| 2003-06-30 | Rank |
| Total securities | $31,496,000 | 3,422 |
| U.S. Government securities | $25,789,000 | 3,070 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $25,789,000 | 2,946 |
| Securities issued by states & political subdivisions | $5,707,000 | 2,838 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,652,000 | 3,845 |
| Mortgage-backed securities | $16,205,000 | 2,316 |
| Certificates of participation in pools of residential mortgages | $6,955,000 | 2,941 |
| Issued or guaranteed by U.S. | $6,955,000 | 2,929 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $9,250,000 | 1,282 |
| CMOs issued by government agencies or sponsored agencies | $9,250,000 | 1,193 |
| 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) | $31,496,000 | 2,969 |
| Total debt securities | $31,496,000 | 3,347 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $31,175,000 | 3,429 |
| U.S. Government securities | $17,643,000 | 4,030 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $17,643,000 | 3,872 |
| Securities issued by states & political subdivisions | $5,209,000 | 2,866 |
| Other domestic debt securities | $8,323,000 | 1,042 |
| Privately issued residential mortgage-backed securities | $8,323,000 | 332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,658,000 | 3,572 |
| Mortgage-backed securities | $15,892,000 | 2,341 |
| Certificates of participation in pools of residential mortgages | $7,060,000 | 2,883 |
| Issued or guaranteed by U.S. | $7,060,000 | 2,873 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $8,832,000 | 1,356 |
| CMOs issued by government agencies or sponsored agencies | $509,000 | 3,359 |
| Privately issued | $8,323,000 | 296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $31,175,000 | 2,966 |
| Total debt securities | $31,175,000 | 3,352 |
| 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 | $19,750,000 | 4,681 |
| U.S. Government securities | $16,748,000 | 4,160 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $16,748,000 | 3,989 |
| Securities issued by states & political subdivisions | $3,002,000 | 3,751 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,687,000 | 3,563 |
| Mortgage-backed securities | $10,297,000 | 2,969 |
| Certificates of participation in pools of residential mortgages | $4,830,000 | 3,454 |
| Issued or guaranteed by U.S. | $4,830,000 | 3,439 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $5,467,000 | 1,757 |
| CMOs issued by government agencies or sponsored agencies | $5,467,000 | 1,656 |
| 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) | $19,750,000 | 4,047 |
| Total debt securities | $19,750,000 | 4,594 |
| 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 | $16,825,000 | 5,050 |
| U.S. Government securities | $16,825,000 | 4,037 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $16,825,000 | 3,838 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,702,000 | 3,020 |
| Mortgage-backed securities | $8,454,000 | 3,125 |
| Certificates of participation in pools of residential mortgages | $3,681,000 | 3,591 |
| Issued or guaranteed by U.S. | $3,681,000 | 3,574 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $4,773,000 | 1,922 |
| CMOs issued by government agencies or sponsored agencies | $4,773,000 | 1,796 |
| 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) | $16,825,000 | 4,301 |
| Total debt securities | $16,825,000 | 4,958 |
| 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 | $14,224,000 | 5,721 |
| U.S. Government securities | $13,921,000 | 4,794 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $13,921,000 | 4,474 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| 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 | NA | NA |
| Equity securities | $303,000 | 4,955 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,766,000 | 3,233 |
| Mortgage-backed securities | $7,357,000 | 2,789 |
| Certificates of participation in pools of residential mortgages | $1,797,000 | 4,113 |
| Issued or guaranteed by U.S. | $1,797,000 | 4,086 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $5,560,000 | 1,422 |
| CMOs issued by government agencies or sponsored agencies | $5,560,000 | 1,300 |
| 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) | $14,224,000 | 4,743 |
| Total debt securities | $13,921,000 | 5,658 |
| Structured notes |
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank |
| Total securities | $16,269,000 | 5,548 |
| U.S. Government securities | $16,269,000 | 4,510 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $16,269,000 | 4,066 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| 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 | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,474,000 | 4,457 |
| Mortgage-backed securities | $7,372,000 | 2,986 |
| Certificates of participation in pools of residential mortgages | $1,928,000 | 4,253 |
| Issued or guaranteed by U.S. | $1,928,000 | 4,234 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $5,444,000 | 1,542 |
| CMOs issued by government agencies or sponsored agencies | $5,444,000 | 1,418 |
| 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) | $16,269,000 | 4,498 |
| Total debt securities | $16,269,000 | 5,430 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
