| 2005-12-31 | Rank |
| Total securities | $102,822,000 | 1,216 |
| U.S. Government securities | $51,469,000 | 1,769 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $51,469,000 | 1,706 |
| Securities issued by states & political subdivisions | $35,196,000 | 498 |
| Other domestic debt securities | $1,814,000 | 1,703 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $576,000 | 206 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,238,000 | 1,473 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $14,343,000 | 219 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $70,444,000 | 737 |
| Mortgage-backed securities | $8,233,000 | 2,976 |
| Certificates of participation in pools of residential mortgages | $8,233,000 | 2,418 |
| Issued or guaranteed by U.S. | $8,233,000 | 2,409 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $102,822,000 | 1,035 |
| Total debt securities | $88,478,000 | 1,350 |
| Structured notes |
| Amortized cost | $24,580,000 | 136 |
| Fair value | $23,804,000 | 140 |
| 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 | $104,670,000 | 1,190 |
| U.S. Government securities | $53,162,000 | 1,689 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $53,162,000 | 1,624 |
| Securities issued by states & political subdivisions | $35,282,000 | 505 |
| Other domestic debt securities | $1,960,000 | 1,686 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $700,000 | 198 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,260,000 | 1,508 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $14,266,000 | 225 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $71,708,000 | 712 |
| Mortgage-backed securities | $9,158,000 | 2,857 |
| Certificates of participation in pools of residential mortgages | $9,158,000 | 2,313 |
| Issued or guaranteed by U.S. | $9,158,000 | 2,302 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $104,670,000 | 1,013 |
| Total debt securities | $90,404,000 | 1,323 |
| Structured notes |
| Amortized cost | $24,579,000 | 129 |
| Fair value | $24,321,000 | 129 |
| 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 | $106,364,000 | 1,182 |
| U.S. Government securities | $54,273,000 | 1,667 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $54,273,000 | 1,597 |
| Securities issued by states & political subdivisions | $35,372,000 | 492 |
| Other domestic debt securities | $2,090,000 | 1,639 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $815,000 | 194 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,275,000 | 1,570 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $14,629,000 | 220 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $70,388,000 | 719 |
| Mortgage-backed securities | $10,060,000 | 2,813 |
| Certificates of participation in pools of residential mortgages | $10,060,000 | 2,261 |
| Issued or guaranteed by U.S. | $10,060,000 | 2,250 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $106,364,000 | 1,008 |
| Total debt securities | $91,735,000 | 1,315 |
| Structured notes |
| Amortized cost | $24,577,000 | 133 |
| Fair value | $24,394,000 | 133 |
| 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 | $110,154,000 | 1,147 |
| U.S. Government securities | $56,207,000 | 1,653 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $56,207,000 | 1,582 |
| Securities issued by states & political subdivisions | $37,246,000 | 461 |
| Other domestic debt securities | $2,196,000 | 1,658 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $918,000 | 183 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,278,000 | 1,637 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $14,505,000 | 223 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $68,942,000 | 735 |
| Mortgage-backed securities | $10,971,000 | 2,759 |
| Certificates of participation in pools of residential mortgages | $10,971,000 | 2,201 |
| Issued or guaranteed by U.S. | $10,971,000 | 2,191 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $110,154,000 | 973 |
| Total debt securities | $95,649,000 | 1,282 |
| Structured notes |
| Amortized cost | $24,576,000 | 131 |
| Fair value | $23,877,000 | 132 |
| 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 | $102,344,000 | 1,258 |
| U.S. Government securities | $47,799,000 | 1,920 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $47,799,000 | 1,846 |
| Securities issued by states & political subdivisions | $37,483,000 | 467 |
| Other domestic debt securities | $2,315,000 | 1,685 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,016,000 | 183 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,299,000 | 1,707 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $14,747,000 | 240 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $79,222,000 | 654 |
| Mortgage-backed securities | $9,797,000 | 2,970 |
| Certificates of participation in pools of residential mortgages | $9,797,000 | 2,385 |
| Issued or guaranteed by U.S. | $9,797,000 | 2,379 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $102,344,000 | 1,070 |
| Total debt securities | $87,596,000 | 1,415 |
| Structured notes |
| Amortized cost | $22,577,000 | 151 |
| Fair value | $22,182,000 | 154 |
| 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 | $106,551,000 | 1,204 |
| U.S. Government securities | $45,112,000 | 1,987 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $45,112,000 | 1,916 |
| Securities issued by states & political subdivisions | $40,625,000 | 416 |
| Other domestic debt securities | $5,680,000 | 1,084 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,185,000 | 185 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,495,000 | 920 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $15,134,000 | 239 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $82,707,000 | 597 |
| Mortgage-backed securities | $10,675,000 | 2,843 |
| Certificates of participation in pools of residential mortgages | $10,675,000 | 2,275 |
| Issued or guaranteed by U.S. | $10,675,000 | 2,266 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $106,551,000 | 1,020 |
| Total debt securities | $91,417,000 | 1,369 |
| Structured notes |
| Amortized cost | $25,563,000 | 124 |
| Fair value | $25,411,000 | 125 |
| 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 | $96,684,000 | 1,359 |
| U.S. Government securities | $42,530,000 | 2,133 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $42,530,000 | 2,058 |
| Securities issued by states & political subdivisions | $33,773,000 | 506 |
| Other domestic debt securities | $5,718,000 | 1,113 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,266,000 | 189 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,452,000 | 950 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $14,663,000 | 257 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $75,990,000 | 619 |
| Mortgage-backed securities | $11,539,000 | 2,760 |
| Certificates of participation in pools of residential mortgages | $11,539,000 | 2,200 |
| Issued or guaranteed by U.S. | $11,539,000 | 2,189 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $96,684,000 | 1,143 |
| Total debt securities | $82,021,000 | 1,533 |
| Structured notes |
| Amortized cost | $25,561,000 | 125 |
| Fair value | $24,248,000 | 133 |
| 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 | $89,223,000 | 1,465 |
| U.S. Government securities | $33,573,000 | 2,581 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $33,573,000 | 2,501 |
| Securities issued by states & political subdivisions | $33,088,000 | 526 |
| Other domestic debt securities | $6,964,000 | 1,066 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,395,000 | 188 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,569,000 | 899 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $15,598,000 | 276 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $71,149,000 | 651 |
| Mortgage-backed securities | $8,803,000 | 3,227 |
| Certificates of participation in pools of residential mortgages | $8,803,000 | 2,605 |
| Issued or guaranteed by U.S. | $8,803,000 | 2,593 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $89,223,000 | 1,250 |
| Total debt securities | $73,625,000 | 1,678 |
| Structured notes |
| Amortized cost | $22,590,000 | 118 |
| Fair value | $22,623,000 | 118 |
| 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 | $100,165,000 | 1,358 |
| U.S. Government securities | $44,352,000 | 2,112 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $44,352,000 | 2,039 |
| Securities issued by states & political subdivisions | $33,650,000 | 516 |
| Other domestic debt securities | $6,951,000 | 1,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,521,000 | 195 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,430,000 | 979 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $15,212,000 | 281 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $78,663,000 | 586 |
| Mortgage-backed securities | $9,808,000 | 3,037 |
| Certificates of participation in pools of residential mortgages | $9,808,000 | 2,450 |
| Issued or guaranteed by U.S. | $9,808,000 | 2,439 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $100,165,000 | 1,160 |
| Total debt securities | $84,953,000 | 1,523 |
| Structured notes |
| Amortized cost | $30,110,000 | 69 |
| Fair value | $29,857,000 | 70 |
| 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 | $100,494,000 | 1,331 |
| U.S. Government securities | $44,799,000 | 2,044 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $44,799,000 | 1,974 |
| Securities issued by states & political subdivisions | $31,216,000 | 574 |
| Other domestic debt securities | $9,015,000 | 941 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,758,000 | 198 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,257,000 | 861 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $15,464,000 | 288 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $79,774,000 | 576 |
| Mortgage-backed securities | $11,124,000 | 2,827 |
| Certificates of participation in pools of residential mortgages | $11,124,000 | 2,252 |
| Issued or guaranteed by U.S. | $11,124,000 | 2,242 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $100,494,000 | 1,133 |
| Total debt securities | $85,030,000 | 1,498 |
| Structured notes |
| Amortized cost | $27,124,000 | 68 |
| Fair value | $26,927,000 | 67 |
| 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 | $102,693,000 | 1,267 |
| U.S. Government securities | $44,170,000 | 1,997 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $44,170,000 | 1,927 |
| Securities issued by states & political subdivisions | $33,102,000 | 515 |
| Other domestic debt securities | $12,377,000 | 807 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,870,000 | 196 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,507,000 | 670 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $13,044,000 | 345 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $59,685,000 | 726 |
| Mortgage-backed securities | $13,339,000 | 2,609 |
| Certificates of participation in pools of residential mortgages | $13,339,000 | 1,997 |
| Issued or guaranteed by U.S. | $13,339,000 | 1,989 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $102,693,000 | 1,084 |
| Total debt securities | $89,649,000 | 1,376 |
| Structured notes |
| Amortized cost | $21,114,000 | 63 |
| Fair value | $21,288,000 | 63 |
| 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 | $102,452,000 | 1,248 |
| U.S. Government securities | $39,334,000 | 2,192 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $39,334,000 | 2,111 |
| Securities issued by states & political subdivisions | $35,830,000 | 442 |
| Other domestic debt securities | $14,071,000 | 756 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,024,000 | 190 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,047,000 | 609 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $13,217,000 | 339 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $52,753,000 | 800 |
| Mortgage-backed securities | $15,557,000 | 2,382 |
| Certificates of participation in pools of residential mortgages | $15,557,000 | 1,780 |
| Issued or guaranteed by U.S. | $15,557,000 | 1,774 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $102,452,000 | 1,054 |
| Total debt securities | $89,235,000 | 1,370 |
| Structured notes |
| Amortized cost | $11,993,000 | 95 |
| Fair value | $12,136,000 | 94 |
| 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 | $102,161,000 | 1,215 |
| U.S. Government securities | $45,303,000 | 1,897 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $45,303,000 | 1,816 |
| Securities issued by states & political subdivisions | $35,608,000 | 422 |
| Other domestic debt securities | $11,029,000 | 883 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,018,000 | 193 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,011,000 | 769 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $10,221,000 | 411 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $42,496,000 | 943 |
| Mortgage-backed securities | $14,479,000 | 2,462 |
| Certificates of participation in pools of residential mortgages | $14,479,000 | 1,840 |
| Issued or guaranteed by U.S. | $14,479,000 | 1,831 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $102,161,000 | 1,017 |
| Total debt securities | $91,940,000 | 1,304 |
| Structured notes |
| Amortized cost | $14,993,000 | 61 |
| Fair value | $15,062,000 | 65 |
| 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 | $81,190,000 | 1,389 |
| U.S. Government securities | $49,170,000 | 1,642 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $49,170,000 | 1,554 |
| Securities issued by states & political subdivisions | $23,051,000 | 697 |
| Other domestic debt securities | $1,992,000 | 2,278 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,992,000 | 218 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $6,977,000 | 537 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $29,341,000 | 1,256 |
| Mortgage-backed securities | $12,875,000 | 2,472 |
| Certificates of participation in pools of residential mortgages | $12,875,000 | 1,786 |
| Issued or guaranteed by U.S. | $12,875,000 | 1,775 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $81,190,000 | 1,155 |
| Total debt securities | $74,213,000 | 1,459 |
| 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 | $77,428,000 | 1,425 |
| U.S. Government securities | $68,790,000 | 1,165 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $68,790,000 | 1,093 |
| Securities issued by states & political subdivisions | $878,000 | 5,510 |
| 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 | $7,760,000 | 611 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $38,981,000 | 1,004 |
| Mortgage-backed securities | $7,875,000 | 2,669 |
| Certificates of participation in pools of residential mortgages | $7,875,000 | 2,022 |
| Issued or guaranteed by U.S. | $7,875,000 | 2,006 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| 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) | $77,428,000 | 1,109 |
| Total debt securities | $69,668,000 | 1,495 |
| 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 | $74,301,000 | 1,543 |
| U.S. Government securities | $61,652,000 | 1,383 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $61,652,000 | 1,258 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $6,889,000 | 1,020 |
| 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 | $6,889,000 | 823 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $5,760,000 | 753 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $34,358,000 | 1,130 |
| Mortgage-backed securities | $9,665,000 | 2,574 |
| Certificates of participation in pools of residential mortgages | $9,665,000 | 1,917 |
| Issued or guaranteed by U.S. | $9,665,000 | 1,906 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| 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) | $74,301,000 | 1,179 |
| Total debt securities | $68,541,000 | 1,605 |
| 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 | $70,840,000 | 1,671 |
| U.S. Government securities | $59,618,000 | 1,472 |
| U.S. Treasury securities | $12,106,000 | 1,090 |
| U.S. Government agency obligations | $47,512,000 | 1,565 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $8,372,000 | 859 |
| 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 | $8,372,000 | 672 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $2,850,000 | 1,208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,086,000 | 2,792 |
| Mortgage-backed securities | $14,393,000 | 2,125 |
| Certificates of participation in pools of residential mortgages | $14,393,000 | 1,532 |
| Issued or guaranteed by U.S. | $14,393,000 | 1,519 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| 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) | $70,840,000 | 1,236 |
| Total debt securities | $67,990,000 | 1,675 |
| 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 | $67,698,000 | 1,695 |
| U.S. Government securities | $57,921,000 | 1,571 |
| U.S. Treasury securities | $20,051,000 | 953 |
| U.S. Government agency obligations | $37,870,000 | 1,843 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $7,726,000 | 670 |
| 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 | $7,726,000 | 504 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $2,051,000 | 1,454 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,000,000 | 4,517 |
| Mortgage-backed securities | $20,163,000 | 1,677 |
| Certificates of participation in pools of residential mortgages | $20,163,000 | 1,230 |
| Issued or guaranteed by U.S. | $20,163,000 | 1,215 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| 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) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $67,698,000 | 1,178 |
| Total debt securities | $65,647,000 | 1,682 |
| Structured notes |
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank |
| Total securities | $61,570,000 | 1,974 |
| U.S. Government securities | $52,366,000 | 1,861 |
| U.S. Treasury securities | $15,020,000 | 1,525 |
| U.S. Government agency obligations | $37,346,000 | 1,935 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $7,153,000 | 722 |
| 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 | $7,153,000 | 495 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $2,051,000 | 1,445 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,011,000 | 7,793 |
| Mortgage-backed securities | $21,976,000 | 1,741 |
| Certificates of participation in pools of residential mortgages | $21,976,000 | 1,237 |
| Issued or guaranteed by U.S. | $21,976,000 | 1,220 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $61,570,000 | 1,314 |
| Total debt securities | $58,446,000 | 2,007 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank |
| Total securities | $51,745,000 | 2,420 |
| U.S. Government securities | $51,581,000 | 1,953 |
| U.S. Treasury securities | $22,651,000 | 1,252 |
| U.S. Government agency obligations | $28,930,000 | 2,419 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-164,000 | 1,156 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,344,000 | 1,682 |
| Certificates of participation in pools of residential mortgages | $24,344,000 | 1,163 |
| Issued or guaranteed by U.S. | $24,344,000 | 1,142 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| 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) | $164,000 | 8,193 |
| Available-for-sale securities (fair market value) | $51,581,000 | 1,639 |
| Total debt securities | $51,581,000 | 2,357 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $53,610,000 | 2,461 |
| U.S. Government securities | $53,487,000 | 1,981 |
| U.S. Treasury securities | $26,623,000 | 1,317 |
| U.S. Government agency obligations | $26,864,000 | 2,500 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| 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 | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-123,000 | 1,189 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $26,864,000 | 1,631 |
| Certificates of participation in pools of residential mortgages | $26,864,000 | 1,108 |
| Issued or guaranteed by U.S. | $26,864,000 | 1,090 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $123,000 | 11,381 |
| Available-for-sale securities (fair market value) | $53,487,000 | 1,054 |
| Total debt securities | $53,487,000 | 2,409 |
| 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 | $59,709,000 | 2,297 |
| U.S. Government securities | $31,696,000 | 3,409 |
| U.S. Treasury securities | $1,848,000 | 8,737 |
| U.S. Government agency obligations | $29,848,000 | 2,301 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $4,014,000 | 1,606 |
| Privately issued residential mortgage-backed securities | $4,014,000 | 573 |
| 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 | NA | NA |
| Equity securities | $24,000,000 | 156 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $1,000 | 380 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $33,862,000 | 1,513 |
| Certificates of participation in pools of residential mortgages | $33,862,000 | 994 |
| Issued or guaranteed by U.S. | $29,848,000 | 1,073 |
| Privately issued | $4,014,000 | 236 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| 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 | $35,710,000 | 3,760 |
| 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 | $56,122,000 | 2,420 |
| U.S. Government securities | $55,402,000 | 1,930 |
| U.S. Treasury securities | $24,848,000 | 1,522 |
| U.S. Government agency obligations | $30,554,000 | 2,219 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $1,004,000 | 4,059 |
| Privately issued residential mortgage-backed securities | $1,004,000 | 1,768 |
| 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 | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $284,000 | 117 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $31,558,000 | 1,643 |
| Certificates of participation in pools of residential mortgages | $31,558,000 | 1,062 |
| Issued or guaranteed by U.S. | $30,554,000 | 1,057 |
| Privately issued | $1,004,000 | 414 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| 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 | $56,406,000 | 2,339 |
| 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 |
