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Merchants Bank, Securities
| 2017-03-31 | Rank | |
| Total securities | $368,980,000 | 426 |
| U.S. Government securities | $368,980,000 | 305 |
| U.S. Treasury securities | $10,165,000 | 392 |
| U.S. Government agency obligations | $358,815,000 | 301 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $328,336,000 | 227 |
| Mortgage-backed securities | $191,390,000 | 391 |
| Certificates of participation in pools of residential mortgages | $69,823,000 | 587 |
| Issued or guaranteed by U.S. | $69,823,000 | 587 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $98,197,000 | 278 |
| CMOs issued by government agencies or sponsored agencies | $98,197,000 | 258 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $23,370,000 | 308 |
| Commercial mortgage pass-through securities | $23,370,000 | 159 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $80,991,000 | 298 |
| Available-for-sale securities (fair market value) | $287,989,000 | 453 |
| Total debt securities | $368,980,000 | 417 |
| 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 | $419,694,000 | 368 |
| U.S. Government securities | $419,387,000 | 277 |
| U.S. Treasury securities | $25,183,000 | 225 |
| U.S. Government agency obligations | $394,204,000 | 275 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $307,000 | 1,959 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $307,000 | 305 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $370,807,000 | 200 |
| Mortgage-backed securities | $215,996,000 | 349 |
| Certificates of participation in pools of residential mortgages | $80,996,000 | 510 |
| Issued or guaranteed by U.S. | $80,996,000 | 509 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $111,391,000 | 248 |
| CMOs issued by government agencies or sponsored agencies | $111,391,000 | 230 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $23,609,000 | 293 |
| Commercial mortgage pass-through securities | $23,609,000 | 160 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $85,694,000 | 288 |
| Available-for-sale securities (fair market value) | $334,000,000 | 391 |
| Total debt securities | $419,694,000 | 361 |
| 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 | $389,645,000 | 399 |
| U.S. Government securities | $389,315,000 | 287 |
| U.S. Treasury securities | $25,333,000 | 203 |
| U.S. Government agency obligations | $363,982,000 | 287 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $330,000 | 1,960 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $330,000 | 304 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $363,916,000 | 201 |
| Mortgage-backed securities | $233,133,000 | 325 |
| Certificates of participation in pools of residential mortgages | $88,438,000 | 477 |
| Issued or guaranteed by U.S. | $88,438,000 | 477 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $120,416,000 | 244 |
| CMOs issued by government agencies or sponsored agencies | $120,416,000 | 228 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $24,279,000 | 283 |
| Commercial mortgage pass-through securities | $24,279,000 | 156 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $90,672,000 | 278 |
| Available-for-sale securities (fair market value) | $298,973,000 | 431 |
| Total debt securities | $389,645,000 | 390 |
| 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 | $391,149,000 | 402 |
| U.S. Government securities | $390,811,000 | 289 |
| U.S. Treasury securities | $25,424,000 | 205 |
| U.S. Government agency obligations | $365,387,000 | 294 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $338,000 | 1,993 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $338,000 | 308 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $321,125,000 | 220 |
| Mortgage-backed securities | $249,019,000 | 314 |
| Certificates of participation in pools of residential mortgages | $94,688,000 | 446 |
| Issued or guaranteed by U.S. | $94,688,000 | 446 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $129,623,000 | 235 |
| CMOs issued by government agencies or sponsored agencies | $129,623,000 | 217 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $24,708,000 | 263 |
| Commercial mortgage pass-through securities | $24,708,000 | 141 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $111,070,000 | 251 |
| Available-for-sale securities (fair market value) | $280,079,000 | 470 |
| Total debt securities | $391,149,000 | 395 |
| 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 | $409,440,000 | 386 |
| U.S. Government securities | $409,093,000 | 279 |
| U.S. Treasury securities | $25,361,000 | 213 |
| U.S. Government agency obligations | $383,732,000 | 286 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $347,000 | 2,004 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $347,000 | 300 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $334,384,000 | 222 |
| Mortgage-backed securities | $261,615,000 | 301 |
| Certificates of participation in pools of residential mortgages | $100,087,000 | 423 |
| Issued or guaranteed by U.S. | $100,087,000 | 422 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $136,856,000 | 234 |
| CMOs issued by government agencies or sponsored agencies | $136,856,000 | 219 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $24,672,000 | 253 |
| Commercial mortgage pass-through securities | $24,672,000 | 134 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $115,392,000 | 252 |
| Available-for-sale securities (fair market value) | $294,048,000 | 450 |
| Total debt securities | $409,440,000 | 378 |
| 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 | $403,128,000 | 397 |
| U.S. Government securities | $402,773,000 | 280 |
| U.S. Treasury securities | $25,112,000 | 229 |
| U.S. Government agency obligations | $377,661,000 | 285 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $355,000 | 1,983 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $355,000 | 315 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $338,830,000 | 221 |
| Mortgage-backed securities | $271,357,000 | 296 |
| Certificates of participation in pools of residential mortgages | $104,278,000 | 410 |
| Issued or guaranteed by U.S. | $104,278,000 | 409 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $142,526,000 | 226 |
| CMOs issued by government agencies or sponsored agencies | $142,526,000 | 210 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $24,553,000 | 232 |
| Commercial mortgage pass-through securities | $24,553,000 | 129 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $119,674,000 | 249 |
| Available-for-sale securities (fair market value) | $283,454,000 | 466 |
| Total debt securities | $403,128,000 | 390 |
| 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 | $406,012,000 | 388 |
| U.S. Government securities | $405,641,000 | 280 |
| U.S. Treasury securities | $25,344,000 | 208 |
| U.S. Government agency obligations | $380,297,000 | 282 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $371,000 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $371,000 | 328 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $355,612,000 | 207 |
| Mortgage-backed securities | $281,931,000 | 289 |
| Certificates of participation in pools of residential mortgages | $110,971,000 | 389 |
| Issued or guaranteed by U.S. | $110,971,000 | 388 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $145,441,000 | 222 |
| CMOs issued by government agencies or sponsored agencies | $145,441,000 | 209 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $25,519,000 | 211 |
| Commercial mortgage pass-through securities | $25,519,000 | 111 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $123,929,000 | 237 |
| Available-for-sale securities (fair market value) | $282,083,000 | 463 |
| Total debt securities | $406,012,000 | 381 |
| 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 | $388,804,000 | 398 |
| U.S. Government securities | $388,433,000 | 293 |
| U.S. Treasury securities | $25,249,000 | 203 |
| U.S. Government agency obligations | $363,184,000 | 293 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $371,000 | 2,023 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $371,000 | 330 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $291,064,000 | 246 |
| Mortgage-backed securities | $293,705,000 | 276 |
| Certificates of participation in pools of residential mortgages | $116,395,000 | 368 |
| Issued or guaranteed by U.S. | $116,395,000 | 367 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $153,659,000 | 217 |
| CMOs issued by government agencies or sponsored agencies | $153,659,000 | 208 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $23,651,000 | 213 |
| Commercial mortgage pass-through securities | $23,651,000 | 113 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $129,425,000 | 226 |
| Available-for-sale securities (fair market value) | $259,379,000 | 510 |
| Total debt securities | $388,804,000 | 392 |
| 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 | $383,232,000 | 410 |
| U.S. Government securities | $382,848,000 | 295 |
| U.S. Treasury securities | $25,323,000 | 205 |
| U.S. Government agency obligations | $357,525,000 | 303 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $384,000 | 2,068 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $384,000 | 339 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $305,842,000 | 236 |
| Mortgage-backed securities | $311,762,000 | 266 |
| Certificates of participation in pools of residential mortgages | $124,202,000 | 348 |
| Issued or guaranteed by U.S. | $124,202,000 | 346 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $162,704,000 | 210 |
| CMOs issued by government agencies or sponsored agencies | $162,704,000 | 199 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $24,856,000 | 199 |
| Commercial mortgage pass-through securities | $24,856,000 | 101 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $134,245,000 | 226 |
| Available-for-sale securities (fair market value) | $248,987,000 | 536 |
| Total debt securities | $383,232,000 | 402 |
| 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 | $341,894,000 | 462 |
| U.S. Government securities | $341,507,000 | 327 |
| U.S. Treasury securities | $25,093,000 | 212 |
| U.S. Government agency obligations | $316,414,000 | 334 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $387,000 | 2,089 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $387,000 | 338 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $317,216,000 | 230 |
| Mortgage-backed securities | $280,124,000 | 298 |
| Certificates of participation in pools of residential mortgages | $103,516,000 | 424 |
| Issued or guaranteed by U.S. | $103,516,000 | 423 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $154,904,000 | 216 |
| CMOs issued by government agencies or sponsored agencies | $154,904,000 | 206 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $21,704,000 | 210 |
| Commercial mortgage pass-through securities | $21,704,000 | 106 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $138,421,000 | 218 |
| Available-for-sale securities (fair market value) | $203,473,000 | 636 |
| Total debt securities | $341,894,000 | 456 |
| 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 | $328,159,000 | 476 |
| U.S. Government securities | $327,772,000 | 341 |
| U.S. Treasury securities | $20,017,000 | 242 |
| U.S. Government agency obligations | $307,755,000 | 350 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $387,000 | 2,152 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $387,000 | 348 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $254,960,000 | 285 |
| Mortgage-backed securities | $271,301,000 | 312 |
| Certificates of participation in pools of residential mortgages | $97,614,000 | 458 |
| Issued or guaranteed by U.S. | $97,614,000 | 457 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $156,227,000 | 214 |
| CMOs issued by government agencies or sponsored agencies | $156,227,000 | 205 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $17,460,000 | 235 |
| Commercial mortgage pass-through securities | $17,460,000 | 125 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $142,110,000 | 212 |
| Available-for-sale securities (fair market value) | $186,049,000 | 701 |
| Total debt securities | $328,159,000 | 469 |
| 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 | $335,441,000 | 471 |
| U.S. Government securities | $325,690,000 | 346 |
| U.S. Treasury securities | $100,000 | 1,314 |
| U.S. Government agency obligations | $325,590,000 | 336 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $9,751,000 | 631 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $9,751,000 | 149 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $258,571,000 | 282 |
| Mortgage-backed securities | $288,554,000 | 298 |
| Certificates of participation in pools of residential mortgages | $103,413,000 | 443 |
| Issued or guaranteed by U.S. | $103,413,000 | 442 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $167,457,000 | 209 |
| CMOs issued by government agencies or sponsored agencies | $167,457,000 | 197 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $17,684,000 | 224 |
| Commercial mortgage pass-through securities | $17,684,000 | 122 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $146,848,000 | 205 |
| Available-for-sale securities (fair market value) | $188,593,000 | 694 |
| Total debt securities | $335,441,000 | 463 |
| 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 | $365,338,000 | 433 |
| U.S. Government securities | $345,226,000 | 328 |
| U.S. Treasury securities | $100,000 | 1,167 |
| U.S. Government agency obligations | $345,126,000 | 314 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $20,112,000 | 419 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $20,112,000 | 104 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $265,669,000 | 271 |
| Mortgage-backed securities | $307,873,000 | 282 |
| Certificates of participation in pools of residential mortgages | $107,466,000 | 413 |
| Issued or guaranteed by U.S. | $107,466,000 | 413 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $182,781,000 | 200 |
| CMOs issued by government agencies or sponsored agencies | $182,781,000 | 188 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $17,626,000 | 212 |
| Commercial mortgage pass-through securities | $17,626,000 | 119 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $150,382,000 | 196 |
| Available-for-sale securities (fair market value) | $214,956,000 | 617 |
| Total debt securities | $365,338,000 | 425 |
| 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 | $393,339,000 | 400 |
| U.S. Government securities | $355,044,000 | 310 |
| U.S. Treasury securities | $100,000 | 1,100 |
| U.S. Government agency obligations | $354,944,000 | 301 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $38,295,000 | 289 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $38,295,000 | 76 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $315,526,000 | 229 |
| Mortgage-backed securities | $317,238,000 | 274 |
| Certificates of participation in pools of residential mortgages | $108,287,000 | 404 |
| Issued or guaranteed by U.S. | $108,287,000 | 404 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $191,314,000 | 195 |
| CMOs issued by government agencies or sponsored agencies | $191,314,000 | 178 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $17,637,000 | 203 |
| Commercial mortgage pass-through securities | $17,637,000 | 114 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $140,826,000 | 207 |
| Available-for-sale securities (fair market value) | $252,513,000 | 530 |
| Total debt securities | $393,339,000 | 393 |
| 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 | $405,694,000 | 379 |
| U.S. Government securities | $365,564,000 | 300 |
| U.S. Treasury securities | $100,000 | 1,097 |
| U.S. Government agency obligations | $365,464,000 | 291 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $40,130,000 | 285 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $40,130,000 | 74 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $264,762,000 | 266 |
| Mortgage-backed securities | $327,681,000 | 262 |
| Certificates of participation in pools of residential mortgages | $114,478,000 | 388 |
| Issued or guaranteed by U.S. | $114,478,000 | 387 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $195,204,000 | 193 |
| CMOs issued by government agencies or sponsored agencies | $195,204,000 | 178 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $17,999,000 | 197 |
| Commercial mortgage pass-through securities | $17,999,000 | 105 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $136,017,000 | 203 |
| Available-for-sale securities (fair market value) | $269,677,000 | 497 |
| Total debt securities | $405,694,000 | 371 |
| 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 | $428,393,000 | 359 |
| U.S. Government securities | $391,209,000 | 277 |
| U.S. Treasury securities | $100,000 | 1,118 |
| U.S. Government agency obligations | $391,109,000 | 271 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $37,184,000 | 300 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $37,184,000 | 76 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $249,108,000 | 262 |
| Mortgage-backed securities | $347,601,000 | 252 |
| Certificates of participation in pools of residential mortgages | $122,811,000 | 360 |
| Issued or guaranteed by U.S. | $122,811,000 | 359 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $206,747,000 | 185 |
| CMOs issued by government agencies or sponsored agencies | $206,747,000 | 172 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $18,043,000 | 187 |
| Commercial mortgage pass-through securities | $18,043,000 | 100 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $325,000 | 2,198 |
| Available-for-sale securities (fair market value) | $428,068,000 | 312 |
| Total debt securities | $428,393,000 | 352 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,059 |
| Fair value | $2,404,000 | 1,089 |
| 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 | $508,359,000 | 305 |
| U.S. Government securities | $476,819,000 | 244 |
| U.S. Treasury securities | $100,000 | 1,126 |
| U.S. Government agency obligations | $476,719,000 | 239 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $31,540,000 | 340 |
| Privately issued residential mortgage-backed securities | $4,375,000 | 291 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $27,165,000 | 84 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $301,670,000 | 231 |
| Mortgage-backed securities | $386,253,000 | 237 |
| Certificates of participation in pools of residential mortgages | $136,218,000 | 341 |
| Issued or guaranteed by U.S. | $136,218,000 | 340 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $231,345,000 | 175 |
| CMOs issued by government agencies or sponsored agencies | $226,970,000 | 167 |
| Privately issued | $4,375,000 | 279 |
| Commercial mortgage-backed securities | $18,690,000 | 167 |
| Commercial mortgage pass-through securities | $18,690,000 | 93 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $365,000 | 2,166 |
| Available-for-sale securities (fair market value) | $507,994,000 | 270 |
| Total debt securities | $508,359,000 | 298 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,074 |
| Fair value | $2,511,000 | 1,079 |
| 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 | $509,088,000 | 305 |
| U.S. Government securities | $479,550,000 | 236 |
| U.S. Treasury securities | $100,000 | 1,100 |
| U.S. Government agency obligations | $479,450,000 | 234 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $29,538,000 | 347 |
| Privately issued residential mortgage-backed securities | $4,594,000 | 294 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $24,944,000 | 80 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $357,518,000 | 204 |
| Mortgage-backed securities | $389,196,000 | 227 |
| Certificates of participation in pools of residential mortgages | $149,174,000 | 310 |
| Issued or guaranteed by U.S. | $149,174,000 | 308 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $234,993,000 | 179 |
| CMOs issued by government agencies or sponsored agencies | $230,399,000 | 169 |
| Privately issued | $4,594,000 | 285 |
| Commercial mortgage-backed securities | $5,029,000 | 280 |
| Commercial mortgage pass-through securities | $5,029,000 | 179 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $407,000 | 2,171 |
| Available-for-sale securities (fair market value) | $508,681,000 | 268 |
| Total debt securities | $509,088,000 | 296 |
| Structured notes | ||
| Amortized cost | $14,499,000 | 313 |
| Fair value | $14,547,000 | 312 |
| 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 | $526,700,000 | 294 |
| U.S. Government securities | $521,541,000 | 225 |
| U.S. Treasury securities | $100,000 | 1,053 |
| U.S. Government agency obligations | $521,441,000 | 222 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $5,159,000 | 1,035 |
| Privately issued residential mortgage-backed securities | $4,738,000 | 321 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $421,000 | 355 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $305,570,000 | 231 |
| Mortgage-backed securities | $467,328,000 | 207 |
| Certificates of participation in pools of residential mortgages | $184,147,000 | 267 |
| Issued or guaranteed by U.S. | $184,147,000 | 265 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $278,157,000 | 171 |
| CMOs issued by government agencies or sponsored agencies | $273,419,000 | 162 |
| Privately issued | $4,738,000 | 310 |
| Commercial mortgage-backed securities | $5,024,000 | 264 |
| Commercial mortgage pass-through securities | $5,024,000 | 155 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $443,000 | 2,204 |
| Available-for-sale securities (fair market value) | $526,257,000 | 258 |
| Total debt securities | $526,700,000 | 288 |
| Structured notes | ||
| Amortized cost | $14,499,000 | 321 |
| Fair value | $14,595,000 | 317 |
| 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 | $495,303,000 | 319 |
| U.S. Government securities | $490,156,000 | 232 |
| U.S. Treasury securities | $250,000 | 984 |
| U.S. Government agency obligations | $489,906,000 | 227 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $5,147,000 | 1,048 |
| Privately issued residential mortgage-backed securities | $4,728,000 | 347 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $419,000 | 311 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $295,268,000 | 235 |
| Mortgage-backed securities | $425,186,000 | 231 |
| Certificates of participation in pools of residential mortgages | $174,121,000 | 288 |
| Issued or guaranteed by U.S. | $174,121,000 | 285 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $251,065,000 | 180 |
| CMOs issued by government agencies or sponsored agencies | $246,337,000 | 169 |
| Privately issued | $4,728,000 | 338 |
| 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) | $481,000 | 2,207 |
| Available-for-sale securities (fair market value) | $494,822,000 | 278 |
| Total debt securities | $495,303,000 | 311 |
| Structured notes | ||
| Amortized cost | $16,998,000 | 291 |
| Fair value | $17,130,000 | 287 |
| 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 | $508,170,000 | 314 |
| U.S. Government securities | $502,753,000 | 240 |
| U.S. Treasury securities | $250,000 | 1,064 |
| U.S. Government agency obligations | $502,503,000 | 236 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $5,417,000 | 1,023 |
| Privately issued residential mortgage-backed securities | $5,002,000 | 353 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $415,000 | 257 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $267,753,000 | 256 |
| Mortgage-backed securities | $415,145,000 | 240 |
| Certificates of participation in pools of residential mortgages | $162,441,000 | 318 |
| Issued or guaranteed by U.S. | $162,441,000 | 317 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $252,704,000 | 181 |
| CMOs issued by government agencies or sponsored agencies | $247,702,000 | 170 |
| Privately issued | $5,002,000 | 342 |
| 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) | $516,000 | 2,213 |
| Available-for-sale securities (fair market value) | $507,654,000 | 280 |
| Total debt securities | $508,170,000 | 308 |
| Structured notes | ||
| Amortized cost | $28,065,000 | 198 |
| Fair value | $28,252,000 | 197 |
| 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 | $512,309,000 | 302 |
| U.S. Government securities | $506,221,000 | 225 |
| U.S. Treasury securities | $250,000 | 990 |
| U.S. Government agency obligations | $505,971,000 | 223 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $6,088,000 | 950 |
| Privately issued residential mortgage-backed securities | $4,855,000 | 423 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $1,233,000 | 149 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $306,767,000 | 207 |
| Mortgage-backed securities | $403,732,000 | 233 |
| Certificates of participation in pools of residential mortgages | $184,397,000 | 262 |
| Issued or guaranteed by U.S. | $184,397,000 | 260 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $219,335,000 | 203 |
| CMOs issued by government agencies or sponsored agencies | $214,480,000 | 181 |
| Privately issued | $4,855,000 | 406 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $558,000 | 2,279 |
| Available-for-sale securities (fair market value) | $511,751,000 | 272 |
| Total debt securities | $512,309,000 | 295 |
| Structured notes | ||
| Amortized cost | $45,865,000 | 104 |
| Fair value | $46,147,000 | 101 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $418,543,000 | 353 |
| U.S. Government securities | $412,166,000 | 273 |
| U.S. Treasury securities | $250,000 | 1,039 |
| U.S. Government agency obligations | $411,916,000 | 267 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $6,377,000 | 913 |
| Privately issued residential mortgage-backed securities | $5,069,000 | 428 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $1,308,000 | 134 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $266,298,000 | 227 |
| Mortgage-backed securities | $319,066,000 | 274 |
| Certificates of participation in pools of residential mortgages | $154,665,000 | 301 |
| Issued or guaranteed by U.S. | $154,665,000 | 299 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $164,401,000 | 238 |
| CMOs issued by government agencies or sponsored agencies | $159,332,000 | 211 |
| Privately issued | $5,069,000 | 410 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $603,000 | 2,282 |
| Available-for-sale securities (fair market value) | $417,940,000 | 308 |
| Total debt securities | $418,543,000 | 346 |
| Structured notes | ||
| Amortized cost | $46,065,000 | 96 |
| Fair value | $46,623,000 | 94 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $405,530,000 | 362 |
| U.S. Government securities | $398,675,000 | 277 |
| U.S. Treasury securities | $250,000 | 1,137 |
| U.S. Government agency obligations | $398,425,000 | 265 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $6,855,000 | 859 |
| Privately issued residential mortgage-backed securities | $5,505,000 | 429 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $1,350,000 | 126 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $237,597,000 | 259 |
| Mortgage-backed securities | $303,372,000 | 282 |
| Certificates of participation in pools of residential mortgages | $184,186,000 | 252 |
| Issued or guaranteed by U.S. | $184,186,000 | 249 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $119,186,000 | 303 |
| CMOs issued by government agencies or sponsored agencies | $113,681,000 | 269 |
| Privately issued | $5,505,000 | 413 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $651,000 | 2,284 |
| Available-for-sale securities (fair market value) | $404,879,000 | 319 |
| Total debt securities | $405,530,000 | 355 |
| Structured notes | ||
| Amortized cost | $64,175,000 | 75 |
| Fair value | $64,755,000 | 74 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $477,030,000 | 310 |
| U.S. Government securities | $469,869,000 | 238 |
| U.S. Treasury securities | $250,000 | 1,181 |
| U.S. Government agency obligations | $469,619,000 | 232 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $7,161,000 | 863 |
| Privately issued residential mortgage-backed securities | $5,722,000 | 456 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $1,439,000 | 125 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $258,595,000 | 241 |
| Mortgage-backed securities | $378,929,000 | 226 |
| Certificates of participation in pools of residential mortgages | $194,818,000 | 240 |
| Issued or guaranteed by U.S. | $194,818,000 | 237 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $184,111,000 | 211 |
| CMOs issued by government agencies or sponsored agencies | $178,389,000 | 185 |
| Privately issued | $5,722,000 | 440 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $702,000 | 2,276 |
| Available-for-sale securities (fair market value) | $476,328,000 | 275 |
| Total debt securities | $477,030,000 | 304 |
| Structured notes | ||
| Amortized cost | $65,322,000 | 81 |
| Fair value | $65,355,000 | 79 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $466,756,000 | 306 |
| U.S. Government securities | $459,464,000 | 235 |
| U.S. Treasury securities | $250,000 | 1,177 |
| U.S. Government agency obligations | $459,214,000 | 228 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $7,292,000 | 923 |
| Privately issued residential mortgage-backed securities | $5,852,000 | 479 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $1,440,000 | 113 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $284,814,000 | 218 |
| Mortgage-backed securities | $405,821,000 | 212 |
| Certificates of participation in pools of residential mortgages | $175,701,000 | 250 |
| Issued or guaranteed by U.S. | $175,701,000 | 248 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $230,120,000 | 177 |
| CMOs issued by government agencies or sponsored agencies | $224,268,000 | 147 |
| Privately issued | $5,852,000 | 459 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $794,000 | 2,261 |
| Available-for-sale securities (fair market value) | $465,962,000 | 270 |
| Total debt securities | $466,756,000 | 299 |
| Structured notes | ||
| Amortized cost | $45,515,000 | 112 |
| Fair value | $45,717,000 | 110 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $503,332,000 | 272 |
| U.S. Government securities | $493,766,000 | 210 |
| U.S. Treasury securities | $251,000 | 1,085 |
| U.S. Government agency obligations | $493,515,000 | 203 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $9,566,000 | 811 |
| Privately issued residential mortgage-backed securities | $7,070,000 | 478 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $2,496,000 | 93 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $284,265,000 | 211 |
| Mortgage-backed securities | $421,473,000 | 189 |
| Certificates of participation in pools of residential mortgages | $158,032,000 | 254 |
| Issued or guaranteed by U.S. | $158,032,000 | 251 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $263,441,000 | 146 |
| CMOs issued by government agencies or sponsored agencies | $256,371,000 | 119 |
| Privately issued | $7,070,000 | 457 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $865,000 | 2,279 |
| Available-for-sale securities (fair market value) | $502,467,000 | 241 |
| Total debt securities | $503,332,000 | 265 |
| Structured notes | ||
| Amortized cost | $64,718,000 | 59 |
| Fair value | $65,402,000 | 56 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $424,424,000 | 313 |
| U.S. Government securities | $414,635,000 | 239 |
| U.S. Treasury securities | $251,000 | 1,025 |
| U.S. Government agency obligations | $414,384,000 | 230 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $9,789,000 | 797 |
| Privately issued residential mortgage-backed securities | $7,173,000 | 497 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $2,616,000 | 87 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $256,520,000 | 236 |
| Mortgage-backed securities | $308,410,000 | 237 |
| Certificates of participation in pools of residential mortgages | $138,982,000 | 284 |
| Issued or guaranteed by U.S. | $138,982,000 | 281 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $169,428,000 | 213 |
| CMOs issued by government agencies or sponsored agencies | $162,255,000 | 177 |
| Privately issued | $7,173,000 | 480 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $955,000 | 2,309 |
| Available-for-sale securities (fair market value) | $423,469,000 | 276 |
| Total debt securities | $424,424,000 | 308 |
| Structured notes | ||
| Amortized cost | $91,030,000 | 39 |
| Fair value | $91,958,000 | 39 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $428,948,000 | 313 |
| U.S. Government securities | $419,268,000 | 235 |
| U.S. Treasury securities | $251,000 | 1,038 |
| U.S. Government agency obligations | $419,017,000 | 226 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $9,680,000 | 835 |
| Privately issued residential mortgage-backed securities | $6,873,000 | 539 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $2,807,000 | 84 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $263,081,000 | 240 |
| Mortgage-backed securities | $342,698,000 | 227 |
| Certificates of participation in pools of residential mortgages | $160,781,000 | 267 |
| Issued or guaranteed by U.S. | $160,781,000 | 264 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $181,917,000 | 200 |
| CMOs issued by government agencies or sponsored agencies | $175,044,000 | 162 |
| Privately issued | $6,873,000 | 519 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $1,045,000 | 2,312 |
| Available-for-sale securities (fair market value) | $427,903,000 | 274 |
| Total debt securities | $428,948,000 | 308 |
| Structured notes | ||
| Amortized cost | $55,445,000 | 56 |
| Fair value | $55,658,000 | 54 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $408,811,000 | 324 |
| U.S. Government securities | $399,072,000 | 240 |
| U.S. Treasury securities | $250,000 | 991 |
| U.S. Government agency obligations | $398,822,000 | 233 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $9,739,000 | 866 |
| Privately issued residential mortgage-backed securities | $6,862,000 | 569 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $2,877,000 | 96 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $277,352,000 | 230 |
| Mortgage-backed securities | $352,058,000 | 225 |
| Certificates of participation in pools of residential mortgages | $192,155,000 | 238 |
| Issued or guaranteed by U.S. | $192,155,000 | 236 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $159,903,000 | 213 |
| CMOs issued by government agencies or sponsored agencies | $153,041,000 | 175 |
| Privately issued | $6,862,000 | 546 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $1,159,000 | 2,314 |
| Available-for-sale securities (fair market value) | $407,652,000 | 284 |
| Total debt securities | $408,811,000 | 317 |
| Structured notes | ||
| Amortized cost | $24,018,000 | 135 |
| Fair value | $24,168,000 | 134 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $355,148,000 | 373 |
| U.S. Government securities | $341,122,000 | 276 |
| U.S. Treasury securities | $251,000 | 947 |
| U.S. Government agency obligations | $340,871,000 | 264 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $14,026,000 | 725 |
| Privately issued residential mortgage-backed securities | $10,864,000 | 495 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $3,162,000 | 100 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $216,304,000 | 296 |
| Mortgage-backed securities | $313,520,000 | 255 |
| Certificates of participation in pools of residential mortgages | $226,144,000 | 209 |
| Issued or guaranteed by U.S. | $226,144,000 | 207 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $87,376,000 | 344 |
| CMOs issued by government agencies or sponsored agencies | $76,512,000 | 290 |
| Privately issued | $10,864,000 | 474 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $1,306,000 | 2,325 |
| Available-for-sale securities (fair market value) | $353,842,000 | 326 |
| Total debt securities | $355,148,000 | 361 |
| Structured notes | ||
| Amortized cost | $13,256,000 | 188 |
| Fair value | $13,644,000 | 182 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $374,301,000 | 363 |
| U.S. Government securities | $334,800,000 | 284 |
| U.S. Treasury securities | $250,000 | 946 |
| U.S. Government agency obligations | $334,550,000 | 274 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $39,501,000 | 381 |
| Privately issued residential mortgage-backed securities | $18,524,000 | 369 |
| Commercial mortgage-backed securities - Total | $17,583,000 | 61 |
| Asset backed securities | $3,394,000 | 118 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $179,777,000 | 349 |
| Mortgage-backed securities | $356,926,000 | 220 |
| Certificates of participation in pools of residential mortgages | $240,149,000 | 195 |
| Issued or guaranteed by U.S. | $240,149,000 | 193 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $99,194,000 | 299 |
| CMOs issued by government agencies or sponsored agencies | $80,670,000 | 255 |
| Privately issued | $18,524,000 | 357 |
| Commercial mortgage-backed securities | $17,583,000 | 61 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $17,583,000 | 45 |
| Held to maturity securities (book value) | $1,425,000 | 2,314 |
| Available-for-sale securities (fair market value) | $372,876,000 | 316 |
| Total debt securities | $374,301,000 | 350 |
| Structured notes | ||
| Amortized cost | $6,119,000 | 252 |
| Fair value | $6,234,000 | 248 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $399,060,000 | 336 |
| U.S. Government securities | $357,592,000 | 271 |
| U.S. Treasury securities | $251,000 | 880 |
| U.S. Government agency obligations | $357,341,000 | 265 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $41,468,000 | 357 |
| Privately issued residential mortgage-backed securities | $37,585,000 | 251 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,883,000 | 139 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $189,019,000 | 332 |
| Mortgage-backed securities | $388,174,000 | 218 |
| Certificates of participation in pools of residential mortgages | $262,745,000 | 191 |
| Issued or guaranteed by U.S. | $262,745,000 | 188 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $125,429,000 | 253 |
| CMOs issued by government agencies or sponsored agencies | $87,844,000 | 238 |
| Privately issued | $37,585,000 | 239 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,586,000 | 2,295 |
| Available-for-sale securities (fair market value) | $397,474,000 | 292 |
| Total debt securities | $399,060,000 | 326 |
| Structured notes | ||
| Amortized cost | $6,634,000 | 172 |
| Fair value | $6,752,000 | 170 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $431,610,000 | 304 |
| U.S. Government securities | $386,556,000 | 244 |
| U.S. Treasury securities | $254,000 | 849 |
| U.S. Government agency obligations | $386,302,000 | 237 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $45,054,000 | 323 |
| Privately issued residential mortgage-backed securities | $40,852,000 | 228 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,202,000 | 121 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $187,746,000 | 335 |
| Mortgage-backed securities | $420,053,000 | 208 |
| Certificates of participation in pools of residential mortgages | $283,260,000 | 181 |
| Issued or guaranteed by U.S. | $283,260,000 | 175 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $136,793,000 | 231 |
| CMOs issued by government agencies or sponsored agencies | $95,941,000 | 221 |
| Privately issued | $40,852,000 | 217 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,737,000 | 2,265 |
| Available-for-sale securities (fair market value) | $429,873,000 | 259 |
| Total debt securities | $431,610,000 | 299 |
| Structured notes | ||
| Amortized cost | $6,998,000 | 189 |
| Fair value | $7,101,000 | 183 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $439,195,000 | 293 |
| U.S. Government securities | $388,325,000 | 232 |
| U.S. Treasury securities | $255,000 | 882 |
| U.S. Government agency obligations | $388,070,000 | 226 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $50,870,000 | 311 |
| Privately issued residential mortgage-backed securities | $46,129,000 | 223 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,741,000 | 122 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $166,258,000 | 363 |
| Mortgage-backed securities | $426,956,000 | 193 |
| Certificates of participation in pools of residential mortgages | $282,888,000 | 170 |
| Issued or guaranteed by U.S. | $282,888,000 | 163 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $144,068,000 | 223 |
| CMOs issued by government agencies or sponsored agencies | $97,939,000 | 196 |
| Privately issued | $46,129,000 | 212 |
| 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) | $3,174,000 | 1,925 |
| Available-for-sale securities (fair market value) | $436,021,000 | 246 |
| Total debt securities | $439,195,000 | 287 |
| Structured notes | ||
| Amortized cost | $7,140,000 | 173 |
| Fair value | $7,243,000 | 168 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $445,279,000 | 289 |
| U.S. Government securities | $390,802,000 | 227 |
| U.S. Treasury securities | $254,000 | 887 |
| U.S. Government agency obligations | $390,548,000 | 225 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $54,477,000 | 309 |
| Privately issued residential mortgage-backed securities | $49,714,000 | 217 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,763,000 | 119 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $187,649,000 | 328 |
| Mortgage-backed securities | $432,843,000 | 192 |
| Certificates of participation in pools of residential mortgages | $283,140,000 | 172 |
| Issued or guaranteed by U.S. | $283,140,000 | 165 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $149,703,000 | 218 |
| CMOs issued by government agencies or sponsored agencies | $99,989,000 | 198 |
| Privately issued | $49,714,000 | 203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,445,000 | 1,882 |
| Available-for-sale securities (fair market value) | $441,834,000 | 246 |
| Total debt securities | $445,279,000 | 284 |
| Structured notes | ||
| Amortized cost | $7,322,000 | 183 |
| Fair value | $7,419,000 | 178 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $448,954,000 | 297 |
| U.S. Government securities | $372,377,000 | 243 |
| U.S. Treasury securities | $258,000 | 922 |
| U.S. Government agency obligations | $372,119,000 | 235 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $59,577,000 | 292 |
| Privately issued residential mortgage-backed securities | $54,102,000 | 201 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,475,000 | 120 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $17,000,000 | 205 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $181,411,000 | 344 |
| Mortgage-backed securities | $418,367,000 | 198 |
| Certificates of participation in pools of residential mortgages | $259,207,000 | 181 |
| Issued or guaranteed by U.S. | $259,207,000 | 173 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $159,160,000 | 209 |
| CMOs issued by government agencies or sponsored agencies | $105,058,000 | 188 |
| Privately issued | $54,102,000 | 188 |
| 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) | $3,759,000 | 1,843 |
| Available-for-sale securities (fair market value) | $445,195,000 | 253 |
| Total debt securities | $431,954,000 | 294 |
| Structured notes | ||
| Amortized cost | $7,557,000 | 179 |
| Fair value | $7,854,000 | 170 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $365,590,000 | 359 |
| U.S. Government securities | $273,226,000 | 324 |
| U.S. Treasury securities | $255,000 | 1,021 |
| U.S. Government agency obligations | $272,971,000 | 317 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $92,364,000 | 211 |
| Privately issued residential mortgage-backed securities | $69,731,000 | 165 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,317,000 | 107 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,316,000 | 323 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $174,842,000 | 338 |
| Mortgage-backed securities | $326,862,000 | 231 |
| Certificates of participation in pools of residential mortgages | $168,642,000 | 240 |
| Issued or guaranteed by U.S. | $168,642,000 | 234 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $158,220,000 | 199 |
| CMOs issued by government agencies or sponsored agencies | $88,489,000 | 205 |
| Privately issued | $69,731,000 | 154 |
| 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) | $4,078,000 | 1,852 |
| Available-for-sale securities (fair market value) | $361,512,000 | 312 |
| Total debt securities | $365,590,000 | 348 |
| Structured notes | ||
| Amortized cost | $7,755,000 | 314 |
| Fair value | $7,822,000 | 313 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $302,733,000 | 420 |
| U.S. Government securities | $205,624,000 | 433 |
| U.S. Treasury securities | $252,000 | 1,100 |
| U.S. Government agency obligations | $205,372,000 | 421 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $97,109,000 | 197 |
| Privately issued residential mortgage-backed securities | $69,478,000 | 164 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,760,000 | 88 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,871,000 | 280 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $124,187,000 | 431 |
| Mortgage-backed securities | $253,841,000 | 263 |
| Certificates of participation in pools of residential mortgages | $124,006,000 | 308 |
| Issued or guaranteed by U.S. | $124,006,000 | 303 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $129,835,000 | 224 |
| CMOs issued by government agencies or sponsored agencies | $60,357,000 | 261 |
| Privately issued | $69,478,000 | 153 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,395,000 | 1,841 |
| Available-for-sale securities (fair market value) | $298,338,000 | 367 |
| Total debt securities | $302,733,000 | 406 |
| Structured notes | ||
| Amortized cost | $7,956,000 | 384 |
| Fair value | $8,029,000 | 370 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $301,138,000 | 416 |
| U.S. Government securities | $195,146,000 | 453 |
| U.S. Treasury securities | $248,000 | 1,231 |
| U.S. Government agency obligations | $194,898,000 | 441 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $105,992,000 | 195 |
| Privately issued residential mortgage-backed securities | $76,784,000 | 154 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,348,000 | 79 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,860,000 | 254 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $126,783,000 | 422 |
| Mortgage-backed securities | $250,759,000 | 274 |
| Certificates of participation in pools of residential mortgages | $111,446,000 | 347 |
| Issued or guaranteed by U.S. | $111,446,000 | 340 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $139,313,000 | 219 |
| CMOs issued by government agencies or sponsored agencies | $62,529,000 | 261 |
| Privately issued | $76,784,000 | 140 |
| 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) | $4,763,000 | 1,798 |
| Available-for-sale securities (fair market value) | $296,375,000 | 360 |
| Total debt securities | $301,138,000 | 405 |
| Structured notes | ||
| Amortized cost | $8,212,000 | 386 |
| Fair value | $8,050,000 | 386 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $320,446,000 | 404 |
| U.S. Government securities | $207,911,000 | 433 |
| U.S. Treasury securities | $200,000 | 1,345 |
| U.S. Government agency obligations | $207,711,000 | 422 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $112,535,000 | 187 |
| Privately issued residential mortgage-backed securities | $81,673,000 | 147 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,615,000 | 76 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,247,000 | 244 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $140,210,000 | 391 |
| Mortgage-backed securities | $267,870,000 | 265 |
| Certificates of participation in pools of residential mortgages | $120,117,000 | 331 |
| Issued or guaranteed by U.S. | $120,117,000 | 324 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $147,753,000 | 209 |
| CMOs issued by government agencies or sponsored agencies | $66,080,000 | 244 |
| Privately issued | $81,673,000 | 134 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,193,000 | 1,765 |
| Available-for-sale securities (fair market value) | $315,253,000 | 345 |
| Total debt securities | $320,446,000 | 390 |
| Structured notes | ||
| Amortized cost | $8,491,000 | 404 |
| Fair value | $8,611,000 | 392 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $339,573,000 | 384 |
| U.S. Government securities | $216,795,000 | 426 |
| U.S. Treasury securities | $199,000 | 1,398 |
| U.S. Government agency obligations | $216,596,000 | 415 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $122,778,000 | 174 |
| Privately issued residential mortgage-backed securities | $88,130,000 | 135 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,838,000 | 72 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,810,000 | 221 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $149,507,000 | 384 |
| Mortgage-backed securities | $282,967,000 | 256 |
| Certificates of participation in pools of residential mortgages | $126,081,000 | 320 |
| Issued or guaranteed by U.S. | $126,081,000 | 313 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $156,886,000 | 201 |
| CMOs issued by government agencies or sponsored agencies | $68,756,000 | 243 |
| Privately issued | $88,130,000 | 121 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,615,000 | 1,745 |
| Available-for-sale securities (fair market value) | $333,958,000 | 329 |
| Total debt securities | $339,573,000 | 372 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $377,577,000 | 360 |
| U.S. Government securities | $231,242,000 | 409 |
| U.S. Treasury securities | $198,000 | 1,479 |
| U.S. Government agency obligations | $231,044,000 | 400 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $146,335,000 | 167 |
| Privately issued residential mortgage-backed securities | $108,153,000 | 126 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,369,000 | 77 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,813,000 | 221 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,005,000 | 480 |
| Mortgage-backed securities | $313,172,000 | 235 |
| Certificates of participation in pools of residential mortgages | $132,916,000 | 316 |
| Issued or guaranteed by U.S. | $132,916,000 | 308 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $180,256,000 | 177 |
| CMOs issued by government agencies or sponsored agencies | $72,103,000 | 241 |
| Privately issued | $108,153,000 | 111 |
| 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) | $6,058,000 | 1,752 |
| Available-for-sale securities (fair market value) | $371,519,000 | 304 |
| Total debt securities | $377,577,000 | 351 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $393,281,000 | 356 |
| U.S. Government securities | $239,385,000 | 411 |
| U.S. Treasury securities | $197,000 | 1,528 |
| U.S. Government agency obligations | $239,188,000 | 398 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $153,896,000 | 163 |
| Privately issued residential mortgage-backed securities | $114,024,000 | 121 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,159,000 | 73 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,713,000 | 221 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,912,000 | 587 |
| Mortgage-backed securities | $327,005,000 | 238 |
| Certificates of participation in pools of residential mortgages | $137,998,000 | 317 |
| Issued or guaranteed by U.S. | $137,998,000 | 311 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $189,007,000 | 175 |
| CMOs issued by government agencies or sponsored agencies | $74,983,000 | 230 |
| Privately issued | $114,024,000 | 108 |
| 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) | $6,526,000 | 1,709 |
| Available-for-sale securities (fair market value) | $386,755,000 | 299 |
| Total debt securities | $393,281,000 | 345 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $410,353,000 | 350 |
| U.S. Government securities | $249,305,000 | 407 |
| U.S. Treasury securities | $198,000 | 1,607 |
| U.S. Government agency obligations | $249,107,000 | 393 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $161,048,000 | 162 |
| Privately issued residential mortgage-backed securities | $120,694,000 | 124 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,472,000 | 71 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,882,000 | 228 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,029,000 | 1,066 |
| Mortgage-backed securities | $343,128,000 | 232 |
| Certificates of participation in pools of residential mortgages | $143,307,000 | 314 |
| Issued or guaranteed by U.S. | $143,307,000 | 307 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $199,821,000 | 169 |
| CMOs issued by government agencies or sponsored agencies | $79,127,000 | 223 |
| Privately issued | $120,694,000 | 111 |
| 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) | $7,108,000 | 1,661 |
| Available-for-sale securities (fair market value) | $403,245,000 | 294 |
| Total debt securities | $410,352,000 | 335 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $390,460,000 | 364 |
| U.S. Government securities | $239,292,000 | 429 |
| U.S. Treasury securities | $198,000 | 1,630 |
| U.S. Government agency obligations | $239,094,000 | 409 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $151,168,000 | 165 |
| Privately issued residential mortgage-backed securities | $115,017,000 | 123 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,804,000 | 75 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,347,000 | 244 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,244,000 | 1,274 |
| Mortgage-backed securities | $339,292,000 | 242 |
| Certificates of participation in pools of residential mortgages | $141,088,000 | 322 |
| Issued or guaranteed by U.S. | $141,088,000 | 316 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $198,204,000 | 172 |
| CMOs issued by government agencies or sponsored agencies | $83,187,000 | 220 |
| Privately issued | $115,017,000 | 110 |
| 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) | $7,663,000 | 1,631 |
| Available-for-sale securities (fair market value) | $382,797,000 | 309 |
| Total debt securities | $390,461,000 | 357 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $384,351,000 | 368 |
| U.S. Government securities | $224,049,000 | 458 |
| U.S. Treasury securities | $198,000 | 1,665 |
| U.S. Government agency obligations | $223,851,000 | 436 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $160,302,000 | 161 |
| Privately issued residential mortgage-backed securities | $117,594,000 | 121 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,043,000 | 72 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,665,000 | 218 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,534,000 | 4,140 |
| Mortgage-backed securities | $327,556,000 | 253 |
| Certificates of participation in pools of residential mortgages | $139,687,000 | 324 |
| Issued or guaranteed by U.S. | $139,687,000 | 318 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $187,869,000 | 183 |
| CMOs issued by government agencies or sponsored agencies | $70,275,000 | 250 |
| Privately issued | $117,594,000 | 108 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,986,000 | 1,242 |
| Available-for-sale securities (fair market value) | $371,365,000 | 322 |
| Total debt securities | $384,352,000 | 358 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $388,733,000 | 366 |
| U.S. Government securities | $222,715,000 | 463 |
| U.S. Treasury securities | $200,000 | 1,702 |
| U.S. Government agency obligations | $222,515,000 | 447 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $166,018,000 | 163 |
| Privately issued residential mortgage-backed securities | $120,568,000 | 124 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,235,000 | 73 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,215,000 | 216 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,584,000 | 3,254 |
| Mortgage-backed securities | $324,922,000 | 254 |
| Certificates of participation in pools of residential mortgages | $131,269,000 | 356 |
| Issued or guaranteed by U.S. | $131,269,000 | 348 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $193,653,000 | 185 |
| CMOs issued by government agencies or sponsored agencies | $73,085,000 | 250 |
| Privately issued | $120,568,000 | 107 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,734,000 | 1,011 |
| Available-for-sale securities (fair market value) | $370,999,000 | 324 |
| Total debt securities | $388,733,000 | 357 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $409,266,000 | 353 |
| U.S. Government securities | $225,593,000 | 471 |
| U.S. Treasury securities | $199,000 | 1,829 |
| U.S. Government agency obligations | $225,394,000 | 448 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $183,673,000 | 151 |
| Privately issued residential mortgage-backed securities | $131,547,000 | 116 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $20,661,000 | 67 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $31,465,000 | 203 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,661,000 | 3,248 |
| Mortgage-backed securities | $338,834,000 | 251 |
| Certificates of participation in pools of residential mortgages | $135,116,000 | 353 |
| Issued or guaranteed by U.S. | $135,116,000 | 347 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $203,718,000 | 180 |
| CMOs issued by government agencies or sponsored agencies | $72,171,000 | 266 |
| Privately issued | $131,547,000 | 101 |
| 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) | $18,608,000 | 996 |
| Available-for-sale securities (fair market value) | $390,658,000 | 316 |
| Total debt securities | $409,266,000 | 345 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $376,547,000 | 382 |
| U.S. Government securities | $207,299,000 | 516 |
| U.S. Treasury securities | $199,000 | 1,839 |
| U.S. Government agency obligations | $207,100,000 | 493 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $169,248,000 | 158 |
| Privately issued residential mortgage-backed securities | $119,956,000 | 123 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $17,030,000 | 80 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $32,262,000 | 211 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,737,000 | 3,219 |
| Mortgage-backed securities | $305,701,000 | 270 |
| Certificates of participation in pools of residential mortgages | $125,939,000 | 381 |
| Issued or guaranteed by U.S. | $125,939,000 | 378 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $179,762,000 | 205 |
| CMOs issued by government agencies or sponsored agencies | $59,806,000 | 302 |
| Privately issued | $119,956,000 | 107 |
| 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) | $19,532,000 | 954 |
| Available-for-sale securities (fair market value) | $357,015,000 | 342 |
| Total debt securities | $376,547,000 | 374 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $384,017,000 | 372 |
| U.S. Government securities | $219,041,000 | 495 |
| U.S. Treasury securities | $199,000 | 1,864 |
| U.S. Government agency obligations | $218,842,000 | 472 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $163,926,000 | 158 |
| Privately issued residential mortgage-backed securities | $111,831,000 | 119 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,488,000 | 81 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $33,607,000 | 207 |
| Foreign debt securities | $1,050,000 | 88 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,812,000 | 3,148 |
| Mortgage-backed securities | $306,180,000 | 269 |
| Certificates of participation in pools of residential mortgages | $138,836,000 | 350 |
| Issued or guaranteed by U.S. | $138,836,000 | 347 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $167,344,000 | 208 |
| CMOs issued by government agencies or sponsored agencies | $55,513,000 | 320 |
| Privately issued | $111,831,000 | 104 |
| 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) | $20,603,000 | 931 |
| Available-for-sale securities (fair market value) | $363,414,000 | 343 |
| Total debt securities | $384,017,000 | 367 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $581,000 | 124 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $376,983,000 | 386 |
| U.S. Government securities | $221,517,000 | 493 |
| U.S. Treasury securities | $198,000 | 1,987 |
| U.S. Government agency obligations | $221,319,000 | 472 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $154,429,000 | 157 |
| Privately issued residential mortgage-backed securities | $104,352,000 | 119 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,986,000 | 85 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $34,091,000 | 206 |
| Foreign debt securities | $1,037,000 | 88 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,248,000 | 3,463 |
| Mortgage-backed securities | $296,263,000 | 281 |
| Certificates of participation in pools of residential mortgages | $132,465,000 | 369 |
| Issued or guaranteed by U.S. | $132,465,000 | 366 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $163,798,000 | 214 |
| CMOs issued by government agencies or sponsored agencies | $59,446,000 | 314 |
| Privately issued | $104,352,000 | 105 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,788,000 | 782 |
| Available-for-sale securities (fair market value) | $350,195,000 | 355 |
| Total debt securities | $376,983,000 | 378 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $581,000 | 128 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $326,995,000 | 447 |
| U.S. Government securities | $185,083,000 | 583 |
| U.S. Treasury securities | $200,000 | 1,959 |
| U.S. Government agency obligations | $184,883,000 | 562 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $140,838,000 | 173 |
| Privately issued residential mortgage-backed securities | $88,960,000 | 136 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,469,000 | 88 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $35,409,000 | 216 |
| Foreign debt securities | $1,074,000 | 95 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,608,000 | 2,313 |
| Mortgage-backed securities | $240,995,000 | 343 |
| Certificates of participation in pools of residential mortgages | $97,119,000 | 489 |
| Issued or guaranteed by U.S. | $97,119,000 | 483 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $143,876,000 | 236 |
| CMOs issued by government agencies or sponsored agencies | $54,916,000 | 338 |
| Privately issued | $88,960,000 | 122 |
| 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) | $28,314,000 | 739 |
| Available-for-sale securities (fair market value) | $298,681,000 | 420 |
| Total debt securities | $326,995,000 | 435 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $593,000 | 124 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $339,582,000 | 435 |
| U.S. Government securities | $179,862,000 | 613 |
| U.S. Treasury securities | $198,000 | 2,117 |
| U.S. Government agency obligations | $179,664,000 | 591 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $158,667,000 | 133 |
| Privately issued residential mortgage-backed securities | $70,983,000 | 112 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $48,435,000 | 60 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $39,249,000 | 212 |
| Foreign debt securities | $1,053,000 | 97 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,312,000 | 2,186 |
| Mortgage-backed securities | $222,564,000 | 364 |
| Certificates of participation in pools of residential mortgages | $101,896,000 | 478 |
| Issued or guaranteed by U.S. | $101,896,000 | 474 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $120,668,000 | 257 |
| CMOs issued by government agencies or sponsored agencies | $49,685,000 | 395 |
| Privately issued | $70,983,000 | 96 |
| 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) | $34,725,000 | 636 |
| Available-for-sale securities (fair market value) | $304,857,000 | 424 |
| Total debt securities | $339,582,000 | 423 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $755,000 | 131 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $322,233,000 | 459 |
| U.S. Government securities | $169,124,000 | 634 |
| U.S. Treasury securities | $198,000 | 2,178 |
| U.S. Government agency obligations | $168,926,000 | 613 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $153,109,000 | 133 |
| Privately issued residential mortgage-backed securities | $60,574,000 | 115 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $48,601,000 | 59 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $43,934,000 | 206 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,147,000 | 2,032 |
| Mortgage-backed securities | $205,185,000 | 382 |
| Certificates of participation in pools of residential mortgages | $92,939,000 | 510 |
| Issued or guaranteed by U.S. | $92,939,000 | 505 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $112,246,000 | 275 |
| CMOs issued by government agencies or sponsored agencies | $51,672,000 | 394 |
| Privately issued | $60,574,000 | 101 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,537,000 | 585 |
| Available-for-sale securities (fair market value) | $284,696,000 | 448 |
| Total debt securities | $322,233,000 | 448 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $732,000 | 132 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $298,152,000 | 491 |
| U.S. Government securities | $174,677,000 | 597 |
| U.S. Treasury securities | $9,120,000 | 441 |
| U.S. Government agency obligations | $165,557,000 | 598 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $123,475,000 | 158 |
| Privately issued residential mortgage-backed securities | $34,956,000 | 153 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $44,223,000 | 57 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $44,296,000 | 205 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,257,000 | 2,058 |
| Mortgage-backed securities | $161,492,000 | 475 |
| Certificates of participation in pools of residential mortgages | $92,362,000 | 486 |
| Issued or guaranteed by U.S. | $92,362,000 | 480 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $69,130,000 | 388 |
| CMOs issued by government agencies or sponsored agencies | $34,174,000 | 541 |
| Privately issued | $34,956,000 | 136 |
| 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) | $41,937,000 | 507 |
| Available-for-sale securities (fair market value) | $256,215,000 | 467 |
| Total debt securities | $298,152,000 | 474 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $760,000 | 137 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $277,216,000 | 517 |
| U.S. Government securities | $201,352,000 | 532 |
| U.S. Treasury securities | $23,144,000 | 231 |
| U.S. Government agency obligations | $178,208,000 | 573 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $75,864,000 | 227 |
| Privately issued residential mortgage-backed securities | $10,529,000 | 300 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $35,460,000 | 65 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,875,000 | 308 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,818,000 | 1,959 |
| Mortgage-backed securities | $134,312,000 | 522 |
| Certificates of participation in pools of residential mortgages | $108,270,000 | 431 |
| Issued or guaranteed by U.S. | $108,270,000 | 426 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $26,042,000 | 713 |
| CMOs issued by government agencies or sponsored agencies | $15,513,000 | 893 |
| Privately issued | $10,529,000 | 270 |
| 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) | $47,110,000 | 455 |
| Available-for-sale securities (fair market value) | $230,106,000 | 513 |
| Total debt securities | $277,216,000 | 495 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $673,000 | 139 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $269,369,000 | 502 |
| U.S. Government securities | $220,066,000 | 469 |
| U.S. Treasury securities | $23,311,000 | 239 |
| U.S. Government agency obligations | $196,755,000 | 498 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $49,303,000 | 307 |
| Privately issued residential mortgage-backed securities | $3,548,000 | 443 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,190,000 | 90 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,565,000 | 328 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,304,000 | 2,147 |
| Mortgage-backed securities | $137,175,000 | 485 |
| Certificates of participation in pools of residential mortgages | $122,514,000 | 360 |
| Issued or guaranteed by U.S. | $122,514,000 | 357 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $14,661,000 | 1,010 |
| CMOs issued by government agencies or sponsored agencies | $11,113,000 | 1,108 |
| Privately issued | $3,548,000 | 396 |
| 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) | $51,615,000 | 404 |
| Available-for-sale securities (fair market value) | $217,754,000 | 516 |
| Total debt securities | $269,369,000 | 480 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $845,000 | 133 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $209,423,000 | 578 |
| U.S. Government securities | $173,751,000 | 515 |
| U.S. Treasury securities | $455,000 | 2,651 |
| U.S. Government agency obligations | $173,296,000 | 492 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $35,672,000 | 414 |
| Privately issued residential mortgage-backed securities | $25,964,000 | 210 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,061,000 | 207 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,647,000 | 860 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,574,000 | 2,042 |
| Mortgage-backed securities | $159,451,000 | 402 |
| Certificates of participation in pools of residential mortgages | $133,487,000 | 287 |
| Issued or guaranteed by U.S. | $133,487,000 | 282 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $25,964,000 | 698 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $25,964,000 | 186 |
| 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) | $69,349,000 | 298 |
| Available-for-sale securities (fair market value) | $140,074,000 | 684 |
| Total debt securities | $209,423,000 | 560 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $1,030,000 | 137 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $212,374,000 | 561 |
| U.S. Government securities | $179,688,000 | 490 |
| U.S. Treasury securities | $451,000 | 3,598 |
| U.S. Government agency obligations | $179,237,000 | 459 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $29,294,000 | 411 |
| Privately issued residential mortgage-backed securities | $29,294,000 | 159 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $3,392,000 | 1,121 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,050,000 | 2,346 |
| Mortgage-backed securities | $174,444,000 | 345 |
| Certificates of participation in pools of residential mortgages | $145,150,000 | 250 |
| Issued or guaranteed by U.S. | $145,150,000 | 247 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $29,294,000 | 535 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $29,294,000 | 136 |
| 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) | $118,872,000 | 221 |
| Available-for-sale securities (fair market value) | $93,502,000 | 934 |
| Total debt securities | $208,982,000 | 546 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $1,077,000 | 121 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $201,491,000 | 606 |
| U.S. Government securities | $173,062,000 | 537 |
| U.S. Treasury securities | $453,000 | 4,711 |
| U.S. Government agency obligations | $172,609,000 | 491 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $25,448,000 | 473 |
| Privately issued residential mortgage-backed securities | $25,448,000 | 187 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $2,981,000 | 1,188 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,120,000 | 2,323 |
| Mortgage-backed securities | $155,015,000 | 393 |
| Certificates of participation in pools of residential mortgages | $129,567,000 | 289 |
| Issued or guaranteed by U.S. | $129,567,000 | 285 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $25,448,000 | 639 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $25,448,000 | 159 |
| 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) | $126,281,000 | 225 |
| Available-for-sale securities (fair market value) | $75,210,000 | 1,163 |
| Total debt securities | $198,510,000 | 593 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $1,075,000 | 118 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $178,569,000 | 681 |
| U.S. Government securities | $171,098,000 | 561 |
| U.S. Treasury securities | $452,000 | 6,177 |
| U.S. Government agency obligations | $170,646,000 | 492 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $4,959,000 | 1,120 |
| Privately issued residential mortgage-backed securities | $4,959,000 | 380 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $2,512,000 | 1,309 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,572,000 | 1,986 |
| Mortgage-backed securities | $129,434,000 | 461 |
| Certificates of participation in pools of residential mortgages | $124,475,000 | 324 |
| Issued or guaranteed by U.S. | $124,475,000 | 315 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $4,959,000 | 1,775 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $4,959,000 | 316 |
| 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) | $103,852,000 | 282 |
| Available-for-sale securities (fair market value) | $74,717,000 | 1,180 |
| Total debt securities | $176,057,000 | 658 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $1,095,000 | 140 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $158,026,000 | 761 |
| U.S. Government securities | $155,700,000 | 643 |
| U.S. Treasury securities | $200,000 | 7,718 |
| U.S. Government agency obligations | $155,500,000 | 545 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $2,326,000 | 1,340 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,139,000 | 2,181 |
| Mortgage-backed securities | $111,645,000 | 517 |
| Certificates of participation in pools of residential mortgages | $111,645,000 | 361 |
| Issued or guaranteed by U.S. | $111,645,000 | 351 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $111,459,000 | 319 |
| Available-for-sale securities (fair market value) | $46,567,000 | 1,729 |
| Total debt securities | $155,700,000 | 742 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $1,031,000 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $147,659,000 | 838 |
| U.S. Government securities | $144,558,000 | 711 |
| U.S. Treasury securities | $18,124,000 | 1,271 |
| U.S. Government agency obligations | $126,434,000 | 641 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $3,101,000 | 1,080 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,919,000 | 1,562 |
| Mortgage-backed securities | $100,656,000 | 575 |
| Certificates of participation in pools of residential mortgages | $100,656,000 | 419 |
| Issued or guaranteed by U.S. | $100,656,000 | 412 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $86,903,000 | 452 |
| Available-for-sale securities (fair market value) | $60,756,000 | 1,333 |
| Total debt securities | $144,558,000 | 828 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $500,000 | 187 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $101,447,000 | 1,231 |
| U.S. Government securities | $97,944,000 | 1,039 |
| U.S. Treasury securities | $49,852,000 | 562 |
| U.S. Government agency obligations | $48,092,000 | 1,469 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $3,503,000 | 955 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,400,000 | 1,175 |
| Mortgage-backed securities | $48,092,000 | 1,005 |
| Certificates of participation in pools of residential mortgages | $48,092,000 | 714 |
| Issued or guaranteed by U.S. | $48,092,000 | 693 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $101,447,000 | 851 |
| Total debt securities | $97,944,000 | 1,235 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $108,019,000 | 1,199 |
| U.S. Government securities | $100,476,000 | 1,084 |
| U.S. Treasury securities | $100,476,000 | 348 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $77,000 | 5,233 |
| Privately issued residential mortgage-backed securities | $77,000 | 2,283 |
| 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 | $0 | 600 |
| Equity securities | $7,466,000 | 465 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,780,000 | 1,160 |
| Mortgage-backed securities | $77,000 | 9,700 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $77,000 | 6,279 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $77,000 | 1,973 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,085,000 | 5,640 |
| Available-for-sale securities (fair market value) | $97,934,000 | 584 |
| Total debt securities | $100,553,000 | 1,255 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $94,156,000 | 1,442 |
| U.S. Government securities | $85,371,000 | 1,300 |
| U.S. Treasury securities | $85,275,000 | 446 |
| U.S. Government agency obligations | $96,000 | 12,121 |
| Securities issued by states & political subdivisions | $10,000 | 9,770 |
| 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 | $0 | 649 |
| Equity securities | $8,775,000 | 451 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,981,000 | 1,126 |
| Mortgage-backed securities | $96,000 | 10,282 |
| Certificates of participation in pools of residential mortgages | $96,000 | 9,426 |
| Issued or guaranteed by U.S. | $96,000 | 9,377 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| 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 | $85,381,000 | 1,555 |
| 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 | $106,479,000 | 1,265 |
| U.S. Government securities | $103,188,000 | 1,049 |
| U.S. Treasury securities | $103,188,000 | 364 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $10,000 | 9,886 |
| Other domestic debt securities | $3,000 | 7,479 |
| 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 | $3,000 | 5,832 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $3,278,000 | 874 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,895,000 | 2,498 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| 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 | $103,201,000 | 1,274 |
| 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 |