| 2013-12-31 | Rank |
| Total securities | $116,602,000 | 1,283 |
| U.S. Government securities | $70,849,000 | 1,378 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $70,849,000 | 1,334 |
| Securities issued by states & political subdivisions | $24,843,000 | 1,527 |
| Other domestic debt securities | $7,067,000 | 810 |
| Privately issued residential mortgage-backed securities | $649,000 | 546 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $141,000 | 412 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $6,277,000 | 614 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $13,843,000 | 123 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $31,660,000 | 1,622 |
| Mortgage-backed securities | $38,834,000 | 1,531 |
| Certificates of participation in pools of residential mortgages | $32,123,000 | 1,254 |
| Issued or guaranteed by U.S. | $32,123,000 | 1,254 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $6,711,000 | 1,657 |
| CMOs issued by government agencies or sponsored agencies | $6,062,000 | 1,635 |
| Privately issued | $649,000 | 519 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $7,779,000 | 1,222 |
| Available-for-sale securities (fair market value) | $108,823,000 | 1,197 |
| Total debt securities | $102,759,000 | 1,424 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank |
| Total securities | $164,801,000 | 943 |
| U.S. Government securities | $118,830,000 | 864 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $118,830,000 | 839 |
| Securities issued by states & political subdivisions | $24,931,000 | 1,523 |
| Other domestic debt securities | $7,089,000 | 834 |
| Privately issued residential mortgage-backed securities | $668,000 | 572 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $142,000 | 424 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $6,279,000 | 621 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $13,951,000 | 121 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $51,153,000 | 1,134 |
| Mortgage-backed securities | $53,978,000 | 1,183 |
| Certificates of participation in pools of residential mortgages | $46,720,000 | 912 |
| Issued or guaranteed by U.S. | $46,720,000 | 910 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $7,258,000 | 1,614 |
| CMOs issued by government agencies or sponsored agencies | $6,590,000 | 1,590 |
| Privately issued | $668,000 | 546 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $7,788,000 | 1,180 |
| Available-for-sale securities (fair market value) | $157,013,000 | 860 |
| Total debt securities | $150,850,000 | 1,021 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank |
| Total securities | $171,413,000 | 903 |
| U.S. Government securities | $128,353,000 | 791 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $128,353,000 | 769 |
| Securities issued by states & political subdivisions | $22,040,000 | 1,693 |
| Other domestic debt securities | $7,079,000 | 851 |
| Privately issued residential mortgage-backed securities | $670,000 | 580 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $147,000 | 433 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $6,262,000 | 643 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $13,941,000 | 117 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $49,646,000 | 1,139 |
| Mortgage-backed securities | $57,594,000 | 1,118 |
| Certificates of participation in pools of residential mortgages | $49,479,000 | 863 |
| Issued or guaranteed by U.S. | $49,479,000 | 861 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $8,115,000 | 1,550 |
| CMOs issued by government agencies or sponsored agencies | $7,445,000 | 1,531 |
| Privately issued | $670,000 | 556 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $4,047,000 | 1,436 |
| Available-for-sale securities (fair market value) | $167,366,000 | 817 |
| Total debt securities | $157,472,000 | 966 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank |
| Total securities | $178,212,000 | 870 |
| U.S. Government securities | $137,644,000 | 764 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $137,644,000 | 733 |
| Securities issued by states & political subdivisions | $19,042,000 | 1,898 |
| Other domestic debt securities | $7,191,000 | 860 |
| Privately issued residential mortgage-backed securities | $695,000 | 608 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $157,000 | 423 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $6,339,000 | 634 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $14,335,000 | 117 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $50,854,000 | 1,123 |
| Mortgage-backed securities | $63,427,000 | 1,063 |
| Certificates of participation in pools of residential mortgages | $54,257,000 | 812 |
| Issued or guaranteed by U.S. | $54,257,000 | 812 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $9,170,000 | 1,501 |
| CMOs issued by government agencies or sponsored agencies | $8,475,000 | 1,483 |
| Privately issued | $695,000 | 587 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $4,046,000 | 1,410 |
| Available-for-sale securities (fair market value) | $174,166,000 | 799 |
| Total debt securities | $163,877,000 | 933 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank |
| Total securities | $167,092,000 | 907 |
| U.S. Government securities | $128,120,000 | 804 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $128,120,000 | 774 |
| Securities issued by states & political subdivisions | $17,435,000 | 2,011 |
| Other domestic debt securities | $7,176,000 | 837 |
| Privately issued residential mortgage-backed securities | $683,000 | 635 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $143,000 | 405 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $6,350,000 | 610 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $14,361,000 | 115 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $57,555,000 | 994 |
| Mortgage-backed securities | $58,623,000 | 1,132 |
| Certificates of participation in pools of residential mortgages | $48,498,000 | 876 |
| Issued or guaranteed by U.S. | $48,498,000 | 875 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $10,125,000 | 1,501 |
| CMOs issued by government agencies or sponsored agencies | $9,442,000 | 1,451 |
| Privately issued | $683,000 | 616 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $4,046,000 | 1,410 |
| Available-for-sale securities (fair market value) | $163,046,000 | 832 |
| Total debt securities | $152,731,000 | 982 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank |
| Total securities | $180,323,000 | 858 |
| U.S. Government securities | $141,340,000 | 740 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $141,340,000 | 719 |
| Securities issued by states & political subdivisions | $17,447,000 | 1,968 |
| Other domestic debt securities | $7,172,000 | 870 |
| Privately issued residential mortgage-backed securities | $677,000 | 680 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $143,000 | 397 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $6,352,000 | 637 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $14,364,000 | 114 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $58,085,000 | 981 |
| Mortgage-backed securities | $68,109,000 | 1,043 |
| Certificates of participation in pools of residential mortgages | $52,968,000 | 853 |
| Issued or guaranteed by U.S. | $52,968,000 | 852 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $15,141,000 | 1,256 |
| CMOs issued by government agencies or sponsored agencies | $14,464,000 | 1,206 |
| Privately issued | $677,000 | 657 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $4,046,000 | 1,423 |
| Available-for-sale securities (fair market value) | $176,277,000 | 781 |
| Total debt securities | $165,959,000 | 923 |
| Structured notes |
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank |
| Total securities | $169,719,000 | 914 |
| U.S. Government securities | $132,500,000 | 807 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $132,500,000 | 780 |
| Securities issued by states & political subdivisions | $16,046,000 | 2,050 |
| Other domestic debt securities | $7,005,000 | 887 |
| Privately issued residential mortgage-backed securities | $653,000 | 749 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $117,000 | 354 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $6,235,000 | 650 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $14,168,000 | 114 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $64,088,000 | 921 |
| Mortgage-backed securities | $62,176,000 | 1,156 |
| Certificates of participation in pools of residential mortgages | $45,622,000 | 995 |
| Issued or guaranteed by U.S. | $45,622,000 | 994 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $16,554,000 | 1,215 |
| CMOs issued by government agencies or sponsored agencies | $15,901,000 | 1,158 |
| Privately issued | $653,000 | 725 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $4,046,000 | 1,416 |
| Available-for-sale securities (fair market value) | $165,673,000 | 825 |
| Total debt securities | $155,551,000 | 983 |
| Structured notes |
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank |
| Total securities | $191,270,000 | 812 |
| U.S. Government securities | $154,032,000 | 723 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $154,032,000 | 703 |
| Securities issued by states & political subdivisions | $16,274,000 | 1,950 |
| Other domestic debt securities | $7,061,000 | 880 |
| Privately issued residential mortgage-backed securities | $662,000 | 788 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $126,000 | 304 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $6,273,000 | 642 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $13,903,000 | 113 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $62,701,000 | 947 |
| Mortgage-backed securities | $50,778,000 | 1,368 |
| Certificates of participation in pools of residential mortgages | $32,682,000 | 1,302 |
| Issued or guaranteed by U.S. | $32,682,000 | 1,301 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $18,096,000 | 1,171 |
| CMOs issued by government agencies or sponsored agencies | $17,434,000 | 1,114 |
| Privately issued | $662,000 | 761 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $4,046,000 | 1,429 |
| Available-for-sale securities (fair market value) | $187,224,000 | 743 |
| Total debt securities | $177,367,000 | 865 |
| Structured notes |
| Amortized cost | $14,221,000 | 417 |
| Fair value | $14,241,000 | 418 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank |
| Total securities | $174,434,000 | 865 |
| U.S. Government securities | $143,938,000 | 746 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $143,938,000 | 723 |
| Securities issued by states & political subdivisions | $9,751,000 | 2,675 |
| Other domestic debt securities | $6,910,000 | 889 |
| Privately issued residential mortgage-backed securities | $667,000 | 858 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $102,000 | 234 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $6,141,000 | 605 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $13,835,000 | 115 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $63,684,000 | 870 |
| Mortgage-backed securities | $54,407,000 | 1,249 |
| Certificates of participation in pools of residential mortgages | $35,047,000 | 1,163 |
| Issued or guaranteed by U.S. | $35,047,000 | 1,161 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $19,360,000 | 1,092 |
| CMOs issued by government agencies or sponsored agencies | $18,693,000 | 1,001 |
| Privately issued | $667,000 | 816 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $4,046,000 | 1,472 |
| Available-for-sale securities (fair market value) | $170,388,000 | 783 |
| Total debt securities | $160,599,000 | 929 |
| Structured notes |
| Amortized cost | $19,215,000 | 298 |
| Fair value | $19,276,000 | 295 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $153,689,000 | 946 |
| U.S. Government securities | $131,008,000 | 788 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $131,008,000 | 766 |
| Securities issued by states & political subdivisions | $8,108,000 | 2,870 |
| Other domestic debt securities | $847,000 | 2,104 |
| Privately issued residential mortgage-backed securities | $737,000 | 869 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $110,000 | 219 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $13,726,000 | 119 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $63,293,000 | 853 |
| Mortgage-backed securities | $59,032,000 | 1,130 |
| Certificates of participation in pools of residential mortgages | $38,247,000 | 1,044 |
| Issued or guaranteed by U.S. | $38,247,000 | 1,042 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $20,785,000 | 1,037 |
| CMOs issued by government agencies or sponsored agencies | $20,048,000 | 942 |
| Privately issued | $737,000 | 824 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $4,046,000 | 1,481 |
| Available-for-sale securities (fair market value) | $149,643,000 | 871 |
| Total debt securities | $139,963,000 | 1,032 |
| Structured notes |
| Amortized cost | $19,213,000 | 282 |
| Fair value | $19,232,000 | 286 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $177,755,000 | 822 |
| U.S. Government securities | $154,938,000 | 687 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $154,938,000 | 665 |
| Securities issued by states & political subdivisions | $8,506,000 | 2,756 |
| Other domestic debt securities | $1,028,000 | 1,905 |
| Privately issued residential mortgage-backed securities | $900,000 | 848 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $128,000 | 213 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $13,283,000 | 121 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $51,041,000 | 1,035 |
| Mortgage-backed securities | $51,363,000 | 1,240 |
| Certificates of participation in pools of residential mortgages | $29,438,000 | 1,250 |
| Issued or guaranteed by U.S. | $29,438,000 | 1,244 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $21,925,000 | 987 |
| CMOs issued by government agencies or sponsored agencies | $21,025,000 | 883 |
| Privately issued | $900,000 | 805 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $4,046,000 | 1,510 |
| Available-for-sale securities (fair market value) | $173,709,000 | 737 |
| Total debt securities | $164,472,000 | 870 |
| Structured notes |
| Amortized cost | $18,973,000 | 353 |
| Fair value | $18,913,000 | 356 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $162,612,000 | 887 |
| U.S. Government securities | $139,879,000 | 754 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $139,879,000 | 719 |
| Securities issued by states & political subdivisions | $8,487,000 | 2,722 |
| Other domestic debt securities | $1,248,000 | 1,847 |
| Privately issued residential mortgage-backed securities | $1,088,000 | 839 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $160,000 | 209 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $12,998,000 | 123 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $53,358,000 | 989 |
| Mortgage-backed securities | $43,751,000 | 1,346 |
| Certificates of participation in pools of residential mortgages | $31,317,000 | 1,161 |
| Issued or guaranteed by U.S. | $31,317,000 | 1,155 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $12,434,000 | 1,348 |
| CMOs issued by government agencies or sponsored agencies | $11,346,000 | 1,242 |
| Privately issued | $1,088,000 | 799 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $4,045,000 | 1,518 |
| Available-for-sale securities (fair market value) | $158,567,000 | 804 |
| Total debt securities | $149,614,000 | 942 |
| Structured notes |
| Amortized cost | $21,931,000 | 321 |
| Fair value | $21,694,000 | 320 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank |
| Total securities | $179,750,000 | 783 |
| U.S. Government securities | $156,984,000 | 646 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $156,984,000 | 619 |
| Securities issued by states & political subdivisions | $8,417,000 | 2,726 |
| Other domestic debt securities | $1,407,000 | 1,901 |
| Privately issued residential mortgage-backed securities | $1,229,000 | 846 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $178,000 | 192 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $12,942,000 | 127 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $54,492,000 | 951 |
| Mortgage-backed securities | $46,613,000 | 1,257 |
| Certificates of participation in pools of residential mortgages | $33,206,000 | 1,070 |
| Issued or guaranteed by U.S. | $33,206,000 | 1,059 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $13,407,000 | 1,266 |
| CMOs issued by government agencies or sponsored agencies | $12,178,000 | 1,161 |
| Privately issued | $1,229,000 | 807 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $4,045,000 | 1,535 |
| Available-for-sale securities (fair market value) | $175,705,000 | 712 |
| Total debt securities | $166,808,000 | 824 |
| Structured notes |
| Amortized cost | $26,927,000 | 215 |
| Fair value | $26,787,000 | 211 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank |
| Total securities | $160,431,000 | 842 |
| U.S. Government securities | $135,167,000 | 722 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $135,167,000 | 686 |
| Securities issued by states & political subdivisions | $10,266,000 | 2,338 |
| Other domestic debt securities | $1,861,000 | 1,796 |
| Privately issued residential mortgage-backed securities | $1,686,000 | 838 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $175,000 | 183 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $13,137,000 | 125 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $55,596,000 | 929 |
| Mortgage-backed securities | $34,608,000 | 1,549 |
| Certificates of participation in pools of residential mortgages | $20,974,000 | 1,483 |
| Issued or guaranteed by U.S. | $20,974,000 | 1,478 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $13,634,000 | 1,241 |
| CMOs issued by government agencies or sponsored agencies | $11,948,000 | 1,155 |
| Privately issued | $1,686,000 | 796 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $4,045,000 | 1,569 |
| Available-for-sale securities (fair market value) | $156,386,000 | 752 |
| Total debt securities | $147,294,000 | 891 |
| Structured notes |
| Amortized cost | $44,922,000 | 104 |
| Fair value | $45,452,000 | 100 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $145,736,000 | 912 |
| U.S. Government securities | $124,571,000 | 782 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $124,571,000 | 753 |
| Securities issued by states & political subdivisions | $10,314,000 | 2,228 |
| Other domestic debt securities | $2,851,000 | 1,492 |
| Privately issued residential mortgage-backed securities | $2,682,000 | 751 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $169,000 | 179 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $8,000,000 | 179 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $54,667,000 | 966 |
| Mortgage-backed securities | $29,590,000 | 1,709 |
| Certificates of participation in pools of residential mortgages | $19,075,000 | 1,608 |
| Issued or guaranteed by U.S. | $19,075,000 | 1,601 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $10,515,000 | 1,383 |
| CMOs issued by government agencies or sponsored agencies | $7,833,000 | 1,378 |
| Privately issued | $2,682,000 | 720 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $4,045,000 | 1,621 |
| Available-for-sale securities (fair market value) | $141,691,000 | 830 |
| Total debt securities | $137,736,000 | 958 |
| Structured notes |
| Amortized cost | $63,890,000 | 63 |
| Fair value | $64,596,000 | 63 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $97,356,000 | 1,342 |
| U.S. Government securities | $83,833,000 | 1,124 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $83,833,000 | 1,080 |
| Securities issued by states & political subdivisions | $10,602,000 | 2,156 |
| Other domestic debt securities | $2,921,000 | 1,526 |
| Privately issued residential mortgage-backed securities | $2,742,000 | 775 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $179,000 | 182 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $48,989,000 | 1,109 |
| Mortgage-backed securities | $32,583,000 | 1,628 |
| Certificates of participation in pools of residential mortgages | $20,882,000 | 1,576 |
| Issued or guaranteed by U.S. | $20,882,000 | 1,572 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $11,701,000 | 1,269 |
| CMOs issued by government agencies or sponsored agencies | $8,959,000 | 1,226 |
| Privately issued | $2,742,000 | 742 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $4,045,000 | 1,652 |
| Available-for-sale securities (fair market value) | $93,311,000 | 1,242 |
| Total debt securities | $97,356,000 | 1,324 |
| Structured notes |
| Amortized cost | $28,969,000 | 157 |
| Fair value | $29,069,000 | 154 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank |
| Total securities | $102,411,000 | 1,266 |
| U.S. Government securities | $89,536,000 | 1,012 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $89,536,000 | 977 |
| Securities issued by states & political subdivisions | $9,857,000 | 2,260 |
| Other domestic debt securities | $3,018,000 | 1,542 |
| Privately issued residential mortgage-backed securities | $2,835,000 | 794 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $183,000 | 203 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $45,148,000 | 1,198 |
| Mortgage-backed securities | $35,143,000 | 1,559 |
| Certificates of participation in pools of residential mortgages | $22,141,000 | 1,562 |
| Issued or guaranteed by U.S. | $22,141,000 | 1,555 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $13,002,000 | 1,211 |
| CMOs issued by government agencies or sponsored agencies | $10,167,000 | 1,118 |
| Privately issued | $2,835,000 | 759 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $4,044,000 | 1,667 |
| Available-for-sale securities (fair market value) | $98,367,000 | 1,152 |
| Total debt securities | $102,411,000 | 1,247 |
| Structured notes |
| Amortized cost | $28,958,000 | 101 |
| Fair value | $28,805,000 | 100 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank |
| Total securities | $94,269,000 | 1,362 |
| U.S. Government securities | $75,584,000 | 1,169 |
| U.S. Treasury securities | $10,198,000 | 239 |
| U.S. Government agency obligations | $65,386,000 | 1,309 |
| Securities issued by states & political subdivisions | $9,398,000 | 2,352 |
| Other domestic debt securities | $3,142,000 | 1,599 |
| Privately issued residential mortgage-backed securities | $2,938,000 | 842 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $204,000 | 210 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $6,145,000 | 275 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $45,588,000 | 1,163 |
| Mortgage-backed securities | $55,340,000 | 1,121 |
| Certificates of participation in pools of residential mortgages | $37,211,000 | 1,053 |
| Issued or guaranteed by U.S. | $37,211,000 | 1,047 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $18,129,000 | 983 |
| CMOs issued by government agencies or sponsored agencies | $15,191,000 | 877 |
| Privately issued | $2,938,000 | 803 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $4,044,000 | 1,715 |
| Available-for-sale securities (fair market value) | $90,225,000 | 1,238 |
| Total debt securities | $88,124,000 | 1,423 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $124,899,000 | 1,021 |
| U.S. Government securities | $109,323,000 | 797 |
| U.S. Treasury securities | $30,278,000 | 113 |
| U.S. Government agency obligations | $79,045,000 | 1,050 |
| Securities issued by states & political subdivisions | $6,182,000 | 2,920 |
| Other domestic debt securities | $3,390,000 | 1,580 |
| Privately issued residential mortgage-backed securities | $3,163,000 | 835 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $227,000 | 231 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $6,004,000 | 312 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $43,130,000 | 1,208 |
| Mortgage-backed securities | $69,329,000 | 912 |
| Certificates of participation in pools of residential mortgages | $41,436,000 | 983 |
| Issued or guaranteed by U.S. | $41,436,000 | 973 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $27,893,000 | 726 |
| CMOs issued by government agencies or sponsored agencies | $24,730,000 | 602 |
| Privately issued | $3,163,000 | 800 |
| 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) | $3,044,000 | 1,901 |
| Available-for-sale securities (fair market value) | $121,855,000 | 898 |
| Total debt securities | $118,895,000 | 1,042 |
| 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 | $98,235,000 | 1,260 |
| U.S. Government securities | $82,947,000 | 1,051 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $82,947,000 | 1,016 |
| Securities issued by states & political subdivisions | $4,874,000 | 3,170 |
| Other domestic debt securities | $4,449,000 | 1,324 |
| Privately issued residential mortgage-backed securities | $3,922,000 | 788 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $527,000 | 249 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $5,965,000 | 314 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $42,485,000 | 1,250 |
| Mortgage-backed securities | $71,780,000 | 894 |
| Certificates of participation in pools of residential mortgages | $39,470,000 | 1,056 |
| Issued or guaranteed by U.S. | $39,470,000 | 1,043 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $32,310,000 | 662 |
| CMOs issued by government agencies or sponsored agencies | $28,388,000 | 529 |
| Privately issued | $3,922,000 | 757 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,057,000 | 2,496 |
| Available-for-sale securities (fair market value) | $97,178,000 | 1,118 |
| Total debt securities | $92,270,000 | 1,320 |
| 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 | $102,104,000 | 1,197 |
| U.S. Government securities | $87,473,000 | 987 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $87,473,000 | 961 |
| Securities issued by states & political subdivisions | $3,877,000 | 3,453 |
| Other domestic debt securities | $4,909,000 | 1,228 |
| Privately issued residential mortgage-backed securities | $4,359,000 | 722 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $550,000 | 231 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $5,845,000 | 296 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $42,948,000 | 1,256 |
| Mortgage-backed securities | $76,745,000 | 824 |
| Certificates of participation in pools of residential mortgages | $41,803,000 | 979 |
| Issued or guaranteed by U.S. | $41,803,000 | 971 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $34,942,000 | 613 |
| CMOs issued by government agencies or sponsored agencies | $30,583,000 | 484 |
| Privately issued | $4,359,000 | 692 |
| 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) | $102,104,000 | 1,034 |
| Total debt securities | $96,259,000 | 1,255 |
| 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 | $105,607,000 | 1,127 |
| U.S. Government securities | $89,893,000 | 918 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $89,893,000 | 896 |
| Securities issued by states & political subdivisions | $3,887,000 | 3,427 |
| Other domestic debt securities | $6,093,000 | 1,081 |
| Privately issued residential mortgage-backed securities | $5,373,000 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $720,000 | 213 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $5,734,000 | 300 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $44,040,000 | 1,189 |
| Mortgage-backed securities | $81,089,000 | 742 |
| Certificates of participation in pools of residential mortgages | $43,805,000 | 904 |
| Issued or guaranteed by U.S. | $43,805,000 | 894 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $37,284,000 | 553 |
| CMOs issued by government agencies or sponsored agencies | $31,911,000 | 432 |
| Privately issued | $5,373,000 | 648 |
| 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) | $105,607,000 | 975 |
| Total debt securities | $99,873,000 | 1,174 |
| 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 | $114,099,000 | 1,066 |
| U.S. Government securities | $91,821,000 | 917 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $91,821,000 | 893 |
| Securities issued by states & political subdivisions | $3,887,000 | 3,439 |
| Other domestic debt securities | $6,000 | 3,155 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,537 |
| 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 | $18,385,000 | 168 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $43,352,000 | 1,174 |
| Mortgage-backed securities | $77,446,000 | 761 |
| Certificates of participation in pools of residential mortgages | $45,540,000 | 865 |
| Issued or guaranteed by U.S. | $45,540,000 | 855 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $31,906,000 | 601 |
| CMOs issued by government agencies or sponsored agencies | $31,900,000 | 437 |
| Privately issued | $6,000 | 1,445 |
| 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) | $114,099,000 | 930 |
| Total debt securities | $95,714,000 | 1,234 |
| 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 | $127,004,000 | 954 |
| U.S. Government securities | $101,527,000 | 826 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $101,527,000 | 805 |
| Securities issued by states & political subdivisions | $6,115,000 | 2,834 |
| Other domestic debt securities | $19,000 | 3,100 |
| Privately issued residential mortgage-backed securities | $19,000 | 1,492 |
| 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 | $19,343,000 | 191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $44,677,000 | 1,130 |
| Mortgage-backed securities | $86,575,000 | 679 |
| Certificates of participation in pools of residential mortgages | $51,506,000 | 737 |
| Issued or guaranteed by U.S. | $51,506,000 | 728 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $35,069,000 | 561 |
| CMOs issued by government agencies or sponsored agencies | $35,050,000 | 400 |
| Privately issued | $19,000 | 1,405 |
| 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) | $127,004,000 | 833 |
| Total debt securities | $107,661,000 | 1,103 |
| 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 | $132,258,000 | 899 |
| U.S. Government securities | $106,730,000 | 789 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $106,730,000 | 769 |
| Securities issued by states & political subdivisions | $6,091,000 | 2,825 |
| Other domestic debt securities | $33,000 | 2,925 |
| Privately issued residential mortgage-backed securities | $33,000 | 1,378 |
| 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 | $19,404,000 | 172 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $42,871,000 | 1,171 |
| Mortgage-backed securities | $91,755,000 | 601 |
| Certificates of participation in pools of residential mortgages | $54,528,000 | 641 |
| Issued or guaranteed by U.S. | $54,528,000 | 632 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $37,227,000 | 511 |
| CMOs issued by government agencies or sponsored agencies | $37,194,000 | 374 |
| Privately issued | $33,000 | 1,300 |
| 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) | $132,258,000 | 776 |
| Total debt securities | $112,854,000 | 1,041 |
| 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 | $153,034,000 | 779 |
| U.S. Government securities | $127,676,000 | 653 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $127,676,000 | 640 |
| Securities issued by states & political subdivisions | $6,059,000 | 2,802 |
| Other domestic debt securities | $49,000 | 2,868 |
| Privately issued residential mortgage-backed securities | $49,000 | 1,324 |
| 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 | $19,250,000 | 177 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,759,000 | 2,966 |
| Mortgage-backed securities | $96,455,000 | 549 |
| Certificates of participation in pools of residential mortgages | $57,330,000 | 580 |
| Issued or guaranteed by U.S. | $57,330,000 | 573 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $39,125,000 | 475 |
| CMOs issued by government agencies or sponsored agencies | $39,076,000 | 353 |
| Privately issued | $49,000 | 1,247 |
| 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) | $153,034,000 | 658 |
| Total debt securities | $133,784,000 | 862 |
| 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 | $159,024,000 | 742 |
| U.S. Government securities | $133,749,000 | 642 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $133,749,000 | 635 |
| Securities issued by states & political subdivisions | $6,052,000 | 2,800 |
| Other domestic debt securities | $71,000 | 2,795 |
| Privately issued residential mortgage-backed securities | $71,000 | 1,269 |
| 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 | $19,152,000 | 162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,843,000 | 3,286 |
| Mortgage-backed securities | $102,725,000 | 529 |
| Certificates of participation in pools of residential mortgages | $60,992,000 | 552 |
| Issued or guaranteed by U.S. | $60,992,000 | 542 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $41,733,000 | 444 |
| CMOs issued by government agencies or sponsored agencies | $41,662,000 | 349 |
| Privately issued | $71,000 | 1,189 |
| 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) | $159,024,000 | 625 |
| Total debt securities | $139,872,000 | 825 |
| 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 | $169,277,000 | 719 |
| U.S. Government securities | $143,203,000 | 616 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $143,203,000 | 603 |
| Securities issued by states & political subdivisions | $6,695,000 | 2,655 |
| Other domestic debt securities | $105,000 | 2,764 |
| Privately issued residential mortgage-backed securities | $105,000 | 1,215 |
| 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 | $19,274,000 | 161 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,054,000 | 3,243 |
| Mortgage-backed securities | $112,186,000 | 498 |
| Certificates of participation in pools of residential mortgages | $66,838,000 | 510 |
| Issued or guaranteed by U.S. | $66,838,000 | 502 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $45,348,000 | 425 |
| CMOs issued by government agencies or sponsored agencies | $45,243,000 | 325 |
| Privately issued | $105,000 | 1,125 |
| 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) | $169,277,000 | 598 |
| Total debt securities | $150,003,000 | 776 |
| 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 | $176,162,000 | 704 |
| U.S. Government securities | $149,241,000 | 612 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $149,241,000 | 598 |
| Securities issued by states & political subdivisions | $7,582,000 | 2,458 |
| Other domestic debt securities | $143,000 | 2,768 |
| Privately issued residential mortgage-backed securities | $143,000 | 1,178 |
| 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 | $19,196,000 | 163 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,186,000 | 3,220 |
| Mortgage-backed securities | $118,341,000 | 486 |
| Certificates of participation in pools of residential mortgages | $70,193,000 | 493 |
| Issued or guaranteed by U.S. | $70,193,000 | 487 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $48,148,000 | 418 |
| CMOs issued by government agencies or sponsored agencies | $48,005,000 | 318 |
| Privately issued | $143,000 | 1,099 |
| 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) | $176,162,000 | 581 |
| Total debt securities | $156,966,000 | 767 |
| 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 | $183,771,000 | 698 |
| U.S. Government securities | $156,800,000 | 596 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $156,800,000 | 575 |
| Securities issued by states & political subdivisions | $7,611,000 | 2,450 |
| Other domestic debt securities | $183,000 | 2,780 |
| Privately issued residential mortgage-backed securities | $183,000 | 1,144 |
| 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 | $19,177,000 | 160 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,087,000 | 3,399 |
| Mortgage-backed securities | $126,024,000 | 473 |
| Certificates of participation in pools of residential mortgages | $74,670,000 | 484 |
| Issued or guaranteed by U.S. | $74,670,000 | 478 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $51,354,000 | 400 |
| CMOs issued by government agencies or sponsored agencies | $51,171,000 | 303 |
| Privately issued | $183,000 | 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $183,771,000 | 575 |
| Total debt securities | $164,594,000 | 750 |
| 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 | $201,770,000 | 637 |
| U.S. Government securities | $167,218,000 | 574 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $167,218,000 | 562 |
| Securities issued by states & political subdivisions | $15,373,000 | 1,298 |
| Other domestic debt securities | $235,000 | 2,750 |
| Privately issued residential mortgage-backed securities | $235,000 | 1,102 |
| 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 | $18,944,000 | 162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,307,000 | 3,358 |
| Mortgage-backed securities | $136,786,000 | 443 |
| Certificates of participation in pools of residential mortgages | $79,156,000 | 469 |
| Issued or guaranteed by U.S. | $79,156,000 | 464 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $57,630,000 | 364 |
| CMOs issued by government agencies or sponsored agencies | $57,395,000 | 269 |
| Privately issued | $235,000 | 1,026 |
| 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) | $201,770,000 | 533 |
| Total debt securities | $182,827,000 | 686 |
| 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 | $214,527,000 | 613 |
| U.S. Government securities | $179,142,000 | 551 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $179,142,000 | 533 |
| Securities issued by states & political subdivisions | $16,121,000 | 1,249 |
| Other domestic debt securities | $272,000 | 2,750 |
| Privately issued residential mortgage-backed securities | $272,000 | 1,065 |
| 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 | $18,992,000 | 158 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,534,000 | 3,318 |
| Mortgage-backed securities | $148,459,000 | 428 |
| Certificates of participation in pools of residential mortgages | $85,656,000 | 450 |
| Issued or guaranteed by U.S. | $85,656,000 | 445 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $62,803,000 | 348 |
| CMOs issued by government agencies or sponsored agencies | $62,531,000 | 259 |
| Privately issued | $272,000 | 993 |
| 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) | $214,527,000 | 514 |
| Total debt securities | $195,534,000 | 657 |
| 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 | $226,458,000 | 594 |
| U.S. Government securities | $189,427,000 | 537 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $189,427,000 | 515 |
| Securities issued by states & political subdivisions | $17,713,000 | 1,127 |
| Other domestic debt securities | $294,000 | 2,805 |
| Privately issued residential mortgage-backed securities | $294,000 | 1,023 |
| 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 | $19,024,000 | 164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,985,000 | 3,386 |
| Mortgage-backed securities | $158,727,000 | 417 |
| Certificates of participation in pools of residential mortgages | $91,035,000 | 443 |
| Issued or guaranteed by U.S. | $91,035,000 | 437 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $67,692,000 | 333 |
| CMOs issued by government agencies or sponsored agencies | $67,398,000 | 252 |
| Privately issued | $294,000 | 949 |
| 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) | $226,458,000 | 496 |
| Total debt securities | $207,433,000 | 614 |
| 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 | $242,020,000 | 553 |
| U.S. Government securities | $203,906,000 | 509 |
| U.S. Treasury securities | $33,000 | 1,776 |
| U.S. Government agency obligations | $203,873,000 | 483 |
| Securities issued by states & political subdivisions | $17,888,000 | 1,114 |
| Other domestic debt securities | $1,321,000 | 1,942 |
| Privately issued residential mortgage-backed securities | $319,000 | 1,003 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,002,000 | 1,660 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $18,905,000 | 164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,212,000 | 3,326 |
| Mortgage-backed securities | $172,987,000 | 395 |
| Certificates of participation in pools of residential mortgages | $98,582,000 | 423 |
| Issued or guaranteed by U.S. | $98,582,000 | 419 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $74,405,000 | 311 |
| CMOs issued by government agencies or sponsored agencies | $74,086,000 | 241 |
| Privately issued | $319,000 | 929 |
| 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) | $242,020,000 | 459 |
| Total debt securities | $223,113,000 | 576 |
| 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 | $243,456,000 | 549 |
| U.S. Government securities | $205,072,000 | 502 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $205,072,000 | 480 |
| Securities issued by states & political subdivisions | $17,938,000 | 1,093 |
| Other domestic debt securities | $1,553,000 | 1,873 |
| Privately issued residential mortgage-backed securities | $548,000 | 885 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,005,000 | 1,730 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $18,893,000 | 163 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,345,000 | 3,295 |
| Mortgage-backed securities | $190,731,000 | 372 |
| Certificates of participation in pools of residential mortgages | $107,893,000 | 410 |
| Issued or guaranteed by U.S. | $107,893,000 | 403 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $82,838,000 | 299 |
| CMOs issued by government agencies or sponsored agencies | $82,290,000 | 231 |
| Privately issued | $548,000 | 816 |
| 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) | $243,456,000 | 461 |
| Total debt securities | $224,563,000 | 570 |
| 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 | $249,813,000 | 545 |
| U.S. Government securities | $211,421,000 | 497 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $211,421,000 | 471 |
| Securities issued by states & political subdivisions | $17,937,000 | 1,081 |
| Other domestic debt securities | $1,760,000 | 1,845 |
| Privately issued residential mortgage-backed securities | $750,000 | 824 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,010,000 | 1,796 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $18,695,000 | 178 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,436,000 | 3,288 |
| Mortgage-backed securities | $207,263,000 | 352 |
| Certificates of participation in pools of residential mortgages | $117,387,000 | 391 |
| Issued or guaranteed by U.S. | $117,387,000 | 387 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $89,876,000 | 293 |
| CMOs issued by government agencies or sponsored agencies | $89,126,000 | 232 |
| Privately issued | $750,000 | 769 |
| 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) | $249,813,000 | 460 |
| Total debt securities | $231,118,000 | 559 |
| 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 | $267,913,000 | 521 |
| U.S. Government securities | $228,128,000 | 469 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $228,128,000 | 444 |
| Securities issued by states & political subdivisions | $19,135,000 | 993 |
| Other domestic debt securities | $1,994,000 | 1,818 |
| Privately issued residential mortgage-backed securities | $983,000 | 764 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,011,000 | 1,896 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $18,656,000 | 192 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,711,000 | 3,225 |
| Mortgage-backed securities | $224,123,000 | 343 |
| Certificates of participation in pools of residential mortgages | $126,656,000 | 379 |
| Issued or guaranteed by U.S. | $126,656,000 | 376 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $97,467,000 | 288 |
| CMOs issued by government agencies or sponsored agencies | $96,484,000 | 223 |
| Privately issued | $983,000 | 713 |
| 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) | $267,913,000 | 440 |
| Total debt securities | $249,257,000 | 538 |
| 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 | $282,558,000 | 496 |
| U.S. Government securities | $244,190,000 | 439 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $244,190,000 | 418 |
| Securities issued by states & political subdivisions | $19,246,000 | 998 |
| Other domestic debt securities | $2,283,000 | 1,696 |
| Privately issued residential mortgage-backed securities | $1,268,000 | 671 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,015,000 | 1,947 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $16,839,000 | 220 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,711,000 | 3,166 |
| Mortgage-backed securities | $240,451,000 | 328 |
| Certificates of participation in pools of residential mortgages | $134,854,000 | 358 |
| Issued or guaranteed by U.S. | $134,854,000 | 356 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $105,597,000 | 274 |
| CMOs issued by government agencies or sponsored agencies | $104,329,000 | 217 |
| Privately issued | $1,268,000 | 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 | 4,541 |
| Available-for-sale securities (fair market value) | $282,558,000 | 424 |
| Total debt securities | $265,719,000 | 508 |
| 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 | $280,010,000 | 508 |
| U.S. Government securities | $241,237,000 | 453 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $241,237,000 | 427 |
| Securities issued by states & political subdivisions | $19,433,000 | 974 |
| Other domestic debt securities | $2,647,000 | 1,662 |
| Privately issued residential mortgage-backed securities | $1,667,000 | 617 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $980,000 | 2,127 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $16,693,000 | 228 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $56,095,000 | 836 |
| Mortgage-backed securities | $238,029,000 | 333 |
| Certificates of participation in pools of residential mortgages | $135,590,000 | 358 |
| Issued or guaranteed by U.S. | $135,590,000 | 355 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $102,439,000 | 283 |
| CMOs issued by government agencies or sponsored agencies | $100,772,000 | 229 |
| Privately issued | $1,667,000 | 577 |
| 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) | $280,010,000 | 432 |
| Total debt securities | $263,317,000 | 516 |
| 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 | $239,932,000 | 587 |
| U.S. Government securities | $196,084,000 | 547 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $196,084,000 | 527 |
| Securities issued by states & political subdivisions | $20,266,000 | 955 |
| Other domestic debt securities | $6,683,000 | 1,092 |
| Privately issued residential mortgage-backed securities | $5,693,000 | 422 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $990,000 | 2,208 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $16,899,000 | 260 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $43,629,000 | 1,022 |
| Mortgage-backed securities | $196,685,000 | 396 |
| Certificates of participation in pools of residential mortgages | $124,196,000 | 388 |
| Issued or guaranteed by U.S. | $124,196,000 | 384 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $72,489,000 | 360 |
| CMOs issued by government agencies or sponsored agencies | $66,796,000 | 302 |
| Privately issued | $5,693,000 | 394 |
| 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) | $239,932,000 | 506 |
| Total debt securities | $223,033,000 | 606 |
| 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 | $257,064,000 | 568 |
| U.S. Government securities | $205,617,000 | 549 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $205,617,000 | 528 |
| Securities issued by states & political subdivisions | $20,174,000 | 968 |
| Other domestic debt securities | $9,664,000 | 864 |
| Privately issued residential mortgage-backed securities | $8,674,000 | 301 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $990,000 | 2,332 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $21,609,000 | 199 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,871,000 | 2,231 |
| Mortgage-backed securities | $209,238,000 | 380 |
| Certificates of participation in pools of residential mortgages | $123,615,000 | 403 |
| Issued or guaranteed by U.S. | $123,615,000 | 400 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $85,623,000 | 320 |
| CMOs issued by government agencies or sponsored agencies | $76,949,000 | 307 |
| Privately issued | $8,674,000 | 257 |
| 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) | $257,064,000 | 495 |
| Total debt securities | $235,455,000 | 585 |
| 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 | $256,218,000 | 552 |
| U.S. Government securities | $202,564,000 | 560 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $202,564,000 | 540 |
| Securities issued by states & political subdivisions | $20,660,000 | 943 |
| Other domestic debt securities | $11,446,000 | 807 |
| Privately issued residential mortgage-backed securities | $10,456,000 | 263 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $990,000 | 2,451 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $21,548,000 | 217 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,265,000 | 2,019 |
| Mortgage-backed securities | $207,787,000 | 378 |
| Certificates of participation in pools of residential mortgages | $105,826,000 | 458 |
| Issued or guaranteed by U.S. | $105,826,000 | 455 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $101,961,000 | 292 |
| CMOs issued by government agencies or sponsored agencies | $91,505,000 | 275 |
| Privately issued | $10,456,000 | 228 |
| 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) | $256,218,000 | 484 |
| Total debt securities | $234,670,000 | 584 |
| 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 | $254,256,000 | 548 |
| U.S. Government securities | $185,428,000 | 575 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $185,428,000 | 557 |
| Securities issued by states & political subdivisions | $21,320,000 | 885 |
| Other domestic debt securities | $12,894,000 | 783 |
| Privately issued residential mortgage-backed securities | $11,904,000 | 271 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $990,000 | 2,495 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $34,614,000 | 132 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,223,000 | 2,995 |
| Mortgage-backed securities | $196,750,000 | 399 |
| Certificates of participation in pools of residential mortgages | $60,123,000 | 653 |
| Issued or guaranteed by U.S. | $60,123,000 | 649 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $136,627,000 | 255 |
| CMOs issued by government agencies or sponsored agencies | $124,723,000 | 240 |
| Privately issued | $11,904,000 | 238 |
| 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) | $254,256,000 | 470 |
| Total debt securities | $219,642,000 | 610 |
| 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 | $235,547,000 | 585 |
| U.S. Government securities | $163,561,000 | 627 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $163,561,000 | 606 |
| Securities issued by states & political subdivisions | $21,643,000 | 823 |
| Other domestic debt securities | $15,934,000 | 701 |
| Privately issued residential mortgage-backed securities | $14,944,000 | 246 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $990,000 | 2,525 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $34,409,000 | 134 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,255,000 | 3,032 |
| Mortgage-backed securities | $175,029,000 | 437 |
| Certificates of participation in pools of residential mortgages | $69,826,000 | 579 |
| Issued or guaranteed by U.S. | $69,826,000 | 577 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $105,203,000 | 301 |
| CMOs issued by government agencies or sponsored agencies | $90,259,000 | 289 |
| Privately issued | $14,944,000 | 223 |
| 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) | $235,547,000 | 500 |
| Total debt securities | $201,138,000 | 646 |
| 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 | $260,038,000 | 518 |
| U.S. Government securities | $174,603,000 | 568 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $174,603,000 | 551 |
| Securities issued by states & political subdivisions | $22,648,000 | 752 |
| Other domestic debt securities | $13,636,000 | 767 |
| Privately issued residential mortgage-backed securities | $12,656,000 | 259 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $980,000 | 2,544 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $49,151,000 | 99 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,808,000 | 1,715 |
| Mortgage-backed securities | $183,310,000 | 396 |
| Certificates of participation in pools of residential mortgages | $82,072,000 | 489 |
| Issued or guaranteed by U.S. | $82,072,000 | 485 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $101,238,000 | 291 |
| CMOs issued by government agencies or sponsored agencies | $88,582,000 | 280 |
| Privately issued | $12,656,000 | 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 | 4,875 |
| Available-for-sale securities (fair market value) | $260,038,000 | 435 |
| Total debt securities | $210,887,000 | 597 |
| 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 | $173,087,000 | 676 |
| U.S. Government securities | $121,388,000 | 702 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $121,388,000 | 670 |
| Securities issued by states & political subdivisions | $24,639,000 | 635 |
| Other domestic debt securities | $23,965,000 | 543 |
| Privately issued residential mortgage-backed securities | $22,531,000 | 233 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $444,000 | 405 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $990,000 | 2,554 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $3,095,000 | 859 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,355,000 | 1,699 |
| Mortgage-backed securities | $139,586,000 | 442 |
| Certificates of participation in pools of residential mortgages | $50,396,000 | 621 |
| Issued or guaranteed by U.S. | $50,396,000 | 615 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $89,190,000 | 309 |
| CMOs issued by government agencies or sponsored agencies | $66,659,000 | 332 |
| Privately issued | $22,531,000 | 207 |
| 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) | $173,087,000 | 574 |
| Total debt securities | $169,992,000 | 667 |
| Structured notes |
| Amortized cost | $426,000 | 670 |
| Fair value | $444,000 | 663 |
| 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 | $143,759,000 | 798 |
| U.S. Government securities | $103,511,000 | 808 |
| U.S. Treasury securities | $2,003,000 | 1,977 |
| U.S. Government agency obligations | $101,508,000 | 771 |
| Securities issued by states & political subdivisions | $19,983,000 | 771 |
| Other domestic debt securities | $15,341,000 | 632 |
| Privately issued residential mortgage-backed securities | $14,351,000 | 235 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $990,000 | 2,194 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $4,924,000 | 862 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $39,746,000 | 971 |
| Mortgage-backed securities | $84,802,000 | 543 |
| Certificates of participation in pools of residential mortgages | $62,175,000 | 466 |
| Issued or guaranteed by U.S. | $62,175,000 | 461 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $22,627,000 | 621 |
| CMOs issued by government agencies or sponsored agencies | $8,276,000 | 1,024 |
| Privately issued | $14,351,000 | 202 |
| 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) | $143,759,000 | 603 |
| Total debt securities | $138,835,000 | 782 |
| 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 | $110,065,000 | 1,037 |
| U.S. Government securities | $80,997,000 | 1,063 |
| U.S. Treasury securities | $2,001,000 | 2,712 |
| U.S. Government agency obligations | $78,996,000 | 991 |
| Securities issued by states & political subdivisions | $20,999,000 | 750 |
| Other domestic debt securities | $3,626,000 | 1,417 |
| Privately issued residential mortgage-backed securities | $3,626,000 | 470 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $4,443,000 | 898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $62,343,000 | 664 |
| Mortgage-backed securities | $57,847,000 | 771 |
| Certificates of participation in pools of residential mortgages | $51,672,000 | 587 |
| Issued or guaranteed by U.S. | $51,672,000 | 577 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $6,175,000 | 1,450 |
| CMOs issued by government agencies or sponsored agencies | $2,549,000 | 2,078 |
| Privately issued | $3,626,000 | 414 |
| 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) | $35,106,000 | 762 |
| Available-for-sale securities (fair market value) | $74,959,000 | 1,167 |
| Total debt securities | $105,622,000 | 1,041 |
| 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 | $123,190,000 | 941 |
| U.S. Government securities | $100,409,000 | 901 |
| U.S. Treasury securities | $2,072,000 | 3,745 |
| U.S. Government agency obligations | $98,337,000 | 797 |
| Securities issued by states & political subdivisions | $19,077,000 | 824 |
| 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 | $0 | 363 |
| Equity securities | $3,704,000 | 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 | $42,831,000 | 820 |
| Mortgage-backed securities | $66,116,000 | 728 |
| Certificates of participation in pools of residential mortgages | $59,133,000 | 565 |
| Issued or guaranteed by U.S. | $59,133,000 | 559 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $6,983,000 | 1,481 |
| CMOs issued by government agencies or sponsored agencies | $6,983,000 | 1,374 |
| 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) | $39,567,000 | 740 |
| Available-for-sale securities (fair market value) | $83,623,000 | 1,038 |
| Total debt securities | $119,486,000 | 940 |
| Structured notes |
| Amortized cost | $1,998,000 | 380 |
| Fair value | $2,001,000 | 345 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank |
| Total securities | $112,624,000 | 1,023 |
| U.S. Government securities | $90,289,000 | 1,025 |
| U.S. Treasury securities | $3,040,000 | 4,194 |
| U.S. Government agency obligations | $87,249,000 | 868 |
| Securities issued by states & political subdivisions | $18,266,000 | 743 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $4,069,000 | 920 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,297,000 | 2,163 |
| Mortgage-backed securities | $43,396,000 | 969 |
| Certificates of participation in pools of residential mortgages | $42,436,000 | 725 |
| Issued or guaranteed by U.S. | $42,436,000 | 711 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $960,000 | 3,482 |
| CMOs issued by government agencies or sponsored agencies | $960,000 | 3,360 |
| 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) | $71,012,000 | 494 |
| Available-for-sale securities (fair market value) | $41,612,000 | 1,923 |
| Total debt securities | $108,555,000 | 1,026 |
| Structured notes |
| Amortized cost | $2,000,000 | 695 |
| Fair value | $1,970,000 | 772 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank |
| Total securities | $104,273,000 | 1,142 |
| U.S. Government securities | $82,811,000 | 1,170 |
| U.S. Treasury securities | $1,028,000 | 7,078 |
| U.S. Government agency obligations | $81,783,000 | 936 |
| Securities issued by states & political subdivisions | $15,311,000 | 904 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $6,151,000 | 641 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,666,000 | 1,720 |
| Mortgage-backed securities | $51,348,000 | 909 |
| Certificates of participation in pools of residential mortgages | $50,399,000 | 678 |
| Issued or guaranteed by U.S. | $50,399,000 | 664 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $949,000 | 3,905 |
| CMOs issued by government agencies or sponsored agencies | $949,000 | 3,759 |
| 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) | $78,544,000 | 508 |
| Available-for-sale securities (fair market value) | $25,729,000 | 3,118 |
| Total debt securities | $98,122,000 | 1,172 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,005 |
| Fair value | $1,916,000 | 1,157 |
| 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 | $111,210,000 | 1,120 |
| U.S. Government securities | $92,696,000 | 1,110 |
| U.S. Treasury securities | $2,063,000 | 6,924 |
| U.S. Government agency obligations | $90,633,000 | 856 |
| Securities issued by states & political subdivisions | $14,885,000 | 905 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $3,629,000 | 935 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,138,000 | 2,696 |
| Mortgage-backed securities | $58,659,000 | 859 |
| Certificates of participation in pools of residential mortgages | $57,721,000 | 622 |
| Issued or guaranteed by U.S. | $57,721,000 | 603 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $938,000 | 4,357 |
| CMOs issued by government agencies or sponsored agencies | $938,000 | 4,194 |
| 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) | $81,518,000 | 512 |
| Available-for-sale securities (fair market value) | $29,692,000 | 2,843 |
| Total debt securities | $107,581,000 | 1,127 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,612 |
| Fair value | $1,872,000 | 1,825 |
| 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 | $92,399,000 | 1,396 |
| U.S. Government securities | $76,292,000 | 1,394 |
| U.S. Treasury securities | $1,990,000 | 8,274 |
| U.S. Government agency obligations | $74,302,000 | 990 |
| Securities issued by states & political subdivisions | $13,847,000 | 998 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $2,260,000 | 1,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,488,000 | 5,704 |
| Mortgage-backed securities | $30,226,000 | 1,485 |
| Certificates of participation in pools of residential mortgages | $23,029,000 | 1,244 |
| Issued or guaranteed by U.S. | $23,029,000 | 1,225 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $7,197,000 | 1,813 |
| CMOs issued by government agencies or sponsored agencies | $7,197,000 | 1,723 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $83,351,000 | 912 |
| Available-for-sale securities (fair market value) | $9,048,000 | 5,066 |
| Total debt securities | $90,139,000 | 1,394 |
| 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 | $58,683,000 | 2,339 |
| U.S. Government securities | $43,673,000 | 2,523 |
| U.S. Treasury securities | $1,985,000 | 8,619 |
| U.S. Government agency obligations | $41,688,000 | 1,683 |
| Securities issued by states & political subdivisions | $13,850,000 | 1,021 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $1,160,000 | 1,937 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,867,000 | 6,118 |
| Mortgage-backed securities | $22,267,000 | 2,106 |
| Certificates of participation in pools of residential mortgages | $8,675,000 | 2,702 |
| Issued or guaranteed by U.S. | $8,675,000 | 2,676 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $13,592,000 | 1,357 |
| CMOs issued by government agencies or sponsored agencies | $13,592,000 | 1,274 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $57,523,000 | 2,329 |
| 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 | $51,725,000 | 2,638 |
| U.S. Government securities | $45,271,000 | 2,375 |
| U.S. Treasury securities | $1,981,000 | 8,914 |
| U.S. Government agency obligations | $43,290,000 | 1,572 |
| Securities issued by states & political subdivisions | $6,061,000 | 2,301 |
| Other domestic debt securities | $19,000 | 7,294 |
| Privately issued residential mortgage-backed securities | $19,000 | 3,976 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $374,000 | 3,016 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,971,000 | 6,049 |
| Mortgage-backed securities | $36,653,000 | 1,442 |
| Certificates of participation in pools of residential mortgages | $23,835,000 | 1,313 |
| Issued or guaranteed by U.S. | $23,835,000 | 1,280 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $12,818,000 | 1,387 |
| CMOs issued by government agencies or sponsored agencies | $12,799,000 | 1,237 |
| Privately issued | $19,000 | 3,414 |
| 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 | $51,351,000 | 2,592 |
| 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 |
