Home > BankAtlantic > Securities
BankAtlantic, Securities
| 2012-06-30 | Rank | |
| Total securities | $32,228,000 | 3,588 |
| U.S. Government securities | $32,228,000 | 2,714 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $32,228,000 | 2,659 |
| 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 | $30,818,000 | 1,667 |
| Mortgage-backed securities | $32,228,000 | 1,914 |
| Certificates of participation in pools of residential mortgages | $12,108,000 | 2,583 |
| Issued or guaranteed by U.S. | $12,108,000 | 2,580 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $20,120,000 | 1,070 |
| CMOs issued by government agencies or sponsored agencies | $20,120,000 | 989 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $32,228,000 | 3,316 |
| Total debt securities | $32,228,000 | 3,560 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| 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 | $39,215,000 | 3,207 |
| U.S. Government securities | $39,215,000 | 2,360 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $39,215,000 | 2,303 |
| 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 | $30,155,000 | 1,709 |
| Mortgage-backed securities | $39,215,000 | 1,673 |
| Certificates of participation in pools of residential mortgages | $12,787,000 | 2,504 |
| Issued or guaranteed by U.S. | $12,787,000 | 2,498 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $26,428,000 | 912 |
| CMOs issued by government agencies or sponsored agencies | $26,428,000 | 847 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $39,215,000 | 2,954 |
| Total debt securities | $39,215,000 | 3,178 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| 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 | $46,172,000 | 2,764 |
| U.S. Government securities | $44,859,000 | 2,059 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $44,859,000 | 2,012 |
| 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 | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,313,000 | 495 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $44,859,000 | 1,434 |
| Certificates of participation in pools of residential mortgages | $13,418,000 | 2,318 |
| Issued or guaranteed by U.S. | $13,418,000 | 2,314 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $31,441,000 | 809 |
| CMOs issued by government agencies or sponsored agencies | $31,441,000 | 715 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $46,172,000 | 2,517 |
| Total debt securities | $44,859,000 | 2,816 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $84,477,000 | 1,633 |
| U.S. Government securities | $51,217,000 | 1,805 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $51,217,000 | 1,759 |
| Securities issued by states & political subdivisions | $31,942,000 | 962 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,318,000 | 507 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $51,217,000 | 1,263 |
| Certificates of participation in pools of residential mortgages | $14,158,000 | 2,182 |
| Issued or guaranteed by U.S. | $14,158,000 | 2,175 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $37,059,000 | 714 |
| CMOs issued by government agencies or sponsored agencies | $37,059,000 | 621 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $84,477,000 | 1,483 |
| Total debt securities | $83,159,000 | 1,631 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $316,505,000 | 461 |
| U.S. Government securities | $212,304,000 | 509 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $212,304,000 | 489 |
| Securities issued by states & political subdivisions | $102,904,000 | 193 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| 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 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,297,000 | 515 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $152,244,000 | 498 |
| Certificates of participation in pools of residential mortgages | $97,890,000 | 451 |
| Issued or guaranteed by U.S. | $97,890,000 | 447 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $54,354,000 | 547 |
| CMOs issued by government agencies or sponsored agencies | $54,354,000 | 472 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $316,505,000 | 406 |
| Total debt securities | $315,208,000 | 457 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $376,032,000 | 379 |
| U.S. Government securities | $223,210,000 | 473 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $223,210,000 | 455 |
| Securities issued by states & political subdivisions | $151,536,000 | 113 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| 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 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,286,000 | 519 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $163,044,000 | 448 |
| Certificates of participation in pools of residential mortgages | $103,790,000 | 419 |
| Issued or guaranteed by U.S. | $103,790,000 | 416 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $59,254,000 | 497 |
| CMOs issued by government agencies or sponsored agencies | $59,254,000 | 429 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $376,032,000 | 341 |
| Total debt securities | $374,746,000 | 373 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $424,358,000 | 331 |
| U.S. Government securities | $241,027,000 | 428 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $241,027,000 | 408 |
| Securities issued by states & political subdivisions | $182,042,000 | 88 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| 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 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,289,000 | 524 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $180,884,000 | 399 |
| Certificates of participation in pools of residential mortgages | $112,042,000 | 372 |
| Issued or guaranteed by U.S. | $112,042,000 | 370 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $68,842,000 | 428 |
| CMOs issued by government agencies or sponsored agencies | $68,842,000 | 363 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $424,358,000 | 297 |
| Total debt securities | $423,069,000 | 326 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $446,586,000 | 303 |
| U.S. Government securities | $293,102,000 | 332 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $293,102,000 | 321 |
| Securities issued by states & political subdivisions | $152,177,000 | 107 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| 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 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,307,000 | 561 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $202,727,000 | 346 |
| Certificates of participation in pools of residential mortgages | $123,922,000 | 328 |
| Issued or guaranteed by U.S. | $123,922,000 | 324 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $78,805,000 | 382 |
| CMOs issued by government agencies or sponsored agencies | $78,805,000 | 327 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $446,586,000 | 261 |
| Total debt securities | $445,279,000 | 298 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $275,063,000 | 475 |
| U.S. Government securities | $272,832,000 | 353 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $272,832,000 | 341 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $250,000 | 2,788 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 1,870 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,981,000 | 504 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $222,840,000 | 320 |
| Certificates of participation in pools of residential mortgages | $135,569,000 | 290 |
| Issued or guaranteed by U.S. | $135,569,000 | 287 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $87,271,000 | 347 |
| CMOs issued by government agencies or sponsored agencies | $87,271,000 | 280 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $275,063,000 | 420 |
| Total debt securities | $273,082,000 | 470 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $243,779,000 | 543 |
| U.S. Government securities | $242,242,000 | 401 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $242,242,000 | 385 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $250,000 | 2,848 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 1,894 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,287,000 | 579 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $242,242,000 | 305 |
| Certificates of participation in pools of residential mortgages | $146,410,000 | 293 |
| Issued or guaranteed by U.S. | $146,410,000 | 289 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $95,832,000 | 336 |
| CMOs issued by government agencies or sponsored agencies | $95,832,000 | 268 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $243,779,000 | 481 |
| Total debt securities | $242,492,000 | 540 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $320,323,000 | 406 |
| U.S. Government securities | $319,292,000 | 291 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $319,292,000 | 278 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $250,000 | 2,915 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 1,941 |
| Foreign debt securities | NA | NA |
| Equity securities | $781,000 | 742 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $319,292,000 | 247 |
| Certificates of participation in pools of residential mortgages | $211,946,000 | 217 |
| Issued or guaranteed by U.S. | $211,946,000 | 215 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $107,346,000 | 292 |
| CMOs issued by government agencies or sponsored agencies | $107,346,000 | 224 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $781,000 | 2,477 |
| Available-for-sale securities (fair market value) | $319,542,000 | 355 |
| Total debt securities | $319,542,000 | 402 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $355,340,000 | 372 |
| U.S. Government securities | $354,298,000 | 263 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $354,298,000 | 252 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $250,000 | 3,014 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,038 |
| Foreign debt securities | NA | NA |
| Equity securities | $792,000 | 786 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $354,298,000 | 230 |
| Certificates of participation in pools of residential mortgages | $230,737,000 | 205 |
| Issued or guaranteed by U.S. | $230,737,000 | 203 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $123,561,000 | 253 |
| CMOs issued by government agencies or sponsored agencies | $123,561,000 | 194 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $792,000 | 2,543 |
| Available-for-sale securities (fair market value) | $354,548,000 | 324 |
| Total debt securities | $354,548,000 | 362 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $431,762,000 | 312 |
| U.S. Government securities | $430,732,000 | 216 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $430,732,000 | 210 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $250,000 | 3,082 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,108 |
| Foreign debt securities | NA | NA |
| Equity securities | $780,000 | 838 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $430,732,000 | 198 |
| Certificates of participation in pools of residential mortgages | $293,141,000 | 166 |
| Issued or guaranteed by U.S. | $293,141,000 | 163 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $137,591,000 | 233 |
| CMOs issued by government agencies or sponsored agencies | $137,591,000 | 178 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $780,000 | 2,581 |
| Available-for-sale securities (fair market value) | $430,982,000 | 267 |
| Total debt securities | $430,982,000 | 299 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $518,870,000 | 269 |
| U.S. Government securities | $517,838,000 | 205 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $517,838,000 | 202 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $250,000 | 3,006 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $782,000 | 840 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $517,838,000 | 181 |
| Certificates of participation in pools of residential mortgages | $363,434,000 | 152 |
| Issued or guaranteed by U.S. | $363,434,000 | 149 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $154,404,000 | 225 |
| CMOs issued by government agencies or sponsored agencies | $154,404,000 | 158 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $782,000 | 2,627 |
| Available-for-sale securities (fair market value) | $518,088,000 | 229 |
| Total debt securities | $518,088,000 | 258 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $700,250,000 | 202 |
| U.S. Government securities | $699,226,000 | 158 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $699,226,000 | 153 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $250,000 | 2,935 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,150 |
| Foreign debt securities | NA | NA |
| Equity securities | $774,000 | 823 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $699,226,000 | 134 |
| Certificates of participation in pools of residential mortgages | $532,875,000 | 110 |
| Issued or guaranteed by U.S. | $532,875,000 | 108 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $166,351,000 | 201 |
| CMOs issued by government agencies or sponsored agencies | $166,351,000 | 140 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $774,000 | 2,649 |
| Available-for-sale securities (fair market value) | $699,476,000 | 173 |
| Total debt securities | $699,476,000 | 194 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $731,379,000 | 191 |
| U.S. Government securities | $730,332,000 | 142 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $730,332,000 | 137 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $283,000 | 2,860 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $282,000 | 2,086 |
| Foreign debt securities | NA | NA |
| Equity securities | $764,000 | 824 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $730,333,000 | 127 |
| Certificates of participation in pools of residential mortgages | $557,443,000 | 97 |
| Issued or guaranteed by U.S. | $557,443,000 | 93 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $172,890,000 | 195 |
| CMOs issued by government agencies or sponsored agencies | $172,889,000 | 130 |
| Privately issued | $1,000 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $764,000 | 2,679 |
| Available-for-sale securities (fair market value) | $730,615,000 | 165 |
| Total debt securities | $730,615,000 | 186 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $755,651,000 | 189 |
| U.S. Government securities | $754,405,000 | 143 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $754,405,000 | 140 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $483,000 | 2,677 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,571 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $482,000 | 1,952 |
| Foreign debt securities | NA | NA |
| Equity securities | $763,000 | 1,123 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $754,406,000 | 126 |
| Certificates of participation in pools of residential mortgages | $574,434,000 | 97 |
| Issued or guaranteed by U.S. | $574,434,000 | 94 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $179,972,000 | 186 |
| CMOs issued by government agencies or sponsored agencies | $179,971,000 | 129 |
| Privately issued | $1,000 | 1,479 |
| 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) | $763,000 | 2,684 |
| Available-for-sale securities (fair market value) | $754,888,000 | 165 |
| Total debt securities | $754,888,000 | 182 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $790,570,000 | 192 |
| U.S. Government securities | $789,307,000 | 141 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $789,307,000 | 136 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $483,000 | 2,641 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,559 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $482,000 | 1,935 |
| Foreign debt securities | NA | NA |
| Equity securities | $780,000 | 1,134 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $789,308,000 | 126 |
| Certificates of participation in pools of residential mortgages | $600,683,000 | 96 |
| Issued or guaranteed by U.S. | $600,683,000 | 92 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $188,625,000 | 179 |
| CMOs issued by government agencies or sponsored agencies | $188,624,000 | 123 |
| Privately issued | $1,000 | 1,465 |
| 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) | $780,000 | 2,711 |
| Available-for-sale securities (fair market value) | $789,790,000 | 169 |
| Total debt securities | $789,790,000 | 182 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $789,918,000 | 188 |
| U.S. Government securities | $788,461,000 | 142 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $788,461,000 | 137 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $682,000 | 2,255 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,462 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $681,000 | 1,601 |
| Foreign debt securities | NA | NA |
| Equity securities | $775,000 | 1,084 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $788,462,000 | 123 |
| Certificates of participation in pools of residential mortgages | $589,619,000 | 91 |
| Issued or guaranteed by U.S. | $589,619,000 | 88 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $198,843,000 | 169 |
| CMOs issued by government agencies or sponsored agencies | $198,842,000 | 116 |
| Privately issued | $1,000 | 1,376 |
| 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) | $776,000 | 2,786 |
| Available-for-sale securities (fair market value) | $789,142,000 | 162 |
| Total debt securities | $789,143,000 | 182 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $773,641,000 | 196 |
| U.S. Government securities | $407,545,000 | 233 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $407,545,000 | 226 |
| Securities issued by states & political subdivisions | $364,652,000 | 45 |
| Other domestic debt securities | $681,000 | 2,198 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,435 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $680,000 | 1,568 |
| Foreign debt securities | NA | NA |
| Equity securities | $763,000 | 1,072 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $407,546,000 | 187 |
| Certificates of participation in pools of residential mortgages | $371,902,000 | 127 |
| Issued or guaranteed by U.S. | $371,902,000 | 120 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $35,644,000 | 504 |
| CMOs issued by government agencies or sponsored agencies | $35,643,000 | 376 |
| Privately issued | $1,000 | 1,348 |
| 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) | $203,780,000 | 102 |
| Available-for-sale securities (fair market value) | $569,861,000 | 199 |
| Total debt securities | $772,878,000 | 188 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $766,368,000 | 195 |
| U.S. Government securities | $366,401,000 | 261 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $366,401,000 | 249 |
| Securities issued by states & political subdivisions | $395,713,000 | 40 |
| Other domestic debt securities | $681,000 | 2,135 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,396 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $680,000 | 1,528 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,573,000 | 572 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $366,402,000 | 202 |
| Certificates of participation in pools of residential mortgages | $330,360,000 | 138 |
| Issued or guaranteed by U.S. | $330,360,000 | 130 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $36,042,000 | 492 |
| CMOs issued by government agencies or sponsored agencies | $36,041,000 | 374 |
| Privately issued | $1,000 | 1,306 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $206,623,000 | 103 |
| Available-for-sale securities (fair market value) | $559,745,000 | 210 |
| Total debt securities | $762,795,000 | 194 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $754,327,000 | 203 |
| U.S. Government securities | $359,134,000 | 272 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $359,134,000 | 261 |
| Securities issued by states & political subdivisions | $393,748,000 | 41 |
| Other domestic debt securities | $677,000 | 2,150 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,368 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $676,000 | 1,563 |
| Foreign debt securities | NA | NA |
| Equity securities | $768,000 | 1,098 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $359,135,000 | 205 |
| Certificates of participation in pools of residential mortgages | $320,686,000 | 147 |
| Issued or guaranteed by U.S. | $320,686,000 | 140 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $38,449,000 | 468 |
| CMOs issued by government agencies or sponsored agencies | $38,448,000 | 361 |
| Privately issued | $1,000 | 1,263 |
| 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) | $198,690,000 | 114 |
| Available-for-sale securities (fair market value) | $555,637,000 | 210 |
| Total debt securities | $753,559,000 | 198 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $759,423,000 | 204 |
| U.S. Government securities | $361,369,000 | 275 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $361,369,000 | 264 |
| Securities issued by states & political subdivisions | $396,613,000 | 41 |
| Other domestic debt securities | $676,000 | 2,166 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,359 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $675,000 | 1,598 |
| Foreign debt securities | NA | NA |
| Equity securities | $765,000 | 1,150 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $361,370,000 | 201 |
| Certificates of participation in pools of residential mortgages | $322,438,000 | 149 |
| Issued or guaranteed by U.S. | $322,438,000 | 142 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $38,932,000 | 468 |
| CMOs issued by government agencies or sponsored agencies | $38,931,000 | 372 |
| Privately issued | $1,000 | 1,263 |
| 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) | $200,946,000 | 112 |
| Available-for-sale securities (fair market value) | $558,477,000 | 208 |
| Total debt securities | $758,658,000 | 201 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $768,534,000 | 207 |
| U.S. Government securities | $370,680,000 | 268 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $370,680,000 | 258 |
| Securities issued by states & political subdivisions | $396,330,000 | 38 |
| Other domestic debt securities | $774,000 | 2,108 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,347 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $773,000 | 1,554 |
| Foreign debt securities | NA | NA |
| Equity securities | $750,000 | 1,177 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $369,663,000 | 204 |
| Certificates of participation in pools of residential mortgages | $329,646,000 | 155 |
| Issued or guaranteed by U.S. | $329,646,000 | 147 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $40,017,000 | 459 |
| CMOs issued by government agencies or sponsored agencies | $40,016,000 | 365 |
| Privately issued | $1,000 | 1,240 |
| 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) | $202,004,000 | 117 |
| Available-for-sale securities (fair market value) | $566,530,000 | 208 |
| Total debt securities | $767,784,000 | 205 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $769,501,000 | 207 |
| U.S. Government securities | $376,446,000 | 269 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $376,446,000 | 259 |
| Securities issued by states & political subdivisions | $392,481,000 | 38 |
| Other domestic debt securities | $574,000 | 2,275 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,358 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $573,000 | 1,719 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $375,444,000 | 217 |
| Certificates of participation in pools of residential mortgages | $334,206,000 | 166 |
| Issued or guaranteed by U.S. | $334,206,000 | 156 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $41,238,000 | 453 |
| CMOs issued by government agencies or sponsored agencies | $41,237,000 | 354 |
| Privately issued | $1,000 | 1,259 |
| 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) | $200,513,000 | 120 |
| Available-for-sale securities (fair market value) | $568,988,000 | 215 |
| Total debt securities | $769,501,000 | 206 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $767,607,000 | 218 |
| U.S. Government securities | $373,124,000 | 283 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $373,124,000 | 270 |
| Securities issued by states & political subdivisions | $393,907,000 | 38 |
| Other domestic debt securities | $576,000 | 2,331 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,349 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $575,000 | 1,792 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $372,133,000 | 215 |
| Certificates of participation in pools of residential mortgages | $327,553,000 | 167 |
| Issued or guaranteed by U.S. | $327,553,000 | 160 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $44,580,000 | 427 |
| CMOs issued by government agencies or sponsored agencies | $44,579,000 | 330 |
| Privately issued | $1,000 | 1,255 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $201,329,000 | 122 |
| Available-for-sale securities (fair market value) | $566,278,000 | 223 |
| Total debt securities | $767,607,000 | 216 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $772,433,000 | 219 |
| U.S. Government securities | $382,140,000 | 286 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $382,140,000 | 272 |
| Securities issued by states & political subdivisions | $389,682,000 | 39 |
| Other domestic debt securities | $586,000 | 2,410 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,345 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $585,000 | 1,896 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 1,914 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $381,143,000 | 223 |
| Certificates of participation in pools of residential mortgages | $333,685,000 | 166 |
| Issued or guaranteed by U.S. | $333,685,000 | 162 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $47,458,000 | 408 |
| CMOs issued by government agencies or sponsored agencies | $47,457,000 | 313 |
| Privately issued | $1,000 | 1,241 |
| 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) | $194,941,000 | 127 |
| Available-for-sale securities (fair market value) | $577,492,000 | 227 |
| Total debt securities | $772,408,000 | 217 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $795,753,000 | 209 |
| U.S. Government securities | $409,604,000 | 266 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $409,604,000 | 255 |
| Securities issued by states & political subdivisions | $385,538,000 | 36 |
| Other domestic debt securities | $586,000 | 2,443 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,338 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $585,000 | 1,963 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 1,925 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $409,605,000 | 209 |
| Certificates of participation in pools of residential mortgages | $355,542,000 | 162 |
| Issued or guaranteed by U.S. | $355,542,000 | 158 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $54,063,000 | 379 |
| CMOs issued by government agencies or sponsored agencies | $54,062,000 | 291 |
| Privately issued | $1,000 | 1,226 |
| 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) | $187,810,000 | 132 |
| Available-for-sale securities (fair market value) | $607,943,000 | 218 |
| Total debt securities | $795,728,000 | 207 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $845,956,000 | 203 |
| U.S. Government securities | $457,760,000 | 244 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $457,760,000 | 237 |
| Securities issued by states & political subdivisions | $387,332,000 | 31 |
| Other domestic debt securities | $839,000 | 2,351 |
| Privately issued residential mortgage-backed securities | $254,000 | 997 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $585,000 | 2,045 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 1,945 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $458,014,000 | 196 |
| Certificates of participation in pools of residential mortgages | $391,956,000 | 153 |
| Issued or guaranteed by U.S. | $391,956,000 | 148 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $66,058,000 | 343 |
| CMOs issued by government agencies or sponsored agencies | $65,804,000 | 270 |
| Privately issued | $254,000 | 915 |
| 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) | $187,860,000 | 132 |
| Available-for-sale securities (fair market value) | $658,096,000 | 208 |
| Total debt securities | $845,931,000 | 202 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $855,001,000 | 204 |
| U.S. Government securities | $498,614,000 | 240 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $498,614,000 | 230 |
| Securities issued by states & political subdivisions | $355,500,000 | 34 |
| Other domestic debt securities | $862,000 | 2,400 |
| Privately issued residential mortgage-backed securities | $277,000 | 971 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $585,000 | 2,141 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 1,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $498,891,000 | 193 |
| Certificates of participation in pools of residential mortgages | $419,352,000 | 151 |
| Issued or guaranteed by U.S. | $419,352,000 | 146 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $79,539,000 | 320 |
| CMOs issued by government agencies or sponsored agencies | $79,262,000 | 253 |
| Privately issued | $277,000 | 896 |
| 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) | $160,334,000 | 145 |
| Available-for-sale securities (fair market value) | $694,667,000 | 204 |
| Total debt securities | $854,976,000 | 202 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $833,748,000 | 214 |
| U.S. Government securities | $499,633,000 | 238 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $499,633,000 | 226 |
| Securities issued by states & political subdivisions | $333,081,000 | 35 |
| Other domestic debt securities | $1,009,000 | 2,301 |
| Privately issued residential mortgage-backed securities | $424,000 | 909 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $585,000 | 2,199 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 2,038 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $500,057,000 | 199 |
| Certificates of participation in pools of residential mortgages | $403,178,000 | 162 |
| Issued or guaranteed by U.S. | $403,178,000 | 158 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $96,879,000 | 290 |
| CMOs issued by government agencies or sponsored agencies | $96,455,000 | 224 |
| Privately issued | $424,000 | 843 |
| 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) | $133,588,000 | 170 |
| Available-for-sale securities (fair market value) | $700,160,000 | 204 |
| Total debt securities | $833,723,000 | 214 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $647,631,000 | 251 |
| U.S. Government securities | $460,355,000 | 257 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $460,355,000 | 245 |
| Securities issued by states & political subdivisions | $186,236,000 | 73 |
| Other domestic debt securities | $1,015,000 | 2,318 |
| Privately issued residential mortgage-backed securities | $430,000 | 855 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $585,000 | 2,262 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 2,063 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $460,785,000 | 210 |
| Certificates of participation in pools of residential mortgages | $348,972,000 | 179 |
| Issued or guaranteed by U.S. | $348,972,000 | 175 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $111,813,000 | 264 |
| CMOs issued by government agencies or sponsored agencies | $111,383,000 | 207 |
| Privately issued | $430,000 | 789 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,000 | 4,398 |
| Available-for-sale securities (fair market value) | $647,606,000 | 219 |
| Total debt securities | $647,606,000 | 247 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $639,192,000 | 262 |
| U.S. Government securities | $509,099,000 | 242 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $509,099,000 | 234 |
| Securities issued by states & political subdivisions | $128,984,000 | 98 |
| Other domestic debt securities | $1,084,000 | 2,326 |
| Privately issued residential mortgage-backed securities | $499,000 | 811 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $585,000 | 2,366 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 2,108 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $509,598,000 | 200 |
| Certificates of participation in pools of residential mortgages | $384,299,000 | 168 |
| Issued or guaranteed by U.S. | $384,299,000 | 163 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $125,299,000 | 253 |
| CMOs issued by government agencies or sponsored agencies | $124,800,000 | 195 |
| Privately issued | $499,000 | 753 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,000 | 4,446 |
| Available-for-sale securities (fair market value) | $639,167,000 | 227 |
| Total debt securities | $639,167,000 | 257 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $338,514,000 | 429 |
| U.S. Government securities | $315,409,000 | 354 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $315,409,000 | 333 |
| Securities issued by states & political subdivisions | $21,786,000 | 880 |
| Other domestic debt securities | $1,294,000 | 2,322 |
| Privately issued residential mortgage-backed securities | $595,000 | 815 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $699,000 | 2,381 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 2,125 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $316,004,000 | 275 |
| Certificates of participation in pools of residential mortgages | $302,484,000 | 201 |
| Issued or guaranteed by U.S. | $302,484,000 | 195 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $13,520,000 | 966 |
| CMOs issued by government agencies or sponsored agencies | $12,925,000 | 860 |
| Privately issued | $595,000 | 758 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,000 | 4,493 |
| Available-for-sale securities (fair market value) | $338,489,000 | 365 |
| Total debt securities | $338,489,000 | 415 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $339,581,000 | 436 |
| U.S. Government securities | $338,738,000 | 348 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $338,738,000 | 332 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $818,000 | 2,730 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $818,000 | 2,419 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 2,170 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $338,738,000 | 265 |
| Certificates of participation in pools of residential mortgages | $321,252,000 | 198 |
| Issued or guaranteed by U.S. | $321,252,000 | 190 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $17,486,000 | 820 |
| CMOs issued by government agencies or sponsored agencies | $17,486,000 | 758 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,000 | 4,562 |
| Available-for-sale securities (fair market value) | $339,556,000 | 377 |
| Total debt securities | $339,556,000 | 424 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $337,380,000 | 443 |
| U.S. Government securities | $336,538,000 | 351 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $336,538,000 | 334 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $817,000 | 2,849 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $817,000 | 2,534 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 2,228 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $335,707,000 | 271 |
| Certificates of participation in pools of residential mortgages | $295,002,000 | 205 |
| Issued or guaranteed by U.S. | $295,002,000 | 197 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $40,705,000 | 494 |
| CMOs issued by government agencies or sponsored agencies | $40,705,000 | 455 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,000 | 4,593 |
| Available-for-sale securities (fair market value) | $337,354,000 | 388 |
| Total debt securities | $337,355,000 | 426 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $518,494,000 | 302 |
| U.S. Government securities | $517,384,000 | 246 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $517,384,000 | 233 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $1,085,000 | 2,667 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,085,000 | 2,348 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 2,233 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $491,821,000 | 214 |
| Certificates of participation in pools of residential mortgages | $391,442,000 | 153 |
| Issued or guaranteed by U.S. | $391,442,000 | 151 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $100,379,000 | 318 |
| CMOs issued by government agencies or sponsored agencies | $100,379,000 | 277 |
| 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) | $15,006,000 | 1,106 |
| Available-for-sale securities (fair market value) | $503,488,000 | 277 |
| Total debt securities | $518,469,000 | 293 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $753,927,000 | 223 |
| U.S. Government securities | $753,286,000 | 180 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $753,286,000 | 171 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $616,000 | 3,130 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $616,000 | 2,772 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 2,240 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $626,971,000 | 178 |
| Certificates of participation in pools of residential mortgages | $501,360,000 | 122 |
| Issued or guaranteed by U.S. | $501,360,000 | 120 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $125,611,000 | 270 |
| CMOs issued by government agencies or sponsored agencies | $125,611,000 | 240 |
| 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) | $14,453,000 | 1,178 |
| Available-for-sale securities (fair market value) | $739,474,000 | 197 |
| Total debt securities | $753,902,000 | 218 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $720,879,000 | 223 |
| U.S. Government securities | $706,050,000 | 185 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $706,050,000 | 174 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $14,804,000 | 727 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,804,000 | 533 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 2,234 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $705,328,000 | 157 |
| Certificates of participation in pools of residential mortgages | $602,589,000 | 108 |
| Issued or guaranteed by U.S. | $602,589,000 | 106 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $102,739,000 | 289 |
| CMOs issued by government agencies or sponsored agencies | $102,739,000 | 248 |
| 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) | $14,543,000 | 1,170 |
| Available-for-sale securities (fair market value) | $706,336,000 | 198 |
| Total debt securities | $720,854,000 | 218 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $1,079,260,000 | 161 |
| U.S. Government securities | $1,078,993,000 | 134 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,078,993,000 | 128 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $267,000 | 3,670 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $267,000 | 3,178 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,078,812,000 | 115 |
| Certificates of participation in pools of residential mortgages | $685,203,000 | 94 |
| Issued or guaranteed by U.S. | $685,203,000 | 92 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $393,609,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $393,609,000 | 84 |
| 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) | $264,450,000 | 82 |
| Available-for-sale securities (fair market value) | $814,810,000 | 168 |
| Total debt securities | $1,079,260,000 | 159 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $1,053,223,000 | 163 |
| U.S. Government securities | $1,051,644,000 | 131 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,051,644,000 | 116 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $1,579,000 | 2,113 |
| 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 | $1,579,000 | 1,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,045,691,000 | 100 |
| Certificates of participation in pools of residential mortgages | $438,402,000 | 115 |
| Issued or guaranteed by U.S. | $438,402,000 | 114 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $607,289,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $607,289,000 | 57 |
| 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) | $1,052,171,000 | 34 |
| Available-for-sale securities (fair market value) | $1,052,000 | 8,496 |
| Total debt securities | $1,053,223,000 | 158 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $811,582,000 | 200 |
| U.S. Government securities | $797,997,000 | 161 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $797,997,000 | 149 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $13,616,000 | 689 |
| 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 | $13,616,000 | 537 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $31,000 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $767,348,000 | 133 |
| Certificates of participation in pools of residential mortgages | $76,839,000 | 438 |
| Issued or guaranteed by U.S. | $76,839,000 | 432 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $690,509,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $690,509,000 | 50 |
| 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) | $13,585,000 | 1,720 |
| Available-for-sale securities (fair market value) | $797,997,000 | 167 |
| Total debt securities | $811,613,000 | 195 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $31,000 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $588,105,000 | 248 |
| U.S. Government securities | $578,443,000 | 200 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $578,443,000 | 179 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $9,662,000 | 790 |
| 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 | $9,662,000 | 604 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $573,421,000 | 166 |
| Certificates of participation in pools of residential mortgages | $266,855,000 | 183 |
| Issued or guaranteed by U.S. | $266,855,000 | 175 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $306,566,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $306,566,000 | 103 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,661,000 | 2,376 |
| Available-for-sale securities (fair market value) | $578,444,000 | 204 |
| Total debt securities | $588,105,000 | 237 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $756,619,000 | 197 |
| U.S. Government securities | $596,514,000 | 198 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $596,514,000 | 166 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $160,105,000 | 98 |
| 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 | $160,105,000 | 48 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $576,118,000 | 153 |
| Certificates of participation in pools of residential mortgages | $576,118,000 | 104 |
| Issued or guaranteed by U.S. | $576,118,000 | 99 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| 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) | $160,105,000 | 233 |
| Available-for-sale securities (fair market value) | $596,514,000 | 192 |
| Total debt securities | $756,619,000 | 194 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $404,537,000 | 367 |
| U.S. Government securities | $404,439,000 | 305 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $404,439,000 | 246 |
| 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 | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-98,000 | 1,032 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $294,644,000 | 272 |
| Certificates of participation in pools of residential mortgages | $286,930,000 | 189 |
| Issued or guaranteed by U.S. | $286,930,000 | 187 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $7,714,000 | 1,491 |
| CMOs issued by government agencies or sponsored agencies | $7,714,000 | 1,417 |
| 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) | $98,000 | 7,885 |
| Available-for-sale securities (fair market value) | $404,439,000 | 271 |
| Total debt securities | $404,439,000 | 358 |
| 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 | $620,465,000 | 279 |
| U.S. Government securities | $617,057,000 | 231 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $617,057,000 | 180 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $3,457,000 | 1,336 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,457,000 | 1,009 |
| 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 | $49,000 | 147 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $597,800,000 | 170 |
| Certificates of participation in pools of residential mortgages | $597,800,000 | 114 |
| Issued or guaranteed by U.S. | $597,800,000 | 105 |
| Privately issued | $0 | 558 |
| 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) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $620,465,000 | 197 |
| Total debt securities | $620,514,000 | 275 |
| 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 | $637,882,000 | 283 |
| U.S. Government securities | $645,241,000 | 231 |
| U.S. Treasury securities | $9,100,000 | 3,680 |
| U.S. Government agency obligations | $636,141,000 | 168 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $3,563,000 | 1,438 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,563,000 | 1,116 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $12,663,000 | 6 |
| General valuation allowances for securities for TFR Reporters | $-1,741,000 | 1,479 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $626,141,000 | 171 |
| Certificates of participation in pools of residential mortgages | $626,141,000 | 109 |
| Issued or guaranteed by U.S. | $626,141,000 | 95 |
| Privately issued | $0 | 564 |
| 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) | $582,477,000 | 197 |
| Available-for-sale securities (fair market value) | $55,405,000 | 1,017 |
| Total debt securities | $648,804,000 | 272 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $12,663,000 | 94 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $650,386,000 | 292 |
| U.S. Government securities | $533,934,000 | 278 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $533,934,000 | 184 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $114,021,000 | 155 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $114,021,000 | 67 |
| 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 | $-2,431,000 | 1,648 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $523,934,000 | 192 |
| Certificates of participation in pools of residential mortgages | $523,934,000 | 115 |
| Issued or guaranteed by U.S. | $523,934,000 | 98 |
| Privately issued | $0 | 731 |
| 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 | $647,955,000 | 290 |
| 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 | $487,625,000 | 333 |
| U.S. Government securities | $488,589,000 | 277 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $488,589,000 | 193 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $130,000 | 6,498 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $130,000 | 5,028 |
| 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 | $1,094,000 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $488,589,000 | 189 |
| Certificates of participation in pools of residential mortgages | $488,589,000 | 114 |
| Issued or guaranteed by U.S. | $488,589,000 | 90 |
| Privately issued | $0 | 831 |
| 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 | $488,719,000 | 321 |
| 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 |