Home > Oritani Bank > Securities
Oritani Bank, Securities
| 2019-09-30 | Rank | |
| Total securities | $352,449,000 | 419 |
| U.S. Government securities | $337,419,000 | 308 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $337,419,000 | 297 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $15,030,000 | 516 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $15,030,000 | 322 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,736,000 | 1,201 |
| Mortgage-backed securities | $332,419,000 | 263 |
| Certificates of participation in pools of residential mortgages | $203,619,000 | 227 |
| Issued or guaranteed by U.S. | $203,619,000 | 226 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $98,137,000 | 271 |
| CMOs issued by government agencies or sponsored agencies | $98,137,000 | 255 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $30,663,000 | 374 |
| Commercial mortgage pass-through securities | $30,663,000 | 186 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $321,871,000 | 99 |
| Available-for-sale securities (fair market value) | $30,578,000 | 2,649 |
| Total debt securities | $352,449,000 | 408 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $364,966,000 | 394 |
| U.S. Government securities | $349,933,000 | 310 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $349,933,000 | 297 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $15,033,000 | 493 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $15,033,000 | 318 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,770,000 | 1,185 |
| Mortgage-backed securities | $344,933,000 | 260 |
| Certificates of participation in pools of residential mortgages | $207,596,000 | 222 |
| Issued or guaranteed by U.S. | $207,596,000 | 222 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $106,469,000 | 253 |
| CMOs issued by government agencies or sponsored agencies | $106,469,000 | 240 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $30,868,000 | 363 |
| Commercial mortgage pass-through securities | $30,868,000 | 183 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $332,215,000 | 106 |
| Available-for-sale securities (fair market value) | $32,751,000 | 2,601 |
| Total debt securities | $364,965,000 | 388 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $370,592,000 | 401 |
| U.S. Government securities | $355,556,000 | 308 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $355,556,000 | 293 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $15,036,000 | 497 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $15,036,000 | 326 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,841,000 | 1,150 |
| Mortgage-backed securities | $348,806,000 | 249 |
| Certificates of participation in pools of residential mortgages | $218,470,000 | 210 |
| Issued or guaranteed by U.S. | $218,470,000 | 210 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $103,801,000 | 257 |
| CMOs issued by government agencies or sponsored agencies | $103,801,000 | 243 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $26,535,000 | 386 |
| Commercial mortgage pass-through securities | $26,535,000 | 207 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $335,579,000 | 107 |
| Available-for-sale securities (fair market value) | $35,013,000 | 2,540 |
| Total debt securities | $370,590,000 | 395 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $386,061,000 | 387 |
| U.S. Government securities | $371,023,000 | 301 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $371,023,000 | 288 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $15,038,000 | 479 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $15,038,000 | 315 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,549,000 | 1,117 |
| Mortgage-backed securities | $354,273,000 | 249 |
| Certificates of participation in pools of residential mortgages | $227,657,000 | 202 |
| Issued or guaranteed by U.S. | $227,657,000 | 202 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $109,768,000 | 248 |
| CMOs issued by government agencies or sponsored agencies | $109,768,000 | 234 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $16,848,000 | 482 |
| Commercial mortgage pass-through securities | $16,848,000 | 287 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $348,767,000 | 111 |
| Available-for-sale securities (fair market value) | $37,294,000 | 2,466 |
| Total debt securities | $386,062,000 | 381 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $367,253,000 | 408 |
| U.S. Government securities | $352,212,000 | 312 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $352,212,000 | 295 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $15,041,000 | 464 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $15,041,000 | 310 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,488,000 | 1,728 |
| Mortgage-backed securities | $345,462,000 | 255 |
| Certificates of participation in pools of residential mortgages | $212,086,000 | 213 |
| Issued or guaranteed by U.S. | $212,086,000 | 211 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $116,370,000 | 239 |
| CMOs issued by government agencies or sponsored agencies | $116,370,000 | 231 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $17,006,000 | 477 |
| Commercial mortgage pass-through securities | $17,006,000 | 279 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $327,591,000 | 115 |
| Available-for-sale securities (fair market value) | $39,662,000 | 2,386 |
| Total debt securities | $367,253,000 | 402 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $378,500,000 | 408 |
| U.S. Government securities | $368,456,000 | 307 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $368,456,000 | 291 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $10,044,000 | 659 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $10,044,000 | 411 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,891,000 | 1,711 |
| Mortgage-backed securities | $361,706,000 | 251 |
| Certificates of participation in pools of residential mortgages | $220,127,000 | 214 |
| Issued or guaranteed by U.S. | $220,127,000 | 212 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $124,406,000 | 225 |
| CMOs issued by government agencies or sponsored agencies | $124,406,000 | 217 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $17,173,000 | 458 |
| Commercial mortgage pass-through securities | $17,173,000 | 265 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $335,374,000 | 113 |
| Available-for-sale securities (fair market value) | $43,126,000 | 2,288 |
| Total debt securities | $378,500,000 | 398 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $349,538,000 | 429 |
| U.S. Government securities | $339,491,000 | 323 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $339,491,000 | 308 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $10,047,000 | 582 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $10,047,000 | 419 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,998,000 | 1,066 |
| Mortgage-backed securities | $332,741,000 | 261 |
| Certificates of participation in pools of residential mortgages | $208,976,000 | 231 |
| Issued or guaranteed by U.S. | $208,976,000 | 229 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $106,422,000 | 254 |
| CMOs issued by government agencies or sponsored agencies | $106,422,000 | 238 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $17,343,000 | 397 |
| Commercial mortgage pass-through securities | $17,343,000 | 213 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $302,851,000 | 119 |
| Available-for-sale securities (fair market value) | $46,687,000 | 2,175 |
| Total debt securities | $349,538,000 | 421 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $302,618,000 | 486 |
| U.S. Government securities | $302,618,000 | 350 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $302,618,000 | 336 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,226,000 | 1,023 |
| Mortgage-backed securities | $295,868,000 | 284 |
| Certificates of participation in pools of residential mortgages | $163,403,000 | 287 |
| Issued or guaranteed by U.S. | $163,403,000 | 286 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $114,923,000 | 240 |
| CMOs issued by government agencies or sponsored agencies | $114,923,000 | 229 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $17,542,000 | 380 |
| Commercial mortgage pass-through securities | $17,542,000 | 209 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $251,254,000 | 135 |
| Available-for-sale securities (fair market value) | $51,364,000 | 2,066 |
| Total debt securities | $302,618,000 | 481 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $327,561,000 | 463 |
| U.S. Government securities | $327,561,000 | 328 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $327,561,000 | 316 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $246,027,000 | 286 |
| Mortgage-backed securities | $320,811,000 | 261 |
| Certificates of participation in pools of residential mortgages | $152,405,000 | 303 |
| Issued or guaranteed by U.S. | $152,405,000 | 302 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $150,681,000 | 196 |
| CMOs issued by government agencies or sponsored agencies | $150,681,000 | 189 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $17,725,000 | 372 |
| Commercial mortgage pass-through securities | $17,725,000 | 206 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $238,770,000 | 136 |
| Available-for-sale securities (fair market value) | $88,791,000 | 1,348 |
| Total debt securities | $327,560,000 | 459 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $336,062,000 | 456 |
| U.S. Government securities | $336,062,000 | 329 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $336,062,000 | 316 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $261,156,000 | 276 |
| Mortgage-backed securities | $329,312,000 | 260 |
| Certificates of participation in pools of residential mortgages | $148,911,000 | 308 |
| Issued or guaranteed by U.S. | $148,911,000 | 307 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $162,522,000 | 188 |
| CMOs issued by government agencies or sponsored agencies | $162,522,000 | 179 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $17,879,000 | 363 |
| Commercial mortgage pass-through securities | $17,879,000 | 200 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $239,630,000 | 139 |
| Available-for-sale securities (fair market value) | $96,432,000 | 1,259 |
| Total debt securities | $336,067,000 | 451 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $355,914,000 | 440 |
| U.S. Government securities | $355,914,000 | 316 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $355,914,000 | 302 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $269,730,000 | 270 |
| Mortgage-backed securities | $349,164,000 | 252 |
| Certificates of participation in pools of residential mortgages | $143,752,000 | 314 |
| Issued or guaranteed by U.S. | $143,752,000 | 313 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $187,382,000 | 173 |
| CMOs issued by government agencies or sponsored agencies | $187,382,000 | 163 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $18,030,000 | 351 |
| Commercial mortgage pass-through securities | $18,030,000 | 194 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $190,569,000 | 167 |
| Available-for-sale securities (fair market value) | $165,345,000 | 777 |
| Total debt securities | $355,913,000 | 434 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $380,395,000 | 399 |
| U.S. Government securities | $380,395,000 | 292 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $380,395,000 | 281 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $362,104,000 | 205 |
| Mortgage-backed securities | $373,645,000 | 239 |
| Certificates of participation in pools of residential mortgages | $151,148,000 | 296 |
| Issued or guaranteed by U.S. | $151,148,000 | 295 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $199,850,000 | 162 |
| CMOs issued by government agencies or sponsored agencies | $199,850,000 | 150 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $22,647,000 | 308 |
| Commercial mortgage pass-through securities | $22,647,000 | 165 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $201,813,000 | 158 |
| Available-for-sale securities (fair market value) | $178,582,000 | 715 |
| Total debt securities | $380,393,000 | 392 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $352,882,000 | 434 |
| U.S. Government securities | $352,882,000 | 310 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $352,882,000 | 295 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $255,368,000 | 274 |
| Mortgage-backed securities | $346,132,000 | 250 |
| Certificates of participation in pools of residential mortgages | $128,291,000 | 347 |
| Issued or guaranteed by U.S. | $128,291,000 | 346 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $194,936,000 | 163 |
| CMOs issued by government agencies or sponsored agencies | $194,936,000 | 154 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $22,905,000 | 293 |
| Commercial mortgage pass-through securities | $22,905,000 | 161 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $177,849,000 | 173 |
| Available-for-sale securities (fair market value) | $175,033,000 | 725 |
| Total debt securities | $352,882,000 | 426 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $308,831,000 | 497 |
| U.S. Government securities | $308,831,000 | 348 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $308,831,000 | 330 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $264,704,000 | 269 |
| Mortgage-backed securities | $302,081,000 | 274 |
| Certificates of participation in pools of residential mortgages | $86,559,000 | 471 |
| Issued or guaranteed by U.S. | $86,559,000 | 471 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $192,409,000 | 175 |
| CMOs issued by government agencies or sponsored agencies | $192,409,000 | 161 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $23,113,000 | 275 |
| Commercial mortgage pass-through securities | $23,113,000 | 148 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $168,106,000 | 182 |
| Available-for-sale securities (fair market value) | $140,725,000 | 890 |
| Total debt securities | $308,831,000 | 489 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $366,757,000 | 430 |
| U.S. Government securities | $366,757,000 | 306 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $366,757,000 | 295 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $236,046,000 | 311 |
| Mortgage-backed securities | $366,757,000 | 242 |
| Certificates of participation in pools of residential mortgages | $131,790,000 | 334 |
| Issued or guaranteed by U.S. | $131,790,000 | 333 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $211,692,000 | 169 |
| CMOs issued by government agencies or sponsored agencies | $211,692,000 | 158 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $23,275,000 | 266 |
| Commercial mortgage pass-through securities | $23,275,000 | 136 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $152,029,000 | 198 |
| Available-for-sale securities (fair market value) | $214,728,000 | 599 |
| Total debt securities | $366,757,000 | 423 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $380,818,000 | 418 |
| U.S. Government securities | $380,818,000 | 291 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $380,818,000 | 282 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $239,541,000 | 302 |
| Mortgage-backed securities | $380,818,000 | 236 |
| Certificates of participation in pools of residential mortgages | $135,099,000 | 322 |
| Issued or guaranteed by U.S. | $135,099,000 | 321 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $222,350,000 | 166 |
| CMOs issued by government agencies or sponsored agencies | $222,350,000 | 154 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $23,369,000 | 238 |
| Commercial mortgage pass-through securities | $23,369,000 | 131 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $157,569,000 | 196 |
| Available-for-sale securities (fair market value) | $223,249,000 | 580 |
| Total debt securities | $380,818,000 | 410 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $360,242,000 | 439 |
| U.S. Government securities | $360,242,000 | 311 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $360,242,000 | 296 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $268,026,000 | 268 |
| Mortgage-backed securities | $360,242,000 | 246 |
| Certificates of participation in pools of residential mortgages | $74,594,000 | 557 |
| Issued or guaranteed by U.S. | $74,594,000 | 556 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $262,016,000 | 144 |
| CMOs issued by government agencies or sponsored agencies | $262,016,000 | 133 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $23,632,000 | 227 |
| Commercial mortgage pass-through securities | $23,632,000 | 119 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $123,275,000 | 241 |
| Available-for-sale securities (fair market value) | $236,967,000 | 552 |
| Total debt securities | $360,241,000 | 431 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $364,843,000 | 428 |
| U.S. Government securities | $364,843,000 | 305 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $364,843,000 | 292 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $286,714,000 | 250 |
| Mortgage-backed securities | $364,843,000 | 245 |
| Certificates of participation in pools of residential mortgages | $77,784,000 | 545 |
| Issued or guaranteed by U.S. | $77,784,000 | 545 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $263,289,000 | 149 |
| CMOs issued by government agencies or sponsored agencies | $263,289,000 | 138 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $23,770,000 | 212 |
| Commercial mortgage pass-through securities | $23,770,000 | 112 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $107,990,000 | 268 |
| Available-for-sale securities (fair market value) | $256,853,000 | 519 |
| Total debt securities | $364,843,000 | 423 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $364,253,000 | 436 |
| U.S. Government securities | $364,253,000 | 310 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $364,253,000 | 294 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $308,105,000 | 233 |
| Mortgage-backed securities | $353,503,000 | 251 |
| Certificates of participation in pools of residential mortgages | $52,071,000 | 797 |
| Issued or guaranteed by U.S. | $52,071,000 | 797 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $277,445,000 | 146 |
| CMOs issued by government agencies or sponsored agencies | $277,445,000 | 133 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $23,987,000 | 204 |
| Commercial mortgage pass-through securities | $23,987,000 | 103 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $85,261,000 | 317 |
| Available-for-sale securities (fair market value) | $278,992,000 | 476 |
| Total debt securities | $364,253,000 | 429 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $405,261,000 | 391 |
| U.S. Government securities | $405,261,000 | 281 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $405,261,000 | 269 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $312,562,000 | 235 |
| Mortgage-backed securities | $394,511,000 | 234 |
| Certificates of participation in pools of residential mortgages | $75,659,000 | 576 |
| Issued or guaranteed by U.S. | $75,659,000 | 574 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $294,738,000 | 142 |
| CMOs issued by government agencies or sponsored agencies | $294,738,000 | 131 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $24,114,000 | 197 |
| Commercial mortgage pass-through securities | $24,114,000 | 101 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $87,667,000 | 312 |
| Available-for-sale securities (fair market value) | $317,594,000 | 415 |
| Total debt securities | $405,266,000 | 384 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $418,577,000 | 378 |
| U.S. Government securities | $418,577,000 | 272 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $418,577,000 | 263 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $315,694,000 | 228 |
| Mortgage-backed securities | $418,577,000 | 221 |
| Certificates of participation in pools of residential mortgages | $79,165,000 | 562 |
| Issued or guaranteed by U.S. | $79,165,000 | 562 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $315,166,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $315,166,000 | 124 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $24,246,000 | 194 |
| Commercial mortgage pass-through securities | $24,246,000 | 103 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $79,712,000 | 323 |
| Available-for-sale securities (fair market value) | $338,865,000 | 384 |
| Total debt securities | $418,578,000 | 371 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $414,588,000 | 382 |
| U.S. Government securities | $414,588,000 | 275 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $414,588,000 | 267 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $301,362,000 | 240 |
| Mortgage-backed securities | $409,501,000 | 227 |
| Certificates of participation in pools of residential mortgages | $86,115,000 | 532 |
| Issued or guaranteed by U.S. | $86,115,000 | 532 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $300,834,000 | 139 |
| CMOs issued by government agencies or sponsored agencies | $300,834,000 | 129 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $22,552,000 | 193 |
| Commercial mortgage pass-through securities | $22,552,000 | 103 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $32,422,000 | 583 |
| Available-for-sale securities (fair market value) | $382,166,000 | 342 |
| Total debt securities | $414,587,000 | 377 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $411,382,000 | 389 |
| U.S. Government securities | $411,382,000 | 276 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $411,382,000 | 269 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $310,160,000 | 235 |
| Mortgage-backed securities | $406,281,000 | 233 |
| Certificates of participation in pools of residential mortgages | $73,707,000 | 622 |
| Issued or guaranteed by U.S. | $73,707,000 | 621 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $309,921,000 | 137 |
| CMOs issued by government agencies or sponsored agencies | $309,921,000 | 128 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $22,653,000 | 184 |
| Commercial mortgage pass-through securities | $22,653,000 | 99 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $31,730,000 | 582 |
| Available-for-sale securities (fair market value) | $379,652,000 | 354 |
| Total debt securities | $411,383,000 | 382 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $369,966,000 | 423 |
| U.S. Government securities | $369,966,000 | 299 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $369,966,000 | 291 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $299,553,000 | 239 |
| Mortgage-backed securities | $364,861,000 | 244 |
| Certificates of participation in pools of residential mortgages | $61,651,000 | 712 |
| Issued or guaranteed by U.S. | $61,651,000 | 710 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $280,429,000 | 146 |
| CMOs issued by government agencies or sponsored agencies | $280,429,000 | 137 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $22,781,000 | 171 |
| Commercial mortgage pass-through securities | $22,781,000 | 94 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $30,628,000 | 583 |
| Available-for-sale securities (fair market value) | $339,338,000 | 388 |
| Total debt securities | $369,967,000 | 417 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $337,626,000 | 461 |
| U.S. Government securities | $337,626,000 | 321 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $337,626,000 | 311 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $301,307,000 | 237 |
| Mortgage-backed securities | $327,375,000 | 263 |
| Certificates of participation in pools of residential mortgages | $57,912,000 | 749 |
| Issued or guaranteed by U.S. | $57,912,000 | 749 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $246,535,000 | 163 |
| CMOs issued by government agencies or sponsored agencies | $246,535,000 | 153 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $22,928,000 | 166 |
| Commercial mortgage pass-through securities | $22,928,000 | 87 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $31,517,000 | 555 |
| Available-for-sale securities (fair market value) | $306,109,000 | 434 |
| Total debt securities | $337,625,000 | 451 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $358,389,000 | 424 |
| U.S. Government securities | $358,389,000 | 299 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $358,389,000 | 290 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $304,971,000 | 221 |
| Mortgage-backed securities | $348,144,000 | 250 |
| Certificates of participation in pools of residential mortgages | $71,418,000 | 633 |
| Issued or guaranteed by U.S. | $71,418,000 | 630 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $253,687,000 | 158 |
| CMOs issued by government agencies or sponsored agencies | $253,687,000 | 146 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $23,039,000 | 155 |
| Commercial mortgage pass-through securities | $23,039,000 | 82 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $41,873,000 | 418 |
| Available-for-sale securities (fair market value) | $316,516,000 | 422 |
| Total debt securities | $358,390,000 | 415 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $401,747,000 | 380 |
| U.S. Government securities | $401,747,000 | 274 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $401,747,000 | 268 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $314,357,000 | 223 |
| Mortgage-backed securities | $391,435,000 | 230 |
| Certificates of participation in pools of residential mortgages | $78,880,000 | 592 |
| Issued or guaranteed by U.S. | $78,880,000 | 590 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $289,172,000 | 146 |
| CMOs issued by government agencies or sponsored agencies | $289,172,000 | 136 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $23,383,000 | 139 |
| Commercial mortgage pass-through securities | $23,383,000 | 76 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $43,343,000 | 391 |
| Available-for-sale securities (fair market value) | $358,404,000 | 377 |
| Total debt securities | $401,746,000 | 374 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $432,751,000 | 351 |
| U.S. Government securities | $432,751,000 | 261 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $432,751,000 | 257 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $335,682,000 | 216 |
| Mortgage-backed securities | $422,412,000 | 216 |
| Certificates of participation in pools of residential mortgages | $83,007,000 | 546 |
| Issued or guaranteed by U.S. | $83,007,000 | 544 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $323,972,000 | 137 |
| CMOs issued by government agencies or sponsored agencies | $323,972,000 | 127 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $15,433,000 | 163 |
| Commercial mortgage pass-through securities | $15,433,000 | 86 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $33,974,000 | 459 |
| Available-for-sale securities (fair market value) | $398,777,000 | 330 |
| Total debt securities | $432,751,000 | 341 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $474,785,000 | 332 |
| U.S. Government securities | $474,785,000 | 243 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $474,785,000 | 240 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $350,847,000 | 204 |
| Mortgage-backed securities | $464,415,000 | 210 |
| Certificates of participation in pools of residential mortgages | $89,738,000 | 524 |
| Issued or guaranteed by U.S. | $89,738,000 | 523 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $359,165,000 | 135 |
| CMOs issued by government agencies or sponsored agencies | $359,165,000 | 122 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $15,512,000 | 152 |
| Commercial mortgage pass-through securities | $15,512,000 | 73 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $35,242,000 | 452 |
| Available-for-sale securities (fair market value) | $439,543,000 | 308 |
| Total debt securities | $474,784,000 | 327 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $534,671,000 | 291 |
| U.S. Government securities | $534,671,000 | 218 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $534,671,000 | 215 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| 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 | $382,806,000 | 187 |
| Mortgage-backed securities | $510,049,000 | 190 |
| Certificates of participation in pools of residential mortgages | $96,810,000 | 505 |
| Issued or guaranteed by U.S. | $96,810,000 | 503 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $397,676,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $397,676,000 | 113 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $15,563,000 | 140 |
| Commercial mortgage pass-through securities | $15,563,000 | 71 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $36,129,000 | 443 |
| Available-for-sale securities (fair market value) | $498,542,000 | 276 |
| Total debt securities | $534,671,000 | 284 |
| Structured notes | ||
| Amortized cost | $14,300,000 | 350 |
| Fair value | $14,311,000 | 350 |
| 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 | $575,205,000 | 274 |
| U.S. Government securities | $575,205,000 | 209 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $575,205,000 | 207 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| 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 | $418,031,000 | 173 |
| Mortgage-backed securities | $550,600,000 | 178 |
| Certificates of participation in pools of residential mortgages | $104,689,000 | 471 |
| Issued or guaranteed by U.S. | $104,689,000 | 470 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $435,661,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $435,661,000 | 103 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $10,250,000 | 153 |
| Commercial mortgage pass-through securities | $10,250,000 | 81 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $32,415,000 | 490 |
| Available-for-sale securities (fair market value) | $542,790,000 | 258 |
| Total debt securities | $575,206,000 | 270 |
| Structured notes | ||
| Amortized cost | $14,300,000 | 413 |
| Fair value | $14,319,000 | 414 |
| 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 | $623,349,000 | 254 |
| U.S. Government securities | $623,349,000 | 184 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $623,349,000 | 183 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| 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 | $455,378,000 | 144 |
| Mortgage-backed securities | $598,759,000 | 162 |
| Certificates of participation in pools of residential mortgages | $112,486,000 | 424 |
| Issued or guaranteed by U.S. | $112,486,000 | 422 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $475,976,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $475,976,000 | 91 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $10,297,000 | 115 |
| Commercial mortgage pass-through securities | $10,297,000 | 53 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $34,308,000 | 472 |
| Available-for-sale securities (fair market value) | $589,041,000 | 232 |
| Total debt securities | $623,350,000 | 251 |
| Structured notes | ||
| Amortized cost | $14,300,000 | 405 |
| Fair value | $14,336,000 | 403 |
| 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 | $733,756,000 | 212 |
| U.S. Government securities | $731,754,000 | 160 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $731,754,000 | 156 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $2,002,000 | 1,594 |
| 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 | $2,002,000 | 1,091 |
| 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 | $506,860,000 | 132 |
| Mortgage-backed securities | $642,152,000 | 151 |
| Certificates of participation in pools of residential mortgages | $118,935,000 | 383 |
| Issued or guaranteed by U.S. | $118,935,000 | 380 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $512,887,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $512,887,000 | 85 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $10,330,000 | 103 |
| Commercial mortgage pass-through securities | $10,330,000 | 50 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $35,934,000 | 435 |
| Available-for-sale securities (fair market value) | $697,822,000 | 191 |
| Total debt securities | $733,756,000 | 210 |
| Structured notes | ||
| Amortized cost | $14,300,000 | 409 |
| Fair value | $14,302,000 | 410 |
| 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 | $633,447,000 | 240 |
| U.S. Government securities | $631,426,000 | 183 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $631,426,000 | 177 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $2,021,000 | 1,543 |
| 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 | $2,021,000 | 1,019 |
| 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 | $530,942,000 | 131 |
| Mortgage-backed securities | $543,542,000 | 167 |
| Certificates of participation in pools of residential mortgages | $110,488,000 | 401 |
| Issued or guaranteed by U.S. | $110,488,000 | 397 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $423,013,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $423,013,000 | 92 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $10,041,000 | 92 |
| Commercial mortgage pass-through securities | $10,041,000 | 48 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $37,610,000 | 424 |
| Available-for-sale securities (fair market value) | $595,837,000 | 226 |
| Total debt securities | $633,447,000 | 237 |
| Structured notes | ||
| Amortized cost | $13,489,000 | 534 |
| Fair value | $13,495,000 | 534 |
| 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 | $740,099,000 | 210 |
| U.S. Government securities | $738,060,000 | 163 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $738,060,000 | 159 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $2,039,000 | 1,569 |
| 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 | $2,039,000 | 1,022 |
| 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 | $373,207,000 | 175 |
| Mortgage-backed securities | $577,521,000 | 156 |
| Certificates of participation in pools of residential mortgages | $122,499,000 | 353 |
| Issued or guaranteed by U.S. | $122,499,000 | 351 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $445,056,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $445,056,000 | 91 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $9,966,000 | 85 |
| Commercial mortgage pass-through securities | $9,966,000 | 45 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $49,307,000 | 349 |
| Available-for-sale securities (fair market value) | $690,792,000 | 195 |
| Total debt securities | $740,097,000 | 206 |
| Structured notes | ||
| Amortized cost | $23,486,000 | 294 |
| Fair value | $23,513,000 | 287 |
| 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 | $785,799,000 | 195 |
| U.S. Government securities | $768,995,000 | 155 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $768,995,000 | 150 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $12,104,000 | 666 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $10,050,000 | 78 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $2,054,000 | 1,019 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $4,700,000 | 255 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $347,960,000 | 176 |
| Mortgage-backed securities | $473,055,000 | 188 |
| Certificates of participation in pools of residential mortgages | $69,756,000 | 563 |
| Issued or guaranteed by U.S. | $69,756,000 | 560 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $393,249,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $393,249,000 | 95 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $10,050,000 | 78 |
| Commercial mortgage pass-through securities | $10,050,000 | 40 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $53,484,000 | 301 |
| Available-for-sale securities (fair market value) | $732,315,000 | 177 |
| Total debt securities | $781,098,000 | 193 |
| Structured notes | ||
| Amortized cost | $43,482,000 | 123 |
| Fair value | $43,545,000 | 119 |
| 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 | $656,199,000 | 211 |
| U.S. Government securities | $644,242,000 | 167 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $644,242,000 | 159 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $7,220,000 | 936 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $5,158,000 | 92 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $2,062,000 | 1,018 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $4,737,000 | 270 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $377,592,000 | 165 |
| Mortgage-backed securities | $324,465,000 | 236 |
| Certificates of participation in pools of residential mortgages | $65,094,000 | 577 |
| Issued or guaranteed by U.S. | $65,094,000 | 572 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $254,213,000 | 152 |
| CMOs issued by government agencies or sponsored agencies | $254,213,000 | 122 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $5,158,000 | 92 |
| Commercial mortgage pass-through securities | $5,158,000 | 52 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $56,194,000 | 305 |
| Available-for-sale securities (fair market value) | $600,005,000 | 197 |
| Total debt securities | $651,463,000 | 209 |
| Structured notes | ||
| Amortized cost | $43,479,000 | 113 |
| Fair value | $43,784,000 | 112 |
| 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 | $501,911,000 | 273 |
| U.S. Government securities | $489,879,000 | 209 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $489,879,000 | 201 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $7,095,000 | 954 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $5,023,000 | 94 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $2,072,000 | 969 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $4,937,000 | 266 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $325,925,000 | 187 |
| Mortgage-backed securities | $144,944,000 | 454 |
| Certificates of participation in pools of residential mortgages | $73,383,000 | 510 |
| Issued or guaranteed by U.S. | $73,383,000 | 505 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $66,538,000 | 442 |
| CMOs issued by government agencies or sponsored agencies | $66,538,000 | 359 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $5,023,000 | 94 |
| Commercial mortgage pass-through securities | $5,023,000 | 51 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $66,467,000 | 281 |
| Available-for-sale securities (fair market value) | $435,444,000 | 264 |
| Total debt securities | $496,973,000 | 267 |
| Structured notes | ||
| Amortized cost | $20,000,000 | 328 |
| Fair value | $20,000,000 | 336 |
| 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 | $476,044,000 | 288 |
| U.S. Government securities | $464,014,000 | 218 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $464,014,000 | 208 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $6,910,000 | 1,004 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $4,831,000 | 100 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $2,079,000 | 996 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $5,120,000 | 256 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $423,089,000 | 147 |
| Mortgage-backed securities | $166,625,000 | 420 |
| Certificates of participation in pools of residential mortgages | $81,293,000 | 487 |
| Issued or guaranteed by U.S. | $81,293,000 | 483 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $80,501,000 | 375 |
| CMOs issued by government agencies or sponsored agencies | $80,501,000 | 307 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $4,831,000 | 100 |
| Commercial mortgage pass-through securities | $4,831,000 | 53 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $76,858,000 | 247 |
| Available-for-sale securities (fair market value) | $399,186,000 | 292 |
| Total debt securities | $470,924,000 | 281 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $503,333,000 | 258 |
| U.S. Government securities | $495,889,000 | 200 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $495,889,000 | 192 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $2,083,000 | 1,792 |
| 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 | $2,083,000 | 1,021 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $5,361,000 | 265 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $352,607,000 | 187 |
| Mortgage-backed securities | $184,695,000 | 385 |
| Certificates of participation in pools of residential mortgages | $87,297,000 | 477 |
| Issued or guaranteed by U.S. | $87,297,000 | 475 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $97,398,000 | 316 |
| CMOs issued by government agencies or sponsored agencies | $97,398,000 | 246 |
| 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) | $86,181,000 | 216 |
| Available-for-sale securities (fair market value) | $417,152,000 | 273 |
| Total debt securities | $497,973,000 | 259 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $496,940,000 | 271 |
| U.S. Government securities | $488,253,000 | 200 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $488,253,000 | 195 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $3,077,000 | 1,617 |
| Privately issued residential mortgage-backed securities | $990,000 | 1,171 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $2,087,000 | 1,086 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $5,610,000 | 292 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $352,212,000 | 188 |
| Mortgage-backed securities | $221,608,000 | 337 |
| Certificates of participation in pools of residential mortgages | $105,151,000 | 426 |
| Issued or guaranteed by U.S. | $105,151,000 | 423 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $116,457,000 | 271 |
| CMOs issued by government agencies or sponsored agencies | $115,467,000 | 207 |
| Privately issued | $990,000 | 1,123 |
| 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) | $105,975,000 | 188 |
| Available-for-sale securities (fair market value) | $390,965,000 | 299 |
| Total debt securities | $491,331,000 | 263 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 247 |
| Fair value | $10,000,000 | 260 |
| 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 | $390,090,000 | 345 |
| U.S. Government securities | $381,229,000 | 242 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $381,229,000 | 234 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $3,185,000 | 1,618 |
| Privately issued residential mortgage-backed securities | $1,029,000 | 1,187 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $2,156,000 | 1,088 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $5,676,000 | 321 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $351,483,000 | 199 |
| Mortgage-backed securities | $247,421,000 | 313 |
| Certificates of participation in pools of residential mortgages | $113,616,000 | 411 |
| Issued or guaranteed by U.S. | $113,616,000 | 405 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $133,805,000 | 237 |
| CMOs issued by government agencies or sponsored agencies | $132,776,000 | 181 |
| Privately issued | $1,029,000 | 1,133 |
| 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) | $118,817,000 | 169 |
| Available-for-sale securities (fair market value) | $271,273,000 | 412 |
| Total debt securities | $384,415,000 | 342 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| 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 | $393,649,000 | 342 |
| U.S. Government securities | $384,781,000 | 247 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $384,781,000 | 241 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $3,224,000 | 1,530 |
| Privately issued residential mortgage-backed securities | $1,084,000 | 1,198 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,140,000 | 1,105 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $5,644,000 | 330 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $365,867,000 | 194 |
| Mortgage-backed securities | $276,025,000 | 293 |
| Certificates of participation in pools of residential mortgages | $122,831,000 | 402 |
| Issued or guaranteed by U.S. | $122,831,000 | 397 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $153,194,000 | 226 |
| CMOs issued by government agencies or sponsored agencies | $152,110,000 | 161 |
| Privately issued | $1,084,000 | 1,144 |
| 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) | $133,584,000 | 158 |
| Available-for-sale securities (fair market value) | $260,065,000 | 423 |
| Total debt securities | $388,004,000 | 336 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| 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 | $327,493,000 | 392 |
| U.S. Government securities | $317,984,000 | 284 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $317,984,000 | 279 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $3,378,000 | 1,464 |
| Privately issued residential mortgage-backed securities | $1,144,000 | 1,138 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,234,000 | 1,057 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $6,131,000 | 286 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $319,127,000 | 211 |
| Mortgage-backed securities | $293,571,000 | 271 |
| Certificates of participation in pools of residential mortgages | $129,739,000 | 368 |
| Issued or guaranteed by U.S. | $129,739,000 | 363 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $163,832,000 | 205 |
| CMOs issued by government agencies or sponsored agencies | $162,688,000 | 144 |
| Privately issued | $1,144,000 | 1,086 |
| 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) | $144,238,000 | 145 |
| Available-for-sale securities (fair market value) | $183,255,000 | 567 |
| Total debt securities | $321,361,000 | 397 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| 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 | $320,674,000 | 391 |
| U.S. Government securities | $310,171,000 | 285 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $310,171,000 | 280 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $3,402,000 | 1,444 |
| Privately issued residential mortgage-backed securities | $1,198,000 | 1,100 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,204,000 | 1,042 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $7,101,000 | 248 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $311,370,000 | 212 |
| Mortgage-backed securities | $301,387,000 | 259 |
| Certificates of participation in pools of residential mortgages | $129,421,000 | 351 |
| Issued or guaranteed by U.S. | $129,421,000 | 346 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $171,966,000 | 196 |
| CMOs issued by government agencies or sponsored agencies | $170,768,000 | 132 |
| Privately issued | $1,198,000 | 1,052 |
| 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) | $153,315,000 | 131 |
| Available-for-sale securities (fair market value) | $167,359,000 | 599 |
| Total debt securities | $313,574,000 | 392 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| 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 | $332,991,000 | 389 |
| U.S. Government securities | $321,595,000 | 271 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $321,595,000 | 268 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $3,613,000 | 1,443 |
| Privately issued residential mortgage-backed securities | $1,429,000 | 1,038 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,184,000 | 1,139 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $7,783,000 | 332 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $323,024,000 | 205 |
| Mortgage-backed securities | $313,159,000 | 251 |
| Certificates of participation in pools of residential mortgages | $136,077,000 | 339 |
| Issued or guaranteed by U.S. | $136,077,000 | 333 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $177,082,000 | 188 |
| CMOs issued by government agencies or sponsored agencies | $175,653,000 | 132 |
| Privately issued | $1,429,000 | 988 |
| 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) | $163,951,000 | 119 |
| Available-for-sale securities (fair market value) | $169,040,000 | 600 |
| Total debt securities | $325,208,000 | 386 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| 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 | $321,222,000 | 412 |
| U.S. Government securities | $308,958,000 | 287 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $308,958,000 | 280 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $3,940,000 | 1,338 |
| Privately issued residential mortgage-backed securities | $1,682,000 | 977 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,258,000 | 1,066 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $8,324,000 | 350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $305,142,000 | 216 |
| Mortgage-backed securities | $292,583,000 | 261 |
| Certificates of participation in pools of residential mortgages | $113,243,000 | 381 |
| Issued or guaranteed by U.S. | $113,243,000 | 375 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $179,340,000 | 186 |
| CMOs issued by government agencies or sponsored agencies | $177,658,000 | 128 |
| Privately issued | $1,682,000 | 932 |
| 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) | $181,324,000 | 105 |
| Available-for-sale securities (fair market value) | $139,898,000 | 750 |
| Total debt securities | $312,898,000 | 401 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| 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 | $322,023,000 | 393 |
| U.S. Government securities | $309,624,000 | 292 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $309,624,000 | 285 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $3,988,000 | 1,252 |
| Privately issued residential mortgage-backed securities | $1,796,000 | 876 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,192,000 | 1,015 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $8,411,000 | 331 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $311,420,000 | 214 |
| Mortgage-backed securities | $283,378,000 | 250 |
| Certificates of participation in pools of residential mortgages | $116,636,000 | 332 |
| Issued or guaranteed by U.S. | $116,636,000 | 327 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $166,742,000 | 193 |
| CMOs issued by government agencies or sponsored agencies | $164,946,000 | 137 |
| Privately issued | $1,796,000 | 835 |
| 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) | $194,829,000 | 100 |
| Available-for-sale securities (fair market value) | $127,194,000 | 801 |
| Total debt securities | $313,611,000 | 388 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| 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 | $327,907,000 | 392 |
| U.S. Government securities | $315,635,000 | 296 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $315,635,000 | 289 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $3,869,000 | 1,231 |
| Privately issued residential mortgage-backed securities | $1,865,000 | 837 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,004,000 | 1,034 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $8,403,000 | 321 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $281,124,000 | 229 |
| Mortgage-backed securities | $282,024,000 | 249 |
| Certificates of participation in pools of residential mortgages | $117,570,000 | 320 |
| Issued or guaranteed by U.S. | $117,570,000 | 315 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $164,454,000 | 194 |
| CMOs issued by government agencies or sponsored agencies | $162,589,000 | 133 |
| Privately issued | $1,865,000 | 799 |
| 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) | $208,446,000 | 100 |
| Available-for-sale securities (fair market value) | $119,461,000 | 859 |
| Total debt securities | $319,503,000 | 390 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| 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 | $297,055,000 | 421 |
| U.S. Government securities | $284,668,000 | 330 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $284,668,000 | 323 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $3,976,000 | 1,150 |
| Privately issued residential mortgage-backed securities | $1,952,000 | 774 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,024,000 | 984 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $8,411,000 | 311 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $234,650,000 | 270 |
| Mortgage-backed securities | $256,198,000 | 268 |
| Certificates of participation in pools of residential mortgages | $110,567,000 | 349 |
| Issued or guaranteed by U.S. | $110,567,000 | 342 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $145,631,000 | 213 |
| CMOs issued by government agencies or sponsored agencies | $143,679,000 | 152 |
| Privately issued | $1,952,000 | 732 |
| 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) | $222,821,000 | 98 |
| Available-for-sale securities (fair market value) | $74,234,000 | 1,373 |
| Total debt securities | $288,645,000 | 423 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| 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 | $267,083,000 | 470 |
| U.S. Government securities | $254,592,000 | 370 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $254,592,000 | 364 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $4,036,000 | 1,144 |
| Privately issued residential mortgage-backed securities | $2,036,000 | 729 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 1,023 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $8,455,000 | 321 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $251,736,000 | 258 |
| Mortgage-backed securities | $246,215,000 | 282 |
| Certificates of participation in pools of residential mortgages | $119,563,000 | 333 |
| Issued or guaranteed by U.S. | $119,563,000 | 327 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $126,652,000 | 231 |
| CMOs issued by government agencies or sponsored agencies | $124,616,000 | 161 |
| Privately issued | $2,036,000 | 685 |
| 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) | $238,334,000 | 99 |
| Available-for-sale securities (fair market value) | $28,749,000 | 3,092 |
| Total debt securities | $258,628,000 | 472 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| 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 | $288,164,000 | 441 |
| U.S. Government securities | $275,590,000 | 348 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $275,590,000 | 339 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $4,128,000 | 1,124 |
| Privately issued residential mortgage-backed securities | $2,086,000 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,042,000 | 1,027 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $8,446,000 | 328 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $267,789,000 | 246 |
| Mortgage-backed securities | $262,265,000 | 269 |
| Certificates of participation in pools of residential mortgages | $127,838,000 | 315 |
| Issued or guaranteed by U.S. | $127,838,000 | 308 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $134,427,000 | 224 |
| CMOs issued by government agencies or sponsored agencies | $132,341,000 | 160 |
| Privately issued | $2,086,000 | 675 |
| 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) | $257,994,000 | 91 |
| Available-for-sale securities (fair market value) | $30,170,000 | 2,998 |
| Total debt securities | $279,718,000 | 443 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| 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 | $293,917,000 | 443 |
| U.S. Government securities | $281,245,000 | 351 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $281,245,000 | 340 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $4,226,000 | 1,111 |
| Privately issued residential mortgage-backed securities | $2,168,000 | 697 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,058,000 | 1,027 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $8,446,000 | 322 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $259,152,000 | 252 |
| Mortgage-backed securities | $272,998,000 | 263 |
| Certificates of participation in pools of residential mortgages | $135,321,000 | 308 |
| Issued or guaranteed by U.S. | $135,321,000 | 299 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $137,677,000 | 220 |
| CMOs issued by government agencies or sponsored agencies | $135,509,000 | 163 |
| Privately issued | $2,168,000 | 653 |
| 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) | $267,463,000 | 92 |
| Available-for-sale securities (fair market value) | $26,454,000 | 3,331 |
| Total debt securities | $285,470,000 | 447 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $316,035,000 | 433 |
| U.S. Government securities | $303,230,000 | 333 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $303,230,000 | 324 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $4,376,000 | 1,098 |
| Privately issued residential mortgage-backed securities | $2,306,000 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,070,000 | 1,047 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $8,429,000 | 324 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $226,840,000 | 278 |
| Mortgage-backed securities | $292,121,000 | 260 |
| Certificates of participation in pools of residential mortgages | $145,305,000 | 305 |
| Issued or guaranteed by U.S. | $145,305,000 | 298 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $146,816,000 | 209 |
| CMOs issued by government agencies or sponsored agencies | $144,510,000 | 152 |
| Privately issued | $2,306,000 | 620 |
| 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) | $288,110,000 | 87 |
| Available-for-sale securities (fair market value) | $27,925,000 | 3,190 |
| Total debt securities | $307,605,000 | 429 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| 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 | $343,513,000 | 409 |
| U.S. Government securities | $330,314,000 | 313 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $330,314,000 | 298 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $4,753,000 | 1,090 |
| Privately issued residential mortgage-backed securities | $2,713,000 | 636 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,040,000 | 1,099 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $8,446,000 | 328 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $230,915,000 | 279 |
| Mortgage-backed securities | $312,527,000 | 252 |
| Certificates of participation in pools of residential mortgages | $155,653,000 | 295 |
| Issued or guaranteed by U.S. | $155,653,000 | 287 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $156,874,000 | 206 |
| CMOs issued by government agencies or sponsored agencies | $154,161,000 | 152 |
| Privately issued | $2,713,000 | 595 |
| 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) | $313,761,000 | 83 |
| Available-for-sale securities (fair market value) | $29,752,000 | 3,104 |
| Total debt securities | $335,067,000 | 407 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| 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 | $363,476,000 | 391 |
| U.S. Government securities | $349,961,000 | 308 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $349,961,000 | 295 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $5,051,000 | 1,057 |
| Privately issued residential mortgage-backed securities | $3,007,000 | 592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,044,000 | 1,158 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $8,464,000 | 331 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $249,221,000 | 262 |
| Mortgage-backed securities | $332,468,000 | 249 |
| Certificates of participation in pools of residential mortgages | $166,034,000 | 285 |
| Issued or guaranteed by U.S. | $166,034,000 | 278 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $166,434,000 | 198 |
| CMOs issued by government agencies or sponsored agencies | $163,427,000 | 151 |
| Privately issued | $3,007,000 | 556 |
| 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) | $331,974,000 | 83 |
| Available-for-sale securities (fair market value) | $31,502,000 | 2,965 |
| Total debt securities | $355,013,000 | 386 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| 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 | $446,829,000 | 325 |
| U.S. Government securities | $382,609,000 | 288 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $382,609,000 | 274 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $5,677,000 | 1,019 |
| Privately issued residential mortgage-backed securities | $3,596,000 | 551 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,081,000 | 1,193 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $58,543,000 | 59 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $259,572,000 | 246 |
| Mortgage-backed securities | $360,705,000 | 233 |
| Certificates of participation in pools of residential mortgages | $179,480,000 | 266 |
| Issued or guaranteed by U.S. | $179,480,000 | 260 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $181,225,000 | 190 |
| CMOs issued by government agencies or sponsored agencies | $177,629,000 | 142 |
| Privately issued | $3,596,000 | 514 |
| 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) | $363,306,000 | 74 |
| Available-for-sale securities (fair market value) | $83,523,000 | 1,249 |
| Total debt securities | $388,286,000 | 355 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $484,188,000 | 305 |
| U.S. Government securities | $418,095,000 | 264 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $418,095,000 | 254 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $7,309,000 | 899 |
| Privately issued residential mortgage-backed securities | $5,169,000 | 477 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,140,000 | 1,217 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $58,784,000 | 59 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $230,930,000 | 268 |
| Mortgage-backed securities | $397,764,000 | 218 |
| Certificates of participation in pools of residential mortgages | $196,759,000 | 254 |
| Issued or guaranteed by U.S. | $196,759,000 | 247 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $201,005,000 | 181 |
| CMOs issued by government agencies or sponsored agencies | $195,836,000 | 135 |
| Privately issued | $5,169,000 | 446 |
| 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) | $397,605,000 | 68 |
| Available-for-sale securities (fair market value) | $86,583,000 | 1,216 |
| Total debt securities | $425,403,000 | 333 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $519,302,000 | 294 |
| U.S. Government securities | $450,787,000 | 256 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $450,787,000 | 247 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $9,489,000 | 791 |
| Privately issued residential mortgage-backed securities | $7,329,000 | 418 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,160,000 | 1,282 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $59,026,000 | 62 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $198,313,000 | 295 |
| Mortgage-backed securities | $432,616,000 | 215 |
| Certificates of participation in pools of residential mortgages | $212,718,000 | 247 |
| Issued or guaranteed by U.S. | $212,718,000 | 241 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $219,898,000 | 171 |
| CMOs issued by government agencies or sponsored agencies | $212,569,000 | 126 |
| Privately issued | $7,329,000 | 388 |
| 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) | $429,885,000 | 66 |
| Available-for-sale securities (fair market value) | $89,417,000 | 1,202 |
| Total debt securities | $460,277,000 | 315 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $554,316,000 | 282 |
| U.S. Government securities | $483,079,000 | 248 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $483,079,000 | 237 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $12,031,000 | 723 |
| Privately issued residential mortgage-backed securities | $9,851,000 | 365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,180,000 | 1,342 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $59,206,000 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $173,802,000 | 331 |
| Mortgage-backed securities | $467,430,000 | 208 |
| Certificates of participation in pools of residential mortgages | $231,471,000 | 235 |
| Issued or guaranteed by U.S. | $231,471,000 | 228 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $235,959,000 | 165 |
| CMOs issued by government agencies or sponsored agencies | $226,108,000 | 127 |
| Privately issued | $9,851,000 | 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) | $458,056,000 | 61 |
| Available-for-sale securities (fair market value) | $96,260,000 | 1,140 |
| Total debt securities | $495,111,000 | 300 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| 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 | $571,347,000 | 277 |
| U.S. Government securities | $497,396,000 | 236 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $497,396,000 | 228 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $14,684,000 | 646 |
| Privately issued residential mortgage-backed securities | $12,519,000 | 316 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,165,000 | 1,389 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $59,267,000 | 70 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $175,491,000 | 320 |
| Mortgage-backed securities | $484,415,000 | 201 |
| Certificates of participation in pools of residential mortgages | $242,732,000 | 226 |
| Issued or guaranteed by U.S. | $242,732,000 | 219 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $241,683,000 | 154 |
| CMOs issued by government agencies or sponsored agencies | $229,164,000 | 123 |
| Privately issued | $12,519,000 | 287 |
| 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) | $470,910,000 | 57 |
| Available-for-sale securities (fair market value) | $100,437,000 | 1,075 |
| Total debt securities | $512,083,000 | 290 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $615,427,000 | 268 |
| U.S. Government securities | $539,169,000 | 230 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $539,169,000 | 221 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $16,991,000 | 605 |
| Privately issued residential mortgage-backed securities | $14,911,000 | 290 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,080,000 | 1,516 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $59,267,000 | 73 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $186,813,000 | 300 |
| Mortgage-backed securities | $522,580,000 | 197 |
| Certificates of participation in pools of residential mortgages | $258,832,000 | 216 |
| Issued or guaranteed by U.S. | $258,832,000 | 208 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $263,748,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $248,837,000 | 113 |
| Privately issued | $14,911,000 | 269 |
| 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) | $509,211,000 | 55 |
| Available-for-sale securities (fair market value) | $106,216,000 | 1,035 |
| Total debt securities | $556,160,000 | 282 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $601,073,000 | 274 |
| U.S. Government securities | $521,768,000 | 230 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $521,768,000 | 224 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $19,677,000 | 591 |
| Privately issued residential mortgage-backed securities | $17,597,000 | 279 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,080,000 | 1,608 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $59,628,000 | 79 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $164,634,000 | 332 |
| Mortgage-backed securities | $518,865,000 | 201 |
| Certificates of participation in pools of residential mortgages | $239,254,000 | 232 |
| Issued or guaranteed by U.S. | $239,254,000 | 226 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $279,611,000 | 143 |
| CMOs issued by government agencies or sponsored agencies | $262,014,000 | 114 |
| Privately issued | $17,597,000 | 260 |
| 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) | $485,033,000 | 58 |
| Available-for-sale securities (fair market value) | $116,040,000 | 963 |
| Total debt securities | $541,447,000 | 286 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $589,190,000 | 277 |
| U.S. Government securities | $508,995,000 | 243 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $508,995,000 | 237 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $20,567,000 | 549 |
| Privately issued residential mortgage-backed securities | $18,507,000 | 218 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,060,000 | 1,718 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $59,628,000 | 78 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $147,687,000 | 368 |
| Mortgage-backed securities | $512,002,000 | 201 |
| Certificates of participation in pools of residential mortgages | $235,453,000 | 238 |
| Issued or guaranteed by U.S. | $235,453,000 | 232 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $276,549,000 | 136 |
| CMOs issued by government agencies or sponsored agencies | $258,042,000 | 123 |
| Privately issued | $18,507,000 | 189 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $459,759,000 | 54 |
| Available-for-sale securities (fair market value) | $129,431,000 | 889 |
| Total debt securities | $529,563,000 | 288 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $612,961,000 | 265 |
| U.S. Government securities | $531,970,000 | 234 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $531,970,000 | 225 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $21,363,000 | 543 |
| Privately issued residential mortgage-backed securities | $19,323,000 | 204 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,040,000 | 1,829 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $59,628,000 | 81 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $151,851,000 | 335 |
| Mortgage-backed securities | $534,943,000 | 194 |
| Certificates of participation in pools of residential mortgages | $239,041,000 | 234 |
| Issued or guaranteed by U.S. | $239,041,000 | 227 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $295,902,000 | 133 |
| CMOs issued by government agencies or sponsored agencies | $276,579,000 | 121 |
| Privately issued | $19,323,000 | 179 |
| 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) | $467,541,000 | 52 |
| Available-for-sale securities (fair market value) | $145,420,000 | 788 |
| Total debt securities | $553,333,000 | 280 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $623,341,000 | 264 |
| U.S. Government securities | $545,547,000 | 234 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $545,547,000 | 221 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $17,804,000 | 634 |
| Privately issued residential mortgage-backed securities | $15,724,000 | 228 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,080,000 | 1,867 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $59,990,000 | 83 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $161,072,000 | 324 |
| Mortgage-backed securities | $536,773,000 | 193 |
| Certificates of participation in pools of residential mortgages | $198,726,000 | 268 |
| Issued or guaranteed by U.S. | $198,726,000 | 259 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $338,047,000 | 133 |
| CMOs issued by government agencies or sponsored agencies | $322,323,000 | 118 |
| Privately issued | $15,724,000 | 203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $422,521,000 | 57 |
| Available-for-sale securities (fair market value) | $200,820,000 | 581 |
| Total debt securities | $563,352,000 | 279 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $588,979,000 | 278 |
| U.S. Government securities | $513,102,000 | 252 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $513,102,000 | 239 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $15,887,000 | 703 |
| Privately issued residential mortgage-backed securities | $13,827,000 | 257 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,060,000 | 1,880 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $59,990,000 | 76 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,706,000 | 6,066 |
| Mortgage-backed securities | $480,029,000 | 212 |
| Certificates of participation in pools of residential mortgages | $189,580,000 | 265 |
| Issued or guaranteed by U.S. | $189,580,000 | 258 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $290,449,000 | 151 |
| CMOs issued by government agencies or sponsored agencies | $276,622,000 | 132 |
| Privately issued | $13,827,000 | 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) | $323,111,000 | 77 |
| Available-for-sale securities (fair market value) | $265,868,000 | 452 |
| Total debt securities | $528,988,000 | 294 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $517,144,000 | 294 |
| U.S. Government securities | $455,093,000 | 261 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $455,093,000 | 249 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $2,000,000 | 2,213 |
| 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 | $2,000,000 | 1,926 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $60,051,000 | 84 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,043,000 | 478 |
| Mortgage-backed securities | $400,083,000 | 225 |
| Certificates of participation in pools of residential mortgages | $193,065,000 | 251 |
| Issued or guaranteed by U.S. | $193,065,000 | 247 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $207,018,000 | 187 |
| CMOs issued by government agencies or sponsored agencies | $207,018,000 | 169 |
| 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) | $218,794,000 | 109 |
| Available-for-sale securities (fair market value) | $298,350,000 | 390 |
| Total debt securities | $457,091,000 | 309 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $318,172,000 | 385 |
| U.S. Government securities | $276,177,000 | 341 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $276,177,000 | 319 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $2,000,000 | 2,261 |
| 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 | $2,000,000 | 1,924 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $39,995,000 | 116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,697,000 | 1,940 |
| Mortgage-backed securities | $219,415,000 | 319 |
| Certificates of participation in pools of residential mortgages | $100,812,000 | 367 |
| Issued or guaranteed by U.S. | $100,812,000 | 362 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $118,603,000 | 257 |
| CMOs issued by government agencies or sponsored agencies | $118,603,000 | 214 |
| 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) | $11,055,000 | 1,454 |
| Available-for-sale securities (fair market value) | $307,117,000 | 345 |
| Total debt securities | $278,177,000 | 425 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $261,145,000 | 458 |
| U.S. Government securities | $247,194,000 | 372 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $247,194,000 | 341 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| 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 | $13,951,000 | 385 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,000 | 7,906 |
| Mortgage-backed securities | $64,952,000 | 653 |
| Certificates of participation in pools of residential mortgages | $64,952,000 | 455 |
| Issued or guaranteed by U.S. | $64,952,000 | 451 |
| 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) | $156,105,000 | 176 |
| Available-for-sale securities (fair market value) | $105,040,000 | 823 |
| Total debt securities | $247,194,000 | 459 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $289,305,000 | 450 |
| U.S. Government securities | $275,465,000 | 374 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $275,465,000 | 341 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| 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 | $13,840,000 | 387 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,000 | 8,150 |
| Mortgage-backed securities | $92,555,000 | 556 |
| Certificates of participation in pools of residential mortgages | $92,555,000 | 365 |
| Issued or guaranteed by U.S. | $92,555,000 | 357 |
| 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) | $229,446,000 | 129 |
| Available-for-sale securities (fair market value) | $59,859,000 | 1,447 |
| Total debt securities | $275,465,000 | 450 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $298,150,000 | 448 |
| U.S. Government securities | $284,230,000 | 384 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $284,230,000 | 340 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| 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 | $13,920,000 | 397 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,000 | 8,345 |
| Mortgage-backed securities | $112,053,000 | 498 |
| Certificates of participation in pools of residential mortgages | $112,053,000 | 345 |
| Issued or guaranteed by U.S. | $112,053,000 | 336 |
| 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) | $251,915,000 | 125 |
| Available-for-sale securities (fair market value) | $46,235,000 | 1,863 |
| Total debt securities | $284,230,000 | 450 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $247,706,000 | 518 |
| U.S. Government securities | $233,726,000 | 460 |
| U.S. Treasury securities | $22,994,000 | 828 |
| U.S. Government agency obligations | $210,732,000 | 428 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| 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 | $13,980,000 | 330 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,000 | 8,797 |
| Mortgage-backed securities | $122,741,000 | 492 |
| Certificates of participation in pools of residential mortgages | $122,741,000 | 340 |
| Issued or guaranteed by U.S. | $122,741,000 | 332 |
| 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) | $220,610,000 | 166 |
| Available-for-sale securities (fair market value) | $27,096,000 | 2,843 |
| Total debt securities | $233,726,000 | 528 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| 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 | $269,938,000 | 505 |
| U.S. Government securities | $260,166,000 | 445 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $260,166,000 | 373 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| 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 | NA | NA |
| Equity securities | $9,955,000 | 418 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $183,000 | 79 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $142,205,000 | 465 |
| Certificates of participation in pools of residential mortgages | $142,205,000 | 327 |
| Issued or guaranteed by U.S. | $142,205,000 | 313 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| 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) | $235,364,000 | 186 |
| Available-for-sale securities (fair market value) | $34,574,000 | 2,402 |
| Total debt securities | $260,166,000 | 507 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $254,979,000 | 552 |
| U.S. Government securities | $250,268,000 | 479 |
| U.S. Treasury securities | $40,996,000 | 688 |
| U.S. Government agency obligations | $209,272,000 | 437 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $4,986,000 | 1,061 |
| Privately issued residential mortgage-backed securities | $6,000 | 2,499 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,980,000 | 787 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $275,000 | 59 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $120,311,000 | 545 |
| Certificates of participation in pools of residential mortgages | $120,311,000 | 364 |
| Issued or guaranteed by U.S. | $120,305,000 | 353 |
| Privately issued | $6,000 | 548 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| 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) | $207,732,000 | 218 |
| Available-for-sale securities (fair market value) | $47,247,000 | 1,799 |
| Total debt securities | $255,254,000 | 542 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $194,898,000 | 706 |
| U.S. Government securities | $190,295,000 | 612 |
| U.S. Treasury securities | $60,981,000 | 567 |
| U.S. Government agency obligations | $129,314,000 | 623 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $4,927,000 | 1,187 |
| Privately issued residential mortgage-backed securities | $72,000 | 2,308 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,855,000 | 911 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $324,000 | 83 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $99,426,000 | 643 |
| Certificates of participation in pools of residential mortgages | $99,426,000 | 431 |
| Issued or guaranteed by U.S. | $99,354,000 | 418 |
| Privately issued | $72,000 | 478 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| 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) | $194,898,000 | 439 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $195,222,000 | 694 |
| 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 | $195,939,000 | 734 |
| U.S. Government securities | $190,869,000 | 631 |
| U.S. Treasury securities | $68,525,000 | 561 |
| U.S. Government agency obligations | $122,344,000 | 643 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $5,129,000 | 1,375 |
| Privately issued residential mortgage-backed securities | $139,000 | 2,549 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,990,000 | 1,055 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $59,000 | 167 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $100,525,000 | 675 |
| Certificates of participation in pools of residential mortgages | $100,525,000 | 444 |
| Issued or guaranteed by U.S. | $100,386,000 | 423 |
| Privately issued | $139,000 | 567 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| 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 | $195,998,000 | 721 |
| 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 | $149,207,000 | 908 |
| U.S. Government securities | $149,262,000 | 734 |
| U.S. Treasury securities | $51,235,000 | 717 |
| U.S. Government agency obligations | $98,027,000 | 748 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $200,000 | 6,170 |
| Privately issued residential mortgage-backed securities | $200,000 | 3,078 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $255,000 | 132 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $92,665,000 | 699 |
| Certificates of participation in pools of residential mortgages | $92,665,000 | 455 |
| Issued or guaranteed by U.S. | $92,465,000 | 422 |
| Privately issued | $200,000 | 613 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| 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 | $149,462,000 | 886 |
| 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 |