Home > American State Bank > Securities
American State Bank, Securities
| 2012-06-30 | Rank | |
| Total securities | $1,487,440,000 | 129 |
| U.S. Government securities | $1,155,981,000 | 121 |
| U.S. Treasury securities | $524,959,000 | 22 |
| U.S. Government agency obligations | $631,022,000 | 177 |
| Securities issued by states & political subdivisions | $331,459,000 | 54 |
| Other domestic debt securities | $0 | 2,873 |
| 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 | $0 | 2,174 |
| 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 | $909,121,000 | 95 |
| Mortgage-backed securities | $626,798,000 | 158 |
| Certificates of participation in pools of residential mortgages | $626,798,000 | 99 |
| Issued or guaranteed by U.S. | $626,798,000 | 98 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| 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) | $864,059,000 | 41 |
| Available-for-sale securities (fair market value) | $623,381,000 | 222 |
| Total debt securities | $1,487,440,000 | 129 |
| Structured notes | ||
| Amortized cost | $1,161,000 | 1,902 |
| Fair value | $1,183,000 | 1,900 |
| 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 | $1,588,211,000 | 127 |
| U.S. Government securities | $1,268,338,000 | 119 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $1,268,338,000 | 111 |
| Securities issued by states & political subdivisions | $319,873,000 | 54 |
| Other domestic debt securities | $0 | 2,874 |
| 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 | $0 | 2,176 |
| 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 | $954,912,000 | 93 |
| Mortgage-backed securities | $641,462,000 | 159 |
| Certificates of participation in pools of residential mortgages | $641,430,000 | 100 |
| Issued or guaranteed by U.S. | $641,430,000 | 99 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $32,000 | 3,800 |
| CMOs issued by government agencies or sponsored agencies | $32,000 | 3,623 |
| 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) | $1,222,788,000 | 31 |
| Available-for-sale securities (fair market value) | $365,423,000 | 373 |
| Total debt securities | $1,588,211,000 | 127 |
| Structured notes | ||
| Amortized cost | $1,277,000 | 2,060 |
| Fair value | $1,312,000 | 2,048 |
| 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 | $1,587,810,000 | 117 |
| U.S. Government securities | $1,264,759,000 | 119 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $1,264,759,000 | 112 |
| Securities issued by states & political subdivisions | $323,051,000 | 54 |
| Other domestic debt securities | $0 | 2,876 |
| 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 | $0 | 2,125 |
| 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 | $961,707,000 | 85 |
| Mortgage-backed securities | $650,028,000 | 155 |
| Certificates of participation in pools of residential mortgages | $649,872,000 | 96 |
| Issued or guaranteed by U.S. | $649,872,000 | 96 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $156,000 | 3,610 |
| CMOs issued by government agencies or sponsored agencies | $156,000 | 3,342 |
| 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) | $1,259,590,000 | 30 |
| Available-for-sale securities (fair market value) | $328,220,000 | 407 |
| Total debt securities | $1,587,810,000 | 118 |
| Structured notes | ||
| Amortized cost | $6,361,000 | 829 |
| Fair value | $6,409,000 | 827 |
| 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 | $1,359,122,000 | 138 |
| U.S. Government securities | $1,046,737,000 | 127 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,046,737,000 | 124 |
| Securities issued by states & political subdivisions | $312,385,000 | 53 |
| Other domestic debt securities | $0 | 2,858 |
| 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 | $0 | 2,094 |
| 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 | $918,524,000 | 90 |
| Mortgage-backed securities | $461,134,000 | 192 |
| Certificates of participation in pools of residential mortgages | $460,863,000 | 119 |
| Issued or guaranteed by U.S. | $460,863,000 | 118 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $271,000 | 3,514 |
| CMOs issued by government agencies or sponsored agencies | $271,000 | 3,242 |
| 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) | $1,080,782,000 | 33 |
| Available-for-sale securities (fair market value) | $278,340,000 | 484 |
| Total debt securities | $1,359,122,000 | 136 |
| Structured notes | ||
| Amortized cost | $6,491,000 | 851 |
| Fair value | $6,554,000 | 844 |
| 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 | $1,359,857,000 | 133 |
| U.S. Government securities | $1,059,329,000 | 128 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $1,059,329,000 | 123 |
| Securities issued by states & political subdivisions | $300,528,000 | 58 |
| Other domestic debt securities | $0 | 2,821 |
| 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 | $0 | 2,028 |
| 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 | $850,934,000 | 99 |
| Mortgage-backed securities | $486,244,000 | 190 |
| Certificates of participation in pools of residential mortgages | $485,857,000 | 116 |
| Issued or guaranteed by U.S. | $485,857,000 | 114 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $387,000 | 3,422 |
| CMOs issued by government agencies or sponsored agencies | $387,000 | 3,141 |
| 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) | $1,090,038,000 | 32 |
| Available-for-sale securities (fair market value) | $269,819,000 | 494 |
| Total debt securities | $1,359,857,000 | 133 |
| Structured notes | ||
| Amortized cost | $1,576,000 | 2,163 |
| Fair value | $1,656,000 | 2,150 |
| 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 | $1,305,291,000 | 135 |
| U.S. Government securities | $1,017,135,000 | 128 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $1,017,135,000 | 124 |
| Securities issued by states & political subdivisions | $288,156,000 | 58 |
| Other domestic debt securities | $0 | 2,880 |
| 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 | $0 | 2,072 |
| 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 | $820,828,000 | 101 |
| Mortgage-backed securities | $460,505,000 | 197 |
| Certificates of participation in pools of residential mortgages | $459,987,000 | 116 |
| Issued or guaranteed by U.S. | $459,987,000 | 114 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $518,000 | 3,277 |
| CMOs issued by government agencies or sponsored agencies | $518,000 | 2,998 |
| 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) | $1,043,271,000 | 33 |
| Available-for-sale securities (fair market value) | $262,020,000 | 505 |
| Total debt securities | $1,305,291,000 | 135 |
| Structured notes | ||
| Amortized cost | $1,683,000 | 2,190 |
| Fair value | $1,776,000 | 2,159 |
| 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 | $1,225,095,000 | 135 |
| U.S. Government securities | $939,728,000 | 135 |
| U.S. Treasury securities | $23,652,000 | 198 |
| U.S. Government agency obligations | $916,076,000 | 130 |
| Securities issued by states & political subdivisions | $285,367,000 | 60 |
| Other domestic debt securities | $0 | 3,063 |
| 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 | $0 | 2,087 |
| 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 | $774,808,000 | 104 |
| Mortgage-backed securities | $369,147,000 | 226 |
| Certificates of participation in pools of residential mortgages | $368,458,000 | 132 |
| Issued or guaranteed by U.S. | $368,458,000 | 130 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $689,000 | 3,176 |
| CMOs issued by government agencies or sponsored agencies | $689,000 | 2,891 |
| 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) | $939,347,000 | 33 |
| Available-for-sale securities (fair market value) | $285,748,000 | 448 |
| Total debt securities | $1,225,095,000 | 135 |
| Structured notes | ||
| Amortized cost | $1,866,000 | 2,004 |
| Fair value | $1,977,000 | 1,939 |
| 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 | $1,170,373,000 | 135 |
| U.S. Government securities | $902,206,000 | 137 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $902,206,000 | 130 |
| Securities issued by states & political subdivisions | $268,167,000 | 61 |
| Other domestic debt securities | $0 | 3,145 |
| 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 | $0 | 2,145 |
| 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 | $756,232,000 | 103 |
| Mortgage-backed securities | $345,501,000 | 223 |
| Certificates of participation in pools of residential mortgages | $344,627,000 | 126 |
| Issued or guaranteed by U.S. | $344,627,000 | 124 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $874,000 | 3,055 |
| CMOs issued by government agencies or sponsored agencies | $874,000 | 2,767 |
| 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) | $951,704,000 | 28 |
| Available-for-sale securities (fair market value) | $218,669,000 | 548 |
| Total debt securities | $1,170,373,000 | 133 |
| Structured notes | ||
| Amortized cost | $2,076,000 | 1,832 |
| Fair value | $2,217,000 | 1,802 |
| 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 | $1,171,139,000 | 134 |
| U.S. Government securities | $905,241,000 | 131 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $905,241,000 | 125 |
| Securities issued by states & political subdivisions | $265,898,000 | 55 |
| Other domestic debt securities | $0 | 3,148 |
| 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 | $0 | 2,114 |
| 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 | $738,903,000 | 110 |
| Mortgage-backed securities | $350,266,000 | 218 |
| Certificates of participation in pools of residential mortgages | $349,226,000 | 132 |
| Issued or guaranteed by U.S. | $349,226,000 | 131 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,040,000 | 2,881 |
| CMOs issued by government agencies or sponsored agencies | $1,040,000 | 2,575 |
| 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) | $955,027,000 | 27 |
| Available-for-sale securities (fair market value) | $216,112,000 | 539 |
| Total debt securities | $1,171,139,000 | 132 |
| Structured notes | ||
| Amortized cost | $2,235,000 | 1,901 |
| Fair value | $2,391,000 | 1,857 |
| 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 | $1,151,993,000 | 135 |
| U.S. Government securities | $929,911,000 | 125 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $929,911,000 | 119 |
| Securities issued by states & political subdivisions | $222,082,000 | 71 |
| Other domestic debt securities | $0 | 3,203 |
| 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 | $0 | 2,133 |
| 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 | $736,322,000 | 103 |
| Mortgage-backed securities | $371,493,000 | 210 |
| Certificates of participation in pools of residential mortgages | $370,265,000 | 128 |
| Issued or guaranteed by U.S. | $370,265,000 | 126 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,228,000 | 2,773 |
| CMOs issued by government agencies or sponsored agencies | $1,228,000 | 2,448 |
| 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) | $950,473,000 | 28 |
| Available-for-sale securities (fair market value) | $201,520,000 | 568 |
| Total debt securities | $1,151,993,000 | 136 |
| Structured notes | ||
| Amortized cost | $4,389,000 | 1,109 |
| Fair value | $4,544,000 | 1,073 |
| 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 | $1,149,541,000 | 142 |
| U.S. Government securities | $931,308,000 | 119 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $931,308,000 | 113 |
| Securities issued by states & political subdivisions | $218,233,000 | 68 |
| Other domestic debt securities | $0 | 3,260 |
| 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 | $0 | 2,182 |
| 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 | $693,522,000 | 108 |
| Mortgage-backed securities | $388,498,000 | 206 |
| Certificates of participation in pools of residential mortgages | $386,911,000 | 129 |
| Issued or guaranteed by U.S. | $386,911,000 | 128 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,587,000 | 2,627 |
| CMOs issued by government agencies or sponsored agencies | $1,587,000 | 2,300 |
| 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) | $940,306,000 | 28 |
| Available-for-sale securities (fair market value) | $209,235,000 | 536 |
| Total debt securities | $1,149,541,000 | 138 |
| Structured notes | ||
| Amortized cost | $4,691,000 | 855 |
| Fair value | $4,854,000 | 838 |
| 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 | $1,058,909,000 | 150 |
| U.S. Government securities | $845,080,000 | 132 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $845,080,000 | 128 |
| Securities issued by states & political subdivisions | $213,829,000 | 70 |
| Other domestic debt securities | $0 | 3,355 |
| 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 | $0 | 2,284 |
| 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 | $655,486,000 | 116 |
| Mortgage-backed securities | $384,048,000 | 210 |
| Certificates of participation in pools of residential mortgages | $382,317,000 | 133 |
| Issued or guaranteed by U.S. | $382,317,000 | 131 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,731,000 | 2,567 |
| CMOs issued by government agencies or sponsored agencies | $1,731,000 | 2,219 |
| 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) | $886,030,000 | 33 |
| Available-for-sale securities (fair market value) | $172,879,000 | 637 |
| Total debt securities | $1,058,909,000 | 149 |
| Structured notes | ||
| Amortized cost | $4,948,000 | 595 |
| Fair value | $5,126,000 | 536 |
| 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 | $1,058,336,000 | 150 |
| U.S. Government securities | $855,605,000 | 132 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $855,605,000 | 128 |
| Securities issued by states & political subdivisions | $202,731,000 | 70 |
| Other domestic debt securities | $0 | 3,425 |
| 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 | $0 | 2,390 |
| 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 | $623,997,000 | 122 |
| Mortgage-backed securities | $409,573,000 | 205 |
| Certificates of participation in pools of residential mortgages | $407,612,000 | 133 |
| Issued or guaranteed by U.S. | $407,612,000 | 130 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,961,000 | 2,508 |
| CMOs issued by government agencies or sponsored agencies | $1,961,000 | 2,148 |
| 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) | $883,360,000 | 27 |
| Available-for-sale securities (fair market value) | $174,976,000 | 622 |
| Total debt securities | $1,058,336,000 | 147 |
| Structured notes | ||
| Amortized cost | $5,374,000 | 315 |
| Fair value | $5,502,000 | 300 |
| 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 | $1,016,575,000 | 155 |
| U.S. Government securities | $827,921,000 | 132 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $827,921,000 | 126 |
| Securities issued by states & political subdivisions | $188,654,000 | 77 |
| Other domestic debt securities | $0 | 3,349 |
| 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 | $0 | 2,517 |
| 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 | $599,752,000 | 125 |
| Mortgage-backed securities | $421,516,000 | 209 |
| Certificates of participation in pools of residential mortgages | $419,282,000 | 132 |
| Issued or guaranteed by U.S. | $419,282,000 | 128 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,234,000 | 2,443 |
| CMOs issued by government agencies or sponsored agencies | $2,234,000 | 2,071 |
| 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) | $875,410,000 | 27 |
| Available-for-sale securities (fair market value) | $141,165,000 | 757 |
| Total debt securities | $1,016,575,000 | 155 |
| Structured notes | ||
| Amortized cost | $5,915,000 | 207 |
| Fair value | $6,052,000 | 189 |
| 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 | $1,000,924,000 | 153 |
| U.S. Government securities | $813,817,000 | 136 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $813,817,000 | 132 |
| Securities issued by states & political subdivisions | $187,107,000 | 78 |
| Other domestic debt securities | $0 | 3,273 |
| 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 | $0 | 2,447 |
| 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 | $531,752,000 | 143 |
| Mortgage-backed securities | $376,482,000 | 222 |
| Certificates of participation in pools of residential mortgages | $374,064,000 | 147 |
| Issued or guaranteed by U.S. | $374,064,000 | 144 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,418,000 | 2,295 |
| CMOs issued by government agencies or sponsored agencies | $2,418,000 | 1,978 |
| 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) | $872,974,000 | 30 |
| Available-for-sale securities (fair market value) | $127,950,000 | 821 |
| Total debt securities | $1,000,924,000 | 151 |
| Structured notes | ||
| Amortized cost | $6,224,000 | 211 |
| Fair value | $6,378,000 | 207 |
| 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 | $963,838,000 | 151 |
| U.S. Government securities | $796,540,000 | 127 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $796,540,000 | 125 |
| Securities issued by states & political subdivisions | $167,298,000 | 82 |
| Other domestic debt securities | $0 | 3,233 |
| 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 | $0 | 2,412 |
| 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 | $524,901,000 | 138 |
| Mortgage-backed securities | $334,389,000 | 241 |
| Certificates of participation in pools of residential mortgages | $331,870,000 | 149 |
| Issued or guaranteed by U.S. | $331,870,000 | 144 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,519,000 | 2,201 |
| CMOs issued by government agencies or sponsored agencies | $2,519,000 | 1,858 |
| 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) | $881,549,000 | 27 |
| Available-for-sale securities (fair market value) | $82,289,000 | 1,245 |
| Total debt securities | $963,838,000 | 149 |
| Structured notes | ||
| Amortized cost | $6,382,000 | 201 |
| Fair value | $6,542,000 | 190 |
| 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 | $952,081,000 | 158 |
| U.S. Government securities | $781,239,000 | 139 |
| U.S. Treasury securities | $5,008,000 | 285 |
| U.S. Government agency obligations | $776,231,000 | 138 |
| Securities issued by states & political subdivisions | $170,842,000 | 83 |
| Other domestic debt securities | $0 | 3,200 |
| 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 | $0 | 2,402 |
| 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 | $470,045,000 | 143 |
| Mortgage-backed securities | $334,314,000 | 244 |
| Certificates of participation in pools of residential mortgages | $331,680,000 | 153 |
| Issued or guaranteed by U.S. | $331,680,000 | 146 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,634,000 | 2,172 |
| CMOs issued by government agencies or sponsored agencies | $2,634,000 | 1,838 |
| 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) | $894,328,000 | 30 |
| Available-for-sale securities (fair market value) | $57,753,000 | 1,798 |
| Total debt securities | $952,081,000 | 154 |
| Structured notes | ||
| Amortized cost | $6,583,000 | 212 |
| Fair value | $6,567,000 | 210 |
| 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 | $968,008,000 | 162 |
| U.S. Government securities | $795,655,000 | 139 |
| U.S. Treasury securities | $5,045,000 | 296 |
| U.S. Government agency obligations | $790,610,000 | 135 |
| Securities issued by states & political subdivisions | $172,353,000 | 85 |
| Other domestic debt securities | $0 | 3,172 |
| 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 | $0 | 2,362 |
| 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 | $494,590,000 | 141 |
| Mortgage-backed securities | $322,059,000 | 246 |
| Certificates of participation in pools of residential mortgages | $319,219,000 | 157 |
| Issued or guaranteed by U.S. | $319,219,000 | 147 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,840,000 | 2,104 |
| CMOs issued by government agencies or sponsored agencies | $2,840,000 | 1,775 |
| 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) | $908,401,000 | 27 |
| Available-for-sale securities (fair market value) | $59,607,000 | 1,737 |
| Total debt securities | $968,008,000 | 156 |
| Structured notes | ||
| Amortized cost | $6,874,000 | 207 |
| Fair value | $7,083,000 | 197 |
| 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 | $933,862,000 | 170 |
| U.S. Government securities | $789,109,000 | 141 |
| U.S. Treasury securities | $4,993,000 | 322 |
| U.S. Government agency obligations | $784,116,000 | 138 |
| Securities issued by states & political subdivisions | $144,753,000 | 100 |
| Other domestic debt securities | $0 | 3,016 |
| 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 | $0 | 2,243 |
| 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 | $491,324,000 | 139 |
| Mortgage-backed securities | $243,890,000 | 283 |
| Certificates of participation in pools of residential mortgages | $240,896,000 | 184 |
| Issued or guaranteed by U.S. | $240,896,000 | 177 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,994,000 | 1,962 |
| CMOs issued by government agencies or sponsored agencies | $2,994,000 | 1,661 |
| 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) | $885,054,000 | 33 |
| Available-for-sale securities (fair market value) | $48,808,000 | 2,045 |
| Total debt securities | $933,862,000 | 165 |
| Structured notes | ||
| Amortized cost | $7,113,000 | 349 |
| Fair value | $7,205,000 | 340 |
| 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 | $983,910,000 | 168 |
| U.S. Government securities | $838,404,000 | 139 |
| U.S. Treasury securities | $4,961,000 | 347 |
| U.S. Government agency obligations | $833,443,000 | 135 |
| Securities issued by states & political subdivisions | $145,506,000 | 103 |
| Other domestic debt securities | $0 | 2,992 |
| 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 | $0 | 2,218 |
| 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 | $496,183,000 | 141 |
| Mortgage-backed securities | $247,307,000 | 273 |
| Certificates of participation in pools of residential mortgages | $244,163,000 | 180 |
| Issued or guaranteed by U.S. | $244,163,000 | 174 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $3,144,000 | 1,877 |
| CMOs issued by government agencies or sponsored agencies | $3,144,000 | 1,589 |
| 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) | $930,327,000 | 33 |
| Available-for-sale securities (fair market value) | $53,583,000 | 1,868 |
| Total debt securities | $983,910,000 | 162 |
| Structured notes | ||
| Amortized cost | $7,293,000 | 424 |
| Fair value | $7,325,000 | 420 |
| 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 | $1,046,621,000 | 161 |
| U.S. Government securities | $891,647,000 | 139 |
| U.S. Treasury securities | $4,909,000 | 403 |
| U.S. Government agency obligations | $886,738,000 | 136 |
| Securities issued by states & political subdivisions | $154,974,000 | 94 |
| Other domestic debt securities | $0 | 2,951 |
| 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 | $0 | 2,192 |
| 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 | $557,896,000 | 136 |
| Mortgage-backed securities | $266,121,000 | 259 |
| Certificates of participation in pools of residential mortgages | $262,773,000 | 170 |
| Issued or guaranteed by U.S. | $262,773,000 | 162 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,348,000 | 1,820 |
| CMOs issued by government agencies or sponsored agencies | $3,348,000 | 1,544 |
| 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) | $988,529,000 | 32 |
| Available-for-sale securities (fair market value) | $58,092,000 | 1,698 |
| Total debt securities | $1,046,621,000 | 159 |
| Structured notes | ||
| Amortized cost | $7,530,000 | 436 |
| Fair value | $7,340,000 | 447 |
| 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 | $1,070,190,000 | 164 |
| U.S. Government securities | $912,695,000 | 139 |
| U.S. Treasury securities | $4,898,000 | 427 |
| U.S. Government agency obligations | $907,797,000 | 135 |
| Securities issued by states & political subdivisions | $157,495,000 | 92 |
| Other domestic debt securities | $0 | 2,981 |
| 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 | $0 | 2,233 |
| 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 | $545,838,000 | 134 |
| Mortgage-backed securities | $281,520,000 | 255 |
| Certificates of participation in pools of residential mortgages | $277,935,000 | 164 |
| Issued or guaranteed by U.S. | $277,935,000 | 157 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $3,585,000 | 1,754 |
| CMOs issued by government agencies or sponsored agencies | $3,585,000 | 1,485 |
| 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) | $1,010,779,000 | 32 |
| Available-for-sale securities (fair market value) | $59,411,000 | 1,677 |
| Total debt securities | $1,070,190,000 | 163 |
| Structured notes | ||
| Amortized cost | $7,830,000 | 458 |
| Fair value | $7,710,000 | 462 |
| 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 | $1,099,042,000 | 162 |
| U.S. Government securities | $933,698,000 | 145 |
| U.S. Treasury securities | $4,880,000 | 464 |
| U.S. Government agency obligations | $928,818,000 | 140 |
| Securities issued by states & political subdivisions | $165,344,000 | 87 |
| Other domestic debt securities | $0 | 3,032 |
| 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 | $0 | 2,305 |
| 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 | $538,843,000 | 138 |
| Mortgage-backed securities | $295,224,000 | 244 |
| Certificates of participation in pools of residential mortgages | $291,384,000 | 168 |
| Issued or guaranteed by U.S. | $291,384,000 | 161 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $3,840,000 | 1,713 |
| CMOs issued by government agencies or sponsored agencies | $3,840,000 | 1,465 |
| 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) | $1,039,411,000 | 30 |
| Available-for-sale securities (fair market value) | $59,631,000 | 1,709 |
| Total debt securities | $1,099,042,000 | 160 |
| Structured notes | ||
| Amortized cost | $8,092,000 | 464 |
| Fair value | $7,940,000 | 470 |
| 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 | $1,114,362,000 | 160 |
| U.S. Government securities | $947,769,000 | 141 |
| U.S. Treasury securities | $4,861,000 | 484 |
| U.S. Government agency obligations | $942,908,000 | 138 |
| Securities issued by states & political subdivisions | $166,593,000 | 87 |
| Other domestic debt securities | $0 | 3,090 |
| 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 | $0 | 2,350 |
| 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 | $544,002,000 | 142 |
| Mortgage-backed securities | $309,600,000 | 238 |
| Certificates of participation in pools of residential mortgages | $305,478,000 | 166 |
| Issued or guaranteed by U.S. | $305,478,000 | 158 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $4,122,000 | 1,624 |
| CMOs issued by government agencies or sponsored agencies | $4,122,000 | 1,393 |
| 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) | $1,054,568,000 | 32 |
| Available-for-sale securities (fair market value) | $59,794,000 | 1,708 |
| Total debt securities | $1,114,362,000 | 157 |
| Structured notes | ||
| Amortized cost | $8,375,000 | 492 |
| Fair value | $8,146,000 | 494 |
| 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 | $1,182,582,000 | 157 |
| U.S. Government securities | $1,010,450,000 | 136 |
| U.S. Treasury securities | $6,811,000 | 404 |
| U.S. Government agency obligations | $1,003,639,000 | 133 |
| Securities issued by states & political subdivisions | $172,132,000 | 86 |
| Other domestic debt securities | $0 | 3,172 |
| 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 | $0 | 2,433 |
| 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 | $555,708,000 | 140 |
| Mortgage-backed securities | $329,811,000 | 235 |
| Certificates of participation in pools of residential mortgages | $325,400,000 | 167 |
| Issued or guaranteed by U.S. | $325,400,000 | 157 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,411,000 | 1,558 |
| CMOs issued by government agencies or sponsored agencies | $4,411,000 | 1,342 |
| 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) | $1,122,205,000 | 29 |
| Available-for-sale securities (fair market value) | $60,377,000 | 1,695 |
| Total debt securities | $1,182,582,000 | 156 |
| Structured notes | ||
| Amortized cost | $12,483,000 | 331 |
| Fair value | $12,094,000 | 331 |
| 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 | $1,179,232,000 | 160 |
| U.S. Government securities | $1,016,531,000 | 134 |
| U.S. Treasury securities | $11,804,000 | 297 |
| U.S. Government agency obligations | $1,004,727,000 | 130 |
| Securities issued by states & political subdivisions | $162,701,000 | 89 |
| Other domestic debt securities | $0 | 3,249 |
| 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 | $0 | 2,544 |
| 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 | $530,113,000 | 142 |
| Mortgage-backed securities | $328,591,000 | 242 |
| Certificates of participation in pools of residential mortgages | $328,591,000 | 165 |
| Issued or guaranteed by U.S. | $328,591,000 | 158 |
| 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) | $1,102,755,000 | 33 |
| Available-for-sale securities (fair market value) | $76,477,000 | 1,388 |
| Total debt securities | $1,179,232,000 | 159 |
| Structured notes | ||
| Amortized cost | $17,657,000 | 219 |
| Fair value | $17,419,000 | 216 |
| 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 | $1,124,090,000 | 172 |
| U.S. Government securities | $973,725,000 | 153 |
| U.S. Treasury securities | $13,807,000 | 281 |
| U.S. Government agency obligations | $959,918,000 | 145 |
| Securities issued by states & political subdivisions | $150,365,000 | 95 |
| Other domestic debt securities | $0 | 3,344 |
| 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 | $0 | 2,667 |
| 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 | $486,199,000 | 158 |
| Mortgage-backed securities | $316,382,000 | 255 |
| Certificates of participation in pools of residential mortgages | $316,382,000 | 176 |
| Issued or guaranteed by U.S. | $316,382,000 | 170 |
| 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) | $1,036,178,000 | 34 |
| Available-for-sale securities (fair market value) | $87,912,000 | 1,184 |
| Total debt securities | $1,124,090,000 | 170 |
| Structured notes | ||
| Amortized cost | $8,746,000 | 516 |
| Fair value | $8,742,000 | 509 |
| 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 | $1,015,934,000 | 184 |
| U.S. Government securities | $883,388,000 | 161 |
| U.S. Treasury securities | $15,839,000 | 247 |
| U.S. Government agency obligations | $867,549,000 | 157 |
| Securities issued by states & political subdivisions | $132,546,000 | 101 |
| Other domestic debt securities | $0 | 3,411 |
| 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 | $0 | 2,738 |
| 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 | $454,572,000 | 165 |
| Mortgage-backed securities | $281,642,000 | 268 |
| Certificates of participation in pools of residential mortgages | $281,642,000 | 188 |
| Issued or guaranteed by U.S. | $281,642,000 | 182 |
| 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) | $925,086,000 | 36 |
| Available-for-sale securities (fair market value) | $90,848,000 | 1,146 |
| Total debt securities | $1,015,934,000 | 183 |
| Structured notes | ||
| Amortized cost | $3,747,000 | 1,081 |
| Fair value | $3,759,000 | 1,074 |
| 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 | $1,008,295,000 | 189 |
| U.S. Government securities | $872,832,000 | 167 |
| U.S. Treasury securities | $21,874,000 | 198 |
| U.S. Government agency obligations | $850,958,000 | 166 |
| Securities issued by states & political subdivisions | $135,463,000 | 95 |
| Other domestic debt securities | $0 | 3,466 |
| 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 | $0 | 2,815 |
| 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 | $418,228,000 | 175 |
| Mortgage-backed securities | $263,931,000 | 286 |
| Certificates of participation in pools of residential mortgages | $263,931,000 | 199 |
| Issued or guaranteed by U.S. | $263,931,000 | 194 |
| 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) | $915,041,000 | 36 |
| Available-for-sale securities (fair market value) | $93,254,000 | 1,132 |
| Total debt securities | $1,008,295,000 | 187 |
| Structured notes | ||
| Amortized cost | $3,746,000 | 1,089 |
| Fair value | $3,779,000 | 1,079 |
| 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 | $1,042,609,000 | 184 |
| U.S. Government securities | $909,355,000 | 162 |
| U.S. Treasury securities | $27,819,000 | 170 |
| U.S. Government agency obligations | $881,536,000 | 156 |
| Securities issued by states & political subdivisions | $133,254,000 | 99 |
| Other domestic debt securities | $0 | 3,519 |
| 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 | $0 | 2,887 |
| 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 | $413,497,000 | 176 |
| Mortgage-backed securities | $290,269,000 | 274 |
| Certificates of participation in pools of residential mortgages | $290,269,000 | 190 |
| Issued or guaranteed by U.S. | $290,269,000 | 184 |
| 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) | $948,356,000 | 35 |
| Available-for-sale securities (fair market value) | $94,253,000 | 1,140 |
| Total debt securities | $1,042,609,000 | 182 |
| Structured notes | ||
| Amortized cost | $3,745,000 | 1,090 |
| Fair value | $3,752,000 | 1,075 |
| 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 | $986,019,000 | 191 |
| U.S. Government securities | $851,026,000 | 171 |
| U.S. Treasury securities | $27,957,000 | 167 |
| U.S. Government agency obligations | $823,069,000 | 167 |
| Securities issued by states & political subdivisions | $134,993,000 | 95 |
| Other domestic debt securities | $0 | 3,573 |
| 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 | $0 | 2,966 |
| 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 | $400,954,000 | 175 |
| Mortgage-backed securities | $287,838,000 | 284 |
| Certificates of participation in pools of residential mortgages | $287,838,000 | 198 |
| Issued or guaranteed by U.S. | $287,838,000 | 191 |
| 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) | $880,224,000 | 35 |
| Available-for-sale securities (fair market value) | $105,795,000 | 1,032 |
| Total debt securities | $986,018,000 | 189 |
| Structured notes | ||
| Amortized cost | $3,744,000 | 1,067 |
| Fair value | $3,770,000 | 1,060 |
| 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 | $972,857,000 | 190 |
| U.S. Government securities | $839,599,000 | 170 |
| U.S. Treasury securities | $28,062,000 | 173 |
| U.S. Government agency obligations | $811,537,000 | 165 |
| Securities issued by states & political subdivisions | $133,258,000 | 99 |
| Other domestic debt securities | $0 | 3,638 |
| 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 | $0 | 3,039 |
| 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 | $405,897,000 | 182 |
| Mortgage-backed securities | $294,751,000 | 277 |
| Certificates of participation in pools of residential mortgages | $294,751,000 | 201 |
| Issued or guaranteed by U.S. | $294,751,000 | 196 |
| 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) | $864,335,000 | 36 |
| Available-for-sale securities (fair market value) | $108,522,000 | 1,004 |
| Total debt securities | $972,857,000 | 188 |
| Structured notes | ||
| Amortized cost | $3,744,000 | 1,075 |
| Fair value | $3,754,000 | 1,067 |
| 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 | $1,003,091,000 | 188 |
| U.S. Government securities | $866,743,000 | 170 |
| U.S. Treasury securities | $35,888,000 | 153 |
| U.S. Government agency obligations | $830,855,000 | 166 |
| Securities issued by states & political subdivisions | $136,348,000 | 96 |
| Other domestic debt securities | $0 | 3,741 |
| 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 | $0 | 3,142 |
| 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 | $403,683,000 | 179 |
| Mortgage-backed securities | $318,792,000 | 269 |
| Certificates of participation in pools of residential mortgages | $318,792,000 | 192 |
| Issued or guaranteed by U.S. | $318,792,000 | 188 |
| 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) | $889,744,000 | 36 |
| Available-for-sale securities (fair market value) | $113,347,000 | 973 |
| Total debt securities | $1,003,091,000 | 186 |
| Structured notes | ||
| Amortized cost | $3,743,000 | 1,063 |
| Fair value | $3,750,000 | 1,045 |
| 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 | $1,012,910,000 | 186 |
| U.S. Government securities | $885,336,000 | 169 |
| U.S. Treasury securities | $40,257,000 | 143 |
| U.S. Government agency obligations | $845,079,000 | 169 |
| Securities issued by states & political subdivisions | $127,574,000 | 104 |
| Other domestic debt securities | $0 | 3,839 |
| 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 | $0 | 3,226 |
| 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 | $415,431,000 | 172 |
| Mortgage-backed securities | $348,400,000 | 260 |
| Certificates of participation in pools of residential mortgages | $348,400,000 | 179 |
| Issued or guaranteed by U.S. | $348,400,000 | 173 |
| 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) | $891,279,000 | 38 |
| Available-for-sale securities (fair market value) | $121,631,000 | 909 |
| Total debt securities | $1,012,910,000 | 186 |
| Structured notes | ||
| Amortized cost | $3,742,000 | 921 |
| Fair value | $3,752,000 | 918 |
| 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 | $995,327,000 | 185 |
| U.S. Government securities | $860,867,000 | 172 |
| U.S. Treasury securities | $44,108,000 | 138 |
| U.S. Government agency obligations | $816,759,000 | 170 |
| Securities issued by states & political subdivisions | $134,460,000 | 97 |
| Other domestic debt securities | $0 | 3,890 |
| 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 | $0 | 3,361 |
| 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 | $405,239,000 | 174 |
| Mortgage-backed securities | $322,275,000 | 283 |
| Certificates of participation in pools of residential mortgages | $322,275,000 | 197 |
| Issued or guaranteed by U.S. | $322,275,000 | 189 |
| 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) | $872,863,000 | 35 |
| Available-for-sale securities (fair market value) | $122,464,000 | 933 |
| Total debt securities | $995,327,000 | 183 |
| Structured notes | ||
| Amortized cost | $10,722,000 | 280 |
| Fair value | $10,815,000 | 279 |
| 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 | $967,513,000 | 184 |
| U.S. Government securities | $835,171,000 | 167 |
| U.S. Treasury securities | $44,114,000 | 129 |
| U.S. Government agency obligations | $791,057,000 | 168 |
| Securities issued by states & political subdivisions | $132,342,000 | 103 |
| 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 | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $372,497,000 | 174 |
| Mortgage-backed securities | $341,111,000 | 266 |
| Certificates of participation in pools of residential mortgages | $341,111,000 | 179 |
| Issued or guaranteed by U.S. | $341,111,000 | 171 |
| 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) | $852,254,000 | 36 |
| Available-for-sale securities (fair market value) | $115,259,000 | 990 |
| Total debt securities | $967,513,000 | 182 |
| Structured notes | ||
| Amortized cost | $10,722,000 | 223 |
| Fair value | $10,893,000 | 218 |
| 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 | $863,095,000 | 201 |
| U.S. Government securities | $729,338,000 | 185 |
| U.S. Treasury securities | $46,048,000 | 122 |
| U.S. Government agency obligations | $683,290,000 | 191 |
| Securities issued by states & political subdivisions | $133,757,000 | 99 |
| 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 | $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 | $381,386,000 | 168 |
| Mortgage-backed securities | $261,002,000 | 330 |
| Certificates of participation in pools of residential mortgages | $261,002,000 | 212 |
| Issued or guaranteed by U.S. | $261,002,000 | 206 |
| 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) | $688,388,000 | 37 |
| Available-for-sale securities (fair market value) | $174,707,000 | 657 |
| Total debt securities | $863,095,000 | 197 |
| Structured notes | ||
| Amortized cost | $10,722,000 | 154 |
| Fair value | $11,091,000 | 148 |
| 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 | $886,423,000 | 194 |
| U.S. Government securities | $752,877,000 | 181 |
| U.S. Treasury securities | $46,090,000 | 129 |
| U.S. Government agency obligations | $706,787,000 | 187 |
| Securities issued by states & political subdivisions | $133,546,000 | 99 |
| 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 | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $469,863,000 | 139 |
| Mortgage-backed securities | $259,888,000 | 339 |
| Certificates of participation in pools of residential mortgages | $259,888,000 | 205 |
| Issued or guaranteed by U.S. | $259,888,000 | 200 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| 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) | $731,793,000 | 38 |
| Available-for-sale securities (fair market value) | $154,630,000 | 713 |
| Total debt securities | $886,423,000 | 190 |
| Structured notes | ||
| Amortized cost | $11,723,000 | 98 |
| Fair value | $12,162,000 | 93 |
| 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 | $850,189,000 | 195 |
| U.S. Government securities | $712,623,000 | 183 |
| U.S. Treasury securities | $58,154,000 | 115 |
| U.S. Government agency obligations | $654,469,000 | 188 |
| Securities issued by states & political subdivisions | $137,566,000 | 90 |
| 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 | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $437,737,000 | 142 |
| Mortgage-backed securities | $250,326,000 | 321 |
| Certificates of participation in pools of residential mortgages | $250,326,000 | 206 |
| Issued or guaranteed by U.S. | $250,326,000 | 198 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| 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) | $731,914,000 | 34 |
| Available-for-sale securities (fair market value) | $118,275,000 | 902 |
| Total debt securities | $850,188,000 | 190 |
| Structured notes | ||
| Amortized cost | $11,723,000 | 81 |
| Fair value | $12,290,000 | 77 |
| 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 | $816,280,000 | 189 |
| U.S. Government securities | $709,697,000 | 166 |
| U.S. Treasury securities | $117,712,000 | 65 |
| U.S. Government agency obligations | $591,985,000 | 176 |
| Securities issued by states & political subdivisions | $106,583,000 | 114 |
| 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 | $309,805,000 | 178 |
| Mortgage-backed securities | $273,295,000 | 269 |
| Certificates of participation in pools of residential mortgages | $273,295,000 | 175 |
| Issued or guaranteed by U.S. | $273,295,000 | 173 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| 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) | $628,612,000 | 39 |
| Available-for-sale securities (fair market value) | $187,668,000 | 539 |
| Total debt securities | $816,280,000 | 185 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 323 |
| Fair value | $1,018,000 | 329 |
| 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 | $720,466,000 | 199 |
| U.S. Government securities | $605,218,000 | 180 |
| U.S. Treasury securities | $154,488,000 | 58 |
| U.S. Government agency obligations | $450,730,000 | 207 |
| Securities issued by states & political subdivisions | $111,244,000 | 103 |
| 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 | $4,004,000 | 998 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $327,885,000 | 177 |
| Mortgage-backed securities | $141,372,000 | 387 |
| Certificates of participation in pools of residential mortgages | $141,372,000 | 256 |
| Issued or guaranteed by U.S. | $141,372,000 | 251 |
| 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) | $651,508,000 | 56 |
| Available-for-sale securities (fair market value) | $68,958,000 | 1,242 |
| Total debt securities | $716,462,000 | 195 |
| Structured notes | ||
| Amortized cost | $4,529,000 | 85 |
| Fair value | $4,565,000 | 80 |
| 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 | $618,395,000 | 240 |
| U.S. Government securities | $513,661,000 | 217 |
| U.S. Treasury securities | $211,456,000 | 56 |
| U.S. Government agency obligations | $302,205,000 | 311 |
| Securities issued by states & political subdivisions | $101,030,000 | 102 |
| 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 | $3,704,000 | 1,029 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $233,102,000 | 237 |
| Mortgage-backed securities | $65,434,000 | 713 |
| Certificates of participation in pools of residential mortgages | $65,434,000 | 492 |
| Issued or guaranteed by U.S. | $65,434,000 | 486 |
| 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) | $541,218,000 | 71 |
| Available-for-sale securities (fair market value) | $77,177,000 | 1,133 |
| Total debt securities | $614,691,000 | 234 |
| Structured notes | ||
| Amortized cost | $5,773,000 | 94 |
| Fair value | $5,641,000 | 92 |
| 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 | $537,567,000 | 270 |
| U.S. Government securities | $436,149,000 | 251 |
| U.S. Treasury securities | $217,483,000 | 71 |
| U.S. Government agency obligations | $218,666,000 | 418 |
| Securities issued by states & political subdivisions | $97,908,000 | 120 |
| 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 | $3,510,000 | 1,047 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $230,154,000 | 204 |
| Mortgage-backed securities | $73,941,000 | 681 |
| Certificates of participation in pools of residential mortgages | $73,941,000 | 480 |
| Issued or guaranteed by U.S. | $73,941,000 | 471 |
| 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) | $474,248,000 | 71 |
| Available-for-sale securities (fair market value) | $63,319,000 | 1,385 |
| Total debt securities | $534,057,000 | 262 |
| Structured notes | ||
| Amortized cost | $8,503,000 | 83 |
| Fair value | $8,557,000 | 82 |
| 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 | $489,616,000 | 293 |
| U.S. Government securities | $407,874,000 | 281 |
| U.S. Treasury securities | $231,542,000 | 96 |
| U.S. Government agency obligations | $176,332,000 | 490 |
| Securities issued by states & political subdivisions | $79,276,000 | 118 |
| 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 | $2,466,000 | 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 | $197,764,000 | 221 |
| Mortgage-backed securities | $72,352,000 | 671 |
| Certificates of participation in pools of residential mortgages | $72,352,000 | 499 |
| Issued or guaranteed by U.S. | $72,352,000 | 487 |
| 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) | $443,054,000 | 91 |
| Available-for-sale securities (fair market value) | $46,562,000 | 1,731 |
| Total debt securities | $487,150,000 | 287 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 358 |
| Fair value | $3,982,000 | 372 |
| 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 | $474,237,000 | 317 |
| U.S. Government securities | $399,176,000 | 306 |
| U.S. Treasury securities | $265,326,000 | 93 |
| U.S. Government agency obligations | $133,850,000 | 614 |
| Securities issued by states & political subdivisions | $72,797,000 | 125 |
| 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 | $2,264,000 | 1,355 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $208,455,000 | 237 |
| Mortgage-backed securities | $69,109,000 | 748 |
| Certificates of participation in pools of residential mortgages | $69,109,000 | 537 |
| Issued or guaranteed by U.S. | $69,109,000 | 530 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| 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) | $423,739,000 | 112 |
| Available-for-sale securities (fair market value) | $50,498,000 | 1,632 |
| Total debt securities | $471,973,000 | 312 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| 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 | $447,947,000 | 350 |
| U.S. Government securities | $390,362,000 | 334 |
| U.S. Treasury securities | $314,600,000 | 97 |
| U.S. Government agency obligations | $75,762,000 | 997 |
| Securities issued by states & political subdivisions | $57,585,000 | 170 |
| 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 | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $172,821,000 | 291 |
| Mortgage-backed securities | $50,766,000 | 964 |
| Certificates of participation in pools of residential mortgages | $50,766,000 | 681 |
| Issued or guaranteed by U.S. | $50,766,000 | 658 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| 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) | $373,703,000 | 130 |
| Available-for-sale securities (fair market value) | $74,244,000 | 1,144 |
| Total debt securities | $447,947,000 | 340 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| 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 | $449,907,000 | 362 |
| U.S. Government securities | $406,994,000 | 340 |
| U.S. Treasury securities | $345,422,000 | 119 |
| U.S. Government agency obligations | $61,572,000 | 1,162 |
| Securities issued by states & political subdivisions | $42,913,000 | 245 |
| 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 | $0 | 600 |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $213,299,000 | 253 |
| Mortgage-backed securities | $31,741,000 | 1,425 |
| Certificates of participation in pools of residential mortgages | $31,741,000 | 971 |
| Issued or guaranteed by U.S. | $31,741,000 | 953 |
| 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) | $381,000,000 | 263 |
| Available-for-sale securities (fair market value) | $68,907,000 | 830 |
| Total debt securities | $449,907,000 | 358 |
| 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 | $384,590,000 | 417 |
| U.S. Government securities | $342,740,000 | 397 |
| U.S. Treasury securities | $307,662,000 | 141 |
| U.S. Government agency obligations | $35,078,000 | 1,989 |
| Securities issued by states & political subdivisions | $41,850,000 | 251 |
| 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 | $0 | 649 |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $196,994,000 | 250 |
| Mortgage-backed securities | $28,079,000 | 1,749 |
| Certificates of participation in pools of residential mortgages | $28,079,000 | 1,155 |
| Issued or guaranteed by U.S. | $28,079,000 | 1,124 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| 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 | $384,590,000 | 412 |
| 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 | $409,375,000 | 387 |
| U.S. Government securities | $373,341,000 | 346 |
| U.S. Treasury securities | $344,942,000 | 129 |
| U.S. Government agency obligations | $28,399,000 | 2,403 |
| Securities issued by states & political subdivisions | $36,034,000 | 270 |
| 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 | $0 | 699 |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $168,181,000 | 247 |
| Mortgage-backed securities | $21,402,000 | 2,183 |
| Certificates of participation in pools of residential mortgages | $21,402,000 | 1,426 |
| Issued or guaranteed by U.S. | $21,402,000 | 1,394 |
| 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 | $409,375,000 | 385 |
| 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 |