| 2007-06-30 | Rank |
| Total securities | $603,550,000 | 232 |
| U.S. Government securities | $587,094,000 | 185 |
| U.S. Treasury securities | $100,000 | 1,305 |
| U.S. Government agency obligations | $586,994,000 | 179 |
| Securities issued by states & political subdivisions | $1,829,000 | 4,364 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $1,400,000 | 63 |
| Equity securities | $13,227,000 | 224 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $553,498,000 | 137 |
| Mortgage-backed securities | $586,994,000 | 151 |
| Certificates of participation in pools of residential mortgages | $586,994,000 | 97 |
| Issued or guaranteed by U.S. | $586,994,000 | 92 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $603,550,000 | 197 |
| Total debt securities | $590,323,000 | 229 |
| 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 | $2,824,242,000 | 81 |
| U.S. Government securities | $2,473,206,000 | 65 |
| U.S. Treasury securities | $101,000 | 1,393 |
| U.S. Government agency obligations | $2,473,105,000 | 63 |
| Securities issued by states & political subdivisions | $55,009,000 | 305 |
| Other domestic debt securities | $280,584,000 | 111 |
| Privately issued residential mortgage-backed securities | $279,584,000 | 81 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,357 |
| Foreign debt securities | $1,450,000 | 63 |
| Equity securities | $13,993,000 | 220 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,605,338,000 | 45 |
| Mortgage-backed securities | $2,689,387,000 | 59 |
| Certificates of participation in pools of residential mortgages | $1,765,946,000 | 45 |
| Issued or guaranteed by U.S. | $1,765,946,000 | 42 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $923,441,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $643,857,000 | 58 |
| Privately issued | $279,584,000 | 72 |
| 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) | $2,824,242,000 | 67 |
| Total debt securities | $2,810,249,000 | 80 |
| 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 | $2,907,992,000 | 78 |
| U.S. Government securities | $2,557,746,000 | 62 |
| U.S. Treasury securities | $101,000 | 1,437 |
| U.S. Government agency obligations | $2,557,645,000 | 60 |
| Securities issued by states & political subdivisions | $43,555,000 | 405 |
| Other domestic debt securities | $291,317,000 | 103 |
| Privately issued residential mortgage-backed securities | $290,317,000 | 80 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,374 |
| Foreign debt securities | $1,450,000 | 61 |
| Equity securities | $13,924,000 | 215 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,433,937,000 | 49 |
| Mortgage-backed securities | $2,785,015,000 | 54 |
| Certificates of participation in pools of residential mortgages | $1,800,666,000 | 44 |
| Issued or guaranteed by U.S. | $1,800,666,000 | 41 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $984,349,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $694,032,000 | 52 |
| Privately issued | $290,317,000 | 71 |
| 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) | $2,907,992,000 | 66 |
| Total debt securities | $2,894,068,000 | 77 |
| 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 | $3,045,314,000 | 78 |
| U.S. Government securities | $2,751,073,000 | 64 |
| U.S. Treasury securities | $101,000 | 1,515 |
| U.S. Government agency obligations | $2,750,972,000 | 63 |
| Securities issued by states & political subdivisions | $24,063,000 | 823 |
| Other domestic debt securities | $255,726,000 | 118 |
| Privately issued residential mortgage-backed securities | $254,720,000 | 85 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,006,000 | 1,370 |
| Foreign debt securities | $1,300,000 | 65 |
| Equity securities | $13,152,000 | 218 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,553,591,000 | 46 |
| Mortgage-backed securities | $2,831,677,000 | 60 |
| Certificates of participation in pools of residential mortgages | $1,686,104,000 | 50 |
| Issued or guaranteed by U.S. | $1,686,104,000 | 48 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,145,573,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $890,853,000 | 48 |
| Privately issued | $254,720,000 | 78 |
| 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) | $3,045,314,000 | 70 |
| Total debt securities | $3,032,162,000 | 77 |
| 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 | $2,909,601,000 | 79 |
| U.S. Government securities | $2,632,698,000 | 58 |
| U.S. Treasury securities | $101,000 | 1,565 |
| U.S. Government agency obligations | $2,632,597,000 | 57 |
| Securities issued by states & political subdivisions | $11,739,000 | 1,684 |
| Other domestic debt securities | $250,867,000 | 120 |
| Privately issued residential mortgage-backed securities | $249,867,000 | 88 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,424 |
| Foreign debt securities | $1,300,000 | 65 |
| Equity securities | $12,997,000 | 224 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,382,738,000 | 48 |
| Mortgage-backed securities | $2,696,200,000 | 58 |
| Certificates of participation in pools of residential mortgages | $1,552,897,000 | 51 |
| Issued or guaranteed by U.S. | $1,552,897,000 | 48 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,143,303,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $893,436,000 | 47 |
| Privately issued | $249,867,000 | 79 |
| 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) | $2,909,601,000 | 68 |
| Total debt securities | $2,896,603,000 | 77 |
| 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 | $2,963,036,000 | 77 |
| U.S. Government securities | $2,666,789,000 | 64 |
| U.S. Treasury securities | $201,000 | 1,588 |
| U.S. Government agency obligations | $2,666,588,000 | 63 |
| Securities issued by states & political subdivisions | $7,524,000 | 2,436 |
| Other domestic debt securities | $275,855,000 | 110 |
| Privately issued residential mortgage-backed securities | $260,580,000 | 84 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,275,000 | 319 |
| Foreign debt securities | $1,300,000 | 69 |
| Equity securities | $11,568,000 | 254 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,392,036,000 | 50 |
| Mortgage-backed securities | $2,740,113,000 | 60 |
| Certificates of participation in pools of residential mortgages | $1,528,848,000 | 49 |
| Issued or guaranteed by U.S. | $1,528,848,000 | 47 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,211,265,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $950,685,000 | 46 |
| Privately issued | $260,580,000 | 75 |
| 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) | $2,963,036,000 | 66 |
| Total debt securities | $2,951,468,000 | 77 |
| 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 | $2,921,606,000 | 84 |
| U.S. Government securities | $2,646,983,000 | 69 |
| U.S. Treasury securities | $202,000 | 1,607 |
| U.S. Government agency obligations | $2,646,781,000 | 65 |
| Securities issued by states & political subdivisions | $7,690,000 | 2,389 |
| Other domestic debt securities | $255,031,000 | 116 |
| Privately issued residential mortgage-backed securities | $239,647,000 | 88 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,384,000 | 326 |
| Foreign debt securities | $1,300,000 | 69 |
| Equity securities | $10,602,000 | 282 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,333,052,000 | 53 |
| Mortgage-backed securities | $2,698,071,000 | 63 |
| Certificates of participation in pools of residential mortgages | $1,487,230,000 | 53 |
| Issued or guaranteed by U.S. | $1,487,230,000 | 50 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,210,841,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $971,194,000 | 46 |
| Privately issued | $239,647,000 | 79 |
| 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) | $2,921,606,000 | 71 |
| Total debt securities | $2,911,004,000 | 83 |
| 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 | $2,879,479,000 | 81 |
| U.S. Government securities | $2,589,686,000 | 69 |
| U.S. Treasury securities | $202,000 | 1,638 |
| U.S. Government agency obligations | $2,589,484,000 | 66 |
| Securities issued by states & political subdivisions | $17,264,000 | 1,152 |
| Other domestic debt securities | $260,629,000 | 115 |
| Privately issued residential mortgage-backed securities | $245,093,000 | 85 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,536,000 | 338 |
| Foreign debt securities | $1,300,000 | 70 |
| Equity securities | $10,600,000 | 290 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,535,122,000 | 50 |
| Mortgage-backed securities | $2,645,135,000 | 59 |
| Certificates of participation in pools of residential mortgages | $1,442,060,000 | 56 |
| Issued or guaranteed by U.S. | $1,442,060,000 | 52 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,203,075,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $957,982,000 | 48 |
| Privately issued | $245,093,000 | 77 |
| 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) | $2,879,479,000 | 68 |
| Total debt securities | $2,859,459,000 | 80 |
| 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 | $2,889,082,000 | 84 |
| U.S. Government securities | $2,598,734,000 | 72 |
| U.S. Treasury securities | $204,000 | 1,697 |
| U.S. Government agency obligations | $2,598,530,000 | 69 |
| Securities issued by states & political subdivisions | $19,091,000 | 1,030 |
| Other domestic debt securities | $256,407,000 | 118 |
| Privately issued residential mortgage-backed securities | $240,860,000 | 85 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,547,000 | 351 |
| Foreign debt securities | $1,550,000 | 67 |
| Equity securities | $13,300,000 | 235 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,368,774,000 | 53 |
| Mortgage-backed securities | $2,648,033,000 | 64 |
| Certificates of participation in pools of residential mortgages | $1,509,183,000 | 55 |
| Issued or guaranteed by U.S. | $1,509,183,000 | 51 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,138,850,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $897,990,000 | 53 |
| Privately issued | $240,860,000 | 76 |
| 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) | $2,889,082,000 | 70 |
| Total debt securities | $2,866,361,000 | 84 |
| 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 | $2,888,521,000 | 89 |
| U.S. Government securities | $2,610,671,000 | 73 |
| U.S. Treasury securities | $104,000 | 1,888 |
| U.S. Government agency obligations | $2,610,567,000 | 71 |
| Securities issued by states & political subdivisions | $16,349,000 | 1,181 |
| Other domestic debt securities | $255,017,000 | 121 |
| Privately issued residential mortgage-backed securities | $239,477,000 | 85 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,540,000 | 360 |
| Foreign debt securities | $1,300,000 | 77 |
| Equity securities | $5,184,000 | 509 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,472,331,000 | 54 |
| Mortgage-backed securities | $2,661,203,000 | 68 |
| Certificates of participation in pools of residential mortgages | $1,535,846,000 | 59 |
| Issued or guaranteed by U.S. | $1,535,846,000 | 54 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,125,357,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $885,880,000 | 55 |
| Privately issued | $239,477,000 | 74 |
| 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) | $2,888,521,000 | 73 |
| Total debt securities | $2,873,916,000 | 87 |
| 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 | $2,911,907,000 | 93 |
| U.S. Government securities | $2,668,686,000 | 74 |
| U.S. Treasury securities | $107,000 | 1,882 |
| U.S. Government agency obligations | $2,668,579,000 | 70 |
| Securities issued by states & political subdivisions | $16,561,000 | 1,160 |
| Other domestic debt securities | $220,170,000 | 136 |
| Privately issued residential mortgage-backed securities | $203,475,000 | 94 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,695,000 | 359 |
| Foreign debt securities | $1,300,000 | 82 |
| Equity securities | $5,190,000 | 534 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,462,712,000 | 57 |
| Mortgage-backed securities | $2,722,728,000 | 62 |
| Certificates of participation in pools of residential mortgages | $1,586,587,000 | 58 |
| Issued or guaranteed by U.S. | $1,586,587,000 | 54 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,136,141,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $932,666,000 | 47 |
| Privately issued | $203,475,000 | 81 |
| 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) | $2,911,907,000 | 77 |
| Total debt securities | $2,897,296,000 | 92 |
| Structured notes |
| Amortized cost | $20,000,000 | 178 |
| Fair value | $20,000,000 | 176 |
| 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 | $2,941,110,000 | 85 |
| U.S. Government securities | $2,708,229,000 | 71 |
| U.S. Treasury securities | $109,000 | 1,902 |
| U.S. Government agency obligations | $2,708,120,000 | 70 |
| Securities issued by states & political subdivisions | $17,580,000 | 1,103 |
| Other domestic debt securities | $193,859,000 | 144 |
| Privately issued residential mortgage-backed securities | $172,427,000 | 104 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,432,000 | 306 |
| Foreign debt securities | $1,300,000 | 82 |
| Equity securities | $20,142,000 | 181 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,544,867,000 | 52 |
| Mortgage-backed securities | $2,710,245,000 | 59 |
| Certificates of participation in pools of residential mortgages | $1,585,677,000 | 58 |
| Issued or guaranteed by U.S. | $1,585,677,000 | 54 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,124,568,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $952,141,000 | 43 |
| Privately issued | $172,427,000 | 89 |
| 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) | $2,941,110,000 | 72 |
| Total debt securities | $2,920,968,000 | 84 |
| Structured notes |
| Amortized cost | $20,000,000 | 191 |
| Fair value | $20,031,000 | 189 |
| 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 | $2,401,076,000 | 104 |
| U.S. Government securities | $2,208,046,000 | 87 |
| U.S. Treasury securities | $107,000 | 2,018 |
| U.S. Government agency obligations | $2,207,939,000 | 83 |
| Securities issued by states & political subdivisions | $18,081,000 | 1,041 |
| Other domestic debt securities | $153,600,000 | 158 |
| Privately issued residential mortgage-backed securities | $132,004,000 | 110 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,596,000 | 311 |
| Foreign debt securities | $1,388,000 | 72 |
| Equity securities | $19,961,000 | 189 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,757,620,000 | 69 |
| Mortgage-backed securities | $2,144,913,000 | 81 |
| Certificates of participation in pools of residential mortgages | $1,142,072,000 | 79 |
| Issued or guaranteed by U.S. | $1,142,072,000 | 75 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,002,841,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $870,837,000 | 51 |
| Privately issued | $132,004,000 | 95 |
| 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) | $2,401,076,000 | 92 |
| Total debt securities | $2,381,115,000 | 106 |
| Structured notes |
| Amortized cost | $20,000,000 | 187 |
| Fair value | $19,975,000 | 187 |
| 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 | $2,474,175,000 | 102 |
| U.S. Government securities | $2,245,985,000 | 86 |
| U.S. Treasury securities | $112,000 | 1,996 |
| U.S. Government agency obligations | $2,245,873,000 | 79 |
| Securities issued by states & political subdivisions | $22,149,000 | 868 |
| Other domestic debt securities | $183,931,000 | 146 |
| Privately issued residential mortgage-backed securities | $161,821,000 | 107 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,110,000 | 330 |
| Foreign debt securities | $1,400,000 | 83 |
| Equity securities | $20,710,000 | 211 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,967,144,000 | 62 |
| Mortgage-backed securities | $2,178,561,000 | 78 |
| Certificates of participation in pools of residential mortgages | $1,130,013,000 | 76 |
| Issued or guaranteed by U.S. | $1,130,013,000 | 71 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,048,548,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $886,727,000 | 53 |
| Privately issued | $161,821,000 | 93 |
| 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) | $2,474,175,000 | 85 |
| Total debt securities | $2,453,465,000 | 102 |
| Structured notes |
| Amortized cost | $20,000,000 | 154 |
| Fair value | $20,206,000 | 152 |
| 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 | $2,368,960,000 | 110 |
| U.S. Government securities | $2,176,877,000 | 92 |
| U.S. Treasury securities | $111,000 | 2,134 |
| U.S. Government agency obligations | $2,176,766,000 | 85 |
| Securities issued by states & political subdivisions | $22,337,000 | 854 |
| Other domestic debt securities | $147,611,000 | 140 |
| Privately issued residential mortgage-backed securities | $124,356,000 | 84 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,255,000 | 339 |
| Foreign debt securities | $1,650,000 | 81 |
| Equity securities | $20,485,000 | 208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,782,480,000 | 68 |
| Mortgage-backed securities | $1,980,172,000 | 83 |
| Certificates of participation in pools of residential mortgages | $1,130,968,000 | 75 |
| Issued or guaranteed by U.S. | $1,130,968,000 | 72 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $849,204,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $724,848,000 | 65 |
| Privately issued | $124,356,000 | 71 |
| 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) | $2,368,960,000 | 96 |
| Total debt securities | $2,348,475,000 | 108 |
| Structured notes |
| Amortized cost | $20,000,000 | 132 |
| Fair value | $20,156,000 | 130 |
| 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 | $2,436,002,000 | 106 |
| U.S. Government securities | $2,205,201,000 | 88 |
| U.S. Treasury securities | $112,000 | 2,197 |
| U.S. Government agency obligations | $2,205,089,000 | 83 |
| Securities issued by states & political subdivisions | $25,092,000 | 731 |
| Other domestic debt securities | $184,464,000 | 120 |
| Privately issued residential mortgage-backed securities | $155,814,000 | 71 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $28,650,000 | 304 |
| Foreign debt securities | $1,247,000 | 93 |
| Equity securities | $19,998,000 | 234 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,126,668,000 | 60 |
| Mortgage-backed securities | $1,983,533,000 | 80 |
| Certificates of participation in pools of residential mortgages | $1,039,593,000 | 77 |
| Issued or guaranteed by U.S. | $1,039,593,000 | 74 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $943,940,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $788,126,000 | 64 |
| Privately issued | $155,814,000 | 60 |
| 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) | $2,436,002,000 | 90 |
| Total debt securities | $2,416,004,000 | 104 |
| Structured notes |
| Amortized cost | $20,000,000 | 104 |
| Fair value | $20,119,000 | 101 |
| 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 | $2,414,953,000 | 103 |
| U.S. Government securities | $2,116,085,000 | 89 |
| U.S. Treasury securities | $514,000 | 1,831 |
| U.S. Government agency obligations | $2,115,571,000 | 85 |
| Securities issued by states & political subdivisions | $24,615,000 | 747 |
| Other domestic debt securities | $252,331,000 | 96 |
| Privately issued residential mortgage-backed securities | $212,556,000 | 61 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $39,775,000 | 226 |
| Foreign debt securities | $1,243,000 | 92 |
| Equity securities | $20,679,000 | 232 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,938,221,000 | 59 |
| Mortgage-backed securities | $1,903,591,000 | 87 |
| Certificates of participation in pools of residential mortgages | $879,121,000 | 82 |
| Issued or guaranteed by U.S. | $879,121,000 | 80 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,024,470,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $811,914,000 | 66 |
| Privately issued | $212,556,000 | 54 |
| 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) | $2,414,953,000 | 90 |
| Total debt securities | $2,394,274,000 | 101 |
| Structured notes |
| Amortized cost | $40,000,000 | 23 |
| Fair value | $40,494,000 | 21 |
| 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 | $2,346,292,000 | 101 |
| U.S. Government securities | $2,026,854,000 | 92 |
| U.S. Treasury securities | $113,000 | 2,286 |
| U.S. Government agency obligations | $2,026,741,000 | 88 |
| Securities issued by states & political subdivisions | $15,330,000 | 1,201 |
| Other domestic debt securities | $284,386,000 | 86 |
| Privately issued residential mortgage-backed securities | $244,470,000 | 60 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $39,916,000 | 236 |
| Foreign debt securities | $1,242,000 | 91 |
| Equity securities | $18,480,000 | 253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,972,015,000 | 58 |
| Mortgage-backed securities | $1,825,385,000 | 91 |
| Certificates of participation in pools of residential mortgages | $887,596,000 | 85 |
| Issued or guaranteed by U.S. | $887,596,000 | 83 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $937,789,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $693,319,000 | 75 |
| Privately issued | $244,470,000 | 52 |
| 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) | $2,346,292,000 | 92 |
| Total debt securities | $2,327,812,000 | 102 |
| 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 | $2,128,632,000 | 116 |
| U.S. Government securities | $1,860,344,000 | 101 |
| U.S. Treasury securities | $113,000 | 2,436 |
| U.S. Government agency obligations | $1,860,231,000 | 97 |
| Securities issued by states & political subdivisions | $15,242,000 | 1,175 |
| Other domestic debt securities | $233,182,000 | 97 |
| Privately issued residential mortgage-backed securities | $189,801,000 | 59 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $43,381,000 | 216 |
| Foreign debt securities | $1,289,000 | 88 |
| Equity securities | $18,575,000 | 251 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,858,502,000 | 63 |
| Mortgage-backed securities | $1,583,683,000 | 95 |
| Certificates of participation in pools of residential mortgages | $969,196,000 | 80 |
| Issued or guaranteed by U.S. | $969,196,000 | 78 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $614,487,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $424,686,000 | 90 |
| Privately issued | $189,801,000 | 55 |
| 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) | $2,128,632,000 | 103 |
| Total debt securities | $2,110,057,000 | 116 |
| 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 | $1,875,622,000 | 112 |
| U.S. Government securities | $1,674,945,000 | 89 |
| U.S. Treasury securities | $2,624,000 | 1,188 |
| U.S. Government agency obligations | $1,672,321,000 | 85 |
| Securities issued by states & political subdivisions | $32,906,000 | 446 |
| Other domestic debt securities | $144,186,000 | 141 |
| Privately issued residential mortgage-backed securities | $96,029,000 | 97 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $48,157,000 | 208 |
| Foreign debt securities | $1,400,000 | 90 |
| Equity securities | $22,185,000 | 199 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,406,908,000 | 63 |
| Mortgage-backed securities | $1,276,604,000 | 103 |
| Certificates of participation in pools of residential mortgages | $687,220,000 | 93 |
| Issued or guaranteed by U.S. | $687,220,000 | 91 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $589,384,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $493,355,000 | 72 |
| Privately issued | $96,029,000 | 85 |
| 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) | $1,875,622,000 | 99 |
| Total debt securities | $1,853,437,000 | 111 |
| Structured notes |
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank |
| Total securities | $242,755,000 | 492 |
| U.S. Government securities | $218,248,000 | 416 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $218,248,000 | 394 |
| Securities issued by states & political subdivisions | $4,257,000 | 3,096 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $20,250,000 | 287 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $164,419,000 | 290 |
| Mortgage-backed securities | $174,446,000 | 344 |
| Certificates of participation in pools of residential mortgages | $33,078,000 | 738 |
| Issued or guaranteed by U.S. | $33,078,000 | 732 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $141,368,000 | 203 |
| CMOs issued by government agencies or sponsored agencies | $141,368,000 | 168 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $242,755,000 | 394 |
| Total debt securities | $222,505,000 | 515 |
| 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 | $215,938,000 | 564 |
| U.S. Government securities | $159,692,000 | 573 |
| U.S. Treasury securities | $25,942,000 | 373 |
| U.S. Government agency obligations | $133,750,000 | 606 |
| Securities issued by states & political subdivisions | $37,213,000 | 368 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $19,033,000 | 310 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $107,636,000 | 442 |
| Mortgage-backed securities | $118,182,000 | 473 |
| Certificates of participation in pools of residential mortgages | $24,409,000 | 990 |
| Issued or guaranteed by U.S. | $24,409,000 | 981 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $93,773,000 | 282 |
| CMOs issued by government agencies or sponsored agencies | $93,773,000 | 246 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $215,938,000 | 457 |
| Total debt securities | $196,905,000 | 598 |
| 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 | $207,064,000 | 601 |
| U.S. Government securities | $146,905,000 | 632 |
| U.S. Treasury securities | $54,970,000 | 249 |
| U.S. Government agency obligations | $91,935,000 | 853 |
| Securities issued by states & political subdivisions | $40,197,000 | 312 |
| 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 | $19,962,000 | 275 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $107,411,000 | 377 |
| Mortgage-backed securities | $72,228,000 | 690 |
| Certificates of participation in pools of residential mortgages | $35,989,000 | 808 |
| Issued or guaranteed by U.S. | $35,989,000 | 798 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $36,239,000 | 508 |
| CMOs issued by government agencies or sponsored agencies | $36,239,000 | 454 |
| 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) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $207,064,000 | 475 |
| Total debt securities | $187,102,000 | 630 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank |
| Total securities | $142,931,000 | 835 |
| U.S. Government securities | $115,659,000 | 822 |
| U.S. Treasury securities | $53,279,000 | 355 |
| U.S. Government agency obligations | $62,380,000 | 1,167 |
| Securities issued by states & political subdivisions | $24,088,000 | 516 |
| Other domestic debt securities | $28,000 | 3,638 |
| Privately issued residential mortgage-backed securities | $28,000 | 1,526 |
| 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 | $3,156,000 | 1,066 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $51,410,000 | 677 |
| Mortgage-backed securities | $34,510,000 | 1,146 |
| Certificates of participation in pools of residential mortgages | $15,894,000 | 1,433 |
| Issued or guaranteed by U.S. | $15,894,000 | 1,423 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $18,616,000 | 727 |
| CMOs issued by government agencies or sponsored agencies | $18,588,000 | 688 |
| Privately issued | $28,000 | 1,285 |
| 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 | 7,375 |
| Available-for-sale securities (fair market value) | $142,931,000 | 596 |
| Total debt securities | $139,775,000 | 822 |
| Structured notes |
| Amortized cost | $950,000 | 1,503 |
| Fair value | $952,000 | 1,481 |
| 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 | $134,826,000 | 914 |
| U.S. Government securities | $109,589,000 | 918 |
| U.S. Treasury securities | $54,115,000 | 430 |
| U.S. Government agency obligations | $55,474,000 | 1,319 |
| Securities issued by states & political subdivisions | $22,234,000 | 548 |
| Other domestic debt securities | $36,000 | 4,164 |
| Privately issued residential mortgage-backed securities | $36,000 | 1,834 |
| 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 | $2,967,000 | 1,119 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $44,986,000 | 790 |
| Mortgage-backed securities | $31,796,000 | 1,299 |
| Certificates of participation in pools of residential mortgages | $18,492,000 | 1,407 |
| Issued or guaranteed by U.S. | $18,492,000 | 1,390 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $13,304,000 | 1,007 |
| CMOs issued by government agencies or sponsored agencies | $13,268,000 | 951 |
| Privately issued | $36,000 | 1,551 |
| 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 | 8,064 |
| Available-for-sale securities (fair market value) | $134,826,000 | 648 |
| Total debt securities | $131,859,000 | 905 |
| Structured notes |
| Amortized cost | $1,950,000 | 1,169 |
| Fair value | $1,961,000 | 1,112 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank |
| Total securities | $112,530,000 | 1,112 |
| U.S. Government securities | $90,366,000 | 1,137 |
| U.S. Treasury securities | $44,500,000 | 634 |
| U.S. Government agency obligations | $45,866,000 | 1,540 |
| Securities issued by states & political subdivisions | $20,008,000 | 608 |
| Other domestic debt securities | $48,000 | 4,804 |
| Privately issued residential mortgage-backed securities | $48,000 | 2,164 |
| 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 | $2,108,000 | 1,379 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $39,436,000 | 848 |
| Mortgage-backed securities | $21,768,000 | 1,843 |
| Certificates of participation in pools of residential mortgages | $14,616,000 | 1,672 |
| Issued or guaranteed by U.S. | $14,616,000 | 1,649 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $7,152,000 | 1,728 |
| CMOs issued by government agencies or sponsored agencies | $7,104,000 | 1,651 |
| Privately issued | $48,000 | 1,841 |
| 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 | 8,463 |
| Available-for-sale securities (fair market value) | $112,530,000 | 779 |
| Total debt securities | $110,422,000 | 1,091 |
| Structured notes |
| Amortized cost | $1,952,000 | 1,814 |
| Fair value | $1,965,000 | 1,734 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank |
| Total securities | $82,099,000 | 1,575 |
| U.S. Government securities | $62,358,000 | 1,711 |
| U.S. Treasury securities | $27,148,000 | 1,294 |
| U.S. Government agency obligations | $35,210,000 | 1,934 |
| Securities issued by states & political subdivisions | $17,703,000 | 709 |
| Other domestic debt securities | $55,000 | 5,335 |
| Privately issued residential mortgage-backed securities | $55,000 | 2,412 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $1,983,000 | 1,304 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $36,201,000 | 898 |
| Mortgage-backed securities | $15,032,000 | 2,471 |
| Certificates of participation in pools of residential mortgages | $13,783,000 | 1,808 |
| Issued or guaranteed by U.S. | $13,783,000 | 1,790 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,249,000 | 4,257 |
| CMOs issued by government agencies or sponsored agencies | $1,194,000 | 4,130 |
| Privately issued | $55,000 | 2,090 |
| 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) | $52,408,000 | 1,416 |
| Available-for-sale securities (fair market value) | $29,691,000 | 1,942 |
| Total debt securities | $80,116,000 | 1,573 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank |
| Total securities | $88,436,000 | 1,546 |
| U.S. Government securities | $73,813,000 | 1,506 |
| U.S. Treasury securities | $30,024,000 | 1,238 |
| U.S. Government agency obligations | $43,789,000 | 1,599 |
| Securities issued by states & political subdivisions | $12,870,000 | 1,124 |
| Other domestic debt securities | $351,000 | 4,679 |
| Privately issued residential mortgage-backed securities | $101,000 | 2,704 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 3,913 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $1,402,000 | 1,744 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $31,431,000 | 962 |
| Mortgage-backed securities | $20,880,000 | 2,206 |
| Certificates of participation in pools of residential mortgages | $18,757,000 | 1,566 |
| Issued or guaranteed by U.S. | $18,757,000 | 1,542 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,123,000 | 3,938 |
| CMOs issued by government agencies or sponsored agencies | $2,022,000 | 3,822 |
| Privately issued | $101,000 | 2,287 |
| 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 | $87,034,000 | 1,526 |
| 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 | $74,965,000 | 1,799 |
| U.S. Government securities | $62,677,000 | 1,724 |
| U.S. Treasury securities | $12,095,000 | 3,007 |
| U.S. Government agency obligations | $50,582,000 | 1,379 |
| Securities issued by states & political subdivisions | $10,373,000 | 1,300 |
| Other domestic debt securities | $1,597,000 | 3,300 |
| Privately issued residential mortgage-backed securities | $1,241,000 | 1,582 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $356,000 | 4,221 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $318,000 | 3,238 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $32,059,000 | 930 |
| Mortgage-backed securities | $28,154,000 | 1,798 |
| Certificates of participation in pools of residential mortgages | $25,451,000 | 1,250 |
| Issued or guaranteed by U.S. | $25,451,000 | 1,216 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,703,000 | 3,637 |
| CMOs issued by government agencies or sponsored agencies | $1,462,000 | 4,160 |
| Privately issued | $1,241,000 | 1,260 |
| 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 | $74,647,000 | 1,752 |
| 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 |
