Home > Clifton Savings Bank > Securities
Clifton Savings Bank, Securities
| 2018-03-31 | Rank | |
| Total securities | $328,455,000 | 455 |
| U.S. Government securities | $237,119,000 | 426 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $237,119,000 | 407 |
| Securities issued by states & political subdivisions | $5,811,000 | 3,189 |
| Other domestic debt securities | $85,525,000 | 148 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $85,525,000 | 77 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,783,000 | 1,511 |
| Mortgage-backed securities | $222,121,000 | 346 |
| Certificates of participation in pools of residential mortgages | $142,775,000 | 317 |
| Issued or guaranteed by U.S. | $142,775,000 | 316 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $79,346,000 | 177 |
| Commercial mortgage pass-through securities | $79,346,000 | 72 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $262,947,000 | 130 |
| Available-for-sale securities (fair market value) | $65,508,000 | 1,702 |
| Total debt securities | $328,455,000 | 447 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $334,970,000 | 451 |
| U.S. Government securities | $243,170,000 | 419 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $243,170,000 | 401 |
| Securities issued by states & political subdivisions | $5,822,000 | 3,255 |
| Other domestic debt securities | $85,978,000 | 150 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $85,978,000 | 72 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,463,000 | 1,169 |
| Mortgage-backed securities | $228,172,000 | 338 |
| Certificates of participation in pools of residential mortgages | $148,218,000 | 308 |
| Issued or guaranteed by U.S. | $148,218,000 | 307 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $79,954,000 | 171 |
| Commercial mortgage pass-through securities | $79,954,000 | 72 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $269,011,000 | 127 |
| Available-for-sale securities (fair market value) | $65,959,000 | 1,733 |
| Total debt securities | $334,970,000 | 442 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $295,335,000 | 505 |
| U.S. Government securities | $269,482,000 | 386 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $269,482,000 | 368 |
| Securities issued by states & political subdivisions | $5,832,000 | 3,284 |
| Other domestic debt securities | $20,021,000 | 394 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $20,021,000 | 272 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,201,000 | 957 |
| Mortgage-backed securities | $239,491,000 | 320 |
| Certificates of participation in pools of residential mortgages | $155,572,000 | 299 |
| Issued or guaranteed by U.S. | $155,572,000 | 298 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $83,919,000 | 160 |
| Commercial mortgage pass-through securities | $83,919,000 | 70 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $295,335,000 | 124 |
| Available-for-sale securities (fair market value) | $0 | 5,300 |
| Total debt securities | $295,335,000 | 496 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $299,528,000 | 508 |
| U.S. Government securities | $273,528,000 | 387 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $273,528,000 | 372 |
| Securities issued by states & political subdivisions | $5,977,000 | 3,288 |
| Other domestic debt securities | $20,023,000 | 403 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $20,023,000 | 281 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,447,000 | 793 |
| Mortgage-backed securities | $243,546,000 | 324 |
| Certificates of participation in pools of residential mortgages | $159,044,000 | 290 |
| Issued or guaranteed by U.S. | $159,044,000 | 289 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $84,502,000 | 159 |
| Commercial mortgage pass-through securities | $84,502,000 | 70 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $299,528,000 | 125 |
| Available-for-sale securities (fair market value) | $0 | 5,348 |
| Total debt securities | $299,528,000 | 499 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $310,530,000 | 494 |
| U.S. Government securities | $281,666,000 | 375 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $281,666,000 | 360 |
| Securities issued by states & political subdivisions | $8,839,000 | 2,912 |
| Other domestic debt securities | $20,025,000 | 407 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $20,025,000 | 280 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,073,000 | 816 |
| Mortgage-backed securities | $251,693,000 | 313 |
| Certificates of participation in pools of residential mortgages | $166,612,000 | 287 |
| Issued or guaranteed by U.S. | $166,612,000 | 286 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $85,081,000 | 154 |
| Commercial mortgage pass-through securities | $85,081,000 | 68 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $310,530,000 | 127 |
| Available-for-sale securities (fair market value) | $0 | 5,415 |
| Total debt securities | $310,530,000 | 487 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $314,118,000 | 480 |
| U.S. Government securities | $285,234,000 | 366 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $285,234,000 | 350 |
| Securities issued by states & political subdivisions | $8,857,000 | 2,945 |
| Other domestic debt securities | $20,027,000 | 401 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $20,027,000 | 273 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,439,000 | 805 |
| Mortgage-backed securities | $260,266,000 | 298 |
| Certificates of participation in pools of residential mortgages | $174,596,000 | 269 |
| Issued or guaranteed by U.S. | $174,596,000 | 268 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $85,670,000 | 152 |
| Commercial mortgage pass-through securities | $85,670,000 | 66 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $314,118,000 | 125 |
| Available-for-sale securities (fair market value) | $0 | 5,466 |
| Total debt securities | $314,118,000 | 473 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $311,617,000 | 487 |
| U.S. Government securities | $284,056,000 | 366 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $284,056,000 | 351 |
| Securities issued by states & political subdivisions | $7,531,000 | 3,134 |
| Other domestic debt securities | $20,030,000 | 400 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $20,030,000 | 273 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,588,000 | 845 |
| Mortgage-backed securities | $259,097,000 | 296 |
| Certificates of participation in pools of residential mortgages | $172,850,000 | 259 |
| Issued or guaranteed by U.S. | $172,850,000 | 258 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $86,247,000 | 142 |
| Commercial mortgage pass-through securities | $86,247,000 | 58 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $311,617,000 | 118 |
| Available-for-sale securities (fair market value) | $0 | 5,526 |
| Total debt securities | $311,617,000 | 480 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $332,711,000 | 465 |
| U.S. Government securities | $289,483,000 | 368 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $289,483,000 | 354 |
| Securities issued by states & political subdivisions | $8,196,000 | 3,031 |
| Other domestic debt securities | $35,032,000 | 288 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $35,032,000 | 184 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,647,000 | 739 |
| Mortgage-backed securities | $264,533,000 | 297 |
| Certificates of participation in pools of residential mortgages | $177,737,000 | 262 |
| Issued or guaranteed by U.S. | $177,737,000 | 261 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $86,796,000 | 126 |
| Commercial mortgage pass-through securities | $86,796,000 | 55 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $332,711,000 | 118 |
| Available-for-sale securities (fair market value) | $0 | 5,605 |
| Total debt securities | $332,711,000 | 457 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $347,340,000 | 450 |
| U.S. Government securities | $296,968,000 | 368 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $296,968,000 | 351 |
| Securities issued by states & political subdivisions | $5,335,000 | 3,474 |
| Other domestic debt securities | $45,037,000 | 235 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $45,037,000 | 154 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,416,000 | 734 |
| Mortgage-backed securities | $267,027,000 | 296 |
| Certificates of participation in pools of residential mortgages | $179,694,000 | 255 |
| Issued or guaranteed by U.S. | $179,694,000 | 254 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $87,333,000 | 118 |
| Commercial mortgage pass-through securities | $87,333,000 | 53 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $347,340,000 | 115 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $347,340,000 | 441 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $346,588,000 | 457 |
| U.S. Government securities | $296,201,000 | 370 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $296,201,000 | 349 |
| Securities issued by states & political subdivisions | $5,348,000 | 3,490 |
| Other domestic debt securities | $45,039,000 | 231 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $45,039,000 | 149 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,621,000 | 617 |
| Mortgage-backed securities | $266,269,000 | 302 |
| Certificates of participation in pools of residential mortgages | $178,396,000 | 255 |
| Issued or guaranteed by U.S. | $178,396,000 | 253 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $87,873,000 | 108 |
| Commercial mortgage pass-through securities | $87,873,000 | 49 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $346,588,000 | 116 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $346,588,000 | 450 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $368,606,000 | 424 |
| U.S. Government securities | $313,202,000 | 346 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $313,202,000 | 331 |
| Securities issued by states & political subdivisions | $5,362,000 | 3,530 |
| Other domestic debt securities | $50,042,000 | 215 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $50,042,000 | 139 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $127,987,000 | 513 |
| Mortgage-backed securities | $258,279,000 | 312 |
| Certificates of participation in pools of residential mortgages | $169,871,000 | 262 |
| Issued or guaranteed by U.S. | $169,871,000 | 261 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $88,408,000 | 101 |
| Commercial mortgage pass-through securities | $88,408,000 | 46 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $368,606,000 | 113 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $368,605,000 | 416 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $383,969,000 | 403 |
| U.S. Government securities | $330,820,000 | 331 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $330,820,000 | 319 |
| Securities issued by states & political subdivisions | $3,104,000 | 4,041 |
| Other domestic debt securities | $50,045,000 | 214 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $50,045,000 | 138 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,047,000 | 576 |
| Mortgage-backed securities | $265,906,000 | 300 |
| Certificates of participation in pools of residential mortgages | $177,023,000 | 255 |
| Issued or guaranteed by U.S. | $177,023,000 | 254 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $88,883,000 | 97 |
| Commercial mortgage pass-through securities | $88,883,000 | 40 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $383,969,000 | 108 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $383,969,000 | 397 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $383,807,000 | 408 |
| U.S. Government securities | $335,690,000 | 330 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $335,690,000 | 322 |
| Securities issued by states & political subdivisions | $3,108,000 | 4,042 |
| Other domestic debt securities | $45,009,000 | 229 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $45,009,000 | 147 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,017,000 | 583 |
| Mortgage-backed securities | $265,786,000 | 309 |
| Certificates of participation in pools of residential mortgages | $176,432,000 | 257 |
| Issued or guaranteed by U.S. | $176,432,000 | 255 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $89,354,000 | 91 |
| Commercial mortgage pass-through securities | $89,354,000 | 40 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $381,835,000 | 106 |
| Available-for-sale securities (fair market value) | $1,972,000 | 5,615 |
| Total debt securities | $383,807,000 | 401 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $413,060,000 | 381 |
| U.S. Government securities | $364,939,000 | 309 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $364,939,000 | 298 |
| Securities issued by states & political subdivisions | $3,111,000 | 4,083 |
| Other domestic debt securities | $45,010,000 | 226 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $45,010,000 | 144 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $117,769,000 | 556 |
| Mortgage-backed securities | $290,043,000 | 289 |
| Certificates of participation in pools of residential mortgages | $200,208,000 | 228 |
| Issued or guaranteed by U.S. | $200,208,000 | 227 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $89,835,000 | 92 |
| Commercial mortgage pass-through securities | $89,835,000 | 41 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $410,909,000 | 102 |
| Available-for-sale securities (fair market value) | $2,151,000 | 5,685 |
| Total debt securities | $413,060,000 | 375 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $420,767,000 | 375 |
| U.S. Government securities | $372,641,000 | 307 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $372,641,000 | 294 |
| Securities issued by states & political subdivisions | $3,115,000 | 4,120 |
| Other domestic debt securities | $45,011,000 | 219 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $45,011,000 | 145 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $118,146,000 | 555 |
| Mortgage-backed securities | $292,754,000 | 289 |
| Certificates of participation in pools of residential mortgages | $202,448,000 | 226 |
| Issued or guaranteed by U.S. | $202,448,000 | 225 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $90,306,000 | 87 |
| Commercial mortgage pass-through securities | $90,306,000 | 39 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $418,540,000 | 99 |
| Available-for-sale securities (fair market value) | $2,227,000 | 5,761 |
| Total debt securities | $420,767,000 | 369 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $430,353,000 | 374 |
| U.S. Government securities | $380,356,000 | 300 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $380,356,000 | 290 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $49,997,000 | 219 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $49,997,000 | 141 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $133,233,000 | 494 |
| Mortgage-backed securities | $300,476,000 | 285 |
| Certificates of participation in pools of residential mortgages | $212,496,000 | 220 |
| Issued or guaranteed by U.S. | $212,496,000 | 219 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $87,980,000 | 87 |
| Commercial mortgage pass-through securities | $87,980,000 | 40 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $426,953,000 | 96 |
| Available-for-sale securities (fair market value) | $3,400,000 | 5,672 |
| Total debt securities | $430,353,000 | 367 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $421,375,000 | 380 |
| U.S. Government securities | $371,394,000 | 306 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $371,394,000 | 297 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $49,981,000 | 222 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $49,981,000 | 143 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $151,369,000 | 440 |
| Mortgage-backed securities | $301,456,000 | 286 |
| Certificates of participation in pools of residential mortgages | $215,814,000 | 223 |
| Issued or guaranteed by U.S. | $215,814,000 | 222 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $85,642,000 | 82 |
| Commercial mortgage pass-through securities | $85,642,000 | 40 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $417,776,000 | 92 |
| Available-for-sale securities (fair market value) | $3,599,000 | 5,702 |
| Total debt securities | $421,375,000 | 374 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $449,229,000 | 342 |
| U.S. Government securities | $399,263,000 | 279 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $399,263,000 | 269 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $49,966,000 | 240 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $49,966,000 | 146 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $130,970,000 | 498 |
| Mortgage-backed securities | $309,264,000 | 279 |
| Certificates of participation in pools of residential mortgages | $223,250,000 | 212 |
| Issued or guaranteed by U.S. | $223,250,000 | 211 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $86,014,000 | 80 |
| Commercial mortgage pass-through securities | $86,014,000 | 38 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $445,465,000 | 87 |
| Available-for-sale securities (fair market value) | $3,764,000 | 5,742 |
| Total debt securities | $449,229,000 | 336 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $454,992,000 | 341 |
| U.S. Government securities | $405,043,000 | 269 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $405,043,000 | 262 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $49,949,000 | 246 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $49,949,000 | 153 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $98,870,000 | 629 |
| Mortgage-backed securities | $315,044,000 | 268 |
| Certificates of participation in pools of residential mortgages | $233,775,000 | 203 |
| Issued or guaranteed by U.S. | $233,775,000 | 202 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $81,269,000 | 81 |
| Commercial mortgage pass-through securities | $81,269,000 | 41 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $450,811,000 | 78 |
| Available-for-sale securities (fair market value) | $4,181,000 | 5,777 |
| Total debt securities | $454,992,000 | 336 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $448,623,000 | 343 |
| U.S. Government securities | $398,690,000 | 272 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $398,690,000 | 266 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $49,933,000 | 241 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $49,933,000 | 152 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,070,000 | 1,056 |
| Mortgage-backed securities | $323,691,000 | 261 |
| Certificates of participation in pools of residential mortgages | $246,829,000 | 186 |
| Issued or guaranteed by U.S. | $246,829,000 | 185 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $76,862,000 | 83 |
| Commercial mortgage pass-through securities | $76,862,000 | 42 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $444,167,000 | 70 |
| Available-for-sale securities (fair market value) | $4,456,000 | 5,767 |
| Total debt securities | $448,623,000 | 337 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $476,754,000 | 326 |
| U.S. Government securities | $426,837,000 | 263 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $426,837,000 | 256 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $49,917,000 | 239 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $49,917,000 | 153 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,643,000 | 1,088 |
| Mortgage-backed securities | $351,834,000 | 256 |
| Certificates of participation in pools of residential mortgages | $279,833,000 | 171 |
| Issued or guaranteed by U.S. | $279,833,000 | 169 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $72,001,000 | 80 |
| Commercial mortgage pass-through securities | $72,001,000 | 40 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $461,355,000 | 65 |
| Available-for-sale securities (fair market value) | $15,399,000 | 4,591 |
| Total debt securities | $476,754,000 | 315 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $473,528,000 | 322 |
| U.S. Government securities | $421,624,000 | 266 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $421,624,000 | 261 |
| Securities issued by states & political subdivisions | $2,002,000 | 4,560 |
| Other domestic debt securities | $49,902,000 | 242 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $49,902,000 | 140 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,090,000 | 1,020 |
| Mortgage-backed securities | $346,616,000 | 254 |
| Certificates of participation in pools of residential mortgages | $290,304,000 | 164 |
| Issued or guaranteed by U.S. | $290,304,000 | 163 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $56,312,000 | 77 |
| Commercial mortgage pass-through securities | $56,312,000 | 38 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $456,670,000 | 65 |
| Available-for-sale securities (fair market value) | $16,858,000 | 4,400 |
| Total debt securities | $473,528,000 | 318 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $486,753,000 | 324 |
| U.S. Government securities | $434,862,000 | 266 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $434,862,000 | 259 |
| Securities issued by states & political subdivisions | $2,005,000 | 4,575 |
| Other domestic debt securities | $49,886,000 | 249 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $49,886,000 | 147 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,989,000 | 984 |
| Mortgage-backed securities | $364,849,000 | 257 |
| Certificates of participation in pools of residential mortgages | $364,849,000 | 149 |
| Issued or guaranteed by U.S. | $364,849,000 | 148 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $453,510,000 | 66 |
| Available-for-sale securities (fair market value) | $33,243,000 | 3,241 |
| Total debt securities | $486,753,000 | 314 |
| Structured notes | ||
| Amortized cost | $15,000,000 | 295 |
| Fair value | $15,011,000 | 302 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $498,056,000 | 318 |
| U.S. Government securities | $448,186,000 | 261 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $448,186,000 | 253 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $49,870,000 | 246 |
| 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 | $49,870,000 | 140 |
| 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 | $76,194,000 | 799 |
| Mortgage-backed securities | $343,221,000 | 277 |
| Certificates of participation in pools of residential mortgages | $343,221,000 | 158 |
| Issued or guaranteed by U.S. | $343,221,000 | 157 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $439,894,000 | 66 |
| Available-for-sale securities (fair market value) | $58,162,000 | 2,170 |
| Total debt securities | $498,056,000 | 309 |
| Structured notes | ||
| Amortized cost | $24,949,000 | 200 |
| Fair value | $25,006,000 | 201 |
| 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 | $563,844,000 | 280 |
| U.S. Government securities | $513,989,000 | 232 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $513,989,000 | 229 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $49,855,000 | 241 |
| 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 | $49,855,000 | 135 |
| 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 | $80,189,000 | 769 |
| Mortgage-backed securities | $358,989,000 | 268 |
| Certificates of participation in pools of residential mortgages | $358,989,000 | 155 |
| Issued or guaranteed by U.S. | $358,989,000 | 154 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| 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) | $493,649,000 | 62 |
| Available-for-sale securities (fair market value) | $70,195,000 | 1,854 |
| Total debt securities | $563,844,000 | 276 |
| Structured notes | ||
| Amortized cost | $64,929,000 | 74 |
| Fair value | $64,933,000 | 71 |
| 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 | $589,610,000 | 265 |
| U.S. Government securities | $559,678,000 | 207 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $559,678,000 | 205 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $29,932,000 | 359 |
| 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 | $29,932,000 | 196 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| 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 | $328,665,000 | 280 |
| Certificates of participation in pools of residential mortgages | $328,665,000 | 157 |
| Issued or guaranteed by U.S. | $328,665,000 | 157 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| 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) | $506,576,000 | 54 |
| Available-for-sale securities (fair market value) | $83,034,000 | 1,541 |
| Total debt securities | $589,610,000 | 262 |
| 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 | $571,855,000 | 262 |
| U.S. Government securities | $551,738,000 | 204 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $551,738,000 | 197 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $20,117,000 | 462 |
| 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 | $20,117,000 | 253 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| 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 | $331,907,000 | 263 |
| Certificates of participation in pools of residential mortgages | $331,907,000 | 150 |
| Issued or guaranteed by U.S. | $331,907,000 | 149 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| 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) | $496,954,000 | 59 |
| Available-for-sale securities (fair market value) | $74,901,000 | 1,660 |
| Total debt securities | $571,855,000 | 257 |
| 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 | $566,999,000 | 262 |
| U.S. Government securities | $566,944,000 | 207 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $566,944,000 | 200 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $55,000 | 2,732 |
| 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 | $55,000 | 1,995 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| 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 | $322,242,000 | 270 |
| Certificates of participation in pools of residential mortgages | $322,242,000 | 151 |
| Issued or guaranteed by U.S. | $322,242,000 | 150 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| 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) | $495,489,000 | 59 |
| Available-for-sale securities (fair market value) | $71,510,000 | 1,705 |
| Total debt securities | $566,999,000 | 261 |
| 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 | $567,996,000 | 267 |
| U.S. Government securities | $567,941,000 | 203 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $567,941,000 | 196 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $55,000 | 2,783 |
| 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 | $55,000 | 2,037 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| 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 | $324,511,000 | 262 |
| Certificates of participation in pools of residential mortgages | $324,511,000 | 146 |
| Issued or guaranteed by U.S. | $324,511,000 | 145 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| 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) | $530,057,000 | 53 |
| Available-for-sale securities (fair market value) | $37,939,000 | 2,813 |
| Total debt securities | $567,996,000 | 262 |
| 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 | $603,174,000 | 244 |
| U.S. Government securities | $603,119,000 | 187 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $603,119,000 | 179 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $55,000 | 2,933 |
| 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 | $55,000 | 2,045 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| 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 | $349,651,000 | 236 |
| Certificates of participation in pools of residential mortgages | $349,651,000 | 136 |
| Issued or guaranteed by U.S. | $349,651,000 | 135 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| 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) | $550,297,000 | 49 |
| Available-for-sale securities (fair market value) | $52,877,000 | 2,087 |
| Total debt securities | $603,174,000 | 242 |
| 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 | $561,540,000 | 251 |
| U.S. Government securities | $561,485,000 | 190 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $561,485,000 | 184 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $55,000 | 3,010 |
| 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 | $55,000 | 2,093 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| 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 | $336,680,000 | 230 |
| Certificates of participation in pools of residential mortgages | $336,680,000 | 132 |
| Issued or guaranteed by U.S. | $336,680,000 | 130 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| 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) | $498,909,000 | 50 |
| Available-for-sale securities (fair market value) | $62,631,000 | 1,764 |
| Total debt securities | $561,540,000 | 247 |
| 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 | $543,805,000 | 253 |
| U.S. Government securities | $543,755,000 | 192 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $543,755,000 | 186 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $50,000 | 3,013 |
| 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 | $50,000 | 2,062 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| 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 | $345,292,000 | 220 |
| Certificates of participation in pools of residential mortgages | $345,292,000 | 133 |
| Issued or guaranteed by U.S. | $345,292,000 | 132 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| 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) | $476,090,000 | 51 |
| Available-for-sale securities (fair market value) | $67,715,000 | 1,627 |
| Total debt securities | $543,805,000 | 249 |
| 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 | $504,040,000 | 268 |
| U.S. Government securities | $503,990,000 | 203 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $503,990,000 | 195 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $50,000 | 3,072 |
| 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 | $50,000 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| 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 | $328,959,000 | 235 |
| Certificates of participation in pools of residential mortgages | $328,959,000 | 139 |
| Issued or guaranteed by U.S. | $328,959,000 | 138 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| 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) | $431,896,000 | 56 |
| Available-for-sale securities (fair market value) | $72,144,000 | 1,568 |
| Total debt securities | $504,040,000 | 259 |
| 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 | $500,795,000 | 260 |
| U.S. Government securities | $500,745,000 | 199 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $500,745,000 | 191 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $50,000 | 3,134 |
| 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 | $50,000 | 2,138 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| 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 | $350,680,000 | 226 |
| Certificates of participation in pools of residential mortgages | $350,680,000 | 139 |
| Issued or guaranteed by U.S. | $350,680,000 | 138 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| 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) | $424,192,000 | 54 |
| Available-for-sale securities (fair market value) | $76,603,000 | 1,455 |
| Total debt securities | $500,795,000 | 256 |
| 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 | $456,281,000 | 293 |
| U.S. Government securities | $456,231,000 | 213 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $456,231,000 | 209 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $50,000 | 3,236 |
| 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 | $50,000 | 2,240 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $361,084,000 | 223 |
| Certificates of participation in pools of residential mortgages | $361,084,000 | 138 |
| Issued or guaranteed by U.S. | $361,084,000 | 136 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| 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) | $375,786,000 | 65 |
| Available-for-sale securities (fair market value) | $80,495,000 | 1,379 |
| Total debt securities | $456,281,000 | 283 |
| 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 | $395,404,000 | 341 |
| U.S. Government securities | $395,359,000 | 234 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $395,359,000 | 226 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $45,000 | 3,326 |
| 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 | $45,000 | 2,348 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $315,270,000 | 252 |
| Certificates of participation in pools of residential mortgages | $315,270,000 | 160 |
| Issued or guaranteed by U.S. | $315,270,000 | 157 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| 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) | $309,934,000 | 75 |
| Available-for-sale securities (fair market value) | $85,470,000 | 1,283 |
| Total debt securities | $395,404,000 | 331 |
| 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 | $384,423,000 | 349 |
| U.S. Government securities | $384,378,000 | 249 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $384,378,000 | 243 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $45,000 | 3,261 |
| 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 | $45,000 | 2,471 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $309,340,000 | 262 |
| Certificates of participation in pools of residential mortgages | $309,340,000 | 169 |
| Issued or guaranteed by U.S. | $309,340,000 | 166 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| 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) | $296,263,000 | 78 |
| Available-for-sale securities (fair market value) | $88,160,000 | 1,228 |
| Total debt securities | $384,423,000 | 340 |
| 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 | $379,023,000 | 347 |
| U.S. Government securities | $378,978,000 | 247 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $378,978,000 | 242 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $45,000 | 3,184 |
| 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 | $45,000 | 2,398 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $328,978,000 | 250 |
| Certificates of participation in pools of residential mortgages | $328,978,000 | 167 |
| Issued or guaranteed by U.S. | $328,978,000 | 161 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| 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) | $296,380,000 | 78 |
| Available-for-sale securities (fair market value) | $82,643,000 | 1,279 |
| Total debt securities | $379,023,000 | 337 |
| 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 | $370,590,000 | 343 |
| U.S. Government securities | $370,545,000 | 244 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $370,545,000 | 239 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $45,000 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $45,000 | 2,370 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $315,545,000 | 251 |
| Certificates of participation in pools of residential mortgages | $315,545,000 | 154 |
| Issued or guaranteed by U.S. | $315,545,000 | 148 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $288,056,000 | 74 |
| Available-for-sale securities (fair market value) | $82,534,000 | 1,240 |
| Total debt securities | $370,590,000 | 335 |
| 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 | $383,092,000 | 337 |
| U.S. Government securities | $383,047,000 | 238 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $383,047,000 | 235 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $45,000 | 3,108 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $45,000 | 2,371 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $308,047,000 | 253 |
| Certificates of participation in pools of residential mortgages | $308,047,000 | 160 |
| Issued or guaranteed by U.S. | $308,047,000 | 153 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $298,413,000 | 71 |
| Available-for-sale securities (fair market value) | $84,679,000 | 1,233 |
| Total debt securities | $383,092,000 | 331 |
| 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 | $370,930,000 | 356 |
| U.S. Government securities | $370,885,000 | 245 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $370,885,000 | 237 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $45,000 | 3,072 |
| Privately issued residential mortgage-backed securities | $0 | 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 | $45,000 | 2,332 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $270,885,000 | 276 |
| Certificates of participation in pools of residential mortgages | $270,885,000 | 175 |
| Issued or guaranteed by U.S. | $270,885,000 | 167 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $280,711,000 | 69 |
| Available-for-sale securities (fair market value) | $90,219,000 | 1,170 |
| Total debt securities | $370,930,000 | 345 |
| 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 | $313,767,000 | 402 |
| U.S. Government securities | $313,722,000 | 285 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $313,722,000 | 279 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $45,000 | 2,909 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $45,000 | 2,209 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $198,722,000 | 333 |
| Certificates of participation in pools of residential mortgages | $198,722,000 | 207 |
| Issued or guaranteed by U.S. | $198,722,000 | 201 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $272,963,000 | 81 |
| Available-for-sale securities (fair market value) | $40,804,000 | 2,396 |
| Total debt securities | $313,767,000 | 387 |
| 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 | $285,383,000 | 439 |
| U.S. Government securities | $285,338,000 | 316 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $285,338,000 | 309 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $45,000 | 2,875 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $45,000 | 2,177 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $160,338,000 | 380 |
| Certificates of participation in pools of residential mortgages | $160,338,000 | 247 |
| Issued or guaranteed by U.S. | $160,338,000 | 241 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $243,668,000 | 90 |
| Available-for-sale securities (fair market value) | $41,715,000 | 2,326 |
| Total debt securities | $285,383,000 | 429 |
| 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 | $293,461,000 | 426 |
| U.S. Government securities | $293,421,000 | 319 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $293,421,000 | 313 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $40,000 | 2,833 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,000 | 2,150 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $153,421,000 | 401 |
| Certificates of participation in pools of residential mortgages | $153,421,000 | 263 |
| Issued or guaranteed by U.S. | $153,421,000 | 254 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $250,799,000 | 89 |
| Available-for-sale securities (fair market value) | $42,662,000 | 2,269 |
| Total debt securities | $293,461,000 | 416 |
| 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 | $285,911,000 | 446 |
| U.S. Government securities | $285,871,000 | 335 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $285,871,000 | 326 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $40,000 | 2,864 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,000 | 2,190 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $135,890,000 | 436 |
| Certificates of participation in pools of residential mortgages | $135,890,000 | 299 |
| Issued or guaranteed by U.S. | $135,890,000 | 291 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $235,140,000 | 101 |
| Available-for-sale securities (fair market value) | $50,771,000 | 1,967 |
| Total debt securities | $285,911,000 | 436 |
| 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 | $295,050,000 | 434 |
| U.S. Government securities | $295,010,000 | 333 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $295,010,000 | 323 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $40,000 | 2,906 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,000 | 2,260 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| 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 | $145,049,000 | 411 |
| Certificates of participation in pools of residential mortgages | $145,049,000 | 281 |
| Issued or guaranteed by U.S. | $145,049,000 | 274 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $242,671,000 | 98 |
| Available-for-sale securities (fair market value) | $52,379,000 | 1,931 |
| Total debt securities | $295,050,000 | 422 |
| 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 | $324,953,000 | 410 |
| U.S. Government securities | $324,913,000 | 313 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $324,913,000 | 300 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $40,000 | 2,954 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,000 | 2,302 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| 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 | $154,990,000 | 403 |
| Certificates of participation in pools of residential mortgages | $154,990,000 | 277 |
| Issued or guaranteed by U.S. | $154,990,000 | 270 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $259,925,000 | 93 |
| Available-for-sale securities (fair market value) | $65,028,000 | 1,570 |
| Total debt securities | $324,953,000 | 397 |
| 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 | $335,077,000 | 411 |
| U.S. Government securities | $335,037,000 | 300 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $335,037,000 | 285 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $40,000 | 3,025 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,000 | 2,383 |
| 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 | $165,248,000 | 392 |
| Certificates of participation in pools of residential mortgages | $165,248,000 | 271 |
| Issued or guaranteed by U.S. | $165,248,000 | 266 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $263,867,000 | 93 |
| Available-for-sale securities (fair market value) | $71,210,000 | 1,443 |
| Total debt securities | $335,077,000 | 399 |
| 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 | $353,053,000 | 395 |
| U.S. Government securities | $353,013,000 | 296 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $353,013,000 | 282 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $40,000 | 3,099 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,000 | 2,493 |
| 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 | $178,310,000 | 375 |
| Certificates of participation in pools of residential mortgages | $178,310,000 | 260 |
| Issued or guaranteed by U.S. | $178,310,000 | 253 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $273,949,000 | 93 |
| Available-for-sale securities (fair market value) | $79,104,000 | 1,339 |
| Total debt securities | $353,053,000 | 384 |
| 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 | $354,923,000 | 397 |
| U.S. Government securities | $354,883,000 | 303 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $354,883,000 | 289 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $40,000 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,000 | 2,617 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| 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 | $190,247,000 | 358 |
| Certificates of participation in pools of residential mortgages | $190,247,000 | 252 |
| Issued or guaranteed by U.S. | $190,247,000 | 246 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $267,618,000 | 97 |
| Available-for-sale securities (fair market value) | $87,305,000 | 1,194 |
| Total debt securities | $354,923,000 | 387 |
| 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 | $379,074,000 | 374 |
| U.S. Government securities | $379,034,000 | 290 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $379,034,000 | 277 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $40,000 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,000 | 2,684 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| 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 | $206,460,000 | 342 |
| Certificates of participation in pools of residential mortgages | $206,460,000 | 239 |
| Issued or guaranteed by U.S. | $206,460,000 | 234 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $282,913,000 | 95 |
| Available-for-sale securities (fair market value) | $96,161,000 | 1,085 |
| Total debt securities | $379,074,000 | 365 |
| 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 | $381,653,000 | 373 |
| U.S. Government securities | $381,613,000 | 288 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $381,613,000 | 275 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $40,000 | 3,305 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,000 | 2,759 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| 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 | $224,004,000 | 330 |
| Certificates of participation in pools of residential mortgages | $224,004,000 | 232 |
| Issued or guaranteed by U.S. | $224,004,000 | 227 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $281,062,000 | 92 |
| Available-for-sale securities (fair market value) | $100,591,000 | 1,052 |
| Total debt securities | $381,653,000 | 364 |
| 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 | $391,375,000 | 367 |
| U.S. Government securities | $391,335,000 | 282 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $391,335,000 | 270 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $40,000 | 3,357 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,000 | 2,832 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| 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 | $238,860,000 | 319 |
| Certificates of participation in pools of residential mortgages | $238,860,000 | 223 |
| Issued or guaranteed by U.S. | $238,860,000 | 217 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $288,696,000 | 90 |
| Available-for-sale securities (fair market value) | $102,679,000 | 1,053 |
| Total debt securities | $391,375,000 | 359 |
| 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 | $409,262,000 | 362 |
| U.S. Government securities | $409,222,000 | 283 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $409,222,000 | 269 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $40,000 | 3,413 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,000 | 2,910 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| 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 | $253,601,000 | 313 |
| Certificates of participation in pools of residential mortgages | $253,601,000 | 218 |
| Issued or guaranteed by U.S. | $253,601,000 | 211 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $303,065,000 | 89 |
| Available-for-sale securities (fair market value) | $106,197,000 | 1,029 |
| Total debt securities | $409,262,000 | 350 |
| 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 | $335,888,000 | 421 |
| U.S. Government securities | $335,848,000 | 334 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $335,848,000 | 315 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $40,000 | 3,479 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,000 | 2,986 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| 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 | $220,105,000 | 349 |
| Certificates of participation in pools of residential mortgages | $220,105,000 | 242 |
| Issued or guaranteed by U.S. | $220,105,000 | 234 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $287,256,000 | 92 |
| Available-for-sale securities (fair market value) | $48,632,000 | 2,085 |
| Total debt securities | $335,888,000 | 410 |
| 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 | $368,774,000 | 391 |
| U.S. Government securities | $368,739,000 | 315 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $368,739,000 | 297 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $35,000 | 3,583 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $35,000 | 3,095 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| 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 | $238,140,000 | 332 |
| Certificates of participation in pools of residential mortgages | $238,140,000 | 230 |
| Issued or guaranteed by U.S. | $238,140,000 | 222 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $319,239,000 | 86 |
| Available-for-sale securities (fair market value) | $49,535,000 | 2,095 |
| Total debt securities | $368,774,000 | 386 |
| 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 | $330,922,000 | 441 |
| U.S. Government securities | $330,887,000 | 342 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $330,887,000 | 321 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $35,000 | 3,681 |
| 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 | $35,000 | 3,170 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| 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 | $204,926,000 | 383 |
| Certificates of participation in pools of residential mortgages | $204,926,000 | 263 |
| Issued or guaranteed by U.S. | $204,926,000 | 255 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $325,756,000 | 78 |
| Available-for-sale securities (fair market value) | $5,166,000 | 6,905 |
| Total debt securities | $330,922,000 | 429 |
| 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 | $354,727,000 | 411 |
| U.S. Government securities | $354,692,000 | 340 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $354,692,000 | 322 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $35,000 | 3,732 |
| 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 | $35,000 | 3,308 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| 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 | $207,795,000 | 383 |
| Certificates of participation in pools of residential mortgages | $207,795,000 | 265 |
| Issued or guaranteed by U.S. | $207,795,000 | 257 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $349,526,000 | 64 |
| Available-for-sale securities (fair market value) | $5,201,000 | 6,928 |
| Total debt securities | $354,727,000 | 403 |
| 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 | $336,899,000 | 444 |
| U.S. Government securities | $336,864,000 | 349 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $336,864,000 | 332 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $35,000 | 3,840 |
| 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 | $35,000 | 3,415 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| 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 | $199,995,000 | 393 |
| Certificates of participation in pools of residential mortgages | $199,995,000 | 266 |
| Issued or guaranteed by U.S. | $199,995,000 | 259 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $336,695,000 | 69 |
| Available-for-sale securities (fair market value) | $204,000 | 8,268 |
| Total debt securities | $336,899,000 | 429 |
| 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 | $348,763,000 | 415 |
| U.S. Government securities | $348,728,000 | 332 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $348,728,000 | 322 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $35,000 | 3,888 |
| 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 | $35,000 | 3,441 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| 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 | $197,863,000 | 395 |
| Certificates of participation in pools of residential mortgages | $197,863,000 | 271 |
| Issued or guaranteed by U.S. | $197,863,000 | 262 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $348,528,000 | 66 |
| Available-for-sale securities (fair market value) | $235,000 | 8,274 |
| Total debt securities | $348,763,000 | 400 |
| 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 | $271,396,000 | 523 |
| U.S. Government securities | $271,361,000 | 420 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $271,361,000 | 404 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $35,000 | 3,946 |
| 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 | $35,000 | 3,485 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| 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 | $145,488,000 | 489 |
| Certificates of participation in pools of residential mortgages | $145,488,000 | 336 |
| Issued or guaranteed by U.S. | $145,488,000 | 333 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $266,120,000 | 92 |
| Available-for-sale securities (fair market value) | $5,276,000 | 6,892 |
| Total debt securities | $271,396,000 | 504 |
| 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 | $290,371,000 | 467 |
| U.S. Government securities | $290,336,000 | 371 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $290,336,000 | 357 |
| Securities issued by states & political subdivisions | $35,000 | 6,759 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $147,460,000 | 465 |
| Certificates of participation in pools of residential mortgages | $147,460,000 | 310 |
| Issued or guaranteed by U.S. | $147,460,000 | 307 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $285,053,000 | 87 |
| Available-for-sale securities (fair market value) | $5,318,000 | 6,860 |
| Total debt securities | $290,371,000 | 450 |
| 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 | $230,782,000 | 527 |
| U.S. Government securities | $230,204,000 | 404 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $230,204,000 | 385 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $578,000 | 3,255 |
| 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 | $578,000 | 2,804 |
| 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 | $108,160,000 | 537 |
| Certificates of participation in pools of residential mortgages | $108,160,000 | 350 |
| Issued or guaranteed by U.S. | $108,160,000 | 344 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $223,326,000 | 97 |
| Available-for-sale securities (fair market value) | $7,456,000 | 6,286 |
| Total debt securities | $230,782,000 | 506 |
| 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 | $221,291,000 | 541 |
| U.S. Government securities | $221,292,000 | 408 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $221,292,000 | 381 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $929,000 | 2,576 |
| 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 | $929,000 | 2,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $930,000 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $111,682,000 | 454 |
| Certificates of participation in pools of residential mortgages | $111,682,000 | 299 |
| Issued or guaranteed by U.S. | $111,682,000 | 294 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| 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) | $184,076,000 | 156 |
| Available-for-sale securities (fair market value) | $37,215,000 | 2,274 |
| Total debt securities | $222,221,000 | 516 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $930,000 | 129 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $247,702,000 | 512 |
| U.S. Government securities | $247,244,000 | 409 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $247,244,000 | 377 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $1,249,000 | 2,186 |
| 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 | $1,249,000 | 1,841 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,701,000 | 471 |
| Assets held in trading accounts for TFR Reporters | $11,492,000 | 11 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $133,799,000 | 429 |
| Certificates of participation in pools of residential mortgages | $133,799,000 | 283 |
| Issued or guaranteed by U.S. | $133,799,000 | 278 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| 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) | $203,694,000 | 143 |
| Available-for-sale securities (fair market value) | $44,008,000 | 1,972 |
| Total debt securities | $248,493,000 | 493 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $11,492,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $248,050,000 | 510 |
| U.S. Government securities | $247,259,000 | 432 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $247,259,000 | 385 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $10,000 | 3,879 |
| 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 | $10,000 | 3,100 |
| Foreign debt securities | NA | NA |
| Equity securities | $16,550,000 | 332 |
| Assets held in trading accounts for TFR Reporters | $15,769,000 | 10 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $145,101,000 | 428 |
| Certificates of participation in pools of residential mortgages | $145,101,000 | 291 |
| Issued or guaranteed by U.S. | $145,101,000 | 282 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| 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) | $231,205,000 | 129 |
| Available-for-sale securities (fair market value) | $16,845,000 | 4,293 |
| Total debt securities | $247,269,000 | 492 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $15,769,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $213,842,000 | 581 |
| U.S. Government securities | $215,272,000 | 492 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $215,272,000 | 424 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $5,000 | 3,844 |
| 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 | $5,000 | 2,935 |
| Foreign debt securities | NA | NA |
| Equity securities | $14,999,000 | 313 |
| Assets held in trading accounts for TFR Reporters | $16,434,000 | 11 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $124,069,000 | 489 |
| Certificates of participation in pools of residential mortgages | $124,069,000 | 337 |
| Issued or guaranteed by U.S. | $124,069,000 | 329 |
| 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) | $178,432,000 | 213 |
| Available-for-sale securities (fair market value) | $35,410,000 | 2,255 |
| Total debt securities | $215,277,000 | 560 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $16,434,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $208,149,000 | 618 |
| U.S. Government securities | $207,084,000 | 538 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $207,084,000 | 452 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $5,000 | 4,397 |
| 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 | $5,000 | 3,278 |
| Foreign debt securities | NA | NA |
| Equity securities | $16,220,000 | 269 |
| Assets held in trading accounts for TFR Reporters | $14,958,000 | 9 |
| General valuation allowances for securities for TFR Reporters | $202,000 | 75 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $111,275,000 | 547 |
| Certificates of participation in pools of residential mortgages | $111,275,000 | 395 |
| Issued or guaranteed by U.S. | $111,275,000 | 386 |
| 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) | $157,523,000 | 260 |
| Available-for-sale securities (fair market value) | $50,626,000 | 1,622 |
| Total debt securities | $207,089,000 | 605 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $14,958,000 | 85 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $207,604,000 | 651 |
| U.S. Government securities | $206,128,000 | 551 |
| U.S. Treasury securities | $51,896,000 | 534 |
| U.S. Government agency obligations | $154,232,000 | 548 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $5,000 | 5,099 |
| 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 | $5,000 | 3,884 |
| Foreign debt securities | NA | NA |
| Equity securities | $16,358,000 | 249 |
| Assets held in trading accounts for TFR Reporters | $14,680,000 | 8 |
| General valuation allowances for securities for TFR Reporters | $207,000 | 72 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $118,891,000 | 550 |
| Certificates of participation in pools of residential mortgages | $118,891,000 | 368 |
| Issued or guaranteed by U.S. | $118,891,000 | 356 |
| 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) | $149,623,000 | 290 |
| Available-for-sale securities (fair market value) | $57,981,000 | 1,458 |
| Total debt securities | $206,133,000 | 642 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $14,680,000 | 90 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $204,070,000 | 683 |
| U.S. Government securities | $205,155,000 | 577 |
| U.S. Treasury securities | $47,159,000 | 744 |
| U.S. Government agency obligations | $157,996,000 | 522 |
| 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 | $15,880,000 | 234 |
| Assets held in trading accounts for TFR Reporters | $16,725,000 | 5 |
| General valuation allowances for securities for TFR Reporters | $240,000 | 100 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $121,746,000 | 557 |
| Certificates of participation in pools of residential mortgages | $121,746,000 | 370 |
| Issued or guaranteed by U.S. | $121,746,000 | 355 |
| 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) | $175,216,000 | 474 |
| Available-for-sale securities (fair market value) | $28,854,000 | 1,998 |
| Total debt securities | $205,155,000 | 669 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $16,725,000 | 84 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $245,044,000 | 610 |
| U.S. Government securities | $226,723,000 | 541 |
| U.S. Treasury securities | $46,165,000 | 817 |
| U.S. Government agency obligations | $180,558,000 | 468 |
| 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 | $18,616,000 | 205 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $295,000 | 68 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $132,165,000 | 546 |
| Certificates of participation in pools of residential mortgages | $132,165,000 | 344 |
| Issued or guaranteed by U.S. | $132,165,000 | 317 |
| 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 | $226,723,000 | 629 |
| 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 | $203,749,000 | 681 |
| U.S. Government securities | $198,617,000 | 578 |
| U.S. Treasury securities | $44,241,000 | 850 |
| U.S. Government agency obligations | $154,376,000 | 503 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $57,000 | 7,006 |
| 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 | $57,000 | 5,455 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,605,000 | 561 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $530,000 | 78 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $128,331,000 | 542 |
| Certificates of participation in pools of residential mortgages | $125,537,000 | 357 |
| Issued or guaranteed by U.S. | $125,537,000 | 333 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,794,000 | 3,584 |
| CMOs issued by government agencies or sponsored agencies | $2,794,000 | 3,273 |
| 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) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $198,674,000 | 678 |
| 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 |