Home > Amcore Bank > Securities
Amcore Bank, Securities
| 2010-03-31 | Rank | |
| Total securities | $476,235,000 | 286 |
| U.S. Government securities | $427,337,000 | 231 |
| U.S. Treasury securities | $10,495,000 | 274 |
| U.S. Government agency obligations | $416,842,000 | 228 |
| Securities issued by states & political subdivisions | $1,402,000 | 4,602 |
| Other domestic debt securities | $47,454,000 | 279 |
| Privately issued residential mortgage-backed securities | $14,777,000 | 353 |
| Commercial mortgage-backed securities - Total | $12,622,000 | 58 |
| Asset backed securities | $944,000 | 119 |
| Structured financial products - Total | $19,111,000 | 39 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $42,000 | 1,269 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $214,559,000 | 293 |
| Mortgage-backed securities | $427,898,000 | 188 |
| Certificates of participation in pools of residential mortgages | $165,355,000 | 261 |
| Issued or guaranteed by U.S. | $165,355,000 | 258 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $249,921,000 | 157 |
| CMOs issued by government agencies or sponsored agencies | $235,144,000 | 128 |
| Privately issued | $14,777,000 | 336 |
| Commercial mortgage-backed securities | $12,622,000 | 58 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $12,622,000 | 39 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $476,235,000 | 250 |
| Total debt securities | $476,193,000 | 279 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $456,658,000 | 291 |
| U.S. Government securities | $384,640,000 | 248 |
| U.S. Treasury securities | $10,490,000 | 233 |
| U.S. Government agency obligations | $374,150,000 | 244 |
| Securities issued by states & political subdivisions | $17,121,000 | 1,480 |
| Other domestic debt securities | $54,869,000 | 265 |
| Privately issued residential mortgage-backed securities | $21,244,000 | 301 |
| Commercial mortgage-backed securities - Total | $12,840,000 | 57 |
| Asset backed securities | $1,610,000 | 122 |
| Structured financial products - Total | $19,175,000 | 43 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $28,000 | 1,368 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $202,746,000 | 312 |
| Mortgage-backed securities | $399,250,000 | 199 |
| Certificates of participation in pools of residential mortgages | $169,313,000 | 260 |
| Issued or guaranteed by U.S. | $169,313,000 | 258 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $217,097,000 | 174 |
| CMOs issued by government agencies or sponsored agencies | $195,853,000 | 145 |
| Privately issued | $21,244,000 | 292 |
| Commercial mortgage-backed securities | $12,840,000 | 57 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $12,840,000 | 39 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $456,658,000 | 253 |
| Total debt securities | $456,630,000 | 283 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| 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 | $712,014,000 | 195 |
| U.S. Government securities | $627,336,000 | 166 |
| U.S. Treasury securities | $115,100,000 | 50 |
| U.S. Government agency obligations | $512,236,000 | 189 |
| Securities issued by states & political subdivisions | $27,025,000 | 892 |
| Other domestic debt securities | $57,625,000 | 278 |
| Privately issued residential mortgage-backed securities | $21,939,000 | 323 |
| Commercial mortgage-backed securities - Total | $13,047,000 | 64 |
| Asset backed securities | $2,714,000 | 105 |
| Structured financial products - Total | $19,925,000 | 44 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $28,000 | 1,453 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $415,135,000 | 163 |
| Mortgage-backed securities | $519,957,000 | 169 |
| Certificates of participation in pools of residential mortgages | $224,002,000 | 211 |
| Issued or guaranteed by U.S. | $224,002,000 | 209 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $282,908,000 | 148 |
| CMOs issued by government agencies or sponsored agencies | $260,969,000 | 113 |
| Privately issued | $21,939,000 | 312 |
| Commercial mortgage-backed securities | $13,047,000 | 64 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $13,047,000 | 43 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $712,014,000 | 167 |
| Total debt securities | $711,986,000 | 188 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| 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 | $928,447,000 | 165 |
| U.S. Government securities | $822,126,000 | 137 |
| U.S. Treasury securities | $357,102,000 | 22 |
| U.S. Government agency obligations | $465,024,000 | 198 |
| Securities issued by states & political subdivisions | $40,867,000 | 511 |
| Other domestic debt securities | $65,436,000 | 269 |
| Privately issued residential mortgage-backed securities | $24,146,000 | 317 |
| Commercial mortgage-backed securities - Total | $14,117,000 | 67 |
| Asset backed securities | $3,859,000 | 114 |
| Structured financial products - Total | $23,314,000 | 39 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $18,000 | 1,513 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $434,945,000 | 162 |
| Mortgage-backed securities | $481,656,000 | 181 |
| Certificates of participation in pools of residential mortgages | $233,507,000 | 203 |
| Issued or guaranteed by U.S. | $233,146,000 | 200 |
| Privately issued | $361,000 | 133 |
| Collaterized mortgage obligations | $234,032,000 | 160 |
| CMOs issued by government agencies or sponsored agencies | $210,247,000 | 120 |
| Privately issued | $23,785,000 | 309 |
| Commercial mortgage-backed securities | $14,117,000 | 67 |
| Commercial mortgage pass-through securities | $1,169,000 | 108 |
| Other commercial mortgage-backed securities | $12,948,000 | 50 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $928,447,000 | 144 |
| Total debt securities | $928,429,000 | 162 |
| Structured notes | ||
| Amortized cost | $4,314,000 | 405 |
| Fair value | $4,382,000 | 397 |
| 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 | $933,012,000 | 163 |
| U.S. Government securities | $799,052,000 | 136 |
| U.S. Treasury securities | $269,902,000 | 20 |
| U.S. Government agency obligations | $529,150,000 | 198 |
| Securities issued by states & political subdivisions | $80,669,000 | 207 |
| Other domestic debt securities | $52,620,000 | 299 |
| Privately issued residential mortgage-backed securities | $27,372,000 | 303 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $25,248,000 | 64 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $671,000 | 875 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $595,062,000 | 128 |
| Mortgage-backed securities | $482,675,000 | 194 |
| Certificates of participation in pools of residential mortgages | $247,592,000 | 207 |
| Issued or guaranteed by U.S. | $246,175,000 | 202 |
| Privately issued | $1,417,000 | 107 |
| Collaterized mortgage obligations | $235,083,000 | 160 |
| CMOs issued by government agencies or sponsored agencies | $209,128,000 | 123 |
| Privately issued | $25,955,000 | 301 |
| 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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $933,012,000 | 140 |
| Total debt securities | $932,341,000 | 162 |
| Structured notes | ||
| Amortized cost | $4,490,000 | 286 |
| Fair value | $4,475,000 | 286 |
| 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 | $832,890,000 | 173 |
| U.S. Government securities | $632,774,000 | 170 |
| U.S. Treasury securities | $75,750,000 | 45 |
| U.S. Government agency obligations | $557,024,000 | 189 |
| Securities issued by states & political subdivisions | $138,578,000 | 105 |
| Other domestic debt securities | $60,057,000 | 272 |
| Privately issued residential mortgage-backed securities | $43,990,000 | 220 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,067,000 | 70 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $1,481,000 | 643 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $637,279,000 | 124 |
| Mortgage-backed securities | $546,986,000 | 167 |
| Certificates of participation in pools of residential mortgages | $107,179,000 | 430 |
| Issued or guaranteed by U.S. | $107,179,000 | 427 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $439,807,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $395,817,000 | 74 |
| Privately issued | $43,990,000 | 209 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $832,890,000 | 148 |
| Total debt securities | $831,409,000 | 168 |
| Structured notes | ||
| Amortized cost | $9,371,000 | 141 |
| Fair value | $9,395,000 | 137 |
| 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 | $801,618,000 | 176 |
| U.S. Government securities | $595,299,000 | 162 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $595,299,000 | 160 |
| Securities issued by states & political subdivisions | $135,717,000 | 101 |
| Other domestic debt securities | $70,586,000 | 256 |
| Privately issued residential mortgage-backed securities | $49,372,000 | 213 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,214,000 | 59 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $16,000 | 1,693 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $600,369,000 | 121 |
| Mortgage-backed securities | $579,129,000 | 146 |
| Certificates of participation in pools of residential mortgages | $107,017,000 | 411 |
| Issued or guaranteed by U.S. | $107,017,000 | 407 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $472,112,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $422,740,000 | 66 |
| Privately issued | $49,372,000 | 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $801,618,000 | 149 |
| Total debt securities | $801,602,000 | 170 |
| Structured notes | ||
| Amortized cost | $41,724,000 | 21 |
| Fair value | $41,872,000 | 20 |
| 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 | $862,075,000 | 173 |
| U.S. Government securities | $644,262,000 | 162 |
| U.S. Treasury securities | $24,999,000 | 92 |
| U.S. Government agency obligations | $619,263,000 | 163 |
| Securities issued by states & political subdivisions | $134,803,000 | 108 |
| Other domestic debt securities | $82,921,000 | 241 |
| Privately issued residential mortgage-backed securities | $52,309,000 | 210 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $30,612,000 | 56 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $89,000 | 1,685 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $752,766,000 | 101 |
| Mortgage-backed securities | $600,434,000 | 149 |
| Certificates of participation in pools of residential mortgages | $107,517,000 | 416 |
| Issued or guaranteed by U.S. | $107,517,000 | 411 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $492,917,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $440,608,000 | 64 |
| Privately issued | $52,309,000 | 196 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $862,075,000 | 149 |
| Total debt securities | $861,986,000 | 167 |
| Structured notes | ||
| Amortized cost | $43,012,000 | 22 |
| Fair value | $43,085,000 | 21 |
| 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 | $888,831,000 | 173 |
| U.S. Government securities | $665,547,000 | 161 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $665,547,000 | 157 |
| Securities issued by states & political subdivisions | $134,031,000 | 113 |
| Other domestic debt securities | $89,158,000 | 221 |
| Privately issued residential mortgage-backed securities | $55,202,000 | 200 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $33,956,000 | 58 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $95,000 | 1,676 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $675,956,000 | 106 |
| Mortgage-backed securities | $646,705,000 | 145 |
| Certificates of participation in pools of residential mortgages | $114,520,000 | 377 |
| Issued or guaranteed by U.S. | $114,520,000 | 371 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $532,185,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $476,983,000 | 59 |
| Privately issued | $55,202,000 | 187 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $888,831,000 | 152 |
| Total debt securities | $888,736,000 | 168 |
| Structured notes | ||
| Amortized cost | $45,209,000 | 23 |
| Fair value | $45,824,000 | 23 |
| 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 | $817,965,000 | 184 |
| U.S. Government securities | $601,110,000 | 170 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $601,110,000 | 166 |
| Securities issued by states & political subdivisions | $119,320,000 | 121 |
| Other domestic debt securities | $97,438,000 | 204 |
| Privately issued residential mortgage-backed securities | $60,603,000 | 177 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $36,835,000 | 57 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $97,000 | 1,622 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $621,231,000 | 112 |
| Mortgage-backed securities | $594,946,000 | 148 |
| Certificates of participation in pools of residential mortgages | $107,965,000 | 360 |
| Issued or guaranteed by U.S. | $107,965,000 | 356 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $486,981,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $426,378,000 | 65 |
| Privately issued | $60,603,000 | 166 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $817,965,000 | 159 |
| Total debt securities | $817,868,000 | 177 |
| Structured notes | ||
| Amortized cost | $47,058,000 | 29 |
| Fair value | $46,845,000 | 29 |
| 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 | $839,671,000 | 184 |
| U.S. Government securities | $695,658,000 | 159 |
| U.S. Treasury securities | $4,983,000 | 341 |
| U.S. Government agency obligations | $690,675,000 | 156 |
| Securities issued by states & political subdivisions | $108,871,000 | 133 |
| Other domestic debt securities | $35,033,000 | 361 |
| Privately issued residential mortgage-backed securities | $25,448,000 | 269 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,585,000 | 96 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $109,000 | 1,546 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $606,318,000 | 118 |
| Mortgage-backed securities | $648,136,000 | 135 |
| Certificates of participation in pools of residential mortgages | $308,022,000 | 148 |
| Issued or guaranteed by U.S. | $308,022,000 | 141 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $340,114,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $314,666,000 | 75 |
| Privately issued | $25,448,000 | 255 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $839,671,000 | 154 |
| Total debt securities | $839,562,000 | 179 |
| Structured notes | ||
| Amortized cost | $48,521,000 | 36 |
| Fair value | $48,141,000 | 36 |
| 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 | $805,748,000 | 191 |
| U.S. Government securities | $695,965,000 | 164 |
| U.S. Treasury securities | $4,917,000 | 401 |
| U.S. Government agency obligations | $691,048,000 | 159 |
| Securities issued by states & political subdivisions | $99,789,000 | 145 |
| Other domestic debt securities | $9,868,000 | 713 |
| Privately issued residential mortgage-backed securities | $9,618,000 | 414 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $250,000 | 221 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $126,000 | 1,542 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $597,926,000 | 128 |
| Mortgage-backed securities | $652,152,000 | 139 |
| Certificates of participation in pools of residential mortgages | $313,614,000 | 146 |
| Issued or guaranteed by U.S. | $313,614,000 | 137 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $338,538,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $328,920,000 | 85 |
| Privately issued | $9,618,000 | 394 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $805,748,000 | 161 |
| Total debt securities | $805,622,000 | 188 |
| Structured notes | ||
| Amortized cost | $29,611,000 | 66 |
| Fair value | $28,877,000 | 71 |
| 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 | $832,538,000 | 190 |
| U.S. Government securities | $729,342,000 | 160 |
| U.S. Treasury securities | $4,986,000 | 410 |
| U.S. Government agency obligations | $724,356,000 | 153 |
| Securities issued by states & political subdivisions | $93,019,000 | 159 |
| Other domestic debt securities | $10,081,000 | 719 |
| Privately issued residential mortgage-backed securities | $8,430,000 | 439 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,651,000 | 159 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $96,000 | 1,609 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $510,894,000 | 146 |
| Mortgage-backed securities | $682,582,000 | 139 |
| Certificates of participation in pools of residential mortgages | $320,516,000 | 148 |
| Issued or guaranteed by U.S. | $320,516,000 | 141 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $362,066,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $353,636,000 | 83 |
| Privately issued | $8,430,000 | 415 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $832,538,000 | 157 |
| Total debt securities | $832,442,000 | 184 |
| Structured notes | ||
| Amortized cost | $30,684,000 | 68 |
| Fair value | $30,515,000 | 68 |
| 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 | $870,177,000 | 185 |
| U.S. Government securities | $766,501,000 | 163 |
| U.S. Treasury securities | $4,964,000 | 452 |
| U.S. Government agency obligations | $761,537,000 | 157 |
| Securities issued by states & political subdivisions | $93,360,000 | 158 |
| Other domestic debt securities | $10,219,000 | 690 |
| Privately issued residential mortgage-backed securities | $8,492,000 | 429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,727,000 | 151 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $97,000 | 1,648 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $585,029,000 | 131 |
| Mortgage-backed securities | $719,110,000 | 138 |
| Certificates of participation in pools of residential mortgages | $334,594,000 | 142 |
| Issued or guaranteed by U.S. | $334,594,000 | 135 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $384,516,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $376,024,000 | 79 |
| Privately issued | $8,492,000 | 407 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $870,177,000 | 158 |
| Total debt securities | $870,080,000 | 182 |
| Structured notes | ||
| Amortized cost | $31,643,000 | 74 |
| Fair value | $31,330,000 | 75 |
| 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 | $1,037,665,000 | 171 |
| U.S. Government securities | $846,963,000 | 159 |
| U.S. Treasury securities | $4,943,000 | 476 |
| U.S. Government agency obligations | $842,020,000 | 152 |
| Securities issued by states & political subdivisions | $165,407,000 | 90 |
| Other domestic debt securities | $25,202,000 | 429 |
| Privately issued residential mortgage-backed securities | $13,567,000 | 344 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,635,000 | 81 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $93,000 | 1,699 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $825,920,000 | 111 |
| Mortgage-backed securities | $797,981,000 | 129 |
| Certificates of participation in pools of residential mortgages | $359,506,000 | 146 |
| Issued or guaranteed by U.S. | $359,506,000 | 140 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $438,475,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $424,908,000 | 82 |
| Privately issued | $13,567,000 | 324 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $1,037,665,000 | 143 |
| Total debt securities | $1,037,572,000 | 169 |
| Structured notes | ||
| Amortized cost | $32,592,000 | 81 |
| Fair value | $32,069,000 | 82 |
| 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 | $1,058,488,000 | 173 |
| U.S. Government securities | $872,149,000 | 157 |
| U.S. Treasury securities | $4,904,000 | 523 |
| U.S. Government agency obligations | $867,245,000 | 148 |
| Securities issued by states & political subdivisions | $161,615,000 | 91 |
| Other domestic debt securities | $24,632,000 | 432 |
| Privately issued residential mortgage-backed securities | $13,245,000 | 343 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,387,000 | 81 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $92,000 | 1,728 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $767,590,000 | 118 |
| Mortgage-backed securities | $812,026,000 | 132 |
| Certificates of participation in pools of residential mortgages | $362,619,000 | 152 |
| Issued or guaranteed by U.S. | $362,619,000 | 144 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $449,407,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $436,162,000 | 78 |
| Privately issued | $13,245,000 | 326 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $1,058,488,000 | 149 |
| Total debt securities | $1,058,396,000 | 169 |
| Structured notes | ||
| Amortized cost | $33,762,000 | 87 |
| Fair value | $33,332,000 | 86 |
| 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 | $1,100,052,000 | 172 |
| U.S. Government securities | $912,061,000 | 159 |
| U.S. Treasury securities | $4,906,000 | 569 |
| U.S. Government agency obligations | $907,155,000 | 149 |
| Securities issued by states & political subdivisions | $163,283,000 | 88 |
| Other domestic debt securities | $24,610,000 | 437 |
| Privately issued residential mortgage-backed securities | $14,973,000 | 324 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,637,000 | 89 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $98,000 | 1,758 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $716,485,000 | 118 |
| Mortgage-backed securities | $842,288,000 | 132 |
| Certificates of participation in pools of residential mortgages | $373,446,000 | 150 |
| Issued or guaranteed by U.S. | $373,446,000 | 145 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $468,842,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $453,869,000 | 74 |
| Privately issued | $14,973,000 | 306 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $1,100,052,000 | 148 |
| Total debt securities | $1,099,954,000 | 170 |
| Structured notes | ||
| Amortized cost | $35,001,000 | 87 |
| Fair value | $34,629,000 | 87 |
| 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 | $1,136,530,000 | 171 |
| U.S. Government securities | $952,566,000 | 156 |
| U.S. Treasury securities | $4,917,000 | 577 |
| U.S. Government agency obligations | $947,649,000 | 148 |
| Securities issued by states & political subdivisions | $167,181,000 | 87 |
| Other domestic debt securities | $16,671,000 | 563 |
| Privately issued residential mortgage-backed securities | $16,671,000 | 321 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $112,000 | 1,740 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $818,700,000 | 109 |
| Mortgage-backed securities | $848,561,000 | 133 |
| Certificates of participation in pools of residential mortgages | $395,405,000 | 149 |
| Issued or guaranteed by U.S. | $395,405,000 | 144 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $453,156,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $436,485,000 | 78 |
| Privately issued | $16,671,000 | 302 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $1,136,530,000 | 146 |
| Total debt securities | $1,136,419,000 | 169 |
| Structured notes | ||
| Amortized cost | $36,193,000 | 81 |
| Fair value | $36,062,000 | 80 |
| 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 | $1,146,835,000 | 166 |
| U.S. Government securities | $952,916,000 | 151 |
| U.S. Treasury securities | $4,928,000 | 557 |
| U.S. Government agency obligations | $947,988,000 | 148 |
| Securities issued by states & political subdivisions | $175,727,000 | 83 |
| Other domestic debt securities | $18,100,000 | 544 |
| Privately issued residential mortgage-backed securities | $16,892,000 | 308 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,208,000 | 1,532 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $92,000 | 1,785 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $897,826,000 | 104 |
| Mortgage-backed securities | $884,729,000 | 135 |
| Certificates of participation in pools of residential mortgages | $415,337,000 | 145 |
| Issued or guaranteed by U.S. | $415,337,000 | 139 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $469,392,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $452,500,000 | 77 |
| Privately issued | $16,892,000 | 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $1,146,835,000 | 143 |
| Total debt securities | $1,146,743,000 | 164 |
| Structured notes | ||
| Amortized cost | $14,690,000 | 293 |
| Fair value | $14,516,000 | 293 |
| 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 | $1,144,838,000 | 172 |
| U.S. Government securities | $946,357,000 | 157 |
| U.S. Treasury securities | $4,960,000 | 570 |
| U.S. Government agency obligations | $941,397,000 | 151 |
| Securities issued by states & political subdivisions | $179,911,000 | 80 |
| Other domestic debt securities | $18,494,000 | 551 |
| Privately issued residential mortgage-backed securities | $17,274,000 | 306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,220,000 | 1,596 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $76,000 | 1,838 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $912,294,000 | 105 |
| Mortgage-backed securities | $877,923,000 | 139 |
| Certificates of participation in pools of residential mortgages | $410,249,000 | 149 |
| Issued or guaranteed by U.S. | $410,249,000 | 143 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $467,674,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $450,400,000 | 78 |
| Privately issued | $17,274,000 | 286 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $1,144,838,000 | 150 |
| Total debt securities | $1,144,762,000 | 169 |
| Structured notes | ||
| Amortized cost | $15,780,000 | 261 |
| Fair value | $15,548,000 | 266 |
| 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 | $1,168,768,000 | 171 |
| U.S. Government securities | $964,179,000 | 157 |
| U.S. Treasury securities | $4,919,000 | 639 |
| U.S. Government agency obligations | $959,260,000 | 151 |
| Securities issued by states & political subdivisions | $185,252,000 | 78 |
| Other domestic debt securities | $19,273,000 | 545 |
| Privately issued residential mortgage-backed securities | $18,040,000 | 299 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,233,000 | 1,668 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $64,000 | 1,892 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $859,078,000 | 109 |
| Mortgage-backed securities | $886,423,000 | 138 |
| Certificates of participation in pools of residential mortgages | $409,259,000 | 158 |
| Issued or guaranteed by U.S. | $409,259,000 | 153 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $477,164,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $459,124,000 | 78 |
| Privately issued | $18,040,000 | 278 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $1,168,768,000 | 149 |
| Total debt securities | $1,168,704,000 | 169 |
| Structured notes | ||
| Amortized cost | $16,795,000 | 238 |
| Fair value | $16,411,000 | 240 |
| 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 | $1,190,996,000 | 169 |
| U.S. Government securities | $985,966,000 | 152 |
| U.S. Treasury securities | $4,996,000 | 626 |
| U.S. Government agency obligations | $980,970,000 | 149 |
| Securities issued by states & political subdivisions | $175,988,000 | 81 |
| Other domestic debt securities | $19,845,000 | 552 |
| Privately issued residential mortgage-backed securities | $18,593,000 | 293 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,252,000 | 1,736 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $9,197,000 | 355 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $905,409,000 | 109 |
| Mortgage-backed securities | $907,321,000 | 140 |
| Certificates of participation in pools of residential mortgages | $419,702,000 | 159 |
| Issued or guaranteed by U.S. | $419,702,000 | 155 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $487,619,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $469,026,000 | 76 |
| Privately issued | $18,593,000 | 270 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $1,190,996,000 | 149 |
| Total debt securities | $1,181,799,000 | 168 |
| Structured notes | ||
| Amortized cost | $9,997,000 | 421 |
| Fair value | $9,944,000 | 419 |
| 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 | $1,169,254,000 | 170 |
| U.S. Government securities | $958,232,000 | 158 |
| U.S. Treasury securities | $5,000,000 | 615 |
| U.S. Government agency obligations | $953,232,000 | 154 |
| Securities issued by states & political subdivisions | $169,371,000 | 84 |
| Other domestic debt securities | $32,595,000 | 392 |
| Privately issued residential mortgage-backed securities | $31,321,000 | 204 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,274,000 | 1,774 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $9,056,000 | 382 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $920,632,000 | 110 |
| Mortgage-backed securities | $886,538,000 | 139 |
| Certificates of participation in pools of residential mortgages | $417,084,000 | 152 |
| Issued or guaranteed by U.S. | $417,084,000 | 149 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $469,454,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $438,133,000 | 76 |
| Privately issued | $31,321,000 | 189 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $1,169,254,000 | 152 |
| Total debt securities | $1,160,198,000 | 171 |
| 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 | $1,188,319,000 | 171 |
| U.S. Government securities | $986,525,000 | 158 |
| U.S. Treasury securities | $5,001,000 | 644 |
| U.S. Government agency obligations | $981,524,000 | 154 |
| Securities issued by states & political subdivisions | $160,704,000 | 86 |
| Other domestic debt securities | $32,173,000 | 401 |
| Privately issued residential mortgage-backed securities | $30,885,000 | 208 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,288,000 | 1,863 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $8,917,000 | 402 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $944,369,000 | 107 |
| Mortgage-backed securities | $915,356,000 | 137 |
| Certificates of participation in pools of residential mortgages | $438,217,000 | 152 |
| Issued or guaranteed by U.S. | $438,217,000 | 150 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $477,139,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $446,254,000 | 75 |
| Privately issued | $30,885,000 | 193 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $1,188,319,000 | 153 |
| Total debt securities | $1,179,402,000 | 168 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| 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 | $1,111,727,000 | 179 |
| U.S. Government securities | $916,116,000 | 165 |
| U.S. Treasury securities | $5,027,000 | 631 |
| U.S. Government agency obligations | $911,089,000 | 160 |
| Securities issued by states & political subdivisions | $151,574,000 | 91 |
| Other domestic debt securities | $34,332,000 | 404 |
| Privately issued residential mortgage-backed securities | $30,002,000 | 210 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,330,000 | 1,040 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $9,705,000 | 424 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $825,009,000 | 114 |
| Mortgage-backed securities | $856,751,000 | 148 |
| Certificates of participation in pools of residential mortgages | $372,354,000 | 174 |
| Issued or guaranteed by U.S. | $372,354,000 | 166 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $484,397,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $454,395,000 | 83 |
| Privately issued | $30,002,000 | 195 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $1,111,727,000 | 158 |
| Total debt securities | $1,102,022,000 | 177 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| 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 | $1,122,825,000 | 173 |
| U.S. Government securities | $924,356,000 | 161 |
| U.S. Treasury securities | $5,026,000 | 668 |
| U.S. Government agency obligations | $919,330,000 | 157 |
| Securities issued by states & political subdivisions | $153,435,000 | 87 |
| Other domestic debt securities | $35,753,000 | 367 |
| Privately issued residential mortgage-backed securities | $31,436,000 | 166 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,317,000 | 1,121 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $9,281,000 | 411 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $846,544,000 | 110 |
| Mortgage-backed securities | $871,653,000 | 143 |
| Certificates of participation in pools of residential mortgages | $372,360,000 | 174 |
| Issued or guaranteed by U.S. | $372,360,000 | 168 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $499,293,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $467,857,000 | 86 |
| Privately issued | $31,436,000 | 140 |
| 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) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $1,122,825,000 | 157 |
| Total debt securities | $1,113,544,000 | 172 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| 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 | $1,037,680,000 | 176 |
| U.S. Government securities | $805,706,000 | 173 |
| U.S. Treasury securities | $5,030,000 | 663 |
| U.S. Government agency obligations | $800,676,000 | 166 |
| Securities issued by states & political subdivisions | $173,493,000 | 79 |
| Other domestic debt securities | $49,446,000 | 293 |
| Privately issued residential mortgage-backed securities | $39,746,000 | 137 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,700,000 | 690 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $9,035,000 | 463 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $772,057,000 | 107 |
| Mortgage-backed securities | $784,471,000 | 151 |
| Certificates of participation in pools of residential mortgages | $348,748,000 | 174 |
| Issued or guaranteed by U.S. | $348,748,000 | 167 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $435,723,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $395,977,000 | 96 |
| Privately issued | $39,746,000 | 120 |
| 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) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $1,037,680,000 | 162 |
| Total debt securities | $1,028,645,000 | 176 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| 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 | $1,055,403,000 | 167 |
| U.S. Government securities | $785,126,000 | 173 |
| U.S. Treasury securities | $5,045,000 | 664 |
| U.S. Government agency obligations | $780,081,000 | 166 |
| Securities issued by states & political subdivisions | $181,574,000 | 73 |
| Other domestic debt securities | $79,303,000 | 215 |
| Privately issued residential mortgage-backed securities | $69,503,000 | 113 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,800,000 | 697 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $9,400,000 | 455 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $767,218,000 | 103 |
| Mortgage-backed securities | $845,888,000 | 140 |
| Certificates of participation in pools of residential mortgages | $393,160,000 | 152 |
| Issued or guaranteed by U.S. | $393,160,000 | 150 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $452,728,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $383,225,000 | 106 |
| Privately issued | $69,503,000 | 101 |
| 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) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $1,055,403,000 | 153 |
| Total debt securities | $1,046,003,000 | 167 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| 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 | $1,058,342,000 | 167 |
| U.S. Government securities | $738,623,000 | 185 |
| U.S. Treasury securities | $5,012,000 | 689 |
| U.S. Government agency obligations | $733,611,000 | 176 |
| Securities issued by states & political subdivisions | $209,216,000 | 58 |
| Other domestic debt securities | $101,041,000 | 182 |
| Privately issued residential mortgage-backed securities | $91,331,000 | 99 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,710,000 | 709 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $9,462,000 | 451 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $807,120,000 | 99 |
| Mortgage-backed securities | $820,687,000 | 145 |
| Certificates of participation in pools of residential mortgages | $405,499,000 | 143 |
| Issued or guaranteed by U.S. | $405,499,000 | 141 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $415,188,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $323,857,000 | 118 |
| Privately issued | $91,331,000 | 89 |
| 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) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $1,058,342,000 | 146 |
| Total debt securities | $1,048,880,000 | 167 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| 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 | $1,103,616,000 | 165 |
| U.S. Government securities | $761,220,000 | 171 |
| U.S. Treasury securities | $5,017,000 | 726 |
| U.S. Government agency obligations | $756,203,000 | 165 |
| Securities issued by states & political subdivisions | $226,234,000 | 55 |
| Other domestic debt securities | $106,878,000 | 173 |
| Privately issued residential mortgage-backed securities | $97,216,000 | 92 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,662,000 | 739 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $9,284,000 | 468 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $908,680,000 | 93 |
| Mortgage-backed securities | $849,565,000 | 136 |
| Certificates of participation in pools of residential mortgages | $438,545,000 | 138 |
| Issued or guaranteed by U.S. | $438,545,000 | 135 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $411,020,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $313,804,000 | 115 |
| Privately issued | $97,216,000 | 85 |
| 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) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $1,103,616,000 | 149 |
| Total debt securities | $1,094,332,000 | 162 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| 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 | $1,050,717,000 | 164 |
| U.S. Government securities | $744,904,000 | 159 |
| U.S. Treasury securities | $18,289,000 | 282 |
| U.S. Government agency obligations | $726,615,000 | 156 |
| Securities issued by states & political subdivisions | $261,438,000 | 40 |
| Other domestic debt securities | $44,375,000 | 344 |
| Privately issued residential mortgage-backed securities | $42,068,000 | 152 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,307,000 | 1,776 |
| 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 | $845,969,000 | 89 |
| Mortgage-backed securities | $751,356,000 | 141 |
| Certificates of participation in pools of residential mortgages | $501,626,000 | 112 |
| Issued or guaranteed by U.S. | $501,626,000 | 110 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $249,730,000 | 151 |
| CMOs issued by government agencies or sponsored agencies | $207,662,000 | 143 |
| Privately issued | $42,068,000 | 133 |
| 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) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $1,050,717,000 | 144 |
| Total debt securities | $1,050,717,000 | 163 |
| 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 | $1,223,254,000 | 144 |
| U.S. Government securities | $812,532,000 | 148 |
| U.S. Treasury securities | $35,508,000 | 211 |
| U.S. Government agency obligations | $777,024,000 | 146 |
| Securities issued by states & political subdivisions | $302,902,000 | 33 |
| Other domestic debt securities | $75,180,000 | 210 |
| Privately issued residential mortgage-backed securities | $65,294,000 | 100 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,886,000 | 662 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $32,640,000 | 188 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $911,025,000 | 87 |
| Mortgage-backed securities | $791,179,000 | 120 |
| Certificates of participation in pools of residential mortgages | $504,208,000 | 104 |
| Issued or guaranteed by U.S. | $504,208,000 | 101 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $286,971,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $221,677,000 | 120 |
| Privately issued | $65,294,000 | 86 |
| 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) | $9,859,000 | 1,914 |
| Available-for-sale securities (fair market value) | $1,213,395,000 | 118 |
| Total debt securities | $1,190,614,000 | 141 |
| 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 | $1,235,474,000 | 155 |
| U.S. Government securities | $808,793,000 | 158 |
| U.S. Treasury securities | $61,011,000 | 173 |
| U.S. Government agency obligations | $747,782,000 | 160 |
| Securities issued by states & political subdivisions | $302,402,000 | 31 |
| Other domestic debt securities | $87,614,000 | 208 |
| Privately issued residential mortgage-backed securities | $76,751,000 | 109 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,863,000 | 633 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $36,665,000 | 169 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $906,374,000 | 92 |
| Mortgage-backed securities | $793,062,000 | 131 |
| Certificates of participation in pools of residential mortgages | $481,082,000 | 119 |
| Issued or guaranteed by U.S. | $481,082,000 | 114 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $311,980,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $235,229,000 | 132 |
| Privately issued | $76,751,000 | 96 |
| 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) | $12,924,000 | 1,786 |
| Available-for-sale securities (fair market value) | $1,222,550,000 | 128 |
| Total debt securities | $1,198,809,000 | 153 |
| 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 | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $548,380,000 | 264 |
| U.S. Government securities | $328,249,000 | 335 |
| U.S. Treasury securities | $15,153,000 | 880 |
| U.S. Government agency obligations | $313,096,000 | 314 |
| Securities issued by states & political subdivisions | $178,960,000 | 52 |
| Other domestic debt securities | $25,131,000 | 430 |
| Privately issued residential mortgage-backed securities | $20,301,000 | 201 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,830,000 | 916 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $16,040,000 | 344 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $394,433,000 | 139 |
| Mortgage-backed securities | $298,921,000 | 266 |
| Certificates of participation in pools of residential mortgages | $143,178,000 | 294 |
| Issued or guaranteed by U.S. | $143,178,000 | 285 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $155,743,000 | 200 |
| CMOs issued by government agencies or sponsored agencies | $135,442,000 | 191 |
| Privately issued | $20,301,000 | 160 |
| 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) | $2,527,000 | 4,437 |
| Available-for-sale securities (fair market value) | $545,853,000 | 220 |
| Total debt securities | $532,340,000 | 263 |
| Structured notes | ||
| Amortized cost | $34,273,000 | 18 |
| Fair value | $34,476,000 | 18 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $588,952,000 | 244 |
| U.S. Government securities | $370,149,000 | 318 |
| U.S. Treasury securities | $24,411,000 | 775 |
| U.S. Government agency obligations | $345,738,000 | 287 |
| Securities issued by states & political subdivisions | $181,688,000 | 45 |
| Other domestic debt securities | $17,687,000 | 400 |
| Privately issued residential mortgage-backed securities | $15,697,000 | 194 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,990,000 | 1,097 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $19,428,000 | 238 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $427,525,000 | 132 |
| Mortgage-backed securities | $223,552,000 | 330 |
| Certificates of participation in pools of residential mortgages | $118,041,000 | 351 |
| Issued or guaranteed by U.S. | $118,041,000 | 340 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $105,511,000 | 234 |
| CMOs issued by government agencies or sponsored agencies | $89,814,000 | 239 |
| Privately issued | $15,697,000 | 131 |
| 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) | $1,433,000 | 5,990 |
| Available-for-sale securities (fair market value) | $587,519,000 | 195 |
| Total debt securities | $569,524,000 | 245 |
| Structured notes | ||
| Amortized cost | $127,372,000 | 7 |
| Fair value | $126,899,000 | 8 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $554,382,000 | 279 |
| U.S. Government securities | $346,604,000 | 346 |
| U.S. Treasury securities | $36,932,000 | 630 |
| U.S. Government agency obligations | $309,672,000 | 319 |
| Securities issued by states & political subdivisions | $171,813,000 | 49 |
| Other domestic debt securities | $15,000,000 | 439 |
| Privately issued residential mortgage-backed securities | $13,023,000 | 229 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,977,000 | 1,138 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $20,965,000 | 217 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $397,933,000 | 145 |
| Mortgage-backed securities | $211,230,000 | 367 |
| Certificates of participation in pools of residential mortgages | $158,389,000 | 302 |
| Issued or guaranteed by U.S. | $158,389,000 | 293 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $52,841,000 | 390 |
| CMOs issued by government agencies or sponsored agencies | $39,818,000 | 433 |
| Privately issued | $13,023,000 | 157 |
| 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) | $2,453,000 | 5,993 |
| Available-for-sale securities (fair market value) | $551,929,000 | 208 |
| Total debt securities | $533,417,000 | 286 |
| Structured notes | ||
| Amortized cost | $94,511,000 | 20 |
| Fair value | $91,171,000 | 20 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $276,555,000 | 518 |
| U.S. Government securities | $135,429,000 | 786 |
| U.S. Treasury securities | $49,769,000 | 564 |
| U.S. Government agency obligations | $85,660,000 | 896 |
| Securities issued by states & political subdivisions | $121,766,000 | 74 |
| Other domestic debt securities | $4,880,000 | 1,078 |
| Privately issued residential mortgage-backed securities | $2,025,000 | 616 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,855,000 | 1,127 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $14,480,000 | 286 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $162,239,000 | 304 |
| Mortgage-backed securities | $61,553,000 | 828 |
| Certificates of participation in pools of residential mortgages | $41,686,000 | 790 |
| Issued or guaranteed by U.S. | $41,686,000 | 770 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $19,867,000 | 829 |
| CMOs issued by government agencies or sponsored agencies | $17,842,000 | 847 |
| Privately issued | $2,025,000 | 440 |
| 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) | $8,280,000 | 3,832 |
| Available-for-sale securities (fair market value) | $268,275,000 | 386 |
| Total debt securities | $262,075,000 | 532 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 887 |
| Fair value | $4,006,000 | 881 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $336,614,000 | 456 |
| U.S. Government securities | $195,085,000 | 603 |
| U.S. Treasury securities | $51,638,000 | 674 |
| U.S. Government agency obligations | $143,447,000 | 560 |
| Securities issued by states & political subdivisions | $116,831,000 | 80 |
| Other domestic debt securities | $11,337,000 | 688 |
| 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 | $11,337,000 | 484 |
| Foreign debt securities | $5,000 | 567 |
| Equity securities | $13,356,000 | 281 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $206,495,000 | 258 |
| Mortgage-backed securities | $135,446,000 | 516 |
| Certificates of participation in pools of residential mortgages | $135,446,000 | 333 |
| Issued or guaranteed by U.S. | $135,446,000 | 326 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| 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) | $218,132,000 | 411 |
| Available-for-sale securities (fair market value) | $118,482,000 | 492 |
| Total debt securities | $323,258,000 | 463 |
| 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 | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $263,255,000 | 581 |
| U.S. Government securities | $101,710,000 | 1,093 |
| U.S. Treasury securities | $61,654,000 | 611 |
| U.S. Government agency obligations | $40,056,000 | 1,747 |
| Securities issued by states & political subdivisions | $114,063,000 | 81 |
| Other domestic debt securities | $36,675,000 | 367 |
| 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 | $36,675,000 | 222 |
| Foreign debt securities | $10,000 | 568 |
| Equity securities | $10,797,000 | 368 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $129,635,000 | 335 |
| Mortgage-backed securities | $28,503,000 | 1,729 |
| Certificates of participation in pools of residential mortgages | $14,130,000 | 1,940 |
| Issued or guaranteed by U.S. | $14,130,000 | 1,904 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $14,373,000 | 1,301 |
| CMOs issued by government agencies or sponsored agencies | $14,373,000 | 1,226 |
| 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 | $252,458,000 | 582 |
| 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 | $241,799,000 | 606 |
| U.S. Government securities | $122,026,000 | 892 |
| U.S. Treasury securities | $41,827,000 | 899 |
| U.S. Government agency obligations | $80,199,000 | 912 |
| Securities issued by states & political subdivisions | $61,520,000 | 154 |
| Other domestic debt securities | $57,541,000 | 285 |
| Privately issued residential mortgage-backed securities | $6,388,000 | 582 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $51,153,000 | 181 |
| Foreign debt securities | $10,000 | 610 |
| Equity securities | $702,000 | 2,241 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $163,834,000 | 255 |
| Mortgage-backed securities | $77,316,000 | 805 |
| Certificates of participation in pools of residential mortgages | $19,799,000 | 1,526 |
| Issued or guaranteed by U.S. | $19,799,000 | 1,490 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $57,517,000 | 451 |
| CMOs issued by government agencies or sponsored agencies | $51,129,000 | 444 |
| Privately issued | $6,388,000 | 386 |
| 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 | $240,941,000 | 597 |
| 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 |