| 2010-09-30 | Rank |
| Total securities | $170,538,000 | 800 |
| U.S. Government securities | $167,488,000 | 583 |
| U.S. Treasury securities | $5,910,000 | 413 |
| U.S. Government agency obligations | $161,578,000 | 574 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $3,050,000 | 379 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $150,565,000 | 395 |
| Mortgage-backed securities | $117,378,000 | 578 |
| Certificates of participation in pools of residential mortgages | $87,480,000 | 439 |
| Issued or guaranteed by U.S. | $87,480,000 | 435 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $29,898,000 | 779 |
| CMOs issued by government agencies or sponsored agencies | $29,898,000 | 658 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $170,538,000 | 699 |
| Total debt securities | $167,488,000 | 803 |
| Structured notes |
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $201,854,000 | 668 |
| U.S. Government securities | $198,922,000 | 484 |
| U.S. Treasury securities | $5,890,000 | 392 |
| U.S. Government agency obligations | $193,032,000 | 479 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,932,000 | 390 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $178,312,000 | 339 |
| Mortgage-backed securities | $146,378,000 | 452 |
| Certificates of participation in pools of residential mortgages | $105,377,000 | 378 |
| Issued or guaranteed by U.S. | $105,377,000 | 375 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $41,001,000 | 612 |
| CMOs issued by government agencies or sponsored agencies | $41,001,000 | 498 |
| 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) | $201,854,000 | 578 |
| Total debt securities | $198,922,000 | 666 |
| 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 | $206,025,000 | 635 |
| U.S. Government securities | $201,598,000 | 478 |
| U.S. Treasury securities | $5,806,000 | 395 |
| U.S. Government agency obligations | $195,792,000 | 473 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $1,420,000 | 1,986 |
| Privately issued residential mortgage-backed securities | $1,420,000 | 958 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $3,007,000 | 379 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $181,766,000 | 347 |
| Mortgage-backed securities | $157,634,000 | 450 |
| Certificates of participation in pools of residential mortgages | $116,040,000 | 368 |
| Issued or guaranteed by U.S. | $116,040,000 | 366 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $41,594,000 | 601 |
| CMOs issued by government agencies or sponsored agencies | $40,174,000 | 498 |
| Privately issued | $1,420,000 | 921 |
| 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) | $206,025,000 | 552 |
| Total debt securities | $203,018,000 | 633 |
| 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 | $230,108,000 | 562 |
| U.S. Government securities | $223,492,000 | 417 |
| U.S. Treasury securities | $5,794,000 | 345 |
| U.S. Government agency obligations | $217,698,000 | 413 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $3,886,000 | 1,384 |
| Privately issued residential mortgage-backed securities | $1,508,000 | 976 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $2,378,000 | 966 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $2,730,000 | 428 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $206,720,000 | 305 |
| Mortgage-backed securities | $178,969,000 | 397 |
| Certificates of participation in pools of residential mortgages | $133,826,000 | 325 |
| Issued or guaranteed by U.S. | $133,826,000 | 322 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $45,143,000 | 569 |
| CMOs issued by government agencies or sponsored agencies | $43,635,000 | 459 |
| Privately issued | $1,508,000 | 940 |
| 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) | $230,108,000 | 493 |
| Total debt securities | $227,378,000 | 565 |
| 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 | $239,916,000 | 542 |
| U.S. Government securities | $233,239,000 | 390 |
| U.S. Treasury securities | $5,836,000 | 329 |
| U.S. Government agency obligations | $227,403,000 | 384 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $3,902,000 | 1,444 |
| Privately issued residential mortgage-backed securities | $1,546,000 | 1,024 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $2,356,000 | 1,023 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $2,775,000 | 459 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $229,901,000 | 278 |
| Mortgage-backed securities | $197,184,000 | 378 |
| Certificates of participation in pools of residential mortgages | $156,415,000 | 291 |
| Issued or guaranteed by U.S. | $156,415,000 | 288 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $40,769,000 | 600 |
| CMOs issued by government agencies or sponsored agencies | $39,223,000 | 464 |
| Privately issued | $1,546,000 | 983 |
| 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) | $239,916,000 | 469 |
| Total debt securities | $237,141,000 | 532 |
| 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 | $228,495,000 | 560 |
| U.S. Government securities | $220,000,000 | 405 |
| U.S. Treasury securities | $5,794,000 | 319 |
| U.S. Government agency obligations | $214,206,000 | 401 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $5,855,000 | 1,227 |
| Privately issued residential mortgage-backed securities | $1,616,000 | 1,043 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $4,239,000 | 743 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $2,640,000 | 514 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $221,325,000 | 289 |
| Mortgage-backed securities | $198,511,000 | 381 |
| Certificates of participation in pools of residential mortgages | $170,917,000 | 277 |
| Issued or guaranteed by U.S. | $170,917,000 | 273 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $27,594,000 | 732 |
| CMOs issued by government agencies or sponsored agencies | $25,978,000 | 580 |
| Privately issued | $1,616,000 | 1,001 |
| 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) | $228,495,000 | 489 |
| Total debt securities | $225,855,000 | 547 |
| 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 | $249,520,000 | 507 |
| U.S. Government securities | $240,447,000 | 385 |
| U.S. Treasury securities | $5,955,000 | 281 |
| U.S. Government agency obligations | $234,492,000 | 385 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $7,287,000 | 1,042 |
| Privately issued residential mortgage-backed securities | $1,765,000 | 1,040 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,522,000 | 609 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,786,000 | 623 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $239,821,000 | 270 |
| Mortgage-backed securities | $219,555,000 | 357 |
| Certificates of participation in pools of residential mortgages | $180,379,000 | 279 |
| Issued or guaranteed by U.S. | $180,379,000 | 272 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $39,176,000 | 583 |
| CMOs issued by government agencies or sponsored agencies | $37,411,000 | 433 |
| Privately issued | $1,765,000 | 998 |
| 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) | $249,520,000 | 438 |
| Total debt securities | $247,734,000 | 499 |
| 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 | $264,136,000 | 471 |
| U.S. Government securities | $253,985,000 | 358 |
| U.S. Treasury securities | $6,004,000 | 244 |
| U.S. Government agency obligations | $247,981,000 | 352 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $7,689,000 | 979 |
| Privately issued residential mortgage-backed securities | $2,006,000 | 956 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,683,000 | 590 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $2,462,000 | 497 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $241,145,000 | 274 |
| Mortgage-backed securities | $233,246,000 | 323 |
| Certificates of participation in pools of residential mortgages | $186,205,000 | 262 |
| Issued or guaranteed by U.S. | $186,205,000 | 257 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $47,041,000 | 495 |
| CMOs issued by government agencies or sponsored agencies | $45,035,000 | 368 |
| Privately issued | $2,006,000 | 918 |
| 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) | $264,136,000 | 405 |
| Total debt securities | $261,674,000 | 464 |
| 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 | $241,831,000 | 499 |
| U.S. Government securities | $233,237,000 | 367 |
| U.S. Treasury securities | $5,665,000 | 259 |
| U.S. Government agency obligations | $227,572,000 | 371 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $5,222,000 | 1,170 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,222,000 | 620 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $3,372,000 | 440 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $232,581,000 | 274 |
| Mortgage-backed securities | $210,487,000 | 338 |
| Certificates of participation in pools of residential mortgages | $165,162,000 | 277 |
| Issued or guaranteed by U.S. | $165,162,000 | 272 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $45,325,000 | 489 |
| CMOs issued by government agencies or sponsored agencies | $45,325,000 | 338 |
| 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) | $241,831,000 | 423 |
| Total debt securities | $238,459,000 | 500 |
| 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 | $254,970,000 | 486 |
| U.S. Government securities | $236,164,000 | 361 |
| U.S. Treasury securities | $5,576,000 | 254 |
| U.S. Government agency obligations | $230,588,000 | 361 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $17,861,000 | 601 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,861,000 | 274 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $945,000 | 1,066 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $235,450,000 | 264 |
| Mortgage-backed securities | $211,430,000 | 333 |
| Certificates of participation in pools of residential mortgages | $161,600,000 | 283 |
| Issued or guaranteed by U.S. | $161,600,000 | 278 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $49,830,000 | 454 |
| CMOs issued by government agencies or sponsored agencies | $49,830,000 | 309 |
| 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) | $254,970,000 | 417 |
| Total debt securities | $254,025,000 | 472 |
| 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 | $263,809,000 | 482 |
| U.S. Government securities | $245,111,000 | 349 |
| U.S. Treasury securities | $5,785,000 | 263 |
| U.S. Government agency obligations | $239,326,000 | 347 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $17,733,000 | 589 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,733,000 | 275 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $965,000 | 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 | $244,318,000 | 265 |
| Mortgage-backed securities | $220,589,000 | 328 |
| Certificates of participation in pools of residential mortgages | $164,252,000 | 277 |
| Issued or guaranteed by U.S. | $164,252,000 | 271 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $56,337,000 | 418 |
| CMOs issued by government agencies or sponsored agencies | $56,337,000 | 287 |
| 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) | $263,809,000 | 420 |
| Total debt securities | $262,844,000 | 463 |
| 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 | $230,165,000 | 537 |
| U.S. Government securities | $218,201,000 | 401 |
| U.S. Treasury securities | $5,541,000 | 289 |
| U.S. Government agency obligations | $212,660,000 | 398 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $11,005,000 | 758 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,005,000 | 399 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $959,000 | 1,034 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $217,332,000 | 289 |
| Mortgage-backed securities | $196,827,000 | 336 |
| Certificates of participation in pools of residential mortgages | $136,703,000 | 297 |
| Issued or guaranteed by U.S. | $136,703,000 | 291 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $60,124,000 | 393 |
| CMOs issued by government agencies or sponsored agencies | $60,124,000 | 275 |
| 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) | $230,165,000 | 465 |
| Total debt securities | $229,206,000 | 527 |
| 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 | $215,235,000 | 585 |
| U.S. Government securities | $208,020,000 | 430 |
| U.S. Treasury securities | $5,344,000 | 315 |
| U.S. Government agency obligations | $202,676,000 | 432 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $6,271,000 | 966 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,271,000 | 565 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $944,000 | 1,007 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $207,066,000 | 294 |
| Mortgage-backed securities | $177,934,000 | 356 |
| Certificates of participation in pools of residential mortgages | $114,045,000 | 331 |
| Issued or guaranteed by U.S. | $114,045,000 | 325 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $63,889,000 | 362 |
| CMOs issued by government agencies or sponsored agencies | $63,889,000 | 250 |
| 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) | $215,235,000 | 493 |
| Total debt securities | $214,291,000 | 569 |
| 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 | $199,655,000 | 618 |
| U.S. Government securities | $191,451,000 | 462 |
| U.S. Treasury securities | $5,173,000 | 366 |
| U.S. Government agency obligations | $186,278,000 | 463 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $7,271,000 | 857 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,271,000 | 494 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $933,000 | 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 | $190,377,000 | 313 |
| Mortgage-backed securities | $156,203,000 | 396 |
| Certificates of participation in pools of residential mortgages | $89,172,000 | 403 |
| Issued or guaranteed by U.S. | $89,172,000 | 399 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $67,031,000 | 349 |
| CMOs issued by government agencies or sponsored agencies | $67,031,000 | 248 |
| 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) | $199,655,000 | 522 |
| Total debt securities | $198,722,000 | 603 |
| 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 | $213,428,000 | 592 |
| U.S. Government securities | $205,087,000 | 441 |
| U.S. Treasury securities | $5,264,000 | 393 |
| U.S. Government agency obligations | $199,823,000 | 441 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $7,391,000 | 860 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,391,000 | 505 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $950,000 | 1,039 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $203,882,000 | 299 |
| Mortgage-backed securities | $164,665,000 | 382 |
| Certificates of participation in pools of residential mortgages | $94,906,000 | 391 |
| Issued or guaranteed by U.S. | $94,906,000 | 386 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $69,759,000 | 330 |
| CMOs issued by government agencies or sponsored agencies | $69,759,000 | 233 |
| 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) | $213,428,000 | 491 |
| Total debt securities | $212,478,000 | 575 |
| 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 | $218,168,000 | 580 |
| U.S. Government securities | $209,857,000 | 443 |
| U.S. Treasury securities | $5,214,000 | 428 |
| U.S. Government agency obligations | $204,643,000 | 440 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $7,364,000 | 841 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,364,000 | 508 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $947,000 | 1,081 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $116,105,000 | 476 |
| Mortgage-backed securities | $169,428,000 | 366 |
| Certificates of participation in pools of residential mortgages | $97,898,000 | 383 |
| Issued or guaranteed by U.S. | $97,898,000 | 377 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $71,530,000 | 323 |
| CMOs issued by government agencies or sponsored agencies | $71,530,000 | 236 |
| 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) | $218,168,000 | 483 |
| Total debt securities | $217,221,000 | 561 |
| 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 | $228,100,000 | 567 |
| U.S. Government securities | $219,624,000 | 432 |
| U.S. Treasury securities | $4,724,000 | 493 |
| U.S. Government agency obligations | $214,900,000 | 433 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $7,528,000 | 830 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,528,000 | 498 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $948,000 | 1,086 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $118,450,000 | 459 |
| Mortgage-backed securities | $174,597,000 | 359 |
| Certificates of participation in pools of residential mortgages | $101,002,000 | 389 |
| Issued or guaranteed by U.S. | $101,002,000 | 382 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $73,595,000 | 311 |
| CMOs issued by government agencies or sponsored agencies | $73,595,000 | 236 |
| 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) | $228,100,000 | 473 |
| Total debt securities | $227,152,000 | 553 |
| 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 | $231,959,000 | 565 |
| U.S. Government securities | $222,130,000 | 438 |
| U.S. Treasury securities | $4,573,000 | 542 |
| U.S. Government agency obligations | $217,557,000 | 438 |
| Securities issued by states & political subdivisions | $1,500,000 | 4,632 |
| Other domestic debt securities | $7,403,000 | 836 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,403,000 | 520 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $926,000 | 1,092 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $118,961,000 | 463 |
| Mortgage-backed securities | $177,494,000 | 364 |
| Certificates of participation in pools of residential mortgages | $102,385,000 | 388 |
| Issued or guaranteed by U.S. | $102,385,000 | 384 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $75,109,000 | 309 |
| CMOs issued by government agencies or sponsored agencies | $75,109,000 | 229 |
| 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) | $231,959,000 | 474 |
| Total debt securities | $231,033,000 | 554 |
| 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 | $271,572,000 | 489 |
| U.S. Government securities | $254,499,000 | 402 |
| U.S. Treasury securities | $4,634,000 | 583 |
| U.S. Government agency obligations | $249,865,000 | 392 |
| Securities issued by states & political subdivisions | $1,504,000 | 4,655 |
| Other domestic debt securities | $14,639,000 | 581 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,639,000 | 326 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $930,000 | 1,118 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $152,998,000 | 374 |
| Mortgage-backed securities | $155,666,000 | 416 |
| Certificates of participation in pools of residential mortgages | $66,390,000 | 544 |
| Issued or guaranteed by U.S. | $66,390,000 | 537 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $89,276,000 | 274 |
| CMOs issued by government agencies or sponsored agencies | $89,276,000 | 209 |
| 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) | $271,572,000 | 416 |
| Total debt securities | $270,642,000 | 478 |
| 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 | $256,925,000 | 523 |
| U.S. Government securities | $243,262,000 | 425 |
| U.S. Treasury securities | $4,769,000 | 591 |
| U.S. Government agency obligations | $238,493,000 | 411 |
| Securities issued by states & political subdivisions | $1,526,000 | 4,670 |
| Other domestic debt securities | $11,189,000 | 685 |
| 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 | $11,189,000 | 406 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $948,000 | 1,143 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $139,114,000 | 403 |
| Mortgage-backed securities | $141,782,000 | 446 |
| Certificates of participation in pools of residential mortgages | $47,065,000 | 735 |
| Issued or guaranteed by U.S. | $47,065,000 | 727 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $94,717,000 | 269 |
| CMOs issued by government agencies or sponsored agencies | $94,717,000 | 207 |
| 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) | $210,802,000 | 117 |
| Available-for-sale securities (fair market value) | $46,123,000 | 2,180 |
| Total debt securities | $255,977,000 | 510 |
| 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 | $265,300,000 | 508 |
| U.S. Government securities | $251,371,000 | 411 |
| U.S. Treasury securities | $4,894,000 | 563 |
| U.S. Government agency obligations | $246,477,000 | 399 |
| Securities issued by states & political subdivisions | $1,538,000 | 4,663 |
| Other domestic debt securities | $11,437,000 | 693 |
| 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 | $11,437,000 | 417 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $954,000 | 1,165 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $156,670,000 | 358 |
| Mortgage-backed securities | $149,229,000 | 435 |
| Certificates of participation in pools of residential mortgages | $50,118,000 | 696 |
| Issued or guaranteed by U.S. | $50,118,000 | 688 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $99,111,000 | 265 |
| CMOs issued by government agencies or sponsored agencies | $99,111,000 | 205 |
| 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) | $217,884,000 | 117 |
| Available-for-sale securities (fair market value) | $47,416,000 | 2,088 |
| Total debt securities | $264,346,000 | 498 |
| 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 | $275,447,000 | 494 |
| U.S. Government securities | $260,454,000 | 399 |
| U.S. Treasury securities | $4,922,000 | 580 |
| U.S. Government agency obligations | $255,532,000 | 391 |
| Securities issued by states & political subdivisions | $1,551,000 | 4,634 |
| Other domestic debt securities | $12,473,000 | 668 |
| 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 | $12,473,000 | 410 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $969,000 | 1,173 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $160,019,000 | 353 |
| Mortgage-backed securities | $157,672,000 | 428 |
| Certificates of participation in pools of residential mortgages | $52,191,000 | 688 |
| Issued or guaranteed by U.S. | $52,191,000 | 681 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $105,481,000 | 260 |
| CMOs issued by government agencies or sponsored agencies | $105,481,000 | 204 |
| 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) | $225,948,000 | 109 |
| Available-for-sale securities (fair market value) | $49,499,000 | 2,011 |
| Total debt securities | $274,478,000 | 485 |
| 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 | $298,867,000 | 464 |
| U.S. Government securities | $283,592,000 | 373 |
| U.S. Treasury securities | $4,787,000 | 650 |
| U.S. Government agency obligations | $278,805,000 | 363 |
| Securities issued by states & political subdivisions | $1,563,000 | 4,647 |
| Other domestic debt securities | $12,772,000 | 674 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $88,000 | 307 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,684,000 | 423 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $940,000 | 1,225 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $177,905,000 | 328 |
| Mortgage-backed securities | $170,169,000 | 414 |
| Certificates of participation in pools of residential mortgages | $56,511,000 | 660 |
| Issued or guaranteed by U.S. | $56,511,000 | 655 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $113,658,000 | 258 |
| CMOs issued by government agencies or sponsored agencies | $113,658,000 | 201 |
| 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) | $238,659,000 | 107 |
| Available-for-sale securities (fair market value) | $60,208,000 | 1,718 |
| Total debt securities | $297,927,000 | 454 |
| 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 | $260,139,000 | 534 |
| U.S. Government securities | $244,087,000 | 430 |
| U.S. Treasury securities | $4,845,000 | 662 |
| U.S. Government agency obligations | $239,242,000 | 419 |
| Securities issued by states & political subdivisions | $1,576,000 | 4,647 |
| Other domestic debt securities | $13,511,000 | 683 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $763,000 | 202 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,748,000 | 446 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $965,000 | 1,254 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $141,723,000 | 386 |
| Mortgage-backed securities | $100,204,000 | 609 |
| Certificates of participation in pools of residential mortgages | $35,775,000 | 985 |
| Issued or guaranteed by U.S. | $35,775,000 | 977 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $64,429,000 | 369 |
| CMOs issued by government agencies or sponsored agencies | $64,429,000 | 292 |
| 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) | $197,268,000 | 130 |
| Available-for-sale securities (fair market value) | $62,871,000 | 1,662 |
| Total debt securities | $259,174,000 | 519 |
| 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 | $257,877,000 | 538 |
| U.S. Government securities | $238,563,000 | 452 |
| U.S. Treasury securities | $4,870,000 | 637 |
| U.S. Government agency obligations | $233,693,000 | 433 |
| Securities issued by states & political subdivisions | $1,588,000 | 4,647 |
| Other domestic debt securities | $16,758,000 | 590 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $767,000 | 215 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,991,000 | 380 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $968,000 | 1,270 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $134,072,000 | 405 |
| Mortgage-backed securities | $90,141,000 | 671 |
| Certificates of participation in pools of residential mortgages | $37,909,000 | 941 |
| Issued or guaranteed by U.S. | $37,909,000 | 934 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $52,232,000 | 412 |
| CMOs issued by government agencies or sponsored agencies | $52,232,000 | 333 |
| 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) | $197,811,000 | 126 |
| Available-for-sale securities (fair market value) | $60,066,000 | 1,717 |
| Total debt securities | $256,909,000 | 527 |
| 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 | $239,268,000 | 575 |
| U.S. Government securities | $219,296,000 | 500 |
| U.S. Treasury securities | $4,667,000 | 693 |
| U.S. Government agency obligations | $214,629,000 | 486 |
| Securities issued by states & political subdivisions | $1,600,000 | 4,655 |
| Other domestic debt securities | $17,423,000 | 598 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,431,000 | 180 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,992,000 | 406 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $949,000 | 1,302 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $121,203,000 | 429 |
| Mortgage-backed securities | $76,052,000 | 768 |
| Certificates of participation in pools of residential mortgages | $40,270,000 | 902 |
| Issued or guaranteed by U.S. | $40,270,000 | 895 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $35,782,000 | 514 |
| CMOs issued by government agencies or sponsored agencies | $35,782,000 | 415 |
| 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) | $183,749,000 | 139 |
| Available-for-sale securities (fair market value) | $55,519,000 | 1,879 |
| Total debt securities | $238,319,000 | 561 |
| 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 | $235,137,000 | 597 |
| U.S. Government securities | $209,773,000 | 526 |
| U.S. Treasury securities | $4,920,000 | 655 |
| U.S. Government agency obligations | $204,853,000 | 512 |
| Securities issued by states & political subdivisions | $1,612,000 | 4,639 |
| Other domestic debt securities | $22,767,000 | 529 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,438,000 | 184 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,329,000 | 338 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $985,000 | 1,349 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $115,299,000 | 434 |
| Mortgage-backed securities | $78,778,000 | 767 |
| Certificates of participation in pools of residential mortgages | $43,464,000 | 868 |
| Issued or guaranteed by U.S. | $43,464,000 | 862 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $35,314,000 | 545 |
| CMOs issued by government agencies or sponsored agencies | $35,314,000 | 450 |
| 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) | $189,290,000 | 129 |
| Available-for-sale securities (fair market value) | $45,847,000 | 2,267 |
| Total debt securities | $234,152,000 | 577 |
| 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 | $232,210,000 | 608 |
| U.S. Government securities | $204,279,000 | 553 |
| U.S. Treasury securities | $4,795,000 | 701 |
| U.S. Government agency obligations | $199,484,000 | 547 |
| Securities issued by states & political subdivisions | $1,624,000 | 4,663 |
| Other domestic debt securities | $25,338,000 | 467 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,122,000 | 167 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,216,000 | 341 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $969,000 | 1,359 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $105,844,000 | 472 |
| Mortgage-backed securities | $83,113,000 | 746 |
| Certificates of participation in pools of residential mortgages | $46,329,000 | 830 |
| Issued or guaranteed by U.S. | $46,329,000 | 824 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $36,784,000 | 528 |
| CMOs issued by government agencies or sponsored agencies | $36,784,000 | 472 |
| 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) | $183,786,000 | 126 |
| Available-for-sale securities (fair market value) | $48,424,000 | 2,189 |
| Total debt securities | $231,241,000 | 591 |
| 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 | $201,112,000 | 688 |
| U.S. Government securities | $175,192,000 | 619 |
| U.S. Treasury securities | $4,702,000 | 696 |
| U.S. Government agency obligations | $170,490,000 | 610 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $24,931,000 | 498 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,130,000 | 141 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,801,000 | 401 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $989,000 | 1,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $91,346,000 | 511 |
| Mortgage-backed securities | $90,930,000 | 694 |
| Certificates of participation in pools of residential mortgages | $49,563,000 | 785 |
| Issued or guaranteed by U.S. | $49,563,000 | 781 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $41,367,000 | 487 |
| CMOs issued by government agencies or sponsored agencies | $41,367,000 | 450 |
| 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) | $143,506,000 | 158 |
| Available-for-sale securities (fair market value) | $57,606,000 | 1,853 |
| Total debt securities | $200,123,000 | 670 |
| 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 | $186,392,000 | 720 |
| U.S. Government securities | $158,096,000 | 642 |
| U.S. Treasury securities | $5,153,000 | 643 |
| U.S. Government agency obligations | $152,943,000 | 637 |
| Securities issued by states & political subdivisions | $3,000,000 | 3,825 |
| Other domestic debt securities | $24,292,000 | 518 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,211,000 | 143 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,081,000 | 417 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,004,000 | 1,382 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $68,531,000 | 627 |
| Mortgage-backed securities | $93,387,000 | 683 |
| Certificates of participation in pools of residential mortgages | $34,914,000 | 1,013 |
| Issued or guaranteed by U.S. | $34,914,000 | 1,008 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $58,473,000 | 428 |
| CMOs issued by government agencies or sponsored agencies | $58,473,000 | 384 |
| 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) | $119,281,000 | 187 |
| Available-for-sale securities (fair market value) | $67,111,000 | 1,575 |
| Total debt securities | $185,388,000 | 698 |
| 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 | $167,798,000 | 775 |
| U.S. Government securities | $137,740,000 | 703 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $137,740,000 | 676 |
| Securities issued by states & political subdivisions | $3,022,000 | 3,757 |
| Other domestic debt securities | $26,045,000 | 493 |
| Privately issued residential mortgage-backed securities | $451,000 | 879 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,555,000 | 142 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,039,000 | 420 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $991,000 | 1,425 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $49,942,000 | 833 |
| Mortgage-backed securities | $83,878,000 | 729 |
| Certificates of participation in pools of residential mortgages | $35,989,000 | 962 |
| Issued or guaranteed by U.S. | $35,989,000 | 958 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $47,889,000 | 487 |
| CMOs issued by government agencies or sponsored agencies | $47,438,000 | 440 |
| Privately issued | $451,000 | 775 |
| 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) | $104,688,000 | 214 |
| Available-for-sale securities (fair market value) | $63,110,000 | 1,642 |
| Total debt securities | $166,815,000 | 753 |
| 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 | $164,242,000 | 768 |
| U.S. Government securities | $117,730,000 | 786 |
| U.S. Treasury securities | $6,002,000 | 613 |
| U.S. Government agency obligations | $111,728,000 | 787 |
| Securities issued by states & political subdivisions | $4,021,000 | 3,287 |
| Other domestic debt securities | $42,491,000 | 341 |
| Privately issued residential mortgage-backed securities | $556,000 | 844 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,872,000 | 138 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $37,063,000 | 254 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $55,992,000 | 752 |
| Mortgage-backed securities | $54,032,000 | 957 |
| Certificates of participation in pools of residential mortgages | $16,291,000 | 1,680 |
| Issued or guaranteed by U.S. | $16,291,000 | 1,670 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $37,741,000 | 559 |
| CMOs issued by government agencies or sponsored agencies | $37,185,000 | 515 |
| Privately issued | $556,000 | 754 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $111,326,000 | 200 |
| Available-for-sale securities (fair market value) | $52,916,000 | 1,874 |
| Total debt securities | $164,241,000 | 738 |
| 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 | $171,601,000 | 684 |
| U.S. Government securities | $101,660,000 | 805 |
| U.S. Treasury securities | $6,022,000 | 681 |
| U.S. Government agency obligations | $95,638,000 | 816 |
| Securities issued by states & political subdivisions | $2,062,000 | 4,290 |
| Other domestic debt securities | $67,879,000 | 253 |
| Privately issued residential mortgage-backed securities | $1,279,000 | 742 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,976,000 | 117 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $58,624,000 | 167 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $38,746,000 | 976 |
| Mortgage-backed securities | $60,611,000 | 823 |
| Certificates of participation in pools of residential mortgages | $22,321,000 | 1,187 |
| Issued or guaranteed by U.S. | $22,321,000 | 1,178 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $38,290,000 | 541 |
| CMOs issued by government agencies or sponsored agencies | $37,011,000 | 499 |
| Privately issued | $1,279,000 | 669 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $133,003,000 | 151 |
| Available-for-sale securities (fair market value) | $38,598,000 | 2,274 |
| Total debt securities | $171,601,000 | 664 |
| 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 | $156,783,000 | 713 |
| U.S. Government securities | $99,608,000 | 842 |
| U.S. Treasury securities | $12,096,000 | 545 |
| U.S. Government agency obligations | $87,512,000 | 879 |
| Securities issued by states & political subdivisions | $60,000 | 7,090 |
| Other domestic debt securities | $51,043,000 | 278 |
| Privately issued residential mortgage-backed securities | $689,000 | 824 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,354,000 | 199 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $6,072,000 | 747 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,055,000 | 4,239 |
| Mortgage-backed securities | $43,113,000 | 878 |
| Certificates of participation in pools of residential mortgages | $28,350,000 | 831 |
| Issued or guaranteed by U.S. | $28,350,000 | 827 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $14,763,000 | 807 |
| CMOs issued by government agencies or sponsored agencies | $14,074,000 | 736 |
| Privately issued | $689,000 | 730 |
| 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) | $117,806,000 | 223 |
| Available-for-sale securities (fair market value) | $38,977,000 | 2,185 |
| Total debt securities | $150,711,000 | 708 |
| Structured notes |
| Amortized cost | $4,769,000 | 81 |
| Fair value | $4,792,000 | 72 |
| 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 | $183,722,000 | 652 |
| U.S. Government securities | $125,939,000 | 709 |
| U.S. Treasury securities | $31,908,000 | 310 |
| U.S. Government agency obligations | $94,031,000 | 859 |
| Securities issued by states & political subdivisions | $113,000 | 7,266 |
| Other domestic debt securities | $51,250,000 | 294 |
| Privately issued residential mortgage-backed securities | $690,000 | 862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,560,000 | 211 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $6,420,000 | 691 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $77,019,000 | 561 |
| Mortgage-backed securities | $51,742,000 | 856 |
| Certificates of participation in pools of residential mortgages | $36,620,000 | 752 |
| Issued or guaranteed by U.S. | $36,620,000 | 742 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $15,122,000 | 867 |
| CMOs issued by government agencies or sponsored agencies | $14,432,000 | 792 |
| Privately issued | $690,000 | 757 |
| 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) | $120,862,000 | 236 |
| Available-for-sale securities (fair market value) | $62,860,000 | 1,376 |
| Total debt securities | $177,302,000 | 641 |
| Structured notes |
| Amortized cost | $5,722,000 | 96 |
| Fair value | $5,763,000 | 88 |
| 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 | $117,787,000 | 988 |
| U.S. Government securities | $93,868,000 | 960 |
| U.S. Treasury securities | $12,286,000 | 1,067 |
| U.S. Government agency obligations | $81,582,000 | 946 |
| Securities issued by states & political subdivisions | $1,265,000 | 5,432 |
| Other domestic debt securities | $18,006,000 | 534 |
| Privately issued residential mortgage-backed securities | $937,000 | 766 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,069,000 | 418 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $4,648,000 | 878 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $49,387,000 | 910 |
| Certificates of participation in pools of residential mortgages | $36,145,000 | 804 |
| Issued or guaranteed by U.S. | $36,145,000 | 794 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $13,242,000 | 977 |
| CMOs issued by government agencies or sponsored agencies | $12,305,000 | 938 |
| Privately issued | $937,000 | 654 |
| 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) | $79,566,000 | 363 |
| Available-for-sale securities (fair market value) | $38,221,000 | 2,228 |
| Total debt securities | $113,139,000 | 997 |
| Structured notes |
| Amortized cost | $6,590,000 | 107 |
| Fair value | $6,663,000 | 105 |
| 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 | $181,406,000 | 666 |
| U.S. Government securities | $167,189,000 | 608 |
| U.S. Treasury securities | $9,059,000 | 2,011 |
| U.S. Government agency obligations | $158,130,000 | 538 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $9,569,000 | 584 |
| Privately issued residential mortgage-backed securities | $1,853,000 | 477 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,716,000 | 506 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $4,648,000 | 835 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $71,954,000 | 675 |
| Certificates of participation in pools of residential mortgages | $57,043,000 | 585 |
| Issued or guaranteed by U.S. | $57,043,000 | 574 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $14,911,000 | 835 |
| CMOs issued by government agencies or sponsored agencies | $13,058,000 | 885 |
| Privately issued | $1,853,000 | 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) | $129,539,000 | 287 |
| Available-for-sale securities (fair market value) | $51,867,000 | 1,546 |
| Total debt securities | $176,758,000 | 664 |
| Structured notes |
| Amortized cost | $8,873,000 | 155 |
| Fair value | $8,917,000 | 150 |
| 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 | $173,841,000 | 721 |
| U.S. Government securities | $161,808,000 | 652 |
| U.S. Treasury securities | $17,059,000 | 1,349 |
| U.S. Government agency obligations | $144,749,000 | 567 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $7,980,000 | 669 |
| Privately issued residential mortgage-backed securities | $2,916,000 | 457 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,064,000 | 624 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $4,053,000 | 899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,115,000 | 2,904 |
| Mortgage-backed securities | $64,292,000 | 780 |
| Certificates of participation in pools of residential mortgages | $55,623,000 | 634 |
| Issued or guaranteed by U.S. | $55,623,000 | 623 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $8,669,000 | 1,394 |
| CMOs issued by government agencies or sponsored agencies | $5,753,000 | 1,683 |
| Privately issued | $2,916,000 | 330 |
| 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) | $123,697,000 | 326 |
| Available-for-sale securities (fair market value) | $50,144,000 | 1,644 |
| Total debt securities | $170,175,000 | 717 |
| Structured notes |
| Amortized cost | $4,001,000 | 492 |
| Fair value | $3,919,000 | 525 |
| 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 | $145,549,000 | 878 |
| U.S. Government securities | $134,592,000 | 791 |
| U.S. Treasury securities | $32,261,000 | 869 |
| U.S. Government agency obligations | $102,331,000 | 768 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $7,949,000 | 801 |
| Privately issued residential mortgage-backed securities | $3,004,000 | 498 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,945,000 | 792 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $3,008,000 | 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 | $0 | 9,636 |
| Mortgage-backed securities | $23,515,000 | 1,734 |
| Certificates of participation in pools of residential mortgages | $20,511,000 | 1,300 |
| Issued or guaranteed by U.S. | $20,511,000 | 1,274 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $3,004,000 | 2,834 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $3,004,000 | 347 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $95,074,000 | 435 |
| Available-for-sale securities (fair market value) | $50,475,000 | 1,675 |
| Total debt securities | $142,573,000 | 871 |
| Structured notes |
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank |
| Total securities | $116,936,000 | 1,115 |
| U.S. Government securities | $110,833,000 | 976 |
| U.S. Treasury securities | $36,322,000 | 946 |
| U.S. Government agency obligations | $74,511,000 | 987 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $3,095,000 | 1,571 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,095,000 | 1,224 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $3,008,000 | 967 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $15,468,000 | 2,428 |
| Certificates of participation in pools of residential mortgages | $15,468,000 | 1,671 |
| Issued or guaranteed by U.S. | $15,468,000 | 1,652 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| 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) | $85,758,000 | 887 |
| Available-for-sale securities (fair market value) | $31,178,000 | 1,845 |
| Total debt securities | $115,933,000 | 1,096 |
| 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 | $113,900,000 | 1,214 |
| U.S. Government securities | $110,892,000 | 1,004 |
| U.S. Treasury securities | $46,702,000 | 809 |
| U.S. Government agency obligations | $64,190,000 | 1,157 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $3,008,000 | 1,080 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $17,076,000 | 2,537 |
| Certificates of participation in pools of residential mortgages | $17,076,000 | 1,683 |
| Issued or guaranteed by U.S. | $17,076,000 | 1,659 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $110,892,000 | 1,213 |
| 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 | $83,716,000 | 1,600 |
| U.S. Government securities | $79,518,000 | 1,372 |
| U.S. Treasury securities | $32,003,000 | 1,156 |
| U.S. Government agency obligations | $47,515,000 | 1,453 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $4,198,000 | 729 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,045,000 | 8,558 |
| Mortgage-backed securities | $6,223,000 | 4,897 |
| Certificates of participation in pools of residential mortgages | $6,223,000 | 3,477 |
| Issued or guaranteed by U.S. | $6,223,000 | 3,432 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $79,518,000 | 1,655 |
| 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 |
