,300,000 | 1,279 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,258,000 | 591 |
| Mortgage-backed securities | $13,799,000 | 2,445 |
| Certificates of participation in pools of residential mortgages | $13,799,000 | 1,873 |
| Issued or guaranteed by U.S. | $13,799,000 | 1,864 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,230,000 | 892 |
| Available-for-sale securities (fair market value) | $152,069,000 | 662 |
| Total debt securities | $168,299,000 | 685 |
| Structured notes | ||
| Amortized cost | $2,898,000 | 840 |
| Fair value | $2,883,000 | 841 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $103,073,000 | 1,181 |
| U.S. Government securities | $87,429,000 | 968 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $87,429,000 | 940 |
| Securities issued by states & political subdivisions | $14,289,000 | 1,501 |
| Other domestic debt securities | $1,355,000 | 1,809 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,355,000 | 1,249 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,258,000 | 584 |
| Mortgage-backed securities | $11,443,000 | 2,544 |
| Certificates of participation in pools of residential mortgages | $11,443,000 | 1,952 |
| Issued or guaranteed by U.S. | $11,443,000 | 1,943 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,289,000 | 1,007 |
| Available-for-sale securities (fair market value) | $88,784,000 | 1,160 |
| Total debt securities | $103,073,000 | 1,151 |
| Structured notes | ||
| Amortized cost | $2,980,000 | 990 |
| Fair value | $2,947,000 | 987 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $97,463,000 | 1,246 |
| U.S. Government securities | $86,362,000 | 999 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $86,362,000 | 969 |
| Securities issued by states & political subdivisions | $9,746,000 | 2,044 |
| Other domestic debt securities | $1,355,000 | 1,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,355,000 | 1,203 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,493,000 | 580 |
| Mortgage-backed securities | $4,677,000 | 3,729 |
| Certificates of participation in pools of residential mortgages | $4,677,000 | 3,096 |
| Issued or guaranteed by U.S. | $4,677,000 | 3,082 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,746,000 | 1,272 |
| Available-for-sale securities (fair market value) | $87,717,000 | 1,185 |
| Total debt securities | $97,462,000 | 1,220 |
| Structured notes | ||
| Amortized cost | $3,086,000 | 970 |
| Fair value | $3,039,000 | 969 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $113,960,000 | 1,070 |
| U.S. Government securities | $101,336,000 | 840 |
| U.S. Treasury securities | $24,988,000 | 121 |
| U.S. Government agency obligations | $76,348,000 | 1,110 |
| Securities issued by states & political subdivisions | $11,269,000 | 1,811 |
| Other domestic debt securities | $1,355,000 | 1,749 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,355,000 | 1,221 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,584,000 | 628 |
| Mortgage-backed securities | $3,945,000 | 3,940 |
| Certificates of participation in pools of residential mortgages | $3,945,000 | 3,334 |
| Issued or guaranteed by U.S. | $3,945,000 | 3,315 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,269,000 | 1,197 |
| Available-for-sale securities (fair market value) | $102,691,000 | 1,024 |
| Total debt securities | $113,960,000 | 1,042 |
| Structured notes | ||
| Amortized cost | $3,216,000 | 998 |
| Fair value | $3,183,000 | 998 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $118,953,000 | 1,038 |
| U.S. Government securities | $105,570,000 | 834 |
| U.S. Treasury securities | $14,995,000 | 214 |
| U.S. Government agency obligations | $90,575,000 | 955 |
| Securities issued by states & political subdivisions | $12,028,000 | 1,713 |
| Other domestic debt securities | $1,355,000 | 1,758 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,355,000 | 1,245 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,655,000 | 575 |
| Mortgage-backed securities | $4,195,000 | 3,866 |
| Certificates of participation in pools of residential mortgages | $4,195,000 | 3,251 |
| Issued or guaranteed by U.S. | $4,195,000 | 3,237 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,028,000 | 1,180 |
| Available-for-sale securities (fair market value) | $106,925,000 | 1,000 |
| Total debt securities | $118,953,000 | 1,006 |
| Structured notes | ||
| Amortized cost | $3,329,000 | 1,048 |
| Fair value | $3,301,000 | 1,049 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $73,685,000 | 1,644 |
| U.S. Government securities | $59,874,000 | 1,499 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $59,874,000 | 1,459 |
| Securities issued by states & political subdivisions | $12,406,000 | 1,649 |
| Other domestic debt securities | $1,405,000 | 1,749 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,405,000 | 1,247 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,798,000 | 735 |
| Mortgage-backed securities | $4,436,000 | 3,791 |
| Certificates of participation in pools of residential mortgages | $4,436,000 | 3,185 |
| Issued or guaranteed by U.S. | $4,436,000 | 3,170 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,406,000 | 1,198 |
| Available-for-sale securities (fair market value) | $61,279,000 | 1,671 |
| Total debt securities | $73,686,000 | 1,614 |
| Structured notes | ||
| Amortized cost | $3,445,000 | 1,118 |
| Fair value | $3,410,000 | 1,113 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $72,801,000 | 1,657 |
| U.S. Government securities | $57,765,000 | 1,553 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $57,765,000 | 1,511 |
| Securities issued by states & political subdivisions | $13,631,000 | 1,487 |
| Other domestic debt securities | $1,405,000 | 1,777 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,405,000 | 1,273 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,988,000 | 737 |
| Mortgage-backed securities | $4,640,000 | 3,712 |
| Certificates of participation in pools of residential mortgages | $4,640,000 | 3,132 |
| Issued or guaranteed by U.S. | $4,640,000 | 3,120 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,631,000 | 1,149 |
| Available-for-sale securities (fair market value) | $59,170,000 | 1,728 |
| Total debt securities | $72,800,000 | 1,627 |
| Structured notes | ||
| Amortized cost | $3,610,000 | 1,120 |
| Fair value | $3,539,000 | 1,116 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $106,153,000 | 1,187 |
| U.S. Government securities | $90,125,000 | 1,019 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $90,125,000 | 984 |
| Securities issued by states & political subdivisions | $14,623,000 | 1,371 |
| Other domestic debt securities | $1,405,000 | 1,813 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,405,000 | 1,327 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,447,000 | 529 |
| Mortgage-backed securities | $5,032,000 | 3,643 |
| Certificates of participation in pools of residential mortgages | $5,032,000 | 3,054 |
| Issued or guaranteed by U.S. | $5,032,000 | 3,042 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,623,000 | 1,114 |
| Available-for-sale securities (fair market value) | $91,530,000 | 1,167 |
| Total debt securities | $106,153,000 | 1,153 |
| Structured notes | ||
| Amortized cost | $3,792,000 | 1,100 |
| Fair value | $3,770,000 | 1,091 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $94,375,000 | 1,316 |
| U.S. Government securities | $78,147,000 | 1,149 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $78,147,000 | 1,110 |
| Securities issued by states & political subdivisions | $14,823,000 | 1,370 |
| Other domestic debt securities | $1,405,000 | 1,877 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,405,000 | 1,402 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,478,000 | 589 |
| Mortgage-backed securities | $5,438,000 | 3,580 |
| Certificates of participation in pools of residential mortgages | $5,438,000 | 2,997 |
| Issued or guaranteed by U.S. | $5,438,000 | 2,985 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,823,000 | 1,137 |
| Available-for-sale securities (fair market value) | $79,552,000 | 1,311 |
| Total debt securities | $94,374,000 | 1,281 |
| Structured notes | ||
| Amortized cost | $1,874,000 | 1,713 |
| Fair value | $1,860,000 | 1,712 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $62,569,000 | 1,925 |
| U.S. Government securities | $46,924,000 | 1,898 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $46,924,000 | 1,837 |
| Securities issued by states & political subdivisions | $14,190,000 | 1,417 |
| Other domestic debt securities | $1,455,000 | 1,887 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,455,000 | 1,439 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,074,000 | 848 |
| Mortgage-backed securities | $5,845,000 | 3,503 |
| Certificates of participation in pools of residential mortgages | $5,845,000 | 2,917 |
| Issued or guaranteed by U.S. | $5,845,000 | 2,906 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,190,000 | 1,176 |
| Available-for-sale securities (fair market value) | $48,379,000 | 2,046 |
| Total debt securities | $62,569,000 | 1,877 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $59,368,000 | 2,023 |
| U.S. Government securities | $42,621,000 | 2,079 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $42,621,000 | 2,009 |
| Securities issued by states & political subdivisions | $15,292,000 | 1,294 |
| Other domestic debt securities | $1,455,000 | 1,929 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,455,000 | 1,508 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,846,000 | 878 |
| Mortgage-backed securities | $6,372,000 | 3,463 |
| Certificates of participation in pools of residential mortgages | $6,372,000 | 2,869 |
| Issued or guaranteed by U.S. | $6,372,000 | 2,858 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,292,000 | 1,136 |
| Available-for-sale securities (fair market value) | $44,076,000 | 2,226 |
| Total debt securities | $59,368,000 | 1,976 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $60,632,000 | 2,033 |
| U.S. Government securities | $42,768,000 | 2,111 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $42,768,000 | 2,028 |
| Securities issued by states & political subdivisions | $16,409,000 | 1,173 |
| Other domestic debt securities | $1,455,000 | 1,971 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,455,000 | 1,584 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,674,000 | 842 |
| Mortgage-backed securities | $6,773,000 | 3,474 |
| Certificates of participation in pools of residential mortgages | $6,773,000 | 2,873 |
| Issued or guaranteed by U.S. | $6,773,000 | 2,863 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,409,000 | 1,098 |
| Available-for-sale securities (fair market value) | $44,223,000 | 2,235 |
| Total debt securities | $60,632,000 | 1,983 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $64,266,000 | 1,934 |
| U.S. Government securities | $50,749,000 | 1,809 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $50,749,000 | 1,735 |
| Securities issued by states & political subdivisions | $12,062,000 | 1,641 |
| Other domestic debt securities | $1,455,000 | 2,042 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,455,000 | 1,659 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,303,000 | 838 |
| Mortgage-backed securities | $7,303,000 | 3,402 |
| Certificates of participation in pools of residential mortgages | $7,303,000 | 2,788 |
| Issued or guaranteed by U.S. | $7,303,000 | 2,780 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,062,000 | 1,339 |
| Available-for-sale securities (fair market value) | $52,204,000 | 1,971 |
| Total debt securities | $64,266,000 | 1,887 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,169 |
| Fair value | $999,000 | 2,028 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $48,633,000 | 2,458 |
| U.S. Government securities | $33,927,000 | 2,561 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $33,927,000 | 2,468 |
| Securities issued by states & political subdivisions | $13,206,000 | 1,501 |
| Other domestic debt securities | $1,500,000 | 2,031 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,500,000 | 1,682 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,336,000 | 998 |
| Mortgage-backed securities | $7,840,000 | 3,313 |
| Certificates of participation in pools of residential mortgages | $7,840,000 | 2,714 |
| Issued or guaranteed by U.S. | $7,840,000 | 2,706 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,206,000 | 1,262 |
| Available-for-sale securities (fair market value) | $35,427,000 | 2,742 |
| Total debt securities | $48,632,000 | 2,408 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $50,233,000 | 2,432 |
| U.S. Government securities | $34,983,000 | 2,529 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $34,983,000 | 2,429 |
| Securities issued by states & political subdivisions | $13,750,000 | 1,417 |
| Other domestic debt securities | $1,500,000 | 2,123 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,500,000 | 1,775 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,350,000 | 962 |
| Mortgage-backed securities | $8,209,000 | 3,281 |
| Certificates of participation in pools of residential mortgages | $8,209,000 | 2,674 |
| Issued or guaranteed by U.S. | $8,209,000 | 2,667 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,750,000 | 1,234 |
| Available-for-sale securities (fair market value) | $36,483,000 | 2,722 |
| Total debt securities | $50,234,000 | 2,384 |
| Structured notes | ||
| Amortized cost | $2,005,000 | 1,455 |
| Fair value | $2,004,000 | 1,457 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $48,896,000 | 2,504 |
| U.S. Government securities | $33,923,000 | 2,565 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $33,923,000 | 2,483 |
| Securities issued by states & political subdivisions | $13,473,000 | 1,474 |
| Other domestic debt securities | $1,500,000 | 2,209 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,500,000 | 1,861 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,972,000 | 998 |
| Mortgage-backed securities | $9,223,000 | 3,148 |
| Certificates of participation in pools of residential mortgages | $9,223,000 | 2,525 |
| Issued or guaranteed by U.S. | $9,223,000 | 2,518 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,973,000 | 1,146 |
| Available-for-sale securities (fair market value) | $33,923,000 | 2,880 |
| Total debt securities | $48,896,000 | 2,439 |
| Structured notes | ||
| Amortized cost | $2,012,000 | 1,289 |
| Fair value | $2,016,000 | 1,317 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $59,535,000 | 2,143 |
| U.S. Government securities | $44,424,000 | 2,107 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $44,424,000 | 2,035 |
| Securities issued by states & political subdivisions | $13,611,000 | 1,456 |
| Other domestic debt securities | $1,500,000 | 2,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,500,000 | 1,966 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,992,000 | 914 |
| Mortgage-backed securities | $6,721,000 | 3,610 |
| Certificates of participation in pools of residential mortgages | $6,721,000 | 3,010 |
| Issued or guaranteed by U.S. | $6,721,000 | 2,996 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,111,000 | 1,150 |
| Available-for-sale securities (fair market value) | $44,424,000 | 2,368 |
| Total debt securities | $59,535,000 | 2,084 |
| Structured notes | ||
| Amortized cost | $5,018,000 | 609 |
| Fair value | $5,032,000 | 606 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $61,304,000 | 2,071 |
| U.S. Government securities | $35,561,000 | 2,484 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $35,561,000 | 2,402 |
| Securities issued by states & political subdivisions | $15,663,000 | 1,249 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $10,080,000 | 408 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,331,000 | 1,215 |
| Mortgage-backed securities | $7,420,000 | 3,455 |
| Certificates of participation in pools of residential mortgages | $7,420,000 | 2,846 |
| Issued or guaranteed by U.S. | $7,420,000 | 2,832 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,163,000 | 1,044 |
| Available-for-sale securities (fair market value) | $44,141,000 | 2,306 |
| Total debt securities | $51,222,000 | 2,342 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 493 |
| Fair value | $5,013,000 | 497 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $65,520,000 | 1,890 |
| U.S. Government securities | $29,231,000 | 2,787 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $29,231,000 | 2,680 |
| Securities issued by states & political subdivisions | $16,124,000 | 1,180 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $20,165,000 | 237 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,693,000 | 1,020 |
| Mortgage-backed securities | $9,031,000 | 3,211 |
| Certificates of participation in pools of residential mortgages | $9,031,000 | 2,546 |
| Issued or guaranteed by U.S. | $9,031,000 | 2,533 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,624,000 | 986 |
| Available-for-sale securities (fair market value) | $47,896,000 | 2,113 |
| Total debt securities | $45,353,000 | 2,530 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 817 |
| Fair value | $2,009,000 | 870 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $81,032,000 | 1,543 |
| U.S. Government securities | $33,396,000 | 2,486 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $33,396,000 | 2,388 |
| Securities issued by states & political subdivisions | $12,573,000 | 1,473 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $35,063,000 | 133 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,674,000 | 1,027 |
| Mortgage-backed securities | $8,203,000 | 3,380 |
| Certificates of participation in pools of residential mortgages | $7,194,000 | 2,841 |
| Issued or guaranteed by U.S. | $7,194,000 | 2,830 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,009,000 | 3,135 |
| CMOs issued by government agencies or sponsored agencies | $1,009,000 | 2,991 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,573,000 | 1,169 |
| Available-for-sale securities (fair market value) | $66,459,000 | 1,563 |
| Total debt securities | $45,969,000 | 2,476 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 604 |
| Fair value | $2,011,000 | 640 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $59,464,000 | 2,010 |
| U.S. Government securities | $36,770,000 | 2,302 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $36,770,000 | 2,211 |
| Securities issued by states & political subdivisions | $12,694,000 | 1,435 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $10,000,000 | 426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,146,000 | 885 |
| Mortgage-backed securities | $9,465,000 | 3,099 |
| Certificates of participation in pools of residential mortgages | $8,434,000 | 2,584 |
| Issued or guaranteed by U.S. | $8,434,000 | 2,570 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,031,000 | 3,121 |
| CMOs issued by government agencies or sponsored agencies | $1,031,000 | 2,985 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,694,000 | 1,113 |
| Available-for-sale securities (fair market value) | $43,770,000 | 2,206 |
| Total debt securities | $49,463,000 | 2,299 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 482 |
| Fair value | $2,012,000 | 513 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $52,297,000 | 2,119 |
| U.S. Government securities | $39,661,000 | 1,993 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $39,661,000 | 1,880 |
| Securities issued by states & political subdivisions | $12,636,000 | 1,357 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,163,000 | 793 |
| Mortgage-backed securities | $6,285,000 | 3,643 |
| Certificates of participation in pools of residential mortgages | $5,311,000 | 3,050 |
| Issued or guaranteed by U.S. | $5,311,000 | 3,033 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $974,000 | 3,344 |
| CMOs issued by government agencies or sponsored agencies | $974,000 | 3,177 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,134,000 | 1,042 |
| Available-for-sale securities (fair market value) | $35,163,000 | 2,460 |
| Total debt securities | $52,297,000 | 2,050 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $55,732,000 | 1,980 |
| U.S. Government securities | $40,593,000 | 1,963 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $40,593,000 | 1,826 |
| Securities issued by states & political subdivisions | $11,780,000 | 1,413 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $3,359,000 | 1,130 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,758,000 | 801 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $29,740,000 | 823 |
| Available-for-sale securities (fair market value) | $25,992,000 | 3,110 |
| Total debt securities | $52,373,000 | 2,015 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $52,740,000 | 2,145 |
| U.S. Government securities | $38,798,000 | 2,159 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $38,798,000 | 1,927 |
| Securities issued by states & political subdivisions | $11,763,000 | 1,434 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $2,179,000 | 1,440 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,417,000 | 811 |
| Mortgage-backed securities | $149,000 | 7,105 |
| Certificates of participation in pools of residential mortgages | $149,000 | 6,539 |
| Issued or guaranteed by U.S. | $149,000 | 6,521 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,730,000 | 987 |
| Available-for-sale securities (fair market value) | $26,010,000 | 3,160 |
| Total debt securities | $50,561,000 | 2,156 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $50,356,000 | 2,288 |
| U.S. Government securities | $39,036,000 | 2,227 |
| U.S. Treasury securities | $1,000,000 | 5,224 |
| U.S. Government agency obligations | $38,036,000 | 1,917 |
| Securities issued by states & political subdivisions | $9,288,000 | 1,826 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $2,032,000 | 1,504 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,498,000 | 832 |
| Mortgage-backed securities | $240,000 | 7,125 |
| Certificates of participation in pools of residential mortgages | $240,000 | 6,517 |
| Issued or guaranteed by U.S. | $240,000 | 6,494 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,297,000 | 951 |
| Available-for-sale securities (fair market value) | $20,059,000 | 3,788 |
| Total debt securities | $48,324,000 | 2,302 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $34,466,000 | 3,230 |
| U.S. Government securities | $30,450,000 | 2,881 |
| U.S. Treasury securities | $3,500,000 | 3,998 |
| U.S. Government agency obligations | $26,950,000 | 2,521 |
| Securities issued by states & political subdivisions | $2,123,000 | 4,500 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $1,893,000 | 1,549 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,173,000 | 1,122 |
| Mortgage-backed securities | $327,000 | 7,303 |
| Certificates of participation in pools of residential mortgages | $327,000 | 6,542 |
| Issued or guaranteed by U.S. | $327,000 | 6,519 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,259,000 | 1,425 |
| Available-for-sale securities (fair market value) | $10,207,000 | 5,678 |
| Total debt securities | $32,573,000 | 3,303 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,789 |
| Fair value | $499,000 | 1,905 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $28,979,000 | 4,008 |
| U.S. Government securities | $26,856,000 | 3,531 |
| U.S. Treasury securities | $5,741,000 | 3,455 |
| U.S. Government agency obligations | $21,115,000 | 3,220 |
| Securities issued by states & political subdivisions | $1,489,000 | 5,364 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $634,000 | 3,062 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,346,000 | 1,198 |
| Mortgage-backed securities | $556,000 | 7,443 |
| Certificates of participation in pools of residential mortgages | $376,000 | 6,974 |
| Issued or guaranteed by U.S. | $376,000 | 6,954 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $180,000 | 5,069 |
| CMOs issued by government agencies or sponsored agencies | $180,000 | 4,874 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,815,000 | 2,170 |
| Available-for-sale securities (fair market value) | $12,164,000 | 5,376 |
| Total debt securities | $28,345,000 | 3,988 |
| Structured notes | ||
| Amortized cost | $600,000 | 2,340 |
| Fair value | $596,000 | 2,354 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $26,359,000 | 4,526 |
| U.S. Government securities | $24,263,000 | 3,966 |
| U.S. Treasury securities | $7,846,000 | 3,326 |
| U.S. Government agency obligations | $16,417,000 | 3,903 |
| Securities issued by states & political subdivisions | $1,603,000 | 5,407 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $494,000 | 3,331 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,164,000 | 1,584 |
| Mortgage-backed securities | $913,000 | 7,402 |
| Certificates of participation in pools of residential mortgages | $419,000 | 7,205 |
| Issued or guaranteed by U.S. | $419,000 | 7,170 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $494,000 | 4,938 |
| CMOs issued by government agencies or sponsored agencies | $494,000 | 4,742 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,033,000 | 2,295 |
| Available-for-sale securities (fair market value) | $9,326,000 | 6,342 |
| Total debt securities | $25,866,000 | 4,498 |
| Structured notes | ||
| Amortized cost | $500,000 | 3,409 |
| Fair value | $490,000 | 3,681 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $20,670,000 | 5,737 |
| U.S. Government securities | $19,349,000 | 5,059 |
| U.S. Treasury securities | $10,509,000 | 3,247 |
| U.S. Government agency obligations | $8,840,000 | 5,842 |
| Securities issued by states & political subdivisions | $997,000 | 6,664 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $324,000 | 3,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,837,000 | 1,675 |
| Mortgage-backed securities | $900,000 | 7,906 |
| Certificates of participation in pools of residential mortgages | $427,000 | 7,590 |
| Issued or guaranteed by U.S. | $427,000 | 7,558 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $473,000 | 5,328 |
| CMOs issued by government agencies or sponsored agencies | $473,000 | 5,098 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,647,000 | 4,626 |
| Available-for-sale securities (fair market value) | $7,023,000 | 5,870 |
| Total debt securities | $20,346,000 | 5,710 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $16,566,000 | 6,951 |
| U.S. Government securities | $15,086,000 | 6,243 |
| U.S. Treasury securities | $9,054,000 | 3,813 |
| U.S. Government agency obligations | $6,032,000 | 7,305 |
| Securities issued by states & political subdivisions | $1,470,000 | 6,059 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,000 | 8,260 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,352,000 | 1,899 |
| Mortgage-backed securities | $1,116,000 | 8,254 |
| Certificates of participation in pools of residential mortgages | $514,000 | 8,025 |
| Issued or guaranteed by U.S. | $514,000 | 7,975 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $602,000 | 5,509 |
| CMOs issued by government agencies or sponsored agencies | $602,000 | 5,267 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $16,556,000 | 6,811 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $10,566,000 | 8,916 |
| U.S. Government securities | $9,806,000 | 8,143 |
| U.S. Treasury securities | $5,599,000 | 5,398 |
| U.S. Government agency obligations | $4,207,000 | 8,536 |
| Securities issued by states & political subdivisions | $750,000 | 7,097 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,000 | 8,142 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,953,000 | 2,673 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $10,556,000 | 8,785 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |