Home > AmTrust Bank > Securities
AmTrust Bank, Securities
| 2009-09-30 | Rank | |
| Total securities | $1,005,945,000 | 155 |
| U.S. Government securities | $955,460,000 | 127 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $955,460,000 | 122 |
| Securities issued by states & political subdivisions | $55,000 | 5,836 |
| Other domestic debt securities | $50,430,000 | 302 |
| Privately issued residential mortgage-backed securities | $50,430,000 | 182 |
| 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 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $177,921,000 | 423 |
| Certificates of participation in pools of residential mortgages | $127,491,000 | 361 |
| Issued or guaranteed by U.S. | $127,491,000 | 356 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $50,430,000 | 507 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $50,430,000 | 180 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $148,000 | 3,052 |
| Available-for-sale securities (fair market value) | $1,005,797,000 | 132 |
| Total debt securities | $1,005,945,000 | 154 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $1,083,196,000 | 146 |
| U.S. Government securities | $1,028,652,000 | 114 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,028,652,000 | 111 |
| Securities issued by states & political subdivisions | $55,000 | 5,889 |
| Other domestic debt securities | $54,489,000 | 305 |
| Privately issued residential mortgage-backed securities | $54,489,000 | 189 |
| 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 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $975,927,000 | 113 |
| Certificates of participation in pools of residential mortgages | $921,438,000 | 73 |
| Issued or guaranteed by U.S. | $921,438,000 | 72 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $54,489,000 | 467 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $54,489,000 | 182 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $819,914,000 | 32 |
| Available-for-sale securities (fair market value) | $263,282,000 | 421 |
| Total debt securities | $1,083,196,000 | 144 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $1,178,018,000 | 142 |
| U.S. Government securities | $1,113,607,000 | 110 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,113,607,000 | 105 |
| Securities issued by states & political subdivisions | $55,000 | 5,839 |
| Other domestic debt securities | $64,356,000 | 265 |
| Privately issued residential mortgage-backed securities | $64,356,000 | 181 |
| 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 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,050,364,000 | 105 |
| Certificates of participation in pools of residential mortgages | $986,008,000 | 71 |
| Issued or guaranteed by U.S. | $986,008,000 | 70 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $64,356,000 | 413 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $64,356,000 | 171 |
| 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) | $864,376,000 | 28 |
| Available-for-sale securities (fair market value) | $313,642,000 | 362 |
| Total debt securities | $1,178,018,000 | 139 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $1,192,737,000 | 130 |
| U.S. Government securities | $1,120,916,000 | 103 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,120,916,000 | 101 |
| Securities issued by states & political subdivisions | $55,000 | 5,805 |
| Other domestic debt securities | $71,766,000 | 245 |
| Privately issued residential mortgage-backed securities | $71,766,000 | 166 |
| 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 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,060,642,000 | 104 |
| Certificates of participation in pools of residential mortgages | $988,876,000 | 74 |
| Issued or guaranteed by U.S. | $988,876,000 | 71 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $71,766,000 | 384 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $71,766,000 | 157 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $896,352,000 | 29 |
| Available-for-sale securities (fair market value) | $296,385,000 | 365 |
| Total debt securities | $1,192,737,000 | 128 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $1,941,061,000 | 93 |
| U.S. Government securities | $1,861,650,000 | 67 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,861,650,000 | 66 |
| Securities issued by states & political subdivisions | $105,000 | 5,745 |
| Other domestic debt securities | $79,306,000 | 241 |
| Privately issued residential mortgage-backed securities | $79,306,000 | 161 |
| 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 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,008,590,000 | 101 |
| Certificates of participation in pools of residential mortgages | $929,284,000 | 74 |
| Issued or guaranteed by U.S. | $929,284,000 | 71 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $79,306,000 | 333 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $79,306,000 | 153 |
| 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) | $1,008,797,000 | 22 |
| Available-for-sale securities (fair market value) | $932,264,000 | 131 |
| Total debt securities | $1,941,061,000 | 93 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $1,066,034,000 | 145 |
| U.S. Government securities | $980,867,000 | 116 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $980,867,000 | 115 |
| Securities issued by states & political subdivisions | $105,000 | 5,801 |
| Other domestic debt securities | $85,062,000 | 235 |
| Privately issued residential mortgage-backed securities | $85,062,000 | 158 |
| 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 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,065,823,000 | 95 |
| Certificates of participation in pools of residential mortgages | $1,065,823,000 | 66 |
| Issued or guaranteed by U.S. | $980,761,000 | 68 |
| Privately issued | $85,062,000 | 28 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $980,972,000 | 26 |
| Available-for-sale securities (fair market value) | $85,062,000 | 1,228 |
| Total debt securities | $1,066,034,000 | 142 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $1,687,306,000 | 110 |
| U.S. Government securities | $1,462,550,000 | 90 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,462,550,000 | 90 |
| Securities issued by states & political subdivisions | $105,000 | 5,807 |
| Other domestic debt securities | $224,651,000 | 129 |
| Privately issued residential mortgage-backed securities | $224,651,000 | 89 |
| 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 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,687,095,000 | 79 |
| Certificates of participation in pools of residential mortgages | $1,687,095,000 | 49 |
| Issued or guaranteed by U.S. | $1,462,444,000 | 55 |
| Privately issued | $224,651,000 | 19 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,053,925,000 | 21 |
| Available-for-sale securities (fair market value) | $633,381,000 | 189 |
| Total debt securities | $1,687,306,000 | 109 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $1,546,875,000 | 119 |
| U.S. Government securities | $1,303,511,000 | 99 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,303,511,000 | 98 |
| Securities issued by states & political subdivisions | $105,000 | 5,846 |
| Other domestic debt securities | $243,259,000 | 119 |
| Privately issued residential mortgage-backed securities | $243,259,000 | 85 |
| 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 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,546,663,000 | 78 |
| Certificates of participation in pools of residential mortgages | $1,546,663,000 | 51 |
| Issued or guaranteed by U.S. | $1,303,404,000 | 57 |
| Privately issued | $243,259,000 | 17 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,129,926,000 | 26 |
| Available-for-sale securities (fair market value) | $416,949,000 | 269 |
| Total debt securities | $1,546,875,000 | 117 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $1,211,233,000 | 145 |
| U.S. Government securities | $1,211,068,000 | 106 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,211,068,000 | 103 |
| Securities issued by states & political subdivisions | $165,000 | 5,794 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,210,961,000 | 94 |
| Certificates of participation in pools of residential mortgages | $1,210,961,000 | 59 |
| Issued or guaranteed by U.S. | $1,210,961,000 | 57 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,211,233,000 | 28 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $1,211,233,000 | 141 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $1,303,760,000 | 141 |
| U.S. Government securities | $1,303,595,000 | 108 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,303,595,000 | 103 |
| Securities issued by states & political subdivisions | $165,000 | 5,845 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,303,495,000 | 96 |
| Certificates of participation in pools of residential mortgages | $1,303,495,000 | 54 |
| Issued or guaranteed by U.S. | $1,303,495,000 | 51 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,303,760,000 | 25 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $1,303,760,000 | 139 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $1,414,481,000 | 136 |
| U.S. Government securities | $1,414,316,000 | 102 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,414,316,000 | 99 |
| Securities issued by states & political subdivisions | $165,000 | 5,914 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,414,224,000 | 94 |
| Certificates of participation in pools of residential mortgages | $1,414,224,000 | 54 |
| Issued or guaranteed by U.S. | $1,414,224,000 | 50 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,414,481,000 | 25 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $1,414,481,000 | 134 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $1,498,675,000 | 133 |
| U.S. Government securities | $1,499,055,000 | 103 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,499,055,000 | 100 |
| Securities issued by states & political subdivisions | $166,000 | 5,952 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $546,000 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,498,963,000 | 93 |
| Certificates of participation in pools of residential mortgages | $1,498,963,000 | 50 |
| Issued or guaranteed by U.S. | $1,498,963,000 | 48 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,498,142,000 | 23 |
| Available-for-sale securities (fair market value) | $533,000 | 7,595 |
| Total debt securities | $1,499,221,000 | 131 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $546,000 | 136 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $108,058,000 | 1,163 |
| U.S. Government securities | $108,506,000 | 831 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $108,506,000 | 801 |
| Securities issued by states & political subdivisions | $231,000 | 5,888 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $679,000 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $108,420,000 | 522 |
| Certificates of participation in pools of residential mortgages | $108,420,000 | 365 |
| Issued or guaranteed by U.S. | $108,420,000 | 359 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $107,443,000 | 191 |
| Available-for-sale securities (fair market value) | $615,000 | 7,633 |
| Total debt securities | $108,737,000 | 1,124 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $679,000 | 126 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $101,754,000 | 1,221 |
| U.S. Government securities | $102,344,000 | 884 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $102,344,000 | 857 |
| Securities issued by states & political subdivisions | $231,000 | 5,927 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $821,000 | 14 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $102,257,000 | 544 |
| Certificates of participation in pools of residential mortgages | $102,257,000 | 390 |
| Issued or guaranteed by U.S. | $102,257,000 | 386 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $101,060,000 | 214 |
| Available-for-sale securities (fair market value) | $694,000 | 7,666 |
| Total debt securities | $102,575,000 | 1,182 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $821,000 | 129 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $106,704,000 | 1,179 |
| U.S. Government securities | $107,433,000 | 854 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $107,433,000 | 827 |
| Securities issued by states & political subdivisions | $241,000 | 5,933 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $970,000 | 13 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $107,339,000 | 534 |
| Certificates of participation in pools of residential mortgages | $107,339,000 | 388 |
| Issued or guaranteed by U.S. | $107,339,000 | 383 |
| 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) | $105,980,000 | 207 |
| Available-for-sale securities (fair market value) | $724,000 | 7,693 |
| Total debt securities | $107,674,000 | 1,134 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $970,000 | 134 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $109,480,000 | 1,144 |
| U.S. Government securities | $110,210,000 | 842 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $110,210,000 | 818 |
| Securities issued by states & political subdivisions | $251,000 | 5,939 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $981,000 | 12 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $110,115,000 | 529 |
| Certificates of participation in pools of residential mortgages | $110,115,000 | 391 |
| Issued or guaranteed by U.S. | $110,115,000 | 386 |
| 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) | $108,720,000 | 201 |
| Available-for-sale securities (fair market value) | $760,000 | 7,723 |
| Total debt securities | $110,461,000 | 1,106 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $981,000 | 128 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $13,614,000 | 5,596 |
| U.S. Government securities | $14,295,000 | 4,634 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,295,000 | 4,496 |
| Securities issued by states & political subdivisions | $306,000 | 5,880 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $987,000 | 14 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,200,000 | 2,229 |
| Certificates of participation in pools of residential mortgages | $14,200,000 | 1,741 |
| Issued or guaranteed by U.S. | $14,200,000 | 1,728 |
| 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) | $12,822,000 | 1,252 |
| Available-for-sale securities (fair market value) | $792,000 | 7,740 |
| Total debt securities | $14,601,000 | 5,377 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $987,000 | 120 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $15,625,000 | 5,302 |
| U.S. Government securities | $16,316,000 | 4,338 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,316,000 | 4,209 |
| Securities issued by states & political subdivisions | $306,000 | 5,886 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $997,000 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,227,000 | 2,105 |
| Certificates of participation in pools of residential mortgages | $16,227,000 | 1,652 |
| Issued or guaranteed by U.S. | $16,227,000 | 1,638 |
| 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) | $14,794,000 | 1,159 |
| Available-for-sale securities (fair market value) | $831,000 | 7,752 |
| Total debt securities | $16,622,000 | 5,100 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $997,000 | 119 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $16,997,000 | 5,148 |
| U.S. Government securities | $17,641,000 | 4,201 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,641,000 | 4,060 |
| Securities issued by states & political subdivisions | $316,000 | 5,888 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $960,000 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,550,000 | 2,075 |
| Certificates of participation in pools of residential mortgages | $17,550,000 | 1,621 |
| Issued or guaranteed by U.S. | $17,550,000 | 1,607 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,044,000 | 1,115 |
| Available-for-sale securities (fair market value) | $953,000 | 7,808 |
| Total debt securities | $17,957,000 | 4,950 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $960,000 | 119 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $17,717,000 | 5,067 |
| U.S. Government securities | $18,583,000 | 4,063 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,583,000 | 3,927 |
| Securities issued by states & political subdivisions | $321,000 | 5,924 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $1,187,000 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,492,000 | 2,027 |
| Certificates of participation in pools of residential mortgages | $18,492,000 | 1,567 |
| Issued or guaranteed by U.S. | $18,492,000 | 1,556 |
| 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) | $16,802,000 | 1,073 |
| Available-for-sale securities (fair market value) | $915,000 | 7,839 |
| Total debt securities | $18,904,000 | 4,831 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,187,000 | 122 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $14,724,000 | 5,571 |
| U.S. Government securities | $15,919,000 | 4,445 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,919,000 | 4,308 |
| Securities issued by states & political subdivisions | $371,000 | 5,894 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $1,566,000 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,833,000 | 2,270 |
| Certificates of participation in pools of residential mortgages | $15,833,000 | 1,778 |
| Issued or guaranteed by U.S. | $15,833,000 | 1,770 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,713,000 | 1,233 |
| Available-for-sale securities (fair market value) | $1,011,000 | 7,840 |
| Total debt securities | $16,290,000 | 5,228 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,566,000 | 108 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $15,441,000 | 5,489 |
| U.S. Government securities | $16,870,000 | 4,357 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,870,000 | 4,209 |
| Securities issued by states & political subdivisions | $376,000 | 5,931 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $1,805,000 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,789,000 | 2,200 |
| Certificates of participation in pools of residential mortgages | $16,789,000 | 1,723 |
| Issued or guaranteed by U.S. | $16,789,000 | 1,715 |
| 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) | $14,282,000 | 1,198 |
| Available-for-sale securities (fair market value) | $1,159,000 | 7,875 |
| Total debt securities | $17,246,000 | 5,138 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,805,000 | 115 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $16,440,000 | 5,296 |
| U.S. Government securities | $17,831,000 | 4,146 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,831,000 | 4,001 |
| Securities issued by states & political subdivisions | $426,000 | 5,865 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $1,817,000 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,831,000 | 2,175 |
| Certificates of participation in pools of residential mortgages | $17,831,000 | 1,676 |
| Issued or guaranteed by U.S. | $17,831,000 | 1,665 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,810,000 | 1,151 |
| Available-for-sale securities (fair market value) | $1,630,000 | 7,768 |
| Total debt securities | $18,257,000 | 4,950 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,817,000 | 105 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $27,314,000 | 3,972 |
| U.S. Government securities | $28,704,000 | 3,011 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,704,000 | 2,900 |
| Securities issued by states & political subdivisions | $441,000 | 5,901 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $1,831,000 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,704,000 | 2,105 |
| Certificates of participation in pools of residential mortgages | $18,704,000 | 1,632 |
| Issued or guaranteed by U.S. | $18,704,000 | 1,616 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,516,000 | 783 |
| Available-for-sale securities (fair market value) | $1,798,000 | 7,806 |
| Total debt securities | $29,145,000 | 3,733 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,831,000 | 119 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $28,324,000 | 3,782 |
| U.S. Government securities | $29,878,000 | 2,841 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,878,000 | 2,737 |
| Securities issued by states & political subdivisions | $461,000 | 5,905 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $2,015,000 | 14 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,878,000 | 2,016 |
| Certificates of participation in pools of residential mortgages | $19,878,000 | 1,528 |
| Issued or guaranteed by U.S. | $19,878,000 | 1,519 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,392,000 | 753 |
| Available-for-sale securities (fair market value) | $1,932,000 | 7,770 |
| Total debt securities | $30,339,000 | 3,536 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $2,015,000 | 115 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $25,750,000 | 3,965 |
| U.S. Government securities | $27,312,000 | 2,939 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,312,000 | 2,822 |
| Securities issued by states & political subdivisions | $466,000 | 5,888 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $2,028,000 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,312,000 | 2,229 |
| Certificates of participation in pools of residential mortgages | $17,312,000 | 1,670 |
| Issued or guaranteed by U.S. | $17,312,000 | 1,662 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| 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) | $23,605,000 | 788 |
| Available-for-sale securities (fair market value) | $2,145,000 | 7,720 |
| Total debt securities | $27,778,000 | 3,673 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $2,028,000 | 118 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $20,544,000 | 4,580 |
| U.S. Government securities | $22,162,000 | 3,427 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,162,000 | 3,278 |
| Securities issued by states & political subdivisions | $532,000 | 5,747 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $2,150,000 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,162,000 | 2,759 |
| Certificates of participation in pools of residential mortgages | $12,162,000 | 2,109 |
| Issued or guaranteed by U.S. | $12,162,000 | 2,101 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,953,000 | 997 |
| Available-for-sale securities (fair market value) | $2,591,000 | 7,631 |
| Total debt securities | $22,694,000 | 4,219 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $2,150,000 | 114 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $12,409,000 | 5,976 |
| U.S. Government securities | $14,028,000 | 4,650 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,028,000 | 4,471 |
| Securities issued by states & political subdivisions | $542,000 | 5,739 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $2,161,000 | 14 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,028,000 | 2,509 |
| Certificates of participation in pools of residential mortgages | $14,028,000 | 1,872 |
| Issued or guaranteed by U.S. | $14,028,000 | 1,863 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,157,000 | 1,575 |
| Available-for-sale securities (fair market value) | $3,252,000 | 7,454 |
| Total debt securities | $14,570,000 | 5,438 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $2,161,000 | 114 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $28,832,000 | 3,448 |
| U.S. Government securities | $31,314,000 | 2,448 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,314,000 | 2,316 |
| Securities issued by states & political subdivisions | $662,000 | 5,679 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $3,144,000 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,025,000 | 1,612 |
| Certificates of participation in pools of residential mortgages | $24,025,000 | 1,129 |
| Issued or guaranteed by U.S. | $24,025,000 | 1,122 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| 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) | $22,112,000 | 853 |
| Available-for-sale securities (fair market value) | $6,720,000 | 6,487 |
| Total debt securities | $31,976,000 | 3,124 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $3,144,000 | 107 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $131,592,000 | 862 |
| U.S. Government securities | $126,057,000 | 679 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $126,057,000 | 629 |
| Securities issued by states & political subdivisions | $777,000 | 5,653 |
| Other domestic debt securities | $10,000,000 | 806 |
| 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 | $10,000,000 | 657 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $5,242,000 | 9 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $38,993,000 | 943 |
| Certificates of participation in pools of residential mortgages | $38,960,000 | 653 |
| Issued or guaranteed by U.S. | $38,960,000 | 647 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $33,000 | 4,089 |
| CMOs issued by government agencies or sponsored agencies | $33,000 | 3,886 |
| Privately issued | NA | NA |
| 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) | $122,796,000 | 218 |
| Available-for-sale securities (fair market value) | $8,796,000 | 6,046 |
| Total debt securities | $136,834,000 | 794 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $5,242,000 | 87 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $118,831,000 | 971 |
| U.S. Government securities | $122,072,000 | 738 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $122,072,000 | 666 |
| Securities issued by states & political subdivisions | $1,308,000 | 5,244 |
| Other domestic debt securities | $2,768,000 | 1,592 |
| 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 | $2,768,000 | 1,315 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $7,317,000 | 12 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $31,547,000 | 1,187 |
| Certificates of participation in pools of residential mortgages | $31,449,000 | 850 |
| Issued or guaranteed by U.S. | $31,449,000 | 839 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $98,000 | 4,199 |
| CMOs issued by government agencies or sponsored agencies | $98,000 | 4,008 |
| Privately issued | NA | NA |
| 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) | $108,244,000 | 263 |
| Available-for-sale securities (fair market value) | $10,587,000 | 5,712 |
| Total debt securities | $126,148,000 | 888 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $7,317,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $60,468,000 | 1,919 |
| U.S. Government securities | $122,531,000 | 743 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $122,531,000 | 649 |
| Securities issued by states & political subdivisions | $1,423,000 | 5,258 |
| 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 | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $63,486,000 | 7 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $88,481,000 | 593 |
| Certificates of participation in pools of residential mortgages | $88,277,000 | 416 |
| Issued or guaranteed by U.S. | $88,277,000 | 404 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $204,000 | 4,250 |
| CMOs issued by government agencies or sponsored agencies | $204,000 | 4,077 |
| Privately issued | NA | NA |
| 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) | $46,999,000 | 632 |
| Available-for-sale securities (fair market value) | $13,469,000 | 4,932 |
| Total debt securities | $123,954,000 | 907 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $63,486,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $100,707,000 | 1,146 |
| U.S. Government securities | $129,727,000 | 739 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $129,727,000 | 618 |
| Securities issued by states & political subdivisions | $2,120,000 | 4,504 |
| 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 | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $31,140,000 | 6 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $63,534,000 | 731 |
| Certificates of participation in pools of residential mortgages | $63,208,000 | 544 |
| Issued or guaranteed by U.S. | $63,208,000 | 531 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $326,000 | 4,273 |
| CMOs issued by government agencies or sponsored agencies | $326,000 | 4,122 |
| Privately issued | NA | NA |
| 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) | $84,741,000 | 411 |
| Available-for-sale securities (fair market value) | $15,966,000 | 4,284 |
| Total debt securities | $131,847,000 | 854 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $31,140,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $210,225,000 | 610 |
| U.S. Government securities | $138,074,000 | 738 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $138,074,000 | 595 |
| Securities issued by states & political subdivisions | $2,337,000 | 4,473 |
| Other domestic debt securities | $135,056,000 | 105 |
| 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 | $135,056,000 | 46 |
| Foreign debt securities | NA | NA |
| Equity securities | $74,000 | 6,710 |
| Assets held in trading accounts for TFR Reporters | $64,017,000 | 4 |
| General valuation allowances for securities for TFR Reporters | $1,299,000 | 22 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $126,074,000 | 506 |
| Certificates of participation in pools of residential mortgages | $125,325,000 | 363 |
| Issued or guaranteed by U.S. | $125,325,000 | 349 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $749,000 | 4,118 |
| CMOs issued by government agencies or sponsored agencies | $749,000 | 3,964 |
| Privately issued | NA | NA |
| 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) | $170,515,000 | 240 |
| Available-for-sale securities (fair market value) | $39,710,000 | 2,083 |
| Total debt securities | $275,467,000 | 481 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $64,017,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $138,605,000 | 921 |
| U.S. Government securities | $144,802,000 | 739 |
| U.S. Treasury securities | $9,998,000 | 2,730 |
| U.S. Government agency obligations | $134,804,000 | 602 |
| Securities issued by states & political subdivisions | $3,019,000 | 3,985 |
| 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 | NA | NA |
| Equity securities | $7,065,000 | 541 |
| Assets held in trading accounts for TFR Reporters | $15,461,000 | 6 |
| General valuation allowances for securities for TFR Reporters | $820,000 | 32 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $114,794,000 | 561 |
| Certificates of participation in pools of residential mortgages | $113,303,000 | 383 |
| Issued or guaranteed by U.S. | $113,303,000 | 374 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,491,000 | 3,831 |
| CMOs issued by government agencies or sponsored agencies | $1,491,000 | 3,653 |
| Privately issued | NA | NA |
| 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) | $67,806,000 | 622 |
| Available-for-sale securities (fair market value) | $70,799,000 | 1,190 |
| Total debt securities | $147,821,000 | 845 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $15,461,000 | 87 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $84,502,000 | 1,524 |
| U.S. Government securities | $70,883,000 | 1,503 |
| U.S. Treasury securities | $5,002,000 | 5,510 |
| U.S. Government agency obligations | $65,881,000 | 1,091 |
| Securities issued by states & political subdivisions | $3,791,000 | 3,609 |
| Other domestic debt securities | $10,000,000 | 750 |
| 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 | $10,000,000 | 534 |
| Foreign debt securities | NA | NA |
| Equity securities | $87,000 | 6,192 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $259,000 | 97 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $45,887,000 | 1,088 |
| Certificates of participation in pools of residential mortgages | $43,953,000 | 765 |
| Issued or guaranteed by U.S. | $43,953,000 | 751 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,934,000 | 3,699 |
| CMOs issued by government agencies or sponsored agencies | $1,934,000 | 3,532 |
| Privately issued | NA | NA |
| 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) | $84,502,000 | 903 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $84,674,000 | 1,489 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $212,042,000 | 686 |
| U.S. Government securities | $173,124,000 | 691 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $173,124,000 | 484 |
| Securities issued by states & political subdivisions | $4,078,000 | 3,533 |
| Other domestic debt securities | $25,735,000 | 470 |
| Privately issued residential mortgage-backed securities | $234,000 | 2,233 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,501,000 | 301 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,930,000 | 401 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $825,000 | 35 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $173,358,000 | 452 |
| Certificates of participation in pools of residential mortgages | $170,357,000 | 283 |
| Issued or guaranteed by U.S. | $170,123,000 | 264 |
| Privately issued | $234,000 | 511 |
| Collaterized mortgage obligations | $3,001,000 | 3,413 |
| CMOs issued by government agencies or sponsored agencies | $3,001,000 | 3,229 |
| Privately issued | NA | NA |
| 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 | $202,937,000 | 699 |
| 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 | $260,565,000 | 571 |
| U.S. Government securities | $227,349,000 | 524 |
| U.S. Treasury securities | $10,007,000 | 3,513 |
| U.S. Government agency obligations | $217,342,000 | 387 |
| Securities issued by states & political subdivisions | $4,553,000 | 2,989 |
| Other domestic debt securities | $29,586,000 | 470 |
| Privately issued residential mortgage-backed securities | $285,000 | 2,816 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,301,000 | 305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $923,000 | 53 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $217,627,000 | 364 |
| Certificates of participation in pools of residential mortgages | $213,261,000 | 228 |
| Issued or guaranteed by U.S. | $212,976,000 | 203 |
| Privately issued | $285,000 | 566 |
| Collaterized mortgage obligations | $4,366,000 | 2,840 |
| CMOs issued by government agencies or sponsored agencies | $4,366,000 | 2,588 |
| Privately issued | NA | NA |
| 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 | $261,488,000 | 556 |
| 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 |