Home > Cascade Bank > Securities
Cascade Bank, Securities
| 2011-03-31 | Rank | |
| Total securities | $283,920,000 | 516 |
| U.S. Government securities | $281,385,000 | 378 |
| U.S. Treasury securities | $56,233,000 | 100 |
| U.S. Government agency obligations | $225,152,000 | 452 |
| Securities issued by states & political subdivisions | $133,000 | 5,655 |
| Other domestic debt securities | $2,402,000 | 1,458 |
| Privately issued residential mortgage-backed securities | $2,402,000 | 640 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $212,856,000 | 289 |
| Mortgage-backed securities | $89,336,000 | 768 |
| Certificates of participation in pools of residential mortgages | $69,399,000 | 586 |
| Issued or guaranteed by U.S. | $69,399,000 | 583 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $19,937,000 | 1,028 |
| CMOs issued by government agencies or sponsored agencies | $17,535,000 | 962 |
| Privately issued | $2,402,000 | 611 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $51,644,000 | 333 |
| Available-for-sale securities (fair market value) | $232,276,000 | 559 |
| Total debt securities | $283,921,000 | 509 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $287,743,000 | 492 |
| U.S. Government securities | $284,775,000 | 362 |
| U.S. Treasury securities | $56,284,000 | 103 |
| U.S. Government agency obligations | $228,491,000 | 431 |
| Securities issued by states & political subdivisions | $132,000 | 5,677 |
| Other domestic debt securities | $2,836,000 | 1,452 |
| Privately issued residential mortgage-backed securities | $2,836,000 | 639 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $229,824,000 | 265 |
| Mortgage-backed securities | $92,340,000 | 714 |
| Certificates of participation in pools of residential mortgages | $71,027,000 | 554 |
| Issued or guaranteed by U.S. | $71,027,000 | 551 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $21,313,000 | 968 |
| CMOs issued by government agencies or sponsored agencies | $18,477,000 | 900 |
| Privately issued | $2,836,000 | 610 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $53,137,000 | 304 |
| Available-for-sale securities (fair market value) | $234,606,000 | 529 |
| Total debt securities | $287,743,000 | 485 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $269,289,000 | 493 |
| U.S. Government securities | $255,850,000 | 380 |
| U.S. Treasury securities | $127,815,000 | 57 |
| U.S. Government agency obligations | $128,035,000 | 727 |
| Securities issued by states & political subdivisions | $133,000 | 5,664 |
| Other domestic debt securities | $13,306,000 | 631 |
| Privately issued residential mortgage-backed securities | $3,010,000 | 684 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $10,296,000 | 354 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $234,318,000 | 250 |
| Mortgage-backed securities | $50,703,000 | 1,136 |
| Certificates of participation in pools of residential mortgages | $21,924,000 | 1,432 |
| Issued or guaranteed by U.S. | $21,924,000 | 1,428 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $28,779,000 | 806 |
| CMOs issued by government agencies or sponsored agencies | $25,769,000 | 730 |
| Privately issued | $3,010,000 | 653 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $19,906,000 | 703 |
| Available-for-sale securities (fair market value) | $249,383,000 | 471 |
| Total debt securities | $269,288,000 | 483 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $324,137,000 | 400 |
| U.S. Government securities | $310,354,000 | 305 |
| U.S. Treasury securities | $115,774,000 | 62 |
| U.S. Government agency obligations | $194,580,000 | 472 |
| Securities issued by states & political subdivisions | $133,000 | 5,639 |
| Other domestic debt securities | $13,650,000 | 630 |
| Privately issued residential mortgage-backed securities | $3,330,000 | 697 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $10,320,000 | 336 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $233,501,000 | 260 |
| Mortgage-backed securities | $55,018,000 | 1,057 |
| Certificates of participation in pools of residential mortgages | $23,479,000 | 1,362 |
| Issued or guaranteed by U.S. | $23,479,000 | 1,356 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $31,539,000 | 730 |
| CMOs issued by government agencies or sponsored agencies | $28,209,000 | 647 |
| Privately issued | $3,330,000 | 669 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $21,074,000 | 677 |
| Available-for-sale securities (fair market value) | $303,063,000 | 377 |
| Total debt securities | $324,137,000 | 395 |
| Structured notes | ||
| Amortized cost | $9,984,000 | 679 |
| Fair value | $10,031,000 | 671 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $279,421,000 | 472 |
| U.S. Government securities | $275,526,000 | 357 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $275,526,000 | 344 |
| Securities issued by states & political subdivisions | $133,000 | 5,667 |
| Other domestic debt securities | $3,762,000 | 1,364 |
| Privately issued residential mortgage-backed securities | $3,762,000 | 691 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $247,484,000 | 254 |
| Mortgage-backed securities | $57,749,000 | 1,034 |
| Certificates of participation in pools of residential mortgages | $24,519,000 | 1,392 |
| Issued or guaranteed by U.S. | $24,519,000 | 1,388 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $33,230,000 | 705 |
| CMOs issued by government agencies or sponsored agencies | $29,468,000 | 626 |
| Privately issued | $3,762,000 | 662 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $32,181,000 | 507 |
| Available-for-sale securities (fair market value) | $247,240,000 | 472 |
| Total debt securities | $279,421,000 | 466 |
| Structured notes | ||
| Amortized cost | $9,982,000 | 556 |
| Fair value | $9,769,000 | 561 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $263,207,000 | 496 |
| U.S. Government securities | $258,527,000 | 353 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $258,527,000 | 337 |
| Securities issued by states & political subdivisions | $138,000 | 5,696 |
| Other domestic debt securities | $4,542,000 | 1,297 |
| Privately issued residential mortgage-backed securities | $4,542,000 | 677 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $244,357,000 | 265 |
| Mortgage-backed securities | $56,685,000 | 1,069 |
| Certificates of participation in pools of residential mortgages | $18,114,000 | 1,813 |
| Issued or guaranteed by U.S. | $18,114,000 | 1,807 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $38,571,000 | 635 |
| CMOs issued by government agencies or sponsored agencies | $34,029,000 | 532 |
| Privately issued | $4,542,000 | 651 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $35,402,000 | 484 |
| Available-for-sale securities (fair market value) | $227,805,000 | 498 |
| Total debt securities | $263,207,000 | 487 |
| Structured notes | ||
| Amortized cost | $9,980,000 | 432 |
| Fair value | $9,465,000 | 448 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $268,273,000 | 483 |
| U.S. Government securities | $262,961,000 | 337 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $262,961,000 | 327 |
| Securities issued by states & political subdivisions | $138,000 | 5,730 |
| Other domestic debt securities | $5,174,000 | 1,275 |
| Privately issued residential mortgage-backed securities | $5,174,000 | 684 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $208,341,000 | 311 |
| Mortgage-backed securities | $72,382,000 | 868 |
| Certificates of participation in pools of residential mortgages | $31,275,000 | 1,217 |
| Issued or guaranteed by U.S. | $31,275,000 | 1,208 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $41,107,000 | 597 |
| CMOs issued by government agencies or sponsored agencies | $35,933,000 | 494 |
| Privately issued | $5,174,000 | 657 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $26,138,000 | 625 |
| Available-for-sale securities (fair market value) | $242,135,000 | 467 |
| Total debt securities | $268,273,000 | 473 |
| Structured notes | ||
| Amortized cost | $9,978,000 | 264 |
| Fair value | $9,737,000 | 267 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $265,392,000 | 490 |
| U.S. Government securities | $259,280,000 | 347 |
| U.S. Treasury securities | $10,173,000 | 223 |
| U.S. Government agency obligations | $249,107,000 | 351 |
| Securities issued by states & political subdivisions | $138,000 | 5,778 |
| Other domestic debt securities | $5,974,000 | 1,209 |
| Privately issued residential mortgage-backed securities | $5,974,000 | 651 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $216,557,000 | 295 |
| Mortgage-backed securities | $65,898,000 | 958 |
| Certificates of participation in pools of residential mortgages | $20,301,000 | 1,741 |
| Issued or guaranteed by U.S. | $20,301,000 | 1,734 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $45,597,000 | 530 |
| CMOs issued by government agencies or sponsored agencies | $39,623,000 | 436 |
| Privately issued | $5,974,000 | 628 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $37,468,000 | 451 |
| Available-for-sale securities (fair market value) | $227,924,000 | 490 |
| Total debt securities | $265,391,000 | 477 |
| Structured notes | ||
| Amortized cost | $9,975,000 | 166 |
| Fair value | $9,638,000 | 167 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $271,810,000 | 474 |
| U.S. Government securities | $263,440,000 | 358 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $263,440,000 | 350 |
| Securities issued by states & political subdivisions | $138,000 | 5,726 |
| Other domestic debt securities | $7,796,000 | 1,010 |
| Privately issued residential mortgage-backed securities | $7,796,000 | 591 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $436,000 | 997 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $223,977,000 | 287 |
| Mortgage-backed securities | $64,710,000 | 981 |
| Certificates of participation in pools of residential mortgages | $21,901,000 | 1,696 |
| Issued or guaranteed by U.S. | $21,901,000 | 1,685 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $42,809,000 | 538 |
| CMOs issued by government agencies or sponsored agencies | $35,013,000 | 452 |
| Privately issued | $7,796,000 | 565 |
| 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) | $75,420,000 | 256 |
| Available-for-sale securities (fair market value) | $196,390,000 | 535 |
| Total debt securities | $271,375,000 | 466 |
| Structured notes | ||
| Amortized cost | $9,973,000 | 111 |
| Fair value | $9,559,000 | 114 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $243,497,000 | 504 |
| U.S. Government securities | $234,420,000 | 384 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $234,420,000 | 376 |
| Securities issued by states & political subdivisions | $138,000 | 5,694 |
| Other domestic debt securities | $8,485,000 | 920 |
| Privately issued residential mortgage-backed securities | $8,485,000 | 545 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $454,000 | 975 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $232,567,000 | 282 |
| Mortgage-backed securities | $62,335,000 | 982 |
| Certificates of participation in pools of residential mortgages | $23,291,000 | 1,588 |
| Issued or guaranteed by U.S. | $23,291,000 | 1,577 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $39,044,000 | 568 |
| CMOs issued by government agencies or sponsored agencies | $30,559,000 | 485 |
| Privately issued | $8,485,000 | 517 |
| 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) | $119,819,000 | 171 |
| Available-for-sale securities (fair market value) | $123,678,000 | 847 |
| Total debt securities | $243,044,000 | 496 |
| Structured notes | ||
| Amortized cost | $38,381,000 | 26 |
| Fair value | $38,032,000 | 24 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $242,152,000 | 495 |
| U.S. Government securities | $231,665,000 | 376 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $231,665,000 | 363 |
| Securities issued by states & political subdivisions | $138,000 | 5,714 |
| Other domestic debt securities | $9,055,000 | 867 |
| Privately issued residential mortgage-backed securities | $9,055,000 | 530 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,294,000 | 677 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $206,794,000 | 308 |
| Mortgage-backed securities | $52,038,000 | 1,098 |
| Certificates of participation in pools of residential mortgages | $13,002,000 | 2,280 |
| Issued or guaranteed by U.S. | $13,002,000 | 2,267 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $39,036,000 | 536 |
| CMOs issued by government agencies or sponsored agencies | $29,981,000 | 456 |
| Privately issued | $9,055,000 | 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) | $139,840,000 | 146 |
| Available-for-sale securities (fair market value) | $102,312,000 | 1,003 |
| Total debt securities | $240,858,000 | 493 |
| Structured notes | ||
| Amortized cost | $53,380,000 | 16 |
| Fair value | $52,187,000 | 17 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $259,920,000 | 478 |
| U.S. Government securities | $232,048,000 | 369 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $232,048,000 | 357 |
| Securities issued by states & political subdivisions | $138,000 | 5,765 |
| Other domestic debt securities | $11,502,000 | 803 |
| Privately issued residential mortgage-backed securities | $9,497,000 | 523 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,005,000 | 1,181 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $16,232,000 | 182 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $225,958,000 | 278 |
| Mortgage-backed securities | $56,306,000 | 1,024 |
| Certificates of participation in pools of residential mortgages | $13,355,000 | 2,216 |
| Issued or guaranteed by U.S. | $13,355,000 | 2,206 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $42,951,000 | 501 |
| CMOs issued by government agencies or sponsored agencies | $33,454,000 | 418 |
| Privately issued | $9,497,000 | 494 |
| 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) | $136,290,000 | 145 |
| Available-for-sale securities (fair market value) | $123,630,000 | 853 |
| Total debt securities | $243,687,000 | 494 |
| Structured notes | ||
| Amortized cost | $53,380,000 | 18 |
| Fair value | $51,163,000 | 18 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $251,308,000 | 502 |
| U.S. Government securities | $239,290,000 | 359 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $239,290,000 | 348 |
| Securities issued by states & political subdivisions | $138,000 | 5,765 |
| Other domestic debt securities | $11,880,000 | 768 |
| Privately issued residential mortgage-backed securities | $9,857,000 | 490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,023,000 | 1,121 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $220,836,000 | 289 |
| Mortgage-backed securities | $53,547,000 | 1,031 |
| Certificates of participation in pools of residential mortgages | $8,942,000 | 2,697 |
| Issued or guaranteed by U.S. | $8,942,000 | 2,685 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $44,605,000 | 476 |
| CMOs issued by government agencies or sponsored agencies | $34,748,000 | 402 |
| Privately issued | $9,857,000 | 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) | $133,799,000 | 134 |
| Available-for-sale securities (fair market value) | $117,509,000 | 913 |
| Total debt securities | $251,308,000 | 487 |
| Structured notes | ||
| Amortized cost | $40,390,000 | 26 |
| Fair value | $40,048,000 | 27 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $219,323,000 | 566 |
| U.S. Government securities | $208,931,000 | 418 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $208,931,000 | 404 |
| Securities issued by states & political subdivisions | $143,000 | 5,795 |
| Other domestic debt securities | $10,249,000 | 782 |
| Privately issued residential mortgage-backed securities | $10,249,000 | 442 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $208,243,000 | 304 |
| Mortgage-backed securities | $47,983,000 | 1,023 |
| Certificates of participation in pools of residential mortgages | $9,180,000 | 2,391 |
| Issued or guaranteed by U.S. | $9,180,000 | 2,378 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $38,803,000 | 503 |
| CMOs issued by government agencies or sponsored agencies | $28,554,000 | 436 |
| Privately issued | $10,249,000 | 416 |
| 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) | $136,463,000 | 142 |
| Available-for-sale securities (fair market value) | $82,860,000 | 1,245 |
| Total debt securities | $219,323,000 | 552 |
| Structured notes | ||
| Amortized cost | $41,807,000 | 36 |
| Fair value | $41,561,000 | 36 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $195,585,000 | 641 |
| U.S. Government securities | $184,722,000 | 485 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $184,722,000 | 473 |
| Securities issued by states & political subdivisions | $143,000 | 5,833 |
| Other domestic debt securities | $10,720,000 | 712 |
| Privately issued residential mortgage-backed securities | $10,720,000 | 407 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $180,609,000 | 326 |
| Mortgage-backed securities | $48,961,000 | 942 |
| Certificates of participation in pools of residential mortgages | $9,305,000 | 2,211 |
| Issued or guaranteed by U.S. | $9,305,000 | 2,202 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $39,656,000 | 470 |
| CMOs issued by government agencies or sponsored agencies | $28,936,000 | 422 |
| Privately issued | $10,720,000 | 386 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $82,914,000 | 229 |
| Available-for-sale securities (fair market value) | $112,671,000 | 919 |
| Total debt securities | $195,586,000 | 616 |
| Structured notes | ||
| Amortized cost | $11,986,000 | 227 |
| Fair value | $11,835,000 | 228 |
| Trading account assets | $17,009,000 | 114 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $157,923,000 | 752 |
| U.S. Government securities | $146,679,000 | 588 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $146,679,000 | 579 |
| Securities issued by states & political subdivisions | $143,000 | 5,887 |
| Other domestic debt securities | $11,101,000 | 663 |
| Privately issued residential mortgage-backed securities | $11,101,000 | 387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $131,522,000 | 410 |
| Mortgage-backed securities | $50,087,000 | 910 |
| Certificates of participation in pools of residential mortgages | $9,543,000 | 2,130 |
| Issued or guaranteed by U.S. | $9,543,000 | 2,121 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $40,544,000 | 453 |
| CMOs issued by government agencies or sponsored agencies | $29,443,000 | 428 |
| Privately issued | $11,101,000 | 368 |
| 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) | $83,473,000 | 235 |
| Available-for-sale securities (fair market value) | $74,450,000 | 1,370 |
| Total debt securities | $157,924,000 | 732 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 635 |
| Fair value | $4,557,000 | 699 |
| Trading account assets | $46,428,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $160,528,000 | 756 |
| U.S. Government securities | $148,700,000 | 591 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $148,700,000 | 577 |
| Securities issued by states & political subdivisions | $143,000 | 5,952 |
| Other domestic debt securities | $11,685,000 | 668 |
| Privately issued residential mortgage-backed securities | $11,685,000 | 378 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $141,307,000 | 388 |
| Mortgage-backed securities | $59,804,000 | 789 |
| Certificates of participation in pools of residential mortgages | $9,632,000 | 2,113 |
| Issued or guaranteed by U.S. | $9,632,000 | 2,105 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $50,172,000 | 403 |
| CMOs issued by government agencies or sponsored agencies | $38,487,000 | 360 |
| Privately issued | $11,685,000 | 356 |
| 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) | $83,959,000 | 246 |
| Available-for-sale securities (fair market value) | $76,569,000 | 1,341 |
| Total debt securities | $160,529,000 | 736 |
| Structured notes | ||
| Amortized cost | $20,986,000 | 128 |
| Fair value | $20,578,000 | 132 |
| Trading account assets | $68,218,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $226,727,000 | 552 |
| U.S. Government securities | $214,334,000 | 432 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $214,334,000 | 421 |
| Securities issued by states & political subdivisions | $143,000 | 5,994 |
| Other domestic debt securities | $12,250,000 | 628 |
| Privately issued residential mortgage-backed securities | $12,250,000 | 348 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $215,002,000 | 280 |
| Mortgage-backed securities | $62,965,000 | 769 |
| Certificates of participation in pools of residential mortgages | $10,378,000 | 2,029 |
| Issued or guaranteed by U.S. | $10,378,000 | 2,018 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $52,587,000 | 401 |
| CMOs issued by government agencies or sponsored agencies | $40,337,000 | 357 |
| Privately issued | $12,250,000 | 332 |
| 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) | $96,071,000 | 217 |
| Available-for-sale securities (fair market value) | $130,656,000 | 794 |
| Total debt securities | $226,727,000 | 538 |
| Structured notes | ||
| Amortized cost | $15,983,000 | 195 |
| Fair value | $15,430,000 | 198 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $230,289,000 | 560 |
| U.S. Government securities | $217,506,000 | 437 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $217,506,000 | 428 |
| Securities issued by states & political subdivisions | $143,000 | 6,060 |
| Other domestic debt securities | $12,640,000 | 623 |
| Privately issued residential mortgage-backed securities | $12,640,000 | 355 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $193,515,000 | 317 |
| Mortgage-backed securities | $66,441,000 | 763 |
| Certificates of participation in pools of residential mortgages | $10,662,000 | 2,018 |
| Issued or guaranteed by U.S. | $10,662,000 | 2,004 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $55,779,000 | 380 |
| CMOs issued by government agencies or sponsored agencies | $43,139,000 | 348 |
| Privately issued | $12,640,000 | 335 |
| 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) | $96,542,000 | 218 |
| Available-for-sale securities (fair market value) | $133,747,000 | 781 |
| Total debt securities | $230,288,000 | 545 |
| Structured notes | ||
| Amortized cost | $15,981,000 | 223 |
| Fair value | $15,449,000 | 227 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $233,463,000 | 558 |
| U.S. Government securities | $220,292,000 | 443 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $220,292,000 | 432 |
| Securities issued by states & political subdivisions | $143,000 | 6,095 |
| Other domestic debt securities | $13,028,000 | 612 |
| Privately issued residential mortgage-backed securities | $13,028,000 | 346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $213,681,000 | 297 |
| Mortgage-backed securities | $71,497,000 | 718 |
| Certificates of participation in pools of residential mortgages | $11,004,000 | 1,984 |
| Issued or guaranteed by U.S. | $11,004,000 | 1,973 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $60,493,000 | 350 |
| CMOs issued by government agencies or sponsored agencies | $47,465,000 | 315 |
| Privately issued | $13,028,000 | 329 |
| 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) | $97,083,000 | 225 |
| Available-for-sale securities (fair market value) | $136,380,000 | 767 |
| Total debt securities | $233,460,000 | 546 |
| Structured notes | ||
| Amortized cost | $15,977,000 | 239 |
| Fair value | $15,062,000 | 246 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $239,475,000 | 557 |
| U.S. Government securities | $225,853,000 | 447 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $225,853,000 | 430 |
| Securities issued by states & political subdivisions | $153,000 | 6,093 |
| Other domestic debt securities | $13,469,000 | 605 |
| Privately issued residential mortgage-backed securities | $13,469,000 | 339 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $218,066,000 | 291 |
| Mortgage-backed securities | $76,588,000 | 683 |
| Certificates of participation in pools of residential mortgages | $11,130,000 | 2,015 |
| Issued or guaranteed by U.S. | $11,130,000 | 2,002 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $65,458,000 | 340 |
| CMOs issued by government agencies or sponsored agencies | $51,989,000 | 296 |
| Privately issued | $13,469,000 | 320 |
| 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) | $97,446,000 | 229 |
| Available-for-sale securities (fair market value) | $142,029,000 | 736 |
| Total debt securities | $239,474,000 | 541 |
| Structured notes | ||
| Amortized cost | $15,968,000 | 257 |
| Fair value | $15,167,000 | 262 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $235,253,000 | 570 |
| U.S. Government securities | $221,022,000 | 465 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $221,022,000 | 446 |
| Securities issued by states & political subdivisions | $153,000 | 6,138 |
| Other domestic debt securities | $14,078,000 | 607 |
| Privately issued residential mortgage-backed securities | $14,078,000 | 338 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $187,936,000 | 324 |
| Mortgage-backed securities | $71,253,000 | 720 |
| Certificates of participation in pools of residential mortgages | $7,947,000 | 2,461 |
| Issued or guaranteed by U.S. | $7,947,000 | 2,452 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $63,306,000 | 347 |
| CMOs issued by government agencies or sponsored agencies | $49,228,000 | 306 |
| Privately issued | $14,078,000 | 320 |
| 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) | $94,657,000 | 241 |
| Available-for-sale securities (fair market value) | $140,596,000 | 753 |
| Total debt securities | $235,253,000 | 553 |
| Structured notes | ||
| Amortized cost | $15,960,000 | 259 |
| Fair value | $15,356,000 | 262 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $201,978,000 | 638 |
| U.S. Government securities | $186,736,000 | 539 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $186,736,000 | 517 |
| Securities issued by states & political subdivisions | $153,000 | 6,173 |
| Other domestic debt securities | $15,089,000 | 591 |
| Privately issued residential mortgage-backed securities | $15,089,000 | 324 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $143,226,000 | 390 |
| Mortgage-backed securities | $52,354,000 | 918 |
| Certificates of participation in pools of residential mortgages | $8,084,000 | 2,473 |
| Issued or guaranteed by U.S. | $8,084,000 | 2,461 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $44,270,000 | 422 |
| CMOs issued by government agencies or sponsored agencies | $29,181,000 | 430 |
| Privately issued | $15,089,000 | 306 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $90,881,000 | 256 |
| Available-for-sale securities (fair market value) | $111,097,000 | 935 |
| Total debt securities | $201,979,000 | 623 |
| Structured notes | ||
| Amortized cost | $15,951,000 | 256 |
| Fair value | $15,617,000 | 262 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $213,064,000 | 605 |
| U.S. Government securities | $195,856,000 | 527 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $195,856,000 | 502 |
| Securities issued by states & political subdivisions | $153,000 | 6,180 |
| Other domestic debt securities | $17,055,000 | 574 |
| Privately issued residential mortgage-backed securities | $17,055,000 | 308 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $148,779,000 | 379 |
| Mortgage-backed securities | $62,184,000 | 810 |
| Certificates of participation in pools of residential mortgages | $8,425,000 | 2,473 |
| Issued or guaranteed by U.S. | $8,425,000 | 2,462 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $53,759,000 | 393 |
| CMOs issued by government agencies or sponsored agencies | $36,704,000 | 389 |
| Privately issued | $17,055,000 | 288 |
| 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) | $93,269,000 | 248 |
| Available-for-sale securities (fair market value) | $119,795,000 | 864 |
| Total debt securities | $213,062,000 | 588 |
| Structured notes | ||
| Amortized cost | $15,943,000 | 254 |
| Fair value | $15,688,000 | 257 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $218,327,000 | 608 |
| U.S. Government securities | $199,737,000 | 520 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $199,737,000 | 497 |
| Securities issued by states & political subdivisions | $153,000 | 6,215 |
| Other domestic debt securities | $18,437,000 | 558 |
| Privately issued residential mortgage-backed securities | $18,437,000 | 295 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $151,490,000 | 364 |
| Mortgage-backed securities | $68,958,000 | 779 |
| Certificates of participation in pools of residential mortgages | $8,861,000 | 2,478 |
| Issued or guaranteed by U.S. | $8,861,000 | 2,471 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $60,097,000 | 373 |
| CMOs issued by government agencies or sponsored agencies | $41,660,000 | 368 |
| Privately issued | $18,437,000 | 275 |
| 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) | $94,846,000 | 249 |
| Available-for-sale securities (fair market value) | $123,481,000 | 861 |
| Total debt securities | $218,328,000 | 590 |
| Structured notes | ||
| Amortized cost | $15,934,000 | 264 |
| Fair value | $15,393,000 | 269 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $203,279,000 | 656 |
| U.S. Government securities | $180,724,000 | 580 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $180,724,000 | 554 |
| Securities issued by states & political subdivisions | $153,000 | 6,249 |
| Other domestic debt securities | $22,402,000 | 519 |
| Privately issued residential mortgage-backed securities | $22,402,000 | 263 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $157,244,000 | 356 |
| Mortgage-backed securities | $67,606,000 | 812 |
| Certificates of participation in pools of residential mortgages | $4,154,000 | 3,577 |
| Issued or guaranteed by U.S. | $4,154,000 | 3,568 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $63,452,000 | 372 |
| CMOs issued by government agencies or sponsored agencies | $41,050,000 | 372 |
| Privately issued | $22,402,000 | 245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $90,874,000 | 256 |
| Available-for-sale securities (fair market value) | $112,405,000 | 975 |
| Total debt securities | $203,279,000 | 638 |
| Structured notes | ||
| Amortized cost | $15,927,000 | 259 |
| Fair value | $15,517,000 | 263 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $213,154,000 | 634 |
| U.S. Government securities | $187,779,000 | 560 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $187,779,000 | 535 |
| Securities issued by states & political subdivisions | $153,000 | 6,297 |
| Other domestic debt securities | $25,222,000 | 472 |
| Privately issued residential mortgage-backed securities | $25,222,000 | 230 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $153,450,000 | 369 |
| Mortgage-backed securities | $74,252,000 | 763 |
| Certificates of participation in pools of residential mortgages | $4,542,000 | 3,475 |
| Issued or guaranteed by U.S. | $4,542,000 | 3,469 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $69,710,000 | 350 |
| CMOs issued by government agencies or sponsored agencies | $44,488,000 | 362 |
| Privately issued | $25,222,000 | 210 |
| 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) | $95,029,000 | 243 |
| Available-for-sale securities (fair market value) | $118,125,000 | 918 |
| Total debt securities | $213,154,000 | 619 |
| Structured notes | ||
| Amortized cost | $21,918,000 | 169 |
| Fair value | $21,732,000 | 171 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $243,194,000 | 571 |
| U.S. Government securities | $200,298,000 | 543 |
| U.S. Treasury securities | $5,829,000 | 574 |
| U.S. Government agency obligations | $194,469,000 | 533 |
| Securities issued by states & political subdivisions | $152,000 | 6,345 |
| Other domestic debt securities | $42,744,000 | 325 |
| Privately issued residential mortgage-backed securities | $37,039,000 | 181 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,705,000 | 823 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $129,247,000 | 402 |
| Mortgage-backed securities | $90,466,000 | 667 |
| Certificates of participation in pools of residential mortgages | $5,401,000 | 3,289 |
| Issued or guaranteed by U.S. | $5,401,000 | 3,280 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $85,065,000 | 319 |
| CMOs issued by government agencies or sponsored agencies | $48,026,000 | 355 |
| Privately issued | $37,039,000 | 167 |
| 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) | $90,478,000 | 253 |
| Available-for-sale securities (fair market value) | $152,716,000 | 737 |
| Total debt securities | $243,188,000 | 553 |
| Structured notes | ||
| Amortized cost | $21,910,000 | 168 |
| Fair value | $21,031,000 | 170 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $241,463,000 | 584 |
| U.S. Government securities | $196,561,000 | 546 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $196,561,000 | 525 |
| Securities issued by states & political subdivisions | $153,000 | 6,346 |
| Other domestic debt securities | $44,749,000 | 328 |
| Privately issued residential mortgage-backed securities | $44,749,000 | 176 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $116,720,000 | 426 |
| Mortgage-backed securities | $104,319,000 | 628 |
| Certificates of participation in pools of residential mortgages | $5,917,000 | 3,185 |
| Issued or guaranteed by U.S. | $5,917,000 | 3,174 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $98,402,000 | 298 |
| CMOs issued by government agencies or sponsored agencies | $53,653,000 | 343 |
| Privately issued | $44,749,000 | 162 |
| 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) | $86,957,000 | 251 |
| Available-for-sale securities (fair market value) | $154,506,000 | 730 |
| Total debt securities | $241,463,000 | 569 |
| Structured notes | ||
| Amortized cost | $21,904,000 | 130 |
| Fair value | $21,802,000 | 131 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $261,414,000 | 560 |
| U.S. Government securities | $236,726,000 | 481 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $236,726,000 | 465 |
| Securities issued by states & political subdivisions | $163,000 | 6,410 |
| Other domestic debt securities | $24,525,000 | 484 |
| Privately issued residential mortgage-backed securities | $19,282,000 | 213 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,243,000 | 1,003 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $133,213,000 | 392 |
| Mortgage-backed securities | $83,110,000 | 747 |
| Certificates of participation in pools of residential mortgages | $6,070,000 | 3,146 |
| Issued or guaranteed by U.S. | $6,070,000 | 3,134 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $77,040,000 | 348 |
| CMOs issued by government agencies or sponsored agencies | $57,758,000 | 360 |
| Privately issued | $19,282,000 | 185 |
| 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) | $86,408,000 | 257 |
| Available-for-sale securities (fair market value) | $175,006,000 | 665 |
| Total debt securities | $261,414,000 | 542 |
| Structured notes | ||
| Amortized cost | $21,902,000 | 110 |
| Fair value | $21,408,000 | 115 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $244,927,000 | 578 |
| U.S. Government securities | $217,861,000 | 518 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $217,861,000 | 501 |
| Securities issued by states & political subdivisions | $162,000 | 6,458 |
| Other domestic debt securities | $26,904,000 | 467 |
| Privately issued residential mortgage-backed securities | $21,652,000 | 192 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,252,000 | 1,069 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,882,000 | 436 |
| Mortgage-backed securities | $70,511,000 | 832 |
| Certificates of participation in pools of residential mortgages | $7,296,000 | 2,877 |
| Issued or guaranteed by U.S. | $7,296,000 | 2,864 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $63,215,000 | 390 |
| CMOs issued by government agencies or sponsored agencies | $41,563,000 | 443 |
| Privately issued | $21,652,000 | 167 |
| 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) | $88,361,000 | 248 |
| Available-for-sale securities (fair market value) | $156,566,000 | 737 |
| Total debt securities | $244,928,000 | 560 |
| Structured notes | ||
| Amortized cost | $21,900,000 | 91 |
| Fair value | $21,514,000 | 92 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $240,129,000 | 578 |
| U.S. Government securities | $211,151,000 | 518 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $211,151,000 | 504 |
| Securities issued by states & political subdivisions | $162,000 | 6,462 |
| Other domestic debt securities | $28,816,000 | 465 |
| Privately issued residential mortgage-backed securities | $28,816,000 | 169 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,942,000 | 466 |
| Mortgage-backed securities | $88,138,000 | 710 |
| Certificates of participation in pools of residential mortgages | $6,849,000 | 2,965 |
| Issued or guaranteed by U.S. | $6,849,000 | 2,953 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $81,289,000 | 360 |
| CMOs issued by government agencies or sponsored agencies | $52,473,000 | 410 |
| Privately issued | $28,816,000 | 149 |
| 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) | $83,512,000 | 254 |
| Available-for-sale securities (fair market value) | $156,617,000 | 727 |
| Total debt securities | $240,128,000 | 561 |
| Structured notes | ||
| Amortized cost | $16,951,000 | 91 |
| Fair value | $17,052,000 | 91 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $221,745,000 | 617 |
| U.S. Government securities | $205,621,000 | 525 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $205,621,000 | 505 |
| Securities issued by states & political subdivisions | $162,000 | 6,450 |
| Other domestic debt securities | $15,962,000 | 699 |
| Privately issued residential mortgage-backed securities | $10,786,000 | 296 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,176,000 | 1,112 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,223,000 | 638 |
| Mortgage-backed securities | $77,217,000 | 768 |
| Certificates of participation in pools of residential mortgages | $13,974,000 | 1,917 |
| Issued or guaranteed by U.S. | $13,974,000 | 1,911 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $63,243,000 | 406 |
| CMOs issued by government agencies or sponsored agencies | $52,457,000 | 408 |
| Privately issued | $10,786,000 | 266 |
| 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) | $31,554,000 | 633 |
| Available-for-sale securities (fair market value) | $190,191,000 | 602 |
| Total debt securities | $221,746,000 | 597 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 221 |
| Fair value | $5,955,000 | 239 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $195,024,000 | 666 |
| U.S. Government securities | $188,546,000 | 535 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $188,546,000 | 518 |
| Securities issued by states & political subdivisions | $176,000 | 6,449 |
| Other domestic debt securities | $6,302,000 | 1,226 |
| Privately issued residential mortgage-backed securities | $6,302,000 | 359 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,197,000 | 956 |
| Mortgage-backed securities | $94,285,000 | 655 |
| Certificates of participation in pools of residential mortgages | $15,239,000 | 1,763 |
| Issued or guaranteed by U.S. | $15,239,000 | 1,753 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $79,046,000 | 353 |
| CMOs issued by government agencies or sponsored agencies | $72,744,000 | 327 |
| Privately issued | $6,302,000 | 318 |
| 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) | $49,077,000 | 432 |
| Available-for-sale securities (fair market value) | $145,947,000 | 728 |
| Total debt securities | $195,026,000 | 646 |
| Structured notes | ||
| Amortized cost | $15,350,000 | 56 |
| Fair value | $15,377,000 | 57 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $143,207,000 | 804 |
| U.S. Government securities | $124,551,000 | 687 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $124,551,000 | 655 |
| Securities issued by states & political subdivisions | $179,000 | 6,595 |
| Other domestic debt securities | $18,477,000 | 634 |
| Privately issued residential mortgage-backed securities | $14,468,000 | 280 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,009,000 | 1,317 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,654,000 | 561 |
| Mortgage-backed securities | $62,500,000 | 810 |
| Certificates of participation in pools of residential mortgages | $15,947,000 | 1,553 |
| Issued or guaranteed by U.S. | $15,947,000 | 1,545 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $46,553,000 | 482 |
| CMOs issued by government agencies or sponsored agencies | $32,085,000 | 547 |
| Privately issued | $14,468,000 | 246 |
| 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) | $5,989,000 | 2,085 |
| Available-for-sale securities (fair market value) | $137,218,000 | 704 |
| Total debt securities | $143,206,000 | 780 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $116,646,000 | 977 |
| U.S. Government securities | $109,490,000 | 768 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $109,490,000 | 716 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $7,156,000 | 988 |
| 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 | $7,156,000 | 813 |
| 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 | $61,818,000 | 675 |
| Certificates of participation in pools of residential mortgages | $31,646,000 | 765 |
| Issued or guaranteed by U.S. | $31,646,000 | 757 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $30,172,000 | 527 |
| CMOs issued by government agencies or sponsored agencies | $30,172,000 | 459 |
| 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) | $10,199,000 | 1,881 |
| Available-for-sale securities (fair market value) | $106,447,000 | 812 |
| Total debt securities | $116,646,000 | 933 |
| 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 | $69,822,000 | 1,643 |
| U.S. Government securities | $69,822,000 | 1,227 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $69,822,000 | 1,119 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $33,402,000 | 1,135 |
| Certificates of participation in pools of residential mortgages | $33,315,000 | 814 |
| Issued or guaranteed by U.S. | $33,315,000 | 806 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $87,000 | 4,220 |
| CMOs issued by government agencies or sponsored agencies | $87,000 | 4,028 |
| 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) | $8,164,000 | 2,381 |
| Available-for-sale securities (fair market value) | $61,658,000 | 1,402 |
| Total debt securities | $69,822,000 | 1,571 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $38,990,000 | 2,907 |
| U.S. Government securities | $38,990,000 | 2,230 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,990,000 | 1,880 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | 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 | $36,276,000 | 1,130 |
| Certificates of participation in pools of residential mortgages | $35,932,000 | 810 |
| Issued or guaranteed by U.S. | $35,932,000 | 800 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $344,000 | 4,016 |
| CMOs issued by government agencies or sponsored agencies | $344,000 | 3,857 |
| 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) | $2,684,000 | 4,346 |
| Available-for-sale securities (fair market value) | $36,306,000 | 2,325 |
| Total debt securities | $38,990,000 | 2,810 |
| 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 | $33,380,000 | 3,312 |
| U.S. Government securities | $33,380,000 | 2,668 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,380,000 | 2,079 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | 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 | $27,611,000 | 1,330 |
| Certificates of participation in pools of residential mortgages | $27,114,000 | 1,012 |
| Issued or guaranteed by U.S. | $27,114,000 | 999 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $497,000 | 4,018 |
| CMOs issued by government agencies or sponsored agencies | $497,000 | 3,873 |
| 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) | $12,419,000 | 2,400 |
| Available-for-sale securities (fair market value) | $20,961,000 | 3,469 |
| Total debt securities | $33,380,000 | 3,239 |
| 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 | $62,686,000 | 1,940 |
| U.S. Government securities | $46,591,000 | 2,085 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $46,591,000 | 1,571 |
| 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 | $15,693,000 | 279 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-402,000 | 1,195 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $34,049,000 | 1,226 |
| Certificates of participation in pools of residential mortgages | $34,049,000 | 898 |
| Issued or guaranteed by U.S. | $34,049,000 | 882 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,406,000 | 1,090 |
| Available-for-sale securities (fair market value) | $25,280,000 | 3,166 |
| Total debt securities | $46,591,000 | 2,536 |
| 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 | $72,963,000 | 1,745 |
| U.S. Government securities | $65,710,000 | 1,553 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $65,710,000 | 1,132 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,652,000 | 569 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-601,000 | 1,311 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $60,913,000 | 835 |
| Certificates of participation in pools of residential mortgages | $60,913,000 | 596 |
| Issued or guaranteed by U.S. | $60,913,000 | 580 |
| 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) | $15,299,000 | 2,486 |
| Available-for-sale securities (fair market value) | $57,664,000 | 1,464 |
| Total debt securities | $65,710,000 | 1,856 |
| 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 | $87,486,000 | 1,470 |
| U.S. Government securities | $85,865,000 | 1,237 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $85,865,000 | 868 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $462,000 | 3,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-1,159,000 | 1,456 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $85,865,000 | 713 |
| Certificates of participation in pools of residential mortgages | $85,865,000 | 489 |
| Issued or guaranteed by U.S. | $85,865,000 | 474 |
| 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) | $74,616,000 | 1,019 |
| Available-for-sale securities (fair market value) | $12,870,000 | 4,010 |
| Total debt securities | $85,865,000 | 1,459 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $37,681,000 | 3,655 |
| U.S. Government securities | $34,036,000 | 3,203 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $34,036,000 | 2,048 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,297,000 | 1,010 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-348,000 | 1,430 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $34,036,000 | 1,504 |
| Certificates of participation in pools of residential mortgages | $34,036,000 | 988 |
| Issued or guaranteed by U.S. | $34,036,000 | 954 |
| 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 | $34,036,000 | 3,923 |
| 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 | $52,808,000 | 2,579 |
| U.S. Government securities | $52,318,000 | 2,041 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $52,318,000 | 1,336 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | 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 | $-490,000 | 1,742 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $52,318,000 | 1,099 |
| Certificates of participation in pools of residential mortgages | $31,850,000 | 1,054 |
| Issued or guaranteed by U.S. | $31,850,000 | 1,021 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $20,468,000 | 982 |
| CMOs issued by government agencies or sponsored agencies | $20,468,000 | 888 |
| 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 | $52,318,000 | 2,531 |
| 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 |