| 2009-06-30 | Rank |
| Total securities | $16,956,000 | 4,800 |
| U.S. Government securities | $12,620,000 | 4,501 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $12,620,000 | 4,408 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $4,336,000 | 387 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,503,000 | 4,921 |
| Mortgage-backed securities | $12,620,000 | 3,012 |
| Certificates of participation in pools of residential mortgages | $12,620,000 | 2,379 |
| Issued or guaranteed by U.S. | $12,620,000 | 2,371 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $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) | $16,956,000 | 4,354 |
| Total debt securities | $12,620,000 | 5,342 |
| 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 | $24,767,000 | 3,919 |
| U.S. Government securities | $21,703,000 | 3,348 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $21,703,000 | 3,281 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $3,064,000 | 481 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,281,000 | 3,357 |
| Mortgage-backed securities | $13,704,000 | 2,948 |
| Certificates of participation in pools of residential mortgages | $13,704,000 | 2,306 |
| Issued or guaranteed by U.S. | $13,704,000 | 2,295 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $24,767,000 | 3,521 |
| Total debt securities | $21,703,000 | 4,200 |
| 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 | $40,981,000 | 2,711 |
| U.S. Government securities | $38,271,000 | 2,164 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $38,271,000 | 2,122 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $2,710,000 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,304,000 | 2,944 |
| Mortgage-backed securities | $21,677,000 | 2,243 |
| Certificates of participation in pools of residential mortgages | $21,677,000 | 1,673 |
| Issued or guaranteed by U.S. | $21,677,000 | 1,663 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $40,981,000 | 2,420 |
| Total debt securities | $38,271,000 | 2,842 |
| 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 | $25,981,000 | 3,724 |
| U.S. Government securities | $22,367,000 | 3,216 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $22,367,000 | 3,153 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| 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 | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $3,614,000 | 422 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,334,000 | 2,498 |
| Mortgage-backed securities | $22,367,000 | 2,093 |
| Certificates of participation in pools of residential mortgages | $22,367,000 | 1,569 |
| Issued or guaranteed by U.S. | $22,367,000 | 1,559 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $25,981,000 | 3,312 |
| Total debt securities | $22,367,000 | 4,064 |
| 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 | $63,227,000 | 1,883 |
| U.S. Government securities | $57,720,000 | 1,464 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $57,720,000 | 1,437 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| 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 | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $5,507,000 | 436 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,971,000 | 2,092 |
| Mortgage-backed securities | $57,720,000 | 1,012 |
| Certificates of participation in pools of residential mortgages | $57,720,000 | 689 |
| Issued or guaranteed by U.S. | $57,720,000 | 679 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $63,227,000 | 1,644 |
| Total debt securities | $57,720,000 | 2,011 |
| 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 | $71,900,000 | 1,650 |
| U.S. Government securities | $63,169,000 | 1,324 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $63,169,000 | 1,296 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| 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 | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $8,731,000 | 345 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,096,000 | 2,761 |
| Mortgage-backed securities | $63,169,000 | 899 |
| Certificates of participation in pools of residential mortgages | $63,169,000 | 608 |
| Issued or guaranteed by U.S. | $63,169,000 | 601 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $71,900,000 | 1,440 |
| Total debt securities | $63,169,000 | 1,827 |
| 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 | $74,548,000 | 1,588 |
| U.S. Government securities | $64,820,000 | 1,304 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $64,820,000 | 1,278 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| 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 | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $9,728,000 | 301 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $33,557,000 | 1,467 |
| Mortgage-backed securities | $64,820,000 | 792 |
| Certificates of participation in pools of residential mortgages | $64,820,000 | 539 |
| Issued or guaranteed by U.S. | $64,820,000 | 533 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $74,548,000 | 1,384 |
| Total debt securities | $64,820,000 | 1,763 |
| 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 | $93,311,000 | 1,283 |
| U.S. Government securities | $93,311,000 | 905 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $93,311,000 | 876 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| 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 | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,855,000 | 2,955 |
| Mortgage-backed securities | $83,342,000 | 618 |
| Certificates of participation in pools of residential mortgages | $83,342,000 | 426 |
| Issued or guaranteed by U.S. | $83,342,000 | 421 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $93,311,000 | 1,117 |
| Total debt securities | $93,311,000 | 1,254 |
| 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 | $97,959,000 | 1,240 |
| U.S. Government securities | $96,143,000 | 891 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $96,143,000 | 857 |
| Securities issued by states & political subdivisions | $1,816,000 | 4,370 |
| Other domestic debt securities | $0 | 2,951 |
| 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 | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $28,815,000 | 1,614 |
| Mortgage-backed securities | $86,231,000 | 600 |
| Certificates of participation in pools of residential mortgages | $86,231,000 | 417 |
| Issued or guaranteed by U.S. | $86,231,000 | 413 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $97,959,000 | 1,076 |
| Total debt securities | $97,959,000 | 1,213 |
| 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 | $104,246,000 | 1,172 |
| U.S. Government securities | $102,411,000 | 827 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $102,411,000 | 803 |
| Securities issued by states & political subdivisions | $1,835,000 | 4,372 |
| Other domestic debt securities | $0 | 2,981 |
| 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 | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $30,149,000 | 1,559 |
| Mortgage-backed securities | $92,517,000 | 568 |
| Certificates of participation in pools of residential mortgages | $92,517,000 | 399 |
| Issued or guaranteed by U.S. | $92,517,000 | 395 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $104,246,000 | 1,008 |
| Total debt securities | $104,246,000 | 1,145 |
| 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 | $118,299,000 | 1,045 |
| U.S. Government securities | $116,206,000 | 759 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $116,206,000 | 734 |
| Securities issued by states & political subdivisions | $2,093,000 | 4,260 |
| Other domestic debt securities | $0 | 3,032 |
| 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 | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $29,749,000 | 1,581 |
| Mortgage-backed securities | $96,362,000 | 559 |
| Certificates of participation in pools of residential mortgages | $96,362,000 | 389 |
| Issued or guaranteed by U.S. | $96,362,000 | 384 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $118,299,000 | 885 |
| Total debt securities | $118,299,000 | 1,015 |
| 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 | $119,808,000 | 1,041 |
| U.S. Government securities | $117,708,000 | 769 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $117,708,000 | 745 |
| Securities issued by states & political subdivisions | $2,100,000 | 4,245 |
| Other domestic debt securities | $0 | 3,090 |
| 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 | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $48,059,000 | 1,027 |
| Mortgage-backed securities | $97,939,000 | 559 |
| Certificates of participation in pools of residential mortgages | $97,939,000 | 394 |
| Issued or guaranteed by U.S. | $97,939,000 | 389 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $119,808,000 | 878 |
| Total debt securities | $119,808,000 | 1,020 |
| 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 | $137,689,000 | 900 |
| U.S. Government securities | $135,606,000 | 692 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $135,606,000 | 673 |
| Securities issued by states & political subdivisions | $2,083,000 | 4,255 |
| Other domestic debt securities | $0 | 3,172 |
| 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 | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $80,718,000 | 660 |
| Mortgage-backed securities | $101,057,000 | 548 |
| Certificates of participation in pools of residential mortgages | $101,057,000 | 393 |
| Issued or guaranteed by U.S. | $101,057,000 | 390 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $137,689,000 | 758 |
| Total debt securities | $137,689,000 | 884 |
| 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 | $154,410,000 | 815 |
| U.S. Government securities | $152,309,000 | 625 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $152,309,000 | 610 |
| Securities issued by states & political subdivisions | $2,101,000 | 4,267 |
| Other domestic debt securities | $0 | 3,249 |
| 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 | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,650,000 | 2,985 |
| Mortgage-backed securities | $107,836,000 | 532 |
| Certificates of participation in pools of residential mortgages | $107,836,000 | 386 |
| Issued or guaranteed by U.S. | $107,836,000 | 381 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $154,410,000 | 685 |
| Total debt securities | $154,410,000 | 798 |
| 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 | $169,872,000 | 756 |
| U.S. Government securities | $167,761,000 | 587 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $167,761,000 | 569 |
| Securities issued by states & political subdivisions | $2,111,000 | 4,294 |
| Other domestic debt securities | $0 | 3,344 |
| 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 | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,650,000 | 2,951 |
| Mortgage-backed securities | $113,361,000 | 518 |
| Certificates of participation in pools of residential mortgages | $113,361,000 | 384 |
| Issued or guaranteed by U.S. | $113,361,000 | 379 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $169,872,000 | 634 |
| Total debt securities | $169,872,000 | 735 |
| 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 | $230,614,000 | 573 |
| U.S. Government securities | $224,464,000 | 456 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $224,464,000 | 433 |
| Securities issued by states & political subdivisions | $2,137,000 | 4,278 |
| Other domestic debt securities | $4,013,000 | 1,195 |
| 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 | $4,013,000 | 833 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,850,000 | 2,740 |
| Mortgage-backed securities | $120,049,000 | 508 |
| Certificates of participation in pools of residential mortgages | $120,049,000 | 376 |
| Issued or guaranteed by U.S. | $120,049,000 | 372 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $230,614,000 | 479 |
| Total debt securities | $230,614,000 | 555 |
| 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 | $309,154,000 | 448 |
| U.S. Government securities | $302,958,000 | 349 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $302,958,000 | 334 |
| Securities issued by states & political subdivisions | $2,199,000 | 4,230 |
| Other domestic debt securities | $3,997,000 | 1,229 |
| 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 | $3,997,000 | 870 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,850,000 | 2,749 |
| Mortgage-backed securities | $118,658,000 | 519 |
| Certificates of participation in pools of residential mortgages | $118,658,000 | 388 |
| Issued or guaranteed by U.S. | $118,658,000 | 381 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $309,154,000 | 380 |
| Total debt securities | $309,154,000 | 438 |
| 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 | $357,855,000 | 389 |
| U.S. Government securities | $351,647,000 | 311 |
| U.S. Treasury securities | $19,951,000 | 222 |
| U.S. Government agency obligations | $331,696,000 | 310 |
| Securities issued by states & political subdivisions | $2,185,000 | 4,247 |
| Other domestic debt securities | $4,023,000 | 1,262 |
| 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 | $4,023,000 | 914 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,350,000 | 2,960 |
| Mortgage-backed securities | $112,824,000 | 549 |
| Certificates of participation in pools of residential mortgages | $112,824,000 | 403 |
| Issued or guaranteed by U.S. | $112,824,000 | 399 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $357,855,000 | 332 |
| Total debt securities | $357,855,000 | 381 |
| 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 | $237,248,000 | 578 |
| U.S. Government securities | $230,557,000 | 467 |
| U.S. Treasury securities | $49,845,000 | 115 |
| U.S. Government agency obligations | $180,712,000 | 555 |
| Securities issued by states & political subdivisions | $2,534,000 | 4,041 |
| Other domestic debt securities | $4,157,000 | 1,258 |
| 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 | $4,157,000 | 919 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,884,000 | 3,194 |
| Mortgage-backed securities | $1,065,000 | 5,592 |
| Certificates of participation in pools of residential mortgages | $1,065,000 | 5,074 |
| Issued or guaranteed by U.S. | $1,065,000 | 5,061 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $237,248,000 | 486 |
| Total debt securities | $237,248,000 | 563 |
| 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 | $237,859,000 | 573 |
| U.S. Government securities | $230,907,000 | 464 |
| U.S. Treasury securities | $50,147,000 | 114 |
| U.S. Government agency obligations | $180,760,000 | 551 |
| Securities issued by states & political subdivisions | $2,703,000 | 3,961 |
| Other domestic debt securities | $4,249,000 | 1,260 |
| 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 | $4,249,000 | 938 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,423,000 | 3,042 |
| Mortgage-backed securities | $1,075,000 | 5,588 |
| Certificates of participation in pools of residential mortgages | $1,075,000 | 5,078 |
| Issued or guaranteed by U.S. | $1,075,000 | 5,067 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $155,000 | 4,105 |
| Available-for-sale securities (fair market value) | $237,704,000 | 482 |
| Total debt securities | $237,859,000 | 558 |
| 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 | $243,371,000 | 570 |
| U.S. Government securities | $236,488,000 | 462 |
| U.S. Treasury securities | $75,469,000 | 89 |
| U.S. Government agency obligations | $161,019,000 | 608 |
| Securities issued by states & political subdivisions | $2,691,000 | 3,963 |
| Other domestic debt securities | $4,192,000 | 1,302 |
| 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 | $4,192,000 | 980 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,139,000 | 2,907 |
| Mortgage-backed securities | $1,193,000 | 5,595 |
| Certificates of participation in pools of residential mortgages | $1,193,000 | 5,069 |
| Issued or guaranteed by U.S. | $1,193,000 | 5,056 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $155,000 | 4,169 |
| Available-for-sale securities (fair market value) | $243,216,000 | 482 |
| Total debt securities | $243,371,000 | 552 |
| 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 | $228,341,000 | 613 |
| U.S. Government securities | $221,901,000 | 491 |
| U.S. Treasury securities | $50,906,000 | 114 |
| U.S. Government agency obligations | $170,995,000 | 599 |
| Securities issued by states & political subdivisions | $2,170,000 | 4,254 |
| Other domestic debt securities | $4,270,000 | 1,385 |
| 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 | $4,270,000 | 1,057 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,578,000 | 2,826 |
| Mortgage-backed securities | $1,360,000 | 5,532 |
| Certificates of participation in pools of residential mortgages | $1,360,000 | 4,987 |
| Issued or guaranteed by U.S. | $1,360,000 | 4,972 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $155,000 | 4,203 |
| Available-for-sale securities (fair market value) | $228,186,000 | 527 |
| Total debt securities | $228,341,000 | 591 |
| Structured notes |
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $-89,000 | 9,129 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank |
| Total securities | $189,579,000 | 718 |
| U.S. Government securities | $186,860,000 | 589 |
| U.S. Treasury securities | $110,608,000 | 69 |
| U.S. Government agency obligations | $76,252,000 | 1,251 |
| Securities issued by states & political subdivisions | $2,719,000 | 4,003 |
| Other domestic debt securities | $0 | 3,890 |
| 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 | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,037,000 | 2,986 |
| Mortgage-backed securities | $1,514,000 | 5,463 |
| Certificates of participation in pools of residential mortgages | $1,514,000 | 4,906 |
| Issued or guaranteed by U.S. | $1,514,000 | 4,887 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| 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) | $155,000 | 4,259 |
| Available-for-sale securities (fair market value) | $189,424,000 | 615 |
| Total debt securities | $189,579,000 | 702 |
| 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 | $170,398,000 | 788 |
| U.S. Government securities | $167,681,000 | 638 |
| U.S. Treasury securities | $165,706,000 | 49 |
| U.S. Government agency obligations | $1,975,000 | 8,066 |
| Securities issued by states & political subdivisions | $2,717,000 | 4,007 |
| Other domestic debt securities | $0 | 3,996 |
| 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 | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,256,000 | 3,230 |
| Mortgage-backed securities | $1,975,000 | 5,207 |
| Certificates of participation in pools of residential mortgages | $1,975,000 | 4,601 |
| Issued or guaranteed by U.S. | $1,975,000 | 4,580 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| 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) | $155,000 | 4,287 |
| Available-for-sale securities (fair market value) | $170,243,000 | 677 |
| Total debt securities | $170,398,000 | 767 |
| 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 | $157,443,000 | 842 |
| U.S. Government securities | $154,638,000 | 651 |
| U.S. Treasury securities | $152,065,000 | 45 |
| U.S. Government agency obligations | $2,573,000 | 7,806 |
| Securities issued by states & political subdivisions | $2,805,000 | 3,927 |
| Other domestic debt securities | $0 | 4,051 |
| 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 | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,604,000 | 2,929 |
| Mortgage-backed securities | $2,573,000 | 5,016 |
| Certificates of participation in pools of residential mortgages | $2,573,000 | 4,338 |
| Issued or guaranteed by U.S. | $2,573,000 | 4,321 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| 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) | $155,000 | 4,333 |
| Available-for-sale securities (fair market value) | $157,288,000 | 725 |
| Total debt securities | $157,443,000 | 811 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $5,045,000 | 97 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $144,358,000 | 897 |
| U.S. Government securities | $141,573,000 | 690 |
| U.S. Treasury securities | $9,217,000 | 457 |
| U.S. Government agency obligations | $132,356,000 | 707 |
| Securities issued by states & political subdivisions | $2,785,000 | 3,887 |
| Other domestic debt securities | $0 | 4,116 |
| 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 | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,585,000 | 4,206 |
| Mortgage-backed securities | $3,586,000 | 4,649 |
| Certificates of participation in pools of residential mortgages | $3,586,000 | 3,933 |
| Issued or guaranteed by U.S. | $3,586,000 | 3,919 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| 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) | $155,000 | 4,401 |
| Available-for-sale securities (fair market value) | $144,203,000 | 769 |
| Total debt securities | $144,358,000 | 864 |
| 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 | $97,032,000 | 1,281 |
| U.S. Government securities | $93,895,000 | 986 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $93,895,000 | 941 |
| Securities issued by states & political subdivisions | $3,137,000 | 3,682 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,000,000 | 4,059 |
| Mortgage-backed securities | $4,003,000 | 4,478 |
| Certificates of participation in pools of residential mortgages | $4,003,000 | 3,729 |
| Issued or guaranteed by U.S. | $4,003,000 | 3,717 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| 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) | $155,000 | 4,485 |
| Available-for-sale securities (fair market value) | $96,877,000 | 1,073 |
| Total debt securities | $97,032,000 | 1,230 |
| 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 | $65,629,000 | 1,705 |
| U.S. Government securities | $62,571,000 | 1,308 |
| U.S. Treasury securities | $21,898,000 | 247 |
| U.S. Government agency obligations | $40,673,000 | 1,831 |
| Securities issued by states & political subdivisions | $3,058,000 | 3,717 |
| Other domestic debt securities | $0 | 4,224 |
| 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 | $0 | 3,579 |
| 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 | $7,660,000 | 3,508 |
| Mortgage-backed securities | $5,662,000 | 3,796 |
| Certificates of participation in pools of residential mortgages | $5,662,000 | 2,961 |
| Issued or guaranteed by U.S. | $5,662,000 | 2,946 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| 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) | $161,000 | 4,719 |
| Available-for-sale securities (fair market value) | $65,468,000 | 1,410 |
| Total debt securities | $65,629,000 | 1,660 |
| 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 | $111,329,000 | 1,015 |
| U.S. Government securities | $106,955,000 | 784 |
| U.S. Treasury securities | $4,981,000 | 1,098 |
| U.S. Government agency obligations | $101,974,000 | 765 |
| Securities issued by states & political subdivisions | $1,217,000 | 5,071 |
| Other domestic debt securities | $25,000 | 3,800 |
| 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 | $25,000 | 3,300 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $3,132,000 | 1,183 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $340,000 | 7,650 |
| Mortgage-backed securities | $63,966,000 | 661 |
| Certificates of participation in pools of residential mortgages | $61,372,000 | 468 |
| Issued or guaranteed by U.S. | $61,372,000 | 463 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,594,000 | 2,066 |
| CMOs issued by government agencies or sponsored agencies | $2,594,000 | 1,919 |
| 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) | $426,000 | 5,015 |
| Available-for-sale securities (fair market value) | $110,903,000 | 782 |
| Total debt securities | $108,197,000 | 989 |
| 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 | $125,255,000 | 925 |
| U.S. Government securities | $122,394,000 | 734 |
| U.S. Treasury securities | $6,885,000 | 1,220 |
| U.S. Government agency obligations | $115,509,000 | 695 |
| Securities issued by states & political subdivisions | $1,274,000 | 5,290 |
| Other domestic debt securities | $25,000 | 3,759 |
| 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 | $25,000 | 3,155 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,562,000 | 1,793 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $388,000 | 7,837 |
| Mortgage-backed securities | $73,194,000 | 662 |
| Certificates of participation in pools of residential mortgages | $66,703,000 | 489 |
| Issued or guaranteed by U.S. | $66,703,000 | 484 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $6,491,000 | 1,411 |
| CMOs issued by government agencies or sponsored agencies | $6,491,000 | 1,276 |
| 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) | $491,000 | 5,371 |
| Available-for-sale securities (fair market value) | $124,764,000 | 712 |
| Total debt securities | $123,693,000 | 907 |
| 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 | $34,616,000 | 3,205 |
| U.S. Government securities | $32,103,000 | 2,655 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $32,103,000 | 2,229 |
| Securities issued by states & political subdivisions | $1,905,000 | 4,789 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $608,000 | 3,190 |
| 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 | $32,060,000 | 1,240 |
| Certificates of participation in pools of residential mortgages | $27,181,000 | 978 |
| Issued or guaranteed by U.S. | $27,181,000 | 966 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $4,879,000 | 1,789 |
| CMOs issued by government agencies or sponsored agencies | $4,879,000 | 1,672 |
| Privately issued | $0 | 1,474 |
| 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) | $528,000 | 5,847 |
| Available-for-sale securities (fair market value) | $34,088,000 | 2,466 |
| Total debt securities | $34,008,000 | 3,167 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $190,000 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank |
| Total securities | $27,122,000 | 3,951 |
| U.S. Government securities | $25,312,000 | 3,403 |
| U.S. Treasury securities | $4,002,000 | 3,696 |
| U.S. Government agency obligations | $21,310,000 | 3,059 |
| Securities issued by states & political subdivisions | $1,385,000 | 5,268 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $425,000 | 3,968 |
| 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 | $20,412,000 | 1,666 |
| Certificates of participation in pools of residential mortgages | $11,260,000 | 1,805 |
| Issued or guaranteed by U.S. | $11,260,000 | 1,791 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $9,152,000 | 1,184 |
| CMOs issued by government agencies or sponsored agencies | $9,152,000 | 1,128 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $685,000 | 6,597 |
| Available-for-sale securities (fair market value) | $26,437,000 | 2,911 |
| Total debt securities | $26,697,000 | 3,890 |
| 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 | NA | NA |
| 1996-12-31 | Rank |
| Total securities | $15,061,000 | 6,403 |
| U.S. Government securities | $13,236,000 | 5,966 |
| U.S. Treasury securities | $2,003,000 | 5,986 |
| U.S. Government agency obligations | $11,233,000 | 5,131 |
| Securities issued by states & political subdivisions | $1,400,000 | 5,477 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $425,000 | 3,844 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,822,000 | 4,719 |
| Mortgage-backed securities | $10,179,000 | 2,884 |
| Certificates of participation in pools of residential mortgages | $10,179,000 | 2,132 |
| Issued or guaranteed by U.S. | $10,179,000 | 2,111 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $746,000 | 7,225 |
| Available-for-sale securities (fair market value) | $14,315,000 | 4,853 |
| Total debt securities | $14,636,000 | 6,395 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank |
| Total securities | $12,749,000 | 7,354 |
| U.S. Government securities | $10,833,000 | 6,977 |
| U.S. Treasury securities | $3,021,000 | 5,996 |
| U.S. Government agency obligations | $7,812,000 | 6,342 |
| Securities issued by states & political subdivisions | $1,497,000 | 5,566 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $419,000 | 3,638 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,847,000 | 3,865 |
| Mortgage-backed securities | $1,969,000 | 6,295 |
| Certificates of participation in pools of residential mortgages | $1,969,000 | 4,940 |
| Issued or guaranteed by U.S. | $1,969,000 | 4,906 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $794,000 | 7,552 |
| Available-for-sale securities (fair market value) | $11,955,000 | 5,582 |
| Total debt securities | $12,330,000 | 7,354 |
| 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 | NA | NA |
