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Merchants and Farmers Bank, Securities
| 2013-06-30 | Rank | |
| Total securities | $272,050,000 | 569 |
| U.S. Government securities | $191,506,000 | 556 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $191,506,000 | 538 |
| Securities issued by states & political subdivisions | $74,402,000 | 436 |
| Other domestic debt securities | $6,142,000 | 926 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $1,929,000 | 282 |
| Structured financial products - Total | $1,070,000 | 179 |
| Other domestic debt securities - All other | $3,143,000 | 964 |
| 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 | $228,772,000 | 286 |
| Mortgage-backed securities | $124,309,000 | 564 |
| Certificates of participation in pools of residential mortgages | $81,149,000 | 562 |
| Issued or guaranteed by U.S. | $81,149,000 | 560 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $42,201,000 | 548 |
| CMOs issued by government agencies or sponsored agencies | $42,201,000 | 515 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $959,000 | 688 |
| Commercial mortgage pass-through securities | $959,000 | 464 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $272,050,000 | 502 |
| Total debt securities | $271,371,000 | 563 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $375,533,000 | 410 |
| U.S. Government securities | $286,904,000 | 390 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $286,904,000 | 373 |
| Securities issued by states & political subdivisions | $73,474,000 | 439 |
| Other domestic debt securities | $15,155,000 | 538 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $1,996,000 | 259 |
| Structured financial products - Total | $956,000 | 185 |
| Other domestic debt securities - All other | $12,203,000 | 405 |
| 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 | $247,323,000 | 274 |
| Mortgage-backed securities | $198,647,000 | 404 |
| Certificates of participation in pools of residential mortgages | $132,781,000 | 348 |
| Issued or guaranteed by U.S. | $132,781,000 | 347 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $64,850,000 | 416 |
| CMOs issued by government agencies or sponsored agencies | $64,850,000 | 383 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $1,016,000 | 604 |
| Commercial mortgage pass-through securities | $1,016,000 | 408 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $375,533,000 | 358 |
| Total debt securities | $374,929,000 | 405 |
| Structured notes | ||
| Amortized cost | $1,317,000 | 1,480 |
| Fair value | $1,385,000 | 1,472 |
| 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 | $347,043,000 | 444 |
| U.S. Government securities | $261,658,000 | 427 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $261,658,000 | 411 |
| Securities issued by states & political subdivisions | $71,461,000 | 440 |
| Other domestic debt securities | $13,924,000 | 572 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $1,988,000 | 237 |
| Structured financial products - Total | $946,000 | 183 |
| Other domestic debt securities - All other | $10,990,000 | 423 |
| 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 | $205,568,000 | 329 |
| Mortgage-backed securities | $190,562,000 | 424 |
| Certificates of participation in pools of residential mortgages | $125,128,000 | 367 |
| Issued or guaranteed by U.S. | $125,128,000 | 365 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $64,406,000 | 427 |
| CMOs issued by government agencies or sponsored agencies | $64,406,000 | 394 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $1,028,000 | 501 |
| Commercial mortgage pass-through securities | $1,028,000 | 358 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $347,043,000 | 390 |
| Total debt securities | $346,310,000 | 435 |
| Structured notes | ||
| Amortized cost | $3,319,000 | 975 |
| Fair value | $3,421,000 | 962 |
| 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 | $352,668,000 | 438 |
| U.S. Government securities | $274,972,000 | 416 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $274,972,000 | 395 |
| Securities issued by states & political subdivisions | $63,816,000 | 483 |
| Other domestic debt securities | $13,880,000 | 595 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $1,985,000 | 229 |
| Structured financial products - Total | $855,000 | 188 |
| Other domestic debt securities - All other | $11,040,000 | 439 |
| 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 | $208,804,000 | 324 |
| Mortgage-backed securities | $203,659,000 | 416 |
| Certificates of participation in pools of residential mortgages | $139,581,000 | 355 |
| Issued or guaranteed by U.S. | $139,581,000 | 354 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $63,057,000 | 461 |
| CMOs issued by government agencies or sponsored agencies | $63,057,000 | 430 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $1,021,000 | 477 |
| Commercial mortgage pass-through securities | $1,021,000 | 327 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $352,668,000 | 383 |
| Total debt securities | $352,024,000 | 430 |
| Structured notes | ||
| Amortized cost | $3,995,000 | 941 |
| Fair value | $4,013,000 | 908 |
| 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 | $376,163,000 | 411 |
| U.S. Government securities | $299,352,000 | 375 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $299,352,000 | 363 |
| Securities issued by states & political subdivisions | $63,180,000 | 463 |
| Other domestic debt securities | $13,631,000 | 601 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $1,970,000 | 203 |
| Structured financial products - Total | $850,000 | 185 |
| Other domestic debt securities - All other | $10,811,000 | 446 |
| 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 | $217,230,000 | 309 |
| Mortgage-backed securities | $221,590,000 | 387 |
| Certificates of participation in pools of residential mortgages | $151,456,000 | 327 |
| Issued or guaranteed by U.S. | $151,456,000 | 326 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $70,134,000 | 436 |
| CMOs issued by government agencies or sponsored agencies | $70,134,000 | 401 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $376,163,000 | 361 |
| Total debt securities | $375,524,000 | 405 |
| Structured notes | ||
| Amortized cost | $6,494,000 | 733 |
| Fair value | $6,518,000 | 730 |
| 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 | $364,489,000 | 420 |
| U.S. Government securities | $300,956,000 | 380 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $300,956,000 | 368 |
| Securities issued by states & political subdivisions | $59,198,000 | 487 |
| Other domestic debt securities | $4,335,000 | 1,139 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $872,000 | 185 |
| Other domestic debt securities - All other | $3,463,000 | 905 |
| 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 | $236,507,000 | 291 |
| Mortgage-backed securities | $226,312,000 | 387 |
| Certificates of participation in pools of residential mortgages | $149,448,000 | 349 |
| Issued or guaranteed by U.S. | $149,448,000 | 348 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $76,864,000 | 430 |
| CMOs issued by government agencies or sponsored agencies | $76,864,000 | 394 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $364,489,000 | 374 |
| Total debt securities | $363,843,000 | 413 |
| Structured notes | ||
| Amortized cost | $11,989,000 | 502 |
| Fair value | $11,979,000 | 495 |
| 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 | $319,269,000 | 470 |
| U.S. Government securities | $260,973,000 | 418 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $260,973,000 | 404 |
| Securities issued by states & political subdivisions | $54,142,000 | 528 |
| Other domestic debt securities | $4,154,000 | 1,141 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $819,000 | 179 |
| Other domestic debt securities - All other | $3,335,000 | 856 |
| 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 | $210,483,000 | 294 |
| Mortgage-backed securities | $203,686,000 | 407 |
| Certificates of participation in pools of residential mortgages | $125,559,000 | 380 |
| Issued or guaranteed by U.S. | $125,559,000 | 379 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $77,680,000 | 426 |
| CMOs issued by government agencies or sponsored agencies | $77,680,000 | 377 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $447,000 | 412 |
| Commercial mortgage pass-through securities | $447,000 | 284 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $319,269,000 | 422 |
| Total debt securities | $318,669,000 | 466 |
| Structured notes | ||
| Amortized cost | $8,992,000 | 623 |
| Fair value | $9,009,000 | 619 |
| 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 | $305,652,000 | 482 |
| U.S. Government securities | $258,006,000 | 412 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $258,006,000 | 401 |
| Securities issued by states & political subdivisions | $43,527,000 | 673 |
| Other domestic debt securities | $4,119,000 | 1,149 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $730,000 | 194 |
| Other domestic debt securities - All other | $3,389,000 | 830 |
| 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 | $229,939,000 | 270 |
| Mortgage-backed securities | $218,408,000 | 373 |
| Certificates of participation in pools of residential mortgages | $142,135,000 | 328 |
| Issued or guaranteed by U.S. | $142,135,000 | 326 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $75,833,000 | 428 |
| CMOs issued by government agencies or sponsored agencies | $75,833,000 | 372 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $440,000 | 364 |
| Commercial mortgage pass-through securities | $440,000 | 258 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $305,652,000 | 426 |
| Total debt securities | $305,147,000 | 476 |
| Structured notes | ||
| Amortized cost | $3,472,000 | 1,360 |
| Fair value | $3,499,000 | 1,355 |
| 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 | $291,608,000 | 506 |
| U.S. Government securities | $245,424,000 | 436 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $245,424,000 | 419 |
| Securities issued by states & political subdivisions | $41,594,000 | 655 |
| Other domestic debt securities | $4,590,000 | 1,057 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $166,000 | 208 |
| Structured financial products - Total | $946,000 | 189 |
| Other domestic debt securities - All other | $3,478,000 | 767 |
| 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 | $231,263,000 | 269 |
| Mortgage-backed securities | $202,126,000 | 381 |
| Certificates of participation in pools of residential mortgages | $139,045,000 | 325 |
| Issued or guaranteed by U.S. | $139,045,000 | 323 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $62,638,000 | 492 |
| CMOs issued by government agencies or sponsored agencies | $62,638,000 | 430 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $443,000 | 352 |
| Commercial mortgage pass-through securities | $443,000 | 257 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $291,608,000 | 456 |
| Total debt securities | $290,915,000 | 499 |
| Structured notes | ||
| Amortized cost | $5,771,000 | 1,067 |
| Fair value | $5,803,000 | 1,068 |
| 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 | $294,742,000 | 491 |
| U.S. Government securities | $250,895,000 | 421 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $250,895,000 | 403 |
| Securities issued by states & political subdivisions | $41,426,000 | 636 |
| Other domestic debt securities | $2,421,000 | 1,453 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $237,000 | 196 |
| Structured financial products - Total | $866,000 | 186 |
| Other domestic debt securities - All other | $1,318,000 | 1,235 |
| 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 | $254,438,000 | 246 |
| Mortgage-backed securities | $198,236,000 | 380 |
| Certificates of participation in pools of residential mortgages | $152,497,000 | 298 |
| Issued or guaranteed by U.S. | $152,497,000 | 297 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $45,294,000 | 607 |
| CMOs issued by government agencies or sponsored agencies | $45,294,000 | 519 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $445,000 | 340 |
| Commercial mortgage pass-through securities | $445,000 | 247 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $294,742,000 | 439 |
| Total debt securities | $294,103,000 | 487 |
| Structured notes | ||
| Amortized cost | $5,770,000 | 1,117 |
| Fair value | $5,762,000 | 1,113 |
| 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 | $276,929,000 | 503 |
| U.S. Government securities | $232,083,000 | 444 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $232,083,000 | 424 |
| Securities issued by states & political subdivisions | $41,828,000 | 597 |
| Other domestic debt securities | $3,018,000 | 1,407 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $449,000 | 314 |
| Asset backed securities | $311,000 | 175 |
| Structured financial products - Total | $934,000 | 182 |
| Other domestic debt securities - All other | $1,324,000 | 1,236 |
| 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 | $218,736,000 | 274 |
| Mortgage-backed securities | $173,921,000 | 409 |
| Certificates of participation in pools of residential mortgages | $153,109,000 | 284 |
| Issued or guaranteed by U.S. | $153,109,000 | 282 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $20,363,000 | 990 |
| CMOs issued by government agencies or sponsored agencies | $20,363,000 | 839 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $449,000 | 314 |
| Commercial mortgage pass-through securities | $449,000 | 236 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $276,929,000 | 456 |
| Total debt securities | $276,231,000 | 497 |
| Structured notes | ||
| Amortized cost | $2,801,000 | 1,612 |
| Fair value | $2,810,000 | 1,610 |
| 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 | $272,467,000 | 484 |
| U.S. Government securities | $223,484,000 | 427 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $223,484,000 | 410 |
| Securities issued by states & political subdivisions | $45,992,000 | 522 |
| Other domestic debt securities | $2,991,000 | 1,456 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $454,000 | 282 |
| Asset backed securities | $396,000 | 159 |
| Structured financial products - Total | $805,000 | 209 |
| Other domestic debt securities - All other | $1,336,000 | 1,230 |
| 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 | $226,369,000 | 260 |
| Mortgage-backed securities | $160,456,000 | 423 |
| Certificates of participation in pools of residential mortgages | $144,027,000 | 282 |
| Issued or guaranteed by U.S. | $144,027,000 | 278 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $15,975,000 | 1,146 |
| CMOs issued by government agencies or sponsored agencies | $15,975,000 | 973 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $454,000 | 282 |
| Commercial mortgage pass-through securities | $454,000 | 206 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $272,467,000 | 429 |
| Total debt securities | $271,871,000 | 479 |
| Structured notes | ||
| Amortized cost | $2,801,000 | 1,643 |
| Fair value | $2,810,000 | 1,647 |
| 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 | $282,508,000 | 461 |
| U.S. Government securities | $232,311,000 | 411 |
| U.S. Treasury securities | $504,000 | 924 |
| U.S. Government agency obligations | $231,807,000 | 398 |
| Securities issued by states & political subdivisions | $47,493,000 | 476 |
| Other domestic debt securities | $2,704,000 | 1,528 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $514,000 | 141 |
| Structured financial products - Total | $883,000 | 209 |
| Other domestic debt securities - All other | $1,307,000 | 1,197 |
| 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 | $242,916,000 | 247 |
| Mortgage-backed securities | $166,718,000 | 403 |
| Certificates of participation in pools of residential mortgages | $160,619,000 | 249 |
| Issued or guaranteed by U.S. | $160,619,000 | 246 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $6,099,000 | 1,766 |
| CMOs issued by government agencies or sponsored agencies | $6,099,000 | 1,534 |
| Privately issued | $0 | 1,445 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $282,508,000 | 407 |
| Total debt securities | $281,848,000 | 454 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| 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 | $289,354,000 | 456 |
| U.S. Government securities | $234,825,000 | 412 |
| U.S. Treasury securities | $510,000 | 927 |
| U.S. Government agency obligations | $234,315,000 | 399 |
| Securities issued by states & political subdivisions | $50,135,000 | 418 |
| Other domestic debt securities | $3,546,000 | 1,399 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $520,000 | 146 |
| Structured financial products - Total | $1,045,000 | 200 |
| Other domestic debt securities - All other | $1,981,000 | 1,038 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $848,000 | 707 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $249,530,000 | 253 |
| Mortgage-backed securities | $171,809,000 | 405 |
| Certificates of participation in pools of residential mortgages | $163,279,000 | 263 |
| Issued or guaranteed by U.S. | $163,279,000 | 260 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $8,530,000 | 1,479 |
| CMOs issued by government agencies or sponsored agencies | $8,530,000 | 1,252 |
| Privately issued | $0 | 1,481 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $289,354,000 | 403 |
| Total debt securities | $287,711,000 | 451 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $284,550,000 | 457 |
| U.S. Government securities | $223,553,000 | 416 |
| U.S. Treasury securities | $517,000 | 871 |
| U.S. Government agency obligations | $223,036,000 | 403 |
| Securities issued by states & political subdivisions | $56,586,000 | 360 |
| Other domestic debt securities | $3,566,000 | 1,426 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $520,000 | 168 |
| Structured financial products - Total | $1,080,000 | 202 |
| Other domestic debt securities - All other | $1,966,000 | 1,074 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $845,000 | 719 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $264,185,000 | 245 |
| Mortgage-backed securities | $167,875,000 | 425 |
| Certificates of participation in pools of residential mortgages | $157,594,000 | 282 |
| Issued or guaranteed by U.S. | $157,594,000 | 279 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $10,281,000 | 1,348 |
| CMOs issued by government agencies or sponsored agencies | $10,281,000 | 1,114 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $284,550,000 | 396 |
| Total debt securities | $282,880,000 | 451 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $303,305,000 | 435 |
| U.S. Government securities | $236,820,000 | 385 |
| U.S. Treasury securities | $523,000 | 817 |
| U.S. Government agency obligations | $236,297,000 | 372 |
| Securities issued by states & political subdivisions | $61,099,000 | 322 |
| Other domestic debt securities | $4,397,000 | 1,381 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $523,000 | 172 |
| Structured financial products - Total | $2,040,000 | 176 |
| Other domestic debt securities - All other | $1,834,000 | 1,175 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $989,000 | 729 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $233,605,000 | 271 |
| Mortgage-backed securities | $180,646,000 | 419 |
| Certificates of participation in pools of residential mortgages | $169,240,000 | 272 |
| Issued or guaranteed by U.S. | $169,240,000 | 269 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $11,406,000 | 1,279 |
| CMOs issued by government agencies or sponsored agencies | $11,406,000 | 1,028 |
| Privately issued | $0 | 1,566 |
| 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) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $303,305,000 | 379 |
| Total debt securities | $301,706,000 | 425 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| 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 | $330,925,000 | 404 |
| U.S. Government securities | $261,700,000 | 345 |
| U.S. Treasury securities | $529,000 | 802 |
| U.S. Government agency obligations | $261,171,000 | 334 |
| Securities issued by states & political subdivisions | $62,279,000 | 299 |
| Other domestic debt securities | $5,961,000 | 1,211 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $512,000 | 196 |
| Structured financial products - Total | $3,256,000 | 143 |
| Other domestic debt securities - All other | $2,193,000 | 1,081 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $985,000 | 778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $265,988,000 | 239 |
| Mortgage-backed securities | $204,916,000 | 368 |
| Certificates of participation in pools of residential mortgages | $192,332,000 | 243 |
| Issued or guaranteed by U.S. | $192,332,000 | 240 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $12,584,000 | 1,202 |
| CMOs issued by government agencies or sponsored agencies | $12,584,000 | 950 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $330,925,000 | 349 |
| Total debt securities | $328,893,000 | 395 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $285,752,000 | 456 |
| U.S. Government securities | $213,756,000 | 426 |
| U.S. Treasury securities | $535,000 | 750 |
| U.S. Government agency obligations | $213,221,000 | 413 |
| Securities issued by states & political subdivisions | $64,811,000 | 271 |
| Other domestic debt securities | $6,607,000 | 1,095 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,017,000 | 136 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,590,000 | 991 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $578,000 | 908 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $269,887,000 | 241 |
| Mortgage-backed securities | $182,633,000 | 412 |
| Certificates of participation in pools of residential mortgages | $171,503,000 | 295 |
| Issued or guaranteed by U.S. | $171,503,000 | 289 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $11,130,000 | 1,285 |
| CMOs issued by government agencies or sponsored agencies | $11,130,000 | 1,015 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $285,752,000 | 392 |
| Total debt securities | $285,174,000 | 446 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $227,145,000 | 541 |
| U.S. Government securities | $154,303,000 | 578 |
| U.S. Treasury securities | $543,000 | 715 |
| U.S. Government agency obligations | $153,760,000 | 571 |
| Securities issued by states & political subdivisions | $64,829,000 | 262 |
| Other domestic debt securities | $7,496,000 | 993 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,969,000 | 123 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,527,000 | 811 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $517,000 | 924 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $209,310,000 | 312 |
| Mortgage-backed securities | $145,362,000 | 478 |
| Certificates of participation in pools of residential mortgages | $137,295,000 | 339 |
| Issued or guaranteed by U.S. | $137,295,000 | 334 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $8,067,000 | 1,453 |
| CMOs issued by government agencies or sponsored agencies | $8,067,000 | 1,165 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $227,145,000 | 464 |
| Total debt securities | $226,628,000 | 529 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $219,953,000 | 550 |
| U.S. Government securities | $151,933,000 | 561 |
| U.S. Treasury securities | $538,000 | 748 |
| U.S. Government agency obligations | $151,395,000 | 553 |
| Securities issued by states & political subdivisions | $59,970,000 | 273 |
| Other domestic debt securities | $7,635,000 | 954 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,094,000 | 128 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,541,000 | 788 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $415,000 | 1,023 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $208,097,000 | 306 |
| Mortgage-backed securities | $138,928,000 | 471 |
| Certificates of participation in pools of residential mortgages | $130,326,000 | 346 |
| Issued or guaranteed by U.S. | $130,326,000 | 341 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $8,602,000 | 1,365 |
| CMOs issued by government agencies or sponsored agencies | $8,602,000 | 1,079 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $219,953,000 | 468 |
| Total debt securities | $219,538,000 | 541 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $236,936,000 | 524 |
| U.S. Government securities | $167,413,000 | 510 |
| U.S. Treasury securities | $532,000 | 747 |
| U.S. Government agency obligations | $166,881,000 | 498 |
| Securities issued by states & political subdivisions | $60,947,000 | 271 |
| Other domestic debt securities | $8,154,000 | 961 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,477,000 | 125 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,677,000 | 849 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $422,000 | 1,330 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $224,210,000 | 281 |
| Mortgage-backed securities | $139,850,000 | 470 |
| Certificates of participation in pools of residential mortgages | $130,714,000 | 353 |
| Issued or guaranteed by U.S. | $130,714,000 | 347 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $9,136,000 | 1,315 |
| CMOs issued by government agencies or sponsored agencies | $9,136,000 | 1,040 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $236,936,000 | 452 |
| Total debt securities | $236,514,000 | 512 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $243,250,000 | 512 |
| U.S. Government securities | $175,606,000 | 482 |
| U.S. Treasury securities | $547,000 | 768 |
| U.S. Government agency obligations | $175,059,000 | 471 |
| Securities issued by states & political subdivisions | $58,967,000 | 287 |
| Other domestic debt securities | $8,258,000 | 935 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,546,000 | 132 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,712,000 | 835 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $419,000 | 1,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $220,676,000 | 290 |
| Mortgage-backed securities | $138,317,000 | 460 |
| Certificates of participation in pools of residential mortgages | $128,268,000 | 339 |
| Issued or guaranteed by U.S. | $128,268,000 | 333 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $10,049,000 | 1,233 |
| CMOs issued by government agencies or sponsored agencies | $10,049,000 | 974 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $243,250,000 | 447 |
| Total debt securities | $242,831,000 | 499 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $237,138,000 | 515 |
| U.S. Government securities | $175,814,000 | 494 |
| U.S. Treasury securities | $3,534,000 | 407 |
| U.S. Government agency obligations | $172,280,000 | 492 |
| Securities issued by states & political subdivisions | $52,520,000 | 323 |
| Other domestic debt securities | $8,379,000 | 889 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,675,000 | 132 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,704,000 | 800 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $425,000 | 1,301 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $212,316,000 | 295 |
| Mortgage-backed securities | $102,113,000 | 553 |
| Certificates of participation in pools of residential mortgages | $91,688,000 | 419 |
| Issued or guaranteed by U.S. | $91,688,000 | 413 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $10,425,000 | 1,130 |
| CMOs issued by government agencies or sponsored agencies | $10,425,000 | 906 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $237,138,000 | 450 |
| Total debt securities | $236,713,000 | 505 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $236,888,000 | 529 |
| U.S. Government securities | $181,032,000 | 494 |
| U.S. Treasury securities | $3,516,000 | 425 |
| U.S. Government agency obligations | $177,516,000 | 487 |
| Securities issued by states & political subdivisions | $45,617,000 | 393 |
| Other domestic debt securities | $8,879,000 | 806 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,946,000 | 122 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,933,000 | 753 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $1,360,000 | 872 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $224,320,000 | 275 |
| Mortgage-backed securities | $91,131,000 | 574 |
| Certificates of participation in pools of residential mortgages | $80,239,000 | 436 |
| Issued or guaranteed by U.S. | $80,239,000 | 431 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $10,892,000 | 1,047 |
| CMOs issued by government agencies or sponsored agencies | $10,892,000 | 835 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $236,888,000 | 457 |
| Total debt securities | $235,528,000 | 516 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $235,290,000 | 525 |
| U.S. Government securities | $178,293,000 | 495 |
| U.S. Treasury securities | $3,479,000 | 487 |
| U.S. Government agency obligations | $174,814,000 | 490 |
| Securities issued by states & political subdivisions | $47,714,000 | 366 |
| Other domestic debt securities | $7,919,000 | 822 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,022,000 | 115 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,897,000 | 843 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $1,364,000 | 879 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $202,111,000 | 299 |
| Mortgage-backed securities | $78,076,000 | 645 |
| Certificates of participation in pools of residential mortgages | $66,632,000 | 501 |
| Issued or guaranteed by U.S. | $66,632,000 | 493 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $11,444,000 | 979 |
| CMOs issued by government agencies or sponsored agencies | $11,444,000 | 776 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $235,290,000 | 448 |
| Total debt securities | $233,926,000 | 515 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $248,624,000 | 506 |
| U.S. Government securities | $189,033,000 | 481 |
| U.S. Treasury securities | $3,479,000 | 529 |
| U.S. Government agency obligations | $185,554,000 | 471 |
| Securities issued by states & political subdivisions | $49,758,000 | 345 |
| Other domestic debt securities | $8,469,000 | 803 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,030,000 | 114 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,439,000 | 776 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $1,364,000 | 899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $212,033,000 | 286 |
| Mortgage-backed securities | $83,160,000 | 615 |
| Certificates of participation in pools of residential mortgages | $71,068,000 | 475 |
| Issued or guaranteed by U.S. | $71,068,000 | 469 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $12,092,000 | 934 |
| CMOs issued by government agencies or sponsored agencies | $12,092,000 | 741 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $248,624,000 | 431 |
| Total debt securities | $247,260,000 | 498 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $261,828,000 | 489 |
| U.S. Government securities | $200,615,000 | 461 |
| U.S. Treasury securities | $3,964,000 | 526 |
| U.S. Government agency obligations | $196,651,000 | 455 |
| Securities issued by states & political subdivisions | $50,943,000 | 335 |
| Other domestic debt securities | $8,965,000 | 754 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,023,000 | 104 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,942,000 | 751 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $1,305,000 | 935 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $224,929,000 | 277 |
| Mortgage-backed securities | $85,931,000 | 607 |
| Certificates of participation in pools of residential mortgages | $73,338,000 | 473 |
| Issued or guaranteed by U.S. | $73,338,000 | 468 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $12,593,000 | 919 |
| CMOs issued by government agencies or sponsored agencies | $12,593,000 | 740 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $261,828,000 | 414 |
| Total debt securities | $260,523,000 | 474 |
| 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 | $234,070,000 | 548 |
| U.S. Government securities | $172,724,000 | 547 |
| U.S. Treasury securities | $3,961,000 | 551 |
| U.S. Government agency obligations | $168,763,000 | 549 |
| Securities issued by states & political subdivisions | $51,924,000 | 320 |
| Other domestic debt securities | $8,000,000 | 800 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,012,000 | 110 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,988,000 | 863 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $1,422,000 | 919 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $217,528,000 | 284 |
| Mortgage-backed securities | $56,719,000 | 841 |
| Certificates of participation in pools of residential mortgages | $43,637,000 | 755 |
| Issued or guaranteed by U.S. | $43,637,000 | 743 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $13,082,000 | 888 |
| CMOs issued by government agencies or sponsored agencies | $13,082,000 | 717 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $234,070,000 | 460 |
| Total debt securities | $232,648,000 | 541 |
| 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 | $240,907,000 | 542 |
| U.S. Government securities | $177,549,000 | 540 |
| U.S. Treasury securities | $3,919,000 | 595 |
| U.S. Government agency obligations | $173,630,000 | 542 |
| Securities issued by states & political subdivisions | $54,111,000 | 295 |
| Other domestic debt securities | $7,983,000 | 812 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,023,000 | 110 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,960,000 | 872 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,264,000 | 944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $222,433,000 | 287 |
| Mortgage-backed securities | $59,737,000 | 815 |
| Certificates of participation in pools of residential mortgages | $46,155,000 | 731 |
| Issued or guaranteed by U.S. | $46,155,000 | 722 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $13,582,000 | 871 |
| CMOs issued by government agencies or sponsored agencies | $13,582,000 | 705 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $240,907,000 | 456 |
| Total debt securities | $239,643,000 | 530 |
| 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 | $240,436,000 | 551 |
| U.S. Government securities | $178,266,000 | 554 |
| U.S. Treasury securities | $3,932,000 | 646 |
| U.S. Government agency obligations | $174,334,000 | 546 |
| Securities issued by states & political subdivisions | $52,553,000 | 309 |
| Other domestic debt securities | $8,563,000 | 803 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,018,000 | 117 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,545,000 | 738 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $1,054,000 | 1,026 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $229,698,000 | 281 |
| Mortgage-backed securities | $63,950,000 | 778 |
| Certificates of participation in pools of residential mortgages | $49,512,000 | 699 |
| Issued or guaranteed by U.S. | $49,512,000 | 688 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $14,438,000 | 841 |
| CMOs issued by government agencies or sponsored agencies | $14,438,000 | 679 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $240,436,000 | 464 |
| Total debt securities | $239,382,000 | 542 |
| 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 | $185,071,000 | 702 |
| U.S. Government securities | $122,535,000 | 756 |
| U.S. Treasury securities | $3,963,000 | 654 |
| U.S. Government agency obligations | $118,572,000 | 751 |
| Securities issued by states & political subdivisions | $52,874,000 | 309 |
| Other domestic debt securities | $8,610,000 | 807 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,610,000 | 497 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,052,000 | 1,051 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $177,812,000 | 333 |
| Mortgage-backed securities | $49,504,000 | 961 |
| Certificates of participation in pools of residential mortgages | $35,046,000 | 909 |
| Issued or guaranteed by U.S. | $35,046,000 | 903 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $14,458,000 | 833 |
| CMOs issued by government agencies or sponsored agencies | $14,458,000 | 675 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $185,071,000 | 586 |
| Total debt securities | $184,019,000 | 689 |
| 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 | $189,397,000 | 676 |
| U.S. Government securities | $126,157,000 | 732 |
| U.S. Treasury securities | $3,980,000 | 623 |
| U.S. Government agency obligations | $122,177,000 | 725 |
| Securities issued by states & political subdivisions | $53,539,000 | 304 |
| Other domestic debt securities | $8,649,000 | 809 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,649,000 | 516 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,052,000 | 1,078 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $174,715,000 | 325 |
| Mortgage-backed securities | $52,657,000 | 913 |
| Certificates of participation in pools of residential mortgages | $38,192,000 | 870 |
| Issued or guaranteed by U.S. | $38,192,000 | 865 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $14,465,000 | 840 |
| CMOs issued by government agencies or sponsored agencies | $14,465,000 | 682 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $189,397,000 | 562 |
| Total debt securities | $188,345,000 | 664 |
| 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 | $195,318,000 | 663 |
| U.S. Government securities | $129,964,000 | 708 |
| U.S. Treasury securities | $4,020,000 | 634 |
| U.S. Government agency obligations | $125,944,000 | 710 |
| Securities issued by states & political subdivisions | $55,596,000 | 285 |
| Other domestic debt securities | $8,703,000 | 812 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,703,000 | 530 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,055,000 | 1,077 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $179,325,000 | 317 |
| Mortgage-backed securities | $56,884,000 | 870 |
| Certificates of participation in pools of residential mortgages | $41,781,000 | 826 |
| Issued or guaranteed by U.S. | $41,781,000 | 818 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $15,103,000 | 838 |
| CMOs issued by government agencies or sponsored agencies | $15,103,000 | 688 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $195,318,000 | 547 |
| Total debt securities | $194,263,000 | 654 |
| 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 | $198,354,000 | 660 |
| U.S. Government securities | $133,509,000 | 709 |
| U.S. Treasury securities | $2,996,000 | 831 |
| U.S. Government agency obligations | $130,513,000 | 696 |
| Securities issued by states & political subdivisions | $55,108,000 | 272 |
| Other domestic debt securities | $8,677,000 | 837 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,677,000 | 563 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $1,060,000 | 1,114 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $179,940,000 | 324 |
| Mortgage-backed securities | $60,550,000 | 857 |
| Certificates of participation in pools of residential mortgages | $44,654,000 | 795 |
| Issued or guaranteed by U.S. | $44,654,000 | 790 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $15,896,000 | 839 |
| CMOs issued by government agencies or sponsored agencies | $15,896,000 | 692 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $198,354,000 | 548 |
| Total debt securities | $197,294,000 | 644 |
| 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 | $175,654,000 | 747 |
| U.S. Government securities | $109,743,000 | 879 |
| U.S. Treasury securities | $550,000 | 1,520 |
| U.S. Government agency obligations | $109,193,000 | 846 |
| Securities issued by states & political subdivisions | $56,089,000 | 270 |
| Other domestic debt securities | $8,760,000 | 865 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,760,000 | 585 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $1,062,000 | 1,156 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $146,532,000 | 377 |
| Mortgage-backed securities | $47,398,000 | 1,070 |
| Certificates of participation in pools of residential mortgages | $41,357,000 | 880 |
| Issued or guaranteed by U.S. | $41,357,000 | 873 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $6,041,000 | 1,417 |
| CMOs issued by government agencies or sponsored agencies | $6,041,000 | 1,238 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $175,654,000 | 636 |
| Total debt securities | $174,592,000 | 731 |
| 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 | $189,192,000 | 697 |
| U.S. Government securities | $120,288,000 | 805 |
| U.S. Treasury securities | $558,000 | 1,510 |
| U.S. Government agency obligations | $119,730,000 | 779 |
| Securities issued by states & political subdivisions | $58,547,000 | 264 |
| Other domestic debt securities | $9,300,000 | 846 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,300,000 | 573 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $1,057,000 | 1,172 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $148,165,000 | 378 |
| Mortgage-backed securities | $51,138,000 | 1,011 |
| Certificates of participation in pools of residential mortgages | $44,663,000 | 818 |
| Issued or guaranteed by U.S. | $44,663,000 | 813 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,475,000 | 1,375 |
| CMOs issued by government agencies or sponsored agencies | $6,475,000 | 1,209 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $189,192,000 | 589 |
| Total debt securities | $188,135,000 | 683 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $194,608,000 | 688 |
| U.S. Government securities | $125,415,000 | 780 |
| U.S. Treasury securities | $542,000 | 1,605 |
| U.S. Government agency obligations | $124,873,000 | 753 |
| Securities issued by states & political subdivisions | $59,095,000 | 249 |
| Other domestic debt securities | $9,039,000 | 871 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,039,000 | 608 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $1,059,000 | 1,193 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $151,234,000 | 367 |
| Mortgage-backed securities | $54,634,000 | 965 |
| Certificates of participation in pools of residential mortgages | $47,771,000 | 785 |
| Issued or guaranteed by U.S. | $47,771,000 | 781 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,863,000 | 1,347 |
| CMOs issued by government agencies or sponsored agencies | $6,863,000 | 1,183 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $194,608,000 | 582 |
| Total debt securities | $193,549,000 | 675 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $195,925,000 | 690 |
| U.S. Government securities | $125,936,000 | 782 |
| U.S. Treasury securities | $572,000 | 1,572 |
| U.S. Government agency obligations | $125,364,000 | 756 |
| Securities issued by states & political subdivisions | $59,026,000 | 254 |
| Other domestic debt securities | $9,894,000 | 866 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,894,000 | 603 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $1,069,000 | 1,269 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $145,370,000 | 365 |
| Mortgage-backed securities | $53,860,000 | 1,013 |
| Certificates of participation in pools of residential mortgages | $46,074,000 | 831 |
| Issued or guaranteed by U.S. | $46,074,000 | 825 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $7,786,000 | 1,305 |
| CMOs issued by government agencies or sponsored agencies | $7,786,000 | 1,145 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $195,925,000 | 592 |
| Total debt securities | $194,856,000 | 678 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $187,577,000 | 725 |
| U.S. Government securities | $121,802,000 | 838 |
| U.S. Treasury securities | $560,000 | 1,683 |
| U.S. Government agency obligations | $121,242,000 | 805 |
| Securities issued by states & political subdivisions | $60,149,000 | 252 |
| Other domestic debt securities | $4,563,000 | 1,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,563,000 | 1,090 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $1,063,000 | 1,267 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $157,795,000 | 349 |
| Mortgage-backed securities | $51,526,000 | 1,047 |
| Certificates of participation in pools of residential mortgages | $48,466,000 | 800 |
| Issued or guaranteed by U.S. | $48,466,000 | 793 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,060,000 | 1,968 |
| CMOs issued by government agencies or sponsored agencies | $3,060,000 | 1,846 |
| Privately issued | $0 | 1,065 |
| 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 | 4,692 |
| Available-for-sale securities (fair market value) | $187,577,000 | 618 |
| Total debt securities | $186,514,000 | 714 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $198,476,000 | 692 |
| U.S. Government securities | $129,981,000 | 789 |
| U.S. Treasury securities | $1,068,000 | 1,405 |
| U.S. Government agency obligations | $128,913,000 | 767 |
| Securities issued by states & political subdivisions | $61,835,000 | 234 |
| Other domestic debt securities | $3,598,000 | 1,618 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,598,000 | 1,345 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $3,062,000 | 877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $163,795,000 | 323 |
| Mortgage-backed securities | $56,574,000 | 966 |
| Certificates of participation in pools of residential mortgages | $52,542,000 | 750 |
| Issued or guaranteed by U.S. | $52,542,000 | 745 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $4,032,000 | 1,778 |
| CMOs issued by government agencies or sponsored agencies | $4,032,000 | 1,653 |
| Privately issued | $0 | 1,143 |
| 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 | 4,716 |
| Available-for-sale securities (fair market value) | $198,476,000 | 601 |
| Total debt securities | $195,415,000 | 684 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $213,846,000 | 641 |
| U.S. Government securities | $145,171,000 | 688 |
| U.S. Treasury securities | $1,086,000 | 1,421 |
| U.S. Government agency obligations | $144,085,000 | 669 |
| Securities issued by states & political subdivisions | $61,956,000 | 234 |
| Other domestic debt securities | $3,646,000 | 1,689 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,646,000 | 1,410 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $3,073,000 | 894 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $153,997,000 | 339 |
| Mortgage-backed securities | $72,202,000 | 815 |
| Certificates of participation in pools of residential mortgages | $64,674,000 | 621 |
| Issued or guaranteed by U.S. | $64,674,000 | 618 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $7,528,000 | 1,431 |
| CMOs issued by government agencies or sponsored agencies | $7,528,000 | 1,329 |
| Privately issued | $0 | 1,203 |
| 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) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $213,846,000 | 556 |
| Total debt securities | $210,774,000 | 630 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $229,077,000 | 600 |
| U.S. Government securities | $162,438,000 | 629 |
| U.S. Treasury securities | $1,076,000 | 1,441 |
| U.S. Government agency obligations | $161,362,000 | 608 |
| Securities issued by states & political subdivisions | $59,430,000 | 233 |
| Other domestic debt securities | $4,137,000 | 1,557 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,137,000 | 1,290 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $3,072,000 | 891 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $157,259,000 | 327 |
| Mortgage-backed securities | $91,655,000 | 685 |
| Certificates of participation in pools of residential mortgages | $79,180,000 | 534 |
| Issued or guaranteed by U.S. | $79,180,000 | 530 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $12,475,000 | 1,106 |
| CMOs issued by government agencies or sponsored agencies | $12,475,000 | 1,020 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $229,077,000 | 515 |
| Total debt securities | $226,003,000 | 585 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $236,110,000 | 561 |
| U.S. Government securities | $169,756,000 | 580 |
| U.S. Treasury securities | $1,082,000 | 1,514 |
| U.S. Government agency obligations | $168,674,000 | 563 |
| Securities issued by states & political subdivisions | $59,642,000 | 226 |
| Other domestic debt securities | $3,638,000 | 1,663 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,638,000 | 1,416 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $3,074,000 | 896 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $159,082,000 | 317 |
| Mortgage-backed securities | $107,868,000 | 594 |
| Certificates of participation in pools of residential mortgages | $89,167,000 | 458 |
| Issued or guaranteed by U.S. | $89,167,000 | 452 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $18,701,000 | 869 |
| CMOs issued by government agencies or sponsored agencies | $18,701,000 | 804 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $236,110,000 | 476 |
| Total debt securities | $233,035,000 | 545 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $250,436,000 | 484 |
| U.S. Government securities | $178,582,000 | 506 |
| U.S. Treasury securities | $3,056,000 | 1,105 |
| U.S. Government agency obligations | $175,526,000 | 484 |
| Securities issued by states & political subdivisions | $65,108,000 | 191 |
| Other domestic debt securities | $3,536,000 | 1,720 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,536,000 | 1,416 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $3,210,000 | 847 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $161,870,000 | 302 |
| Mortgage-backed securities | $150,618,000 | 416 |
| Certificates of participation in pools of residential mortgages | $116,534,000 | 320 |
| Issued or guaranteed by U.S. | $116,534,000 | 317 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $34,084,000 | 587 |
| CMOs issued by government agencies or sponsored agencies | $34,084,000 | 530 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $250,436,000 | 421 |
| Total debt securities | $247,226,000 | 468 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $272,226,000 | 446 |
| U.S. Government securities | $186,968,000 | 470 |
| U.S. Treasury securities | $3,023,000 | 1,490 |
| U.S. Government agency obligations | $183,945,000 | 449 |
| Securities issued by states & political subdivisions | $62,049,000 | 188 |
| Other domestic debt securities | $3,024,000 | 1,562 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,024,000 | 1,320 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $20,185,000 | 291 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $158,940,000 | 305 |
| Mortgage-backed securities | $151,873,000 | 371 |
| Certificates of participation in pools of residential mortgages | $110,409,000 | 300 |
| Issued or guaranteed by U.S. | $110,409,000 | 295 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $41,464,000 | 421 |
| CMOs issued by government agencies or sponsored agencies | $41,464,000 | 372 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $272,226,000 | 363 |
| Total debt securities | $252,041,000 | 448 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $299,049,000 | 440 |
| U.S. Government securities | $208,291,000 | 477 |
| U.S. Treasury securities | $9,006,000 | 963 |
| U.S. Government agency obligations | $199,285,000 | 449 |
| Securities issued by states & political subdivisions | $62,635,000 | 189 |
| Other domestic debt securities | $2,916,000 | 1,561 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,916,000 | 1,282 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $25,207,000 | 250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $143,503,000 | 351 |
| Mortgage-backed securities | $172,383,000 | 370 |
| Certificates of participation in pools of residential mortgages | $126,792,000 | 292 |
| Issued or guaranteed by U.S. | $126,792,000 | 288 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $45,591,000 | 438 |
| CMOs issued by government agencies or sponsored agencies | $45,591,000 | 386 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $299,049,000 | 351 |
| Total debt securities | $273,842,000 | 453 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $210,584,000 | 594 |
| U.S. Government securities | $134,775,000 | 683 |
| U.S. Treasury securities | $17,766,000 | 750 |
| U.S. Government agency obligations | $117,009,000 | 676 |
| Securities issued by states & political subdivisions | $70,726,000 | 167 |
| Other domestic debt securities | $3,039,000 | 1,416 |
| Privately issued residential mortgage-backed securities | $29,000 | 1,462 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,010,000 | 1,153 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $2,044,000 | 1,499 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $134,117,000 | 316 |
| Mortgage-backed securities | $90,857,000 | 574 |
| Certificates of participation in pools of residential mortgages | $74,184,000 | 476 |
| Issued or guaranteed by U.S. | $74,184,000 | 468 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $16,673,000 | 861 |
| CMOs issued by government agencies or sponsored agencies | $16,644,000 | 781 |
| Privately issued | $29,000 | 1,256 |
| 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 | 6,613 |
| Available-for-sale securities (fair market value) | $210,584,000 | 466 |
| Total debt securities | $208,540,000 | 576 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $167,766,000 | 722 |
| U.S. Government securities | $114,219,000 | 829 |
| U.S. Treasury securities | $24,693,000 | 766 |
| U.S. Government agency obligations | $89,526,000 | 847 |
| Securities issued by states & political subdivisions | $49,165,000 | 210 |
| Other domestic debt securities | $2,723,000 | 1,162 |
| Privately issued residential mortgage-backed securities | $246,000 | 989 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,477,000 | 958 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $1,659,000 | 1,656 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $106,234,000 | 371 |
| Mortgage-backed securities | $57,211,000 | 784 |
| Certificates of participation in pools of residential mortgages | $43,697,000 | 705 |
| Issued or guaranteed by U.S. | $43,697,000 | 690 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $13,514,000 | 909 |
| CMOs issued by government agencies or sponsored agencies | $13,268,000 | 876 |
| Privately issued | $246,000 | 798 |
| 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) | $58,780,000 | 600 |
| Available-for-sale securities (fair market value) | $108,986,000 | 761 |
| Total debt securities | $166,107,000 | 704 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $143,574,000 | 861 |
| U.S. Government securities | $99,158,000 | 987 |
| U.S. Treasury securities | $22,731,000 | 1,028 |
| U.S. Government agency obligations | $76,427,000 | 994 |
| Securities issued by states & political subdivisions | $42,466,000 | 240 |
| Other domestic debt securities | $452,000 | 2,802 |
| Privately issued residential mortgage-backed securities | $452,000 | 1,025 |
| 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 | $1,498,000 | 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 | $87,764,000 | 447 |
| Mortgage-backed securities | $46,977,000 | 981 |
| Certificates of participation in pools of residential mortgages | $26,116,000 | 1,094 |
| Issued or guaranteed by U.S. | $26,116,000 | 1,073 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $20,861,000 | 697 |
| CMOs issued by government agencies or sponsored agencies | $20,409,000 | 658 |
| Privately issued | $452,000 | 807 |
| 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) | $57,153,000 | 696 |
| Available-for-sale securities (fair market value) | $86,421,000 | 954 |
| Total debt securities | $142,076,000 | 839 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,681 |
| Fair value | $985,000 | 1,890 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $159,055,000 | 821 |
| U.S. Government securities | $120,919,000 | 866 |
| U.S. Treasury securities | $36,121,000 | 790 |
| U.S. Government agency obligations | $84,798,000 | 901 |
| Securities issued by states & political subdivisions | $36,329,000 | 304 |
| Other domestic debt securities | $507,000 | 3,152 |
| Privately issued residential mortgage-backed securities | $507,000 | 1,167 |
| 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 | $1,300,000 | 1,868 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $139,911,000 | 336 |
| Mortgage-backed securities | $43,697,000 | 1,070 |
| Certificates of participation in pools of residential mortgages | $43,190,000 | 770 |
| Issued or guaranteed by U.S. | $43,190,000 | 747 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $507,000 | 4,869 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $507,000 | 913 |
| 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) | $37,172,000 | 1,180 |
| Available-for-sale securities (fair market value) | $121,883,000 | 723 |
| Total debt securities | $157,755,000 | 804 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,530 |
| Fair value | $976,000 | 2,808 |
| 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 | $132,990,000 | 983 |
| U.S. Government securities | $95,517,000 | 1,131 |
| U.S. Treasury securities | $35,590,000 | 967 |
| U.S. Government agency obligations | $59,927,000 | 1,196 |
| Securities issued by states & political subdivisions | $35,353,000 | 302 |
| Other domestic debt securities | $681,000 | 3,189 |
| Privately issued residential mortgage-backed securities | $681,000 | 1,105 |
| 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 | $1,439,000 | 1,624 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,928,000 | 377 |
| Mortgage-backed securities | $45,042,000 | 1,104 |
| Certificates of participation in pools of residential mortgages | $11,899,000 | 2,011 |
| Issued or guaranteed by U.S. | $11,899,000 | 1,993 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $33,143,000 | 634 |
| CMOs issued by government agencies or sponsored agencies | $32,462,000 | 600 |
| Privately issued | $681,000 | 881 |
| 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) | $67,369,000 | 1,115 |
| Available-for-sale securities (fair market value) | $65,621,000 | 876 |
| Total debt securities | $131,551,000 | 977 |
| 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 | $130,822,000 | 1,050 |
| U.S. Government securities | $99,932,000 | 1,113 |
| U.S. Treasury securities | $38,557,000 | 972 |
| U.S. Government agency obligations | $61,375,000 | 1,200 |
| Securities issued by states & political subdivisions | $28,707,000 | 379 |
| Other domestic debt securities | $796,000 | 3,648 |
| Privately issued residential mortgage-backed securities | $796,000 | 1,372 |
| 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 | $1,387,000 | 1,758 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $122,044,000 | 349 |
| Mortgage-backed securities | $48,529,000 | 1,128 |
| Certificates of participation in pools of residential mortgages | $24,815,000 | 1,273 |
| Issued or guaranteed by U.S. | $24,815,000 | 1,251 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $23,714,000 | 911 |
| CMOs issued by government agencies or sponsored agencies | $22,918,000 | 868 |
| Privately issued | $796,000 | 1,062 |
| 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 | $129,435,000 | 1,033 |
| 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 | $143,457,000 | 939 |
| U.S. Government securities | $112,909,000 | 969 |
| U.S. Treasury securities | $38,595,000 | 966 |
| U.S. Government agency obligations | $74,314,000 | 972 |
| Securities issued by states & political subdivisions | $25,424,000 | 403 |
| Other domestic debt securities | $1,601,000 | 3,295 |
| Privately issued residential mortgage-backed securities | $1,601,000 | 1,369 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $3,523,000 | 830 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $115,191,000 | 340 |
| Mortgage-backed securities | $53,912,000 | 1,063 |
| Certificates of participation in pools of residential mortgages | $20,595,000 | 1,474 |
| Issued or guaranteed by U.S. | $20,595,000 | 1,439 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $33,317,000 | 698 |
| CMOs issued by government agencies or sponsored agencies | $31,716,000 | 632 |
| Privately issued | $1,601,000 | 1,064 |
| 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 | $139,934,000 | 937 |
| 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 |