| 2007-03-31 | Rank |
| Total securities | $41,930,000 | 2,689 |
| U.S. Government securities | $25,032,000 | 3,108 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $25,032,000 | 3,023 |
| Securities issued by states & political subdivisions | $15,723,000 | 1,326 |
| Other domestic debt securities | $999,000 | 1,939 |
| 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 | $999,000 | 1,385 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $176,000 | 1,520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,400,000 | 2,763 |
| Mortgage-backed securities | $9,175,000 | 2,775 |
| Certificates of participation in pools of residential mortgages | $9,175,000 | 2,182 |
| Issued or guaranteed by U.S. | $9,175,000 | 2,173 |
| 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) | $41,930,000 | 2,330 |
| Total debt securities | $41,754,000 | 2,649 |
| 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 | $53,549,000 | 2,189 |
| U.S. Government securities | $31,278,000 | 2,641 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $31,278,000 | 2,578 |
| Securities issued by states & political subdivisions | $15,652,000 | 1,336 |
| Other domestic debt securities | $5,452,000 | 980 |
| 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 | $5,452,000 | 612 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $1,167,000 | 968 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,950,000 | 3,103 |
| Mortgage-backed securities | $9,519,000 | 2,715 |
| Certificates of participation in pools of residential mortgages | $9,519,000 | 2,143 |
| Issued or guaranteed by U.S. | $9,519,000 | 2,131 |
| 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) | $53,549,000 | 1,889 |
| Total debt securities | $52,382,000 | 2,186 |
| 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 | $59,438,000 | 2,016 |
| U.S. Government securities | $36,537,000 | 2,351 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $36,537,000 | 2,284 |
| Securities issued by states & political subdivisions | $15,858,000 | 1,280 |
| Other domestic debt securities | $5,444,000 | 996 |
| 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 | $5,444,000 | 623 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $1,599,000 | 882 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,266,000 | 2,893 |
| Mortgage-backed securities | $11,257,000 | 2,476 |
| Certificates of participation in pools of residential mortgages | $11,257,000 | 1,950 |
| Issued or guaranteed by U.S. | $11,257,000 | 1,937 |
| 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) | $59,438,000 | 1,717 |
| Total debt securities | $57,839,000 | 2,016 |
| 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 | $50,901,000 | 2,300 |
| U.S. Government securities | $29,198,000 | 2,811 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $29,198,000 | 2,725 |
| Securities issued by states & political subdivisions | $14,741,000 | 1,355 |
| Other domestic debt securities | $4,388,000 | 1,093 |
| 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 | $4,388,000 | 714 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $2,574,000 | 693 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,087,000 | 2,915 |
| Mortgage-backed securities | $8,714,000 | 2,811 |
| Certificates of participation in pools of residential mortgages | $8,714,000 | 2,279 |
| Issued or guaranteed by U.S. | $8,714,000 | 2,269 |
| 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) | $50,901,000 | 1,968 |
| Total debt securities | $48,327,000 | 2,361 |
| 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 | $46,153,000 | 2,546 |
| U.S. Government securities | $25,900,000 | 3,141 |
| U.S. Treasury securities | $2,491,000 | 790 |
| U.S. Government agency obligations | $23,409,000 | 3,293 |
| Securities issued by states & political subdivisions | $13,578,000 | 1,493 |
| Other domestic debt securities | $4,407,000 | 1,134 |
| 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 | $4,407,000 | 749 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $2,268,000 | 756 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,026,000 | 2,909 |
| Mortgage-backed securities | $6,752,000 | 3,221 |
| Certificates of participation in pools of residential mortgages | $6,752,000 | 2,684 |
| Issued or guaranteed by U.S. | $6,752,000 | 2,670 |
| 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) | $46,153,000 | 2,179 |
| Total debt securities | $43,885,000 | 2,598 |
| 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 | $46,901,000 | 2,501 |
| U.S. Government securities | $24,638,000 | 3,270 |
| U.S. Treasury securities | $2,479,000 | 807 |
| U.S. Government agency obligations | $22,159,000 | 3,382 |
| Securities issued by states & political subdivisions | $15,323,000 | 1,320 |
| Other domestic debt securities | $4,407,000 | 1,135 |
| 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 | $4,407,000 | 776 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $2,533,000 | 732 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,956,000 | 3,215 |
| Mortgage-backed securities | $5,527,000 | 3,556 |
| Certificates of participation in pools of residential mortgages | $5,527,000 | 2,970 |
| Issued or guaranteed by U.S. | $5,527,000 | 2,958 |
| 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) | $46,901,000 | 2,145 |
| Total debt securities | $44,368,000 | 2,581 |
| 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 | $45,091,000 | 2,563 |
| U.S. Government securities | $26,389,000 | 3,053 |
| U.S. Treasury securities | $2,474,000 | 815 |
| U.S. Government agency obligations | $23,915,000 | 3,181 |
| Securities issued by states & political subdivisions | $11,920,000 | 1,657 |
| Other domestic debt securities | $4,442,000 | 1,141 |
| 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 | $4,442,000 | 791 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $2,340,000 | 781 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,159,000 | 3,176 |
| Mortgage-backed securities | $5,903,000 | 3,484 |
| Certificates of participation in pools of residential mortgages | $5,903,000 | 2,901 |
| Issued or guaranteed by U.S. | $5,903,000 | 2,890 |
| 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) | $45,091,000 | 2,183 |
| Total debt securities | $42,751,000 | 2,631 |
| 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 | $38,604,000 | 2,932 |
| U.S. Government securities | $23,407,000 | 3,407 |
| U.S. Treasury securities | $2,472,000 | 840 |
| U.S. Government agency obligations | $20,935,000 | 3,561 |
| Securities issued by states & political subdivisions | $10,309,000 | 1,876 |
| Other domestic debt securities | $2,470,000 | 1,545 |
| 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 | $2,470,000 | 1,143 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $2,418,000 | 780 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,638,000 | 3,243 |
| Mortgage-backed securities | $6,355,000 | 3,468 |
| Certificates of participation in pools of residential mortgages | $6,355,000 | 2,877 |
| Issued or guaranteed by U.S. | $6,355,000 | 2,865 |
| 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) | $38,604,000 | 2,515 |
| Total debt securities | $36,186,000 | 3,045 |
| 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 | $43,582,000 | 2,680 |
| U.S. Government securities | $21,602,000 | 3,670 |
| U.S. Treasury securities | $2,464,000 | 913 |
| U.S. Government agency obligations | $19,138,000 | 3,859 |
| Securities issued by states & political subdivisions | $16,583,000 | 1,157 |
| Other domestic debt securities | $2,970,000 | 1,464 |
| 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 | $2,970,000 | 1,099 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $2,427,000 | 797 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,461,000 | 3,476 |
| Mortgage-backed securities | $6,638,000 | 3,505 |
| Certificates of participation in pools of residential mortgages | $6,638,000 | 2,901 |
| Issued or guaranteed by U.S. | $6,638,000 | 2,891 |
| 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) | $43,582,000 | 2,272 |
| Total debt securities | $41,155,000 | 2,763 |
| 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 | $46,363,000 | 2,567 |
| U.S. Government securities | $25,913,000 | 3,180 |
| U.S. Treasury securities | $2,481,000 | 935 |
| U.S. Government agency obligations | $23,432,000 | 3,336 |
| Securities issued by states & political subdivisions | $15,329,000 | 1,281 |
| Other domestic debt securities | $2,537,000 | 1,620 |
| 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 | $2,537,000 | 1,241 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $2,584,000 | 806 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,341,000 | 3,288 |
| Mortgage-backed securities | $12,265,000 | 2,633 |
| Certificates of participation in pools of residential mortgages | $12,265,000 | 2,090 |
| Issued or guaranteed by U.S. | $12,265,000 | 2,081 |
| 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) | $46,363,000 | 2,175 |
| Total debt securities | $43,779,000 | 2,638 |
| 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 | $46,794,000 | 2,546 |
| U.S. Government securities | $25,806,000 | 3,191 |
| U.S. Treasury securities | $2,494,000 | 915 |
| U.S. Government agency obligations | $23,312,000 | 3,336 |
| Securities issued by states & political subdivisions | $15,507,000 | 1,258 |
| Other domestic debt securities | $3,098,000 | 1,477 |
| 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 | $3,098,000 | 1,146 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $2,383,000 | 864 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,849,000 | 3,347 |
| Mortgage-backed securities | $12,811,000 | 2,570 |
| Certificates of participation in pools of residential mortgages | $12,811,000 | 2,044 |
| Issued or guaranteed by U.S. | $12,811,000 | 2,036 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $46,794,000 | 2,171 |
| Total debt securities | $44,411,000 | 2,586 |
| 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 | $45,250,000 | 2,652 |
| U.S. Government securities | $23,014,000 | 3,574 |
| U.S. Treasury securities | $2,482,000 | 975 |
| U.S. Government agency obligations | $20,532,000 | 3,689 |
| Securities issued by states & political subdivisions | $14,135,000 | 1,377 |
| Other domestic debt securities | $5,612,000 | 1,123 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $57,000 | 342 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,555,000 | 837 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $2,489,000 | 872 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,776,000 | 3,126 |
| Mortgage-backed securities | $13,059,000 | 2,575 |
| Certificates of participation in pools of residential mortgages | $13,059,000 | 2,042 |
| Issued or guaranteed by U.S. | $13,059,000 | 2,034 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $45,250,000 | 2,267 |
| Total debt securities | $42,761,000 | 2,728 |
| 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 | $49,935,000 | 2,456 |
| U.S. Government securities | $26,923,000 | 3,094 |
| U.S. Treasury securities | $2,516,000 | 927 |
| U.S. Government agency obligations | $24,407,000 | 3,222 |
| Securities issued by states & political subdivisions | $14,323,000 | 1,371 |
| Other domestic debt securities | $6,150,000 | 1,135 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $75,000 | 351 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,075,000 | 854 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $2,539,000 | 918 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,067,000 | 3,061 |
| Mortgage-backed securities | $15,746,000 | 2,342 |
| Certificates of participation in pools of residential mortgages | $15,746,000 | 1,811 |
| Issued or guaranteed by U.S. | $15,746,000 | 1,802 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $49,935,000 | 2,093 |
| Total debt securities | $47,396,000 | 2,513 |
| 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 | $44,411,000 | 2,748 |
| U.S. Government securities | $23,750,000 | 3,474 |
| U.S. Treasury securities | $2,506,000 | 999 |
| U.S. Government agency obligations | $21,244,000 | 3,625 |
| Securities issued by states & political subdivisions | $12,426,000 | 1,596 |
| Other domestic debt securities | $5,656,000 | 1,186 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $94,000 | 374 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,562,000 | 963 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $2,579,000 | 912 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,739,000 | 3,041 |
| Mortgage-backed securities | $14,204,000 | 2,491 |
| Certificates of participation in pools of residential mortgages | $14,204,000 | 1,969 |
| Issued or guaranteed by U.S. | $14,204,000 | 1,955 |
| 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) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $44,411,000 | 2,369 |
| Total debt securities | $41,832,000 | 2,811 |
| 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 | $36,489,000 | 3,145 |
| U.S. Government securities | $17,683,000 | 4,117 |
| U.S. Treasury securities | $2,526,000 | 995 |
| U.S. Government agency obligations | $15,157,000 | 4,362 |
| Securities issued by states & political subdivisions | $11,563,000 | 1,730 |
| Other domestic debt securities | $4,794,000 | 1,390 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $176,000 | 376 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,618,000 | 1,161 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $2,449,000 | 983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,767,000 | 3,128 |
| Mortgage-backed securities | $7,494,000 | 3,438 |
| Certificates of participation in pools of residential mortgages | $7,494,000 | 2,830 |
| Issued or guaranteed by U.S. | $7,494,000 | 2,817 |
| 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) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $36,489,000 | 2,719 |
| Total debt securities | $34,040,000 | 3,242 |
| 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 | $40,726,000 | 2,834 |
| U.S. Government securities | $20,534,000 | 3,630 |
| U.S. Treasury securities | $2,542,000 | 994 |
| U.S. Government agency obligations | $17,992,000 | 3,810 |
| Securities issued by states & political subdivisions | $12,830,000 | 1,509 |
| Other domestic debt securities | $5,079,000 | 1,378 |
| Privately issued residential mortgage-backed securities | $165,000 | 1,017 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $222,000 | 383 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,692,000 | 1,184 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,283,000 | 1,030 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,410,000 | 2,961 |
| Mortgage-backed securities | $3,790,000 | 4,509 |
| Certificates of participation in pools of residential mortgages | $3,625,000 | 3,897 |
| Issued or guaranteed by U.S. | $3,625,000 | 3,886 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $165,000 | 3,847 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $165,000 | 903 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $40,726,000 | 2,439 |
| Total debt securities | $38,443,000 | 2,881 |
| 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 | $37,637,000 | 2,967 |
| U.S. Government securities | $17,319,000 | 4,092 |
| U.S. Treasury securities | $2,546,000 | 1,027 |
| U.S. Government agency obligations | $14,773,000 | 4,398 |
| Securities issued by states & political subdivisions | $10,904,000 | 1,684 |
| Other domestic debt securities | $7,099,000 | 1,143 |
| Privately issued residential mortgage-backed securities | $212,000 | 1,012 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $274,000 | 380 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,613,000 | 953 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,315,000 | 1,015 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,987,000 | 3,294 |
| Mortgage-backed securities | $4,109,000 | 4,466 |
| Certificates of participation in pools of residential mortgages | $3,897,000 | 3,802 |
| Issued or guaranteed by U.S. | $3,897,000 | 3,792 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $212,000 | 3,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $212,000 | 900 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $37,637,000 | 2,551 |
| Total debt securities | $35,322,000 | 3,036 |
| 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 | $37,292,000 | 2,975 |
| U.S. Government securities | $17,665,000 | 4,024 |
| U.S. Treasury securities | $2,554,000 | 1,090 |
| U.S. Government agency obligations | $15,111,000 | 4,278 |
| Securities issued by states & political subdivisions | $9,389,000 | 1,916 |
| Other domestic debt securities | $7,851,000 | 1,082 |
| Privately issued residential mortgage-backed securities | $285,000 | 996 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $326,000 | 379 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,240,000 | 906 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,387,000 | 1,014 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,846,000 | 3,093 |
| Mortgage-backed securities | $5,693,000 | 3,937 |
| Certificates of participation in pools of residential mortgages | $5,408,000 | 3,240 |
| Issued or guaranteed by U.S. | $5,408,000 | 3,227 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $285,000 | 3,829 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $285,000 | 892 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $37,292,000 | 2,537 |
| Total debt securities | $34,905,000 | 3,034 |
| 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 | $36,853,000 | 2,861 |
| U.S. Government securities | $13,178,000 | 4,733 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $13,178,000 | 4,524 |
| Securities issued by states & political subdivisions | $11,637,000 | 1,483 |
| Other domestic debt securities | $9,275,000 | 992 |
| Privately issued residential mortgage-backed securities | $996,000 | 809 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $981,000 | 329 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,298,000 | 891 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $2,763,000 | 910 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,625,000 | 3,797 |
| Mortgage-backed securities | $6,857,000 | 3,492 |
| Certificates of participation in pools of residential mortgages | $5,861,000 | 2,918 |
| Issued or guaranteed by U.S. | $5,861,000 | 2,901 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $996,000 | 3,313 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $996,000 | 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) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $36,853,000 | 2,383 |
| Total debt securities | $34,090,000 | 2,974 |
| 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 | $28,811,000 | 3,537 |
| U.S. Government securities | $7,538,000 | 6,698 |
| U.S. Treasury securities | $2,511,000 | 1,708 |
| U.S. Government agency obligations | $5,027,000 | 7,389 |
| Securities issued by states & political subdivisions | $8,669,000 | 1,868 |
| Other domestic debt securities | $8,596,000 | 878 |
| Privately issued residential mortgage-backed securities | $1,025,000 | 713 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,571,000 | 773 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $4,008,000 | 997 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,375,000 | 4,116 |
| Mortgage-backed securities | $1,521,000 | 5,104 |
| Certificates of participation in pools of residential mortgages | $496,000 | 5,434 |
| Issued or guaranteed by U.S. | $496,000 | 5,415 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,025,000 | 2,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $1,025,000 | 627 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $28,811,000 | 2,850 |
| Total debt securities | $24,772,000 | 3,855 |
| 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 | NA | NA |
| 1999-12-31 | Rank |
| Total securities | $25,739,000 | 4,049 |
| U.S. Government securities | $8,852,000 | 6,491 |
| U.S. Treasury securities | $3,486,000 | 2,015 |
| U.S. Government agency obligations | $5,366,000 | 7,363 |
| Securities issued by states & political subdivisions | $8,794,000 | 1,894 |
| Other domestic debt securities | $5,282,000 | 1,171 |
| Privately issued residential mortgage-backed securities | $1,055,000 | 733 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,227,000 | 1,055 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $2,811,000 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,493,000 | 4,449 |
| Mortgage-backed securities | $2,518,000 | 4,751 |
| Certificates of participation in pools of residential mortgages | $1,463,000 | 4,614 |
| Issued or guaranteed by U.S. | $1,463,000 | 4,601 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,055,000 | 2,952 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $1,055,000 | 647 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $25,739,000 | 3,191 |
| Total debt securities | $22,928,000 | 4,279 |
| 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 | NA | NA |
| 1998-12-31 | Rank |
| Total securities | $32,608,000 | 3,386 |
| U.S. Government securities | $11,120,000 | 5,742 |
| U.S. Treasury securities | $4,044,000 | 2,609 |
| U.S. Government agency obligations | $7,076,000 | 6,259 |
| Securities issued by states & political subdivisions | $10,966,000 | 1,541 |
| Other domestic debt securities | $7,496,000 | 906 |
| Privately issued residential mortgage-backed securities | $82,000 | 1,279 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,414,000 | 714 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $3,026,000 | 1,157 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,486,000 | 4,080 |
| Mortgage-backed securities | $1,590,000 | 5,607 |
| Certificates of participation in pools of residential mortgages | $1,508,000 | 4,759 |
| Issued or guaranteed by U.S. | $1,508,000 | 4,739 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $82,000 | 4,524 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $82,000 | 1,089 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,977,000 | 4,789 |
| Available-for-sale securities (fair market value) | $30,631,000 | 2,742 |
| Total debt securities | $29,582,000 | 3,576 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank |
| Total securities | $30,674,000 | 3,566 |
| U.S. Government securities | $13,396,000 | 5,428 |
| U.S. Treasury securities | $3,993,000 | 3,725 |
| U.S. Government agency obligations | $9,403,000 | 5,441 |
| Securities issued by states & political subdivisions | $9,257,000 | 1,592 |
| Other domestic debt securities | $5,850,000 | 781 |
| Privately issued residential mortgage-backed securities | $115,000 | 1,206 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,735,000 | 605 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $2,171,000 | 1,394 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,990,000 | 4,533 |
| Mortgage-backed securities | $2,386,000 | 5,142 |
| Certificates of participation in pools of residential mortgages | $2,271,000 | 4,196 |
| Issued or guaranteed by U.S. | $2,271,000 | 4,182 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $115,000 | 4,727 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $115,000 | 989 |
| 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) | $2,624,000 | 5,245 |
| Available-for-sale securities (fair market value) | $28,050,000 | 2,770 |
| Total debt securities | $28,503,000 | 3,687 |
| Structured notes |
| Amortized cost | $1,715,000 | 861 |
| Fair value | $1,717,000 | 853 |
| 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 | $29,645,000 | 3,940 |
| U.S. Government securities | $12,721,000 | 6,115 |
| U.S. Treasury securities | $4,437,000 | 4,118 |
| U.S. Government agency obligations | $8,284,000 | 6,124 |
| Securities issued by states & political subdivisions | $8,512,000 | 1,715 |
| Other domestic debt securities | $7,052,000 | 730 |
| Privately issued residential mortgage-backed securities | $251,000 | 1,228 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,801,000 | 514 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $1,360,000 | 1,928 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,485,000 | 4,382 |
| Mortgage-backed securities | $3,698,000 | 4,843 |
| Certificates of participation in pools of residential mortgages | $3,447,000 | 3,844 |
| Issued or guaranteed by U.S. | $3,447,000 | 3,821 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $251,000 | 4,884 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $251,000 | 990 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,763,000 | 5,257 |
| Available-for-sale securities (fair market value) | $25,882,000 | 3,100 |
| Total debt securities | $28,285,000 | 3,998 |
| 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 | $24,556,000 | 4,775 |
| U.S. Government securities | $9,374,000 | 7,558 |
| U.S. Treasury securities | $4,590,000 | 4,828 |
| U.S. Government agency obligations | $4,784,000 | 7,824 |
| Securities issued by states & political subdivisions | $6,660,000 | 2,203 |
| Other domestic debt securities | $7,347,000 | 848 |
| Privately issued residential mortgage-backed securities | $359,000 | 1,325 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,988,000 | 633 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,175,000 | 1,979 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,021,000 | 4,678 |
| Mortgage-backed securities | $1,960,000 | 6,302 |
| Certificates of participation in pools of residential mortgages | $1,601,000 | 5,332 |
| Issued or guaranteed by U.S. | $1,601,000 | 5,302 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $359,000 | 5,148 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $359,000 | 1,057 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,777,000 | 5,589 |
| Available-for-sale securities (fair market value) | $20,779,000 | 3,834 |
| Total debt securities | $23,381,000 | 4,860 |
| 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 |
| 1994-12-31 | Rank |
| Total securities | $25,252,000 | 4,940 |
| U.S. Government securities | $9,366,000 | 8,033 |
| U.S. Treasury securities | $2,914,000 | 7,259 |
| U.S. Government agency obligations | $6,452,000 | 6,913 |
| Securities issued by states & political subdivisions | $6,808,000 | 2,243 |
| Other domestic debt securities | $7,553,000 | 899 |
| Privately issued residential mortgage-backed securities | $437,000 | 1,376 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,116,000 | 693 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,525,000 | 1,572 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,003,000 | 5,344 |
| Mortgage-backed securities | $2,030,000 | 6,620 |
| Certificates of participation in pools of residential mortgages | $1,537,000 | 5,693 |
| Issued or guaranteed by U.S. | $1,537,000 | 5,668 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $493,000 | 5,277 |
| CMOs issued by government agencies or sponsored agencies | $56,000 | 5,975 |
| Privately issued | $437,000 | 1,124 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,027,000 | 6,894 |
| Available-for-sale securities (fair market value) | $18,225,000 | 3,055 |
| Total debt securities | $23,727,000 | 5,105 |
| 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 | NA | NA |
| 1993-12-31 | Rank |
| Total securities | $25,436,000 | 5,146 |
| U.S. Government securities | $10,228,000 | 7,908 |
| U.S. Treasury securities | $4,512,000 | 6,062 |
| U.S. Government agency obligations | $5,716,000 | 7,468 |
| Securities issued by states & political subdivisions | $6,962,000 | 2,258 |
| Other domestic debt securities | $7,704,000 | 1,041 |
| Privately issued residential mortgage-backed securities | $644,000 | 1,521 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,060,000 | 802 |
| Foreign debt securities | NA | NA |
| Equity securities | $542,000 | 2,919 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,014,000 | 5,235 |
| Mortgage-backed securities | $2,361,000 | 6,927 |
| Certificates of participation in pools of residential mortgages | $1,364,000 | 6,517 |
| Issued or guaranteed by U.S. | $1,364,000 | 6,467 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $997,000 | 5,024 |
| CMOs issued by government agencies or sponsored agencies | $353,000 | 5,749 |
| Privately issued | $644,000 | 1,204 |
| 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 | $24,894,000 | 5,106 |
| 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 | $26,743,000 | 4,901 |
| U.S. Government securities | $13,427,000 | 6,739 |
| U.S. Treasury securities | $4,524,000 | 6,146 |
| U.S. Government agency obligations | $8,903,000 | 5,965 |
| Securities issued by states & political subdivisions | $5,705,000 | 2,454 |
| Other domestic debt securities | $6,857,000 | 1,353 |
| Privately issued residential mortgage-backed securities | $435,000 | 2,478 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,422,000 | 993 |
| Foreign debt securities | NA | NA |
| Equity securities | $754,000 | 2,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,017,000 | 5,964 |
| Mortgage-backed securities | $3,829,000 | 6,159 |
| Certificates of participation in pools of residential mortgages | $1,315,000 | 7,034 |
| Issued or guaranteed by U.S. | $1,315,000 | 6,973 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,514,000 | 3,731 |
| CMOs issued by government agencies or sponsored agencies | $2,079,000 | 3,667 |
| Privately issued | $435,000 | 2,092 |
| 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 | $25,989,000 | 4,922 |
| 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 |
