| 2005-09-30 | Rank |
| Total securities | $18,014,000 | 4,889 |
| U.S. Government securities | $6,491,000 | 6,494 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $6,491,000 | 6,365 |
| Securities issued by states & political subdivisions | $10,834,000 | 1,790 |
| Other domestic debt securities | $689,000 | 2,377 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $163,000 | 282 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $526,000 | 2,011 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,591,000 | 5,561 |
| Mortgage-backed securities | $3,900,000 | 4,051 |
| Certificates of participation in pools of residential mortgages | $3,475,000 | 3,609 |
| Issued or guaranteed by U.S. | $3,475,000 | 3,595 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $425,000 | 2,957 |
| CMOs issued by government agencies or sponsored agencies | $425,000 | 2,658 |
| 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) | $18,014,000 | 4,240 |
| Total debt securities | $18,015,000 | 4,839 |
| 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 | $18,947,000 | 4,789 |
| U.S. Government securities | $6,922,000 | 6,439 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $6,922,000 | 6,308 |
| Securities issued by states & political subdivisions | $11,283,000 | 1,732 |
| Other domestic debt securities | $742,000 | 2,424 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $208,000 | 277 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $534,000 | 2,088 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,633,000 | 5,523 |
| Mortgage-backed securities | $4,289,000 | 4,003 |
| Certificates of participation in pools of residential mortgages | $3,822,000 | 3,575 |
| Issued or guaranteed by U.S. | $3,822,000 | 3,559 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $467,000 | 2,954 |
| CMOs issued by government agencies or sponsored agencies | $467,000 | 2,677 |
| 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) | $18,947,000 | 4,147 |
| Total debt securities | $18,947,000 | 4,730 |
| 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 | $19,771,000 | 4,742 |
| U.S. Government securities | $7,749,000 | 6,254 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,749,000 | 6,107 |
| Securities issued by states & political subdivisions | $11,217,000 | 1,731 |
| Other domestic debt securities | $805,000 | 2,433 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $271,000 | 251 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $534,000 | 2,177 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,004,000 | 6,475 |
| Mortgage-backed securities | $4,568,000 | 4,008 |
| Certificates of participation in pools of residential mortgages | $4,068,000 | 3,566 |
| Issued or guaranteed by U.S. | $4,068,000 | 3,556 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $500,000 | 2,951 |
| CMOs issued by government agencies or sponsored agencies | $500,000 | 2,680 |
| 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) | $19,771,000 | 4,119 |
| Total debt securities | $19,771,000 | 4,686 |
| 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 | $21,074,000 | 4,577 |
| U.S. Government securities | $8,367,000 | 6,082 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,367,000 | 5,933 |
| Securities issued by states & political subdivisions | $11,334,000 | 1,729 |
| Other domestic debt securities | $1,373,000 | 2,076 |
| Privately issued residential mortgage-backed securities | $33,000 | 1,150 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $292,000 | 259 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,048,000 | 1,821 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,046,000 | 6,439 |
| Mortgage-backed securities | $4,940,000 | 3,954 |
| Certificates of participation in pools of residential mortgages | $4,371,000 | 3,513 |
| Issued or guaranteed by U.S. | $4,371,000 | 3,503 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $569,000 | 2,932 |
| CMOs issued by government agencies or sponsored agencies | $536,000 | 2,696 |
| Privately issued | $33,000 | 1,055 |
| 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) | $21,074,000 | 3,978 |
| Total debt securities | $21,074,000 | 4,513 |
| Structured notes |
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank |
| Total securities | $22,705,000 | 4,381 |
| U.S. Government securities | $9,602,000 | 5,791 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $9,602,000 | 5,634 |
| Securities issued by states & political subdivisions | $11,599,000 | 1,692 |
| Other domestic debt securities | $1,504,000 | 2,028 |
| Privately issued residential mortgage-backed securities | $67,000 | 1,053 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $372,000 | 265 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,065,000 | 1,873 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,250,000 | 6,361 |
| Mortgage-backed securities | $5,318,000 | 3,862 |
| Certificates of participation in pools of residential mortgages | $4,672,000 | 3,438 |
| Issued or guaranteed by U.S. | $4,672,000 | 3,432 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $646,000 | 2,900 |
| CMOs issued by government agencies or sponsored agencies | $579,000 | 2,696 |
| Privately issued | $67,000 | 967 |
| 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) | $22,705,000 | 3,786 |
| Total debt securities | $22,705,000 | 4,318 |
| Structured notes |
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank |
| Total securities | $34,824,000 | 3,273 |
| U.S. Government securities | $15,397,000 | 4,627 |
| U.S. Treasury securities | $509,000 | 1,648 |
| U.S. Government agency obligations | $14,888,000 | 4,552 |
| Securities issued by states & political subdivisions | $14,134,000 | 1,378 |
| Other domestic debt securities | $5,293,000 | 1,151 |
| Privately issued residential mortgage-backed securities | $67,000 | 1,050 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $465,000 | 265 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,761,000 | 922 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,505,000 | 6,222 |
| Mortgage-backed securities | $5,579,000 | 3,862 |
| Certificates of participation in pools of residential mortgages | $4,906,000 | 3,435 |
| Issued or guaranteed by U.S. | $4,906,000 | 3,427 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $673,000 | 2,933 |
| CMOs issued by government agencies or sponsored agencies | $606,000 | 2,725 |
| Privately issued | $67,000 | 969 |
| 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) | $34,824,000 | 2,828 |
| Total debt securities | $34,824,000 | 3,213 |
| Structured notes |
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank |
| Total securities | $36,645,000 | 3,143 |
| U.S. Government securities | $17,806,000 | 4,152 |
| U.S. Treasury securities | $516,000 | 1,632 |
| U.S. Government agency obligations | $17,290,000 | 4,093 |
| Securities issued by states & political subdivisions | $13,847,000 | 1,433 |
| Other domestic debt securities | $4,992,000 | 1,287 |
| Privately issued residential mortgage-backed securities | $84,000 | 1,095 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $565,000 | 265 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,343,000 | 1,037 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $250,000 | 7,095 |
| Mortgage-backed securities | $5,493,000 | 3,943 |
| Certificates of participation in pools of residential mortgages | $4,703,000 | 3,520 |
| Issued or guaranteed by U.S. | $4,703,000 | 3,509 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $790,000 | 2,927 |
| CMOs issued by government agencies or sponsored agencies | $706,000 | 2,709 |
| Privately issued | $84,000 | 1,004 |
| 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) | $300,000 | 3,988 |
| Available-for-sale securities (fair market value) | $36,345,000 | 2,734 |
| Total debt securities | $36,645,000 | 3,078 |
| Structured notes |
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank |
| Total securities | $32,618,000 | 3,487 |
| U.S. Government securities | $14,117,000 | 4,848 |
| U.S. Treasury securities | $521,000 | 1,721 |
| U.S. Government agency obligations | $13,596,000 | 4,803 |
| Securities issued by states & political subdivisions | $13,405,000 | 1,477 |
| Other domestic debt securities | $5,096,000 | 1,263 |
| Privately issued residential mortgage-backed securities | $84,000 | 960 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $678,000 | 273 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,334,000 | 1,119 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $999,000 | 6,560 |
| Mortgage-backed securities | $4,765,000 | 4,125 |
| Certificates of participation in pools of residential mortgages | $3,938,000 | 3,746 |
| Issued or guaranteed by U.S. | $3,938,000 | 3,733 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $827,000 | 2,919 |
| CMOs issued by government agencies or sponsored agencies | $743,000 | 2,825 |
| Privately issued | $84,000 | 836 |
| 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) | $300,000 | 4,041 |
| Available-for-sale securities (fair market value) | $32,318,000 | 3,032 |
| Total debt securities | $32,618,000 | 3,430 |
| Structured notes |
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank |
| Total securities | $36,417,000 | 3,148 |
| U.S. Government securities | $17,068,000 | 4,214 |
| U.S. Treasury securities | $1,534,000 | 1,258 |
| U.S. Government agency obligations | $15,534,000 | 4,304 |
| Securities issued by states & political subdivisions | $12,018,000 | 1,650 |
| Other domestic debt securities | $7,331,000 | 1,078 |
| Privately issued residential mortgage-backed securities | $95,000 | 1,026 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $804,000 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,432,000 | 937 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,547,000 | 6,127 |
| Mortgage-backed securities | $5,285,000 | 3,968 |
| Certificates of participation in pools of residential mortgages | $4,304,000 | 3,633 |
| Issued or guaranteed by U.S. | $4,304,000 | 3,621 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $981,000 | 2,852 |
| CMOs issued by government agencies or sponsored agencies | $886,000 | 2,766 |
| Privately issued | $95,000 | 897 |
| 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) | $300,000 | 4,070 |
| Available-for-sale securities (fair market value) | $36,117,000 | 2,736 |
| Total debt securities | $36,417,000 | 3,080 |
| Structured notes |
| Amortized cost | $798,000 | 1,648 |
| Fair value | $804,000 | 1,634 |
| 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 | $37,784,000 | 3,006 |
| U.S. Government securities | $18,852,000 | 3,844 |
| U.S. Treasury securities | $1,547,000 | 1,268 |
| U.S. Government agency obligations | $17,305,000 | 3,922 |
| Securities issued by states & political subdivisions | $10,403,000 | 1,854 |
| Other domestic debt securities | $8,529,000 | 1,009 |
| Privately issued residential mortgage-backed securities | $95,000 | 1,081 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $958,000 | 265 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,476,000 | 843 |
| 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 | $1,563,000 | 6,115 |
| Mortgage-backed securities | $6,562,000 | 3,729 |
| Certificates of participation in pools of residential mortgages | $5,173,000 | 3,384 |
| Issued or guaranteed by U.S. | $5,173,000 | 3,373 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,389,000 | 2,786 |
| CMOs issued by government agencies or sponsored agencies | $1,294,000 | 2,676 |
| Privately issued | $95,000 | 958 |
| 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) | $300,000 | 4,115 |
| Available-for-sale securities (fair market value) | $37,484,000 | 2,608 |
| Total debt securities | $37,784,000 | 2,917 |
| Structured notes |
| Amortized cost | $1,009,000 | 1,166 |
| Fair value | $1,026,000 | 1,191 |
| 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 | $35,780,000 | 3,082 |
| U.S. Government securities | $16,296,000 | 4,292 |
| U.S. Treasury securities | $1,552,000 | 1,299 |
| U.S. Government agency obligations | $14,744,000 | 4,408 |
| Securities issued by states & political subdivisions | $11,779,000 | 1,577 |
| Other domestic debt securities | $7,705,000 | 1,094 |
| Privately issued residential mortgage-backed securities | $139,000 | 1,066 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,140,000 | 247 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,426,000 | 970 |
| 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 | $1,527,000 | 6,191 |
| Mortgage-backed securities | $4,499,000 | 4,314 |
| Certificates of participation in pools of residential mortgages | $3,704,000 | 3,880 |
| Issued or guaranteed by U.S. | $3,704,000 | 3,867 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $795,000 | 3,286 |
| CMOs issued by government agencies or sponsored agencies | $656,000 | 3,237 |
| Privately issued | $139,000 | 944 |
| 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) | $300,000 | 4,180 |
| Available-for-sale securities (fair market value) | $35,480,000 | 2,666 |
| Total debt securities | $35,780,000 | 3,001 |
| Structured notes |
| Amortized cost | $1,012,000 | 884 |
| Fair value | $1,028,000 | 906 |
| 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 | $39,618,000 | 2,834 |
| U.S. Government securities | $18,853,000 | 3,856 |
| U.S. Treasury securities | $1,555,000 | 1,369 |
| U.S. Government agency obligations | $17,298,000 | 3,914 |
| Securities issued by states & political subdivisions | $11,067,000 | 1,625 |
| Other domestic debt securities | $9,698,000 | 955 |
| Privately issued residential mortgage-backed securities | $139,000 | 1,097 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,559,000 | 746 |
| 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 | $1,557,000 | 6,180 |
| Mortgage-backed securities | $4,070,000 | 4,452 |
| Certificates of participation in pools of residential mortgages | $2,957,000 | 4,191 |
| Issued or guaranteed by U.S. | $2,957,000 | 4,177 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,113,000 | 3,048 |
| CMOs issued by government agencies or sponsored agencies | $974,000 | 3,059 |
| Privately issued | $139,000 | 980 |
| 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) | $300,000 | 4,255 |
| Available-for-sale securities (fair market value) | $39,318,000 | 2,423 |
| Total debt securities | $39,618,000 | 2,759 |
| Structured notes |
| Amortized cost | $1,014,000 | 736 |
| Fair value | $1,022,000 | 792 |
| 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 | $28,264,000 | 3,518 |
| U.S. Government securities | $11,584,000 | 5,110 |
| U.S. Treasury securities | $528,000 | 2,365 |
| U.S. Government agency obligations | $11,056,000 | 5,019 |
| Securities issued by states & political subdivisions | $8,793,000 | 1,917 |
| Other domestic debt securities | $7,887,000 | 1,077 |
| Privately issued residential mortgage-backed securities | $229,000 | 1,127 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,658,000 | 859 |
| 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 | $1,684,000 | 6,185 |
| Mortgage-backed securities | $3,921,000 | 4,342 |
| Certificates of participation in pools of residential mortgages | $2,825,000 | 3,993 |
| Issued or guaranteed by U.S. | $2,825,000 | 3,977 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,096,000 | 3,202 |
| CMOs issued by government agencies or sponsored agencies | $867,000 | 3,261 |
| Privately issued | $229,000 | 1,012 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,152,000 | 3,713 |
| Available-for-sale securities (fair market value) | $27,112,000 | 3,068 |
| Total debt securities | $28,264,000 | 3,428 |
| 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 | $24,668,000 | 3,983 |
| U.S. Government securities | $13,869,000 | 4,810 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $13,869,000 | 4,485 |
| Securities issued by states & political subdivisions | $5,199,000 | 2,732 |
| Other domestic debt securities | $5,276,000 | 1,178 |
| Privately issued residential mortgage-backed securities | $289,000 | 1,032 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,987,000 | 1,016 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $324,000 | 4,807 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,492,000 | 6,667 |
| Mortgage-backed securities | $1,945,000 | 4,801 |
| Certificates of participation in pools of residential mortgages | $1,656,000 | 4,219 |
| Issued or guaranteed by U.S. | $1,656,000 | 4,193 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $289,000 | 3,618 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $289,000 | 897 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,750,000 | 3,985 |
| Available-for-sale securities (fair market value) | $22,918,000 | 3,411 |
| Total debt securities | $24,344,000 | 3,907 |
| 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 | $16,613,000 | 5,462 |
| U.S. Government securities | $5,096,000 | 7,997 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $5,096,000 | 7,477 |
| Securities issued by states & political subdivisions | $5,728,000 | 2,681 |
| Other domestic debt securities | $5,465,000 | 1,144 |
| 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 | $5,465,000 | 928 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $324,000 | 4,689 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,709,000 | 6,567 |
| Mortgage-backed securities | $2,359,000 | 4,851 |
| Certificates of participation in pools of residential mortgages | $2,244,000 | 4,036 |
| Issued or guaranteed by U.S. | $2,244,000 | 4,021 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $115,000 | 4,156 |
| CMOs issued by government agencies or sponsored agencies | $115,000 | 3,966 |
| 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) | $1,746,000 | 4,397 |
| Available-for-sale securities (fair market value) | $14,867,000 | 4,781 |
| Total debt securities | $16,289,000 | 5,422 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank |
| Total securities | $10,469,000 | 6,952 |
| U.S. Government securities | $4,134,000 | 8,452 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $4,134,000 | 7,625 |
| Securities issued by states & political subdivisions | $2,533,000 | 4,323 |
| Other domestic debt securities | $3,490,000 | 1,340 |
| 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 | $3,490,000 | 1,087 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $312,000 | 4,529 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $467,000 | 7,854 |
| Mortgage-backed securities | $2,721,000 | 4,891 |
| Certificates of participation in pools of residential mortgages | $2,386,000 | 4,131 |
| Issued or guaranteed by U.S. | $2,386,000 | 4,111 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $335,000 | 4,030 |
| CMOs issued by government agencies or sponsored agencies | $335,000 | 3,870 |
| 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) | $1,941,000 | 4,804 |
| Available-for-sale securities (fair market value) | $8,528,000 | 6,192 |
| Total debt securities | $10,157,000 | 6,914 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank |
| Total securities | $11,330,000 | 7,020 |
| U.S. Government securities | $7,859,000 | 7,320 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $7,859,000 | 6,026 |
| Securities issued by states & political subdivisions | $1,014,000 | 5,787 |
| Other domestic debt securities | $2,457,000 | 1,229 |
| 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 | $2,457,000 | 963 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $674,000 | 7,929 |
| Mortgage-backed securities | $6,651,000 | 3,344 |
| Certificates of participation in pools of residential mortgages | $6,651,000 | 2,512 |
| Issued or guaranteed by U.S. | $6,651,000 | 2,499 |
| 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) | $927,000 | 6,384 |
| Available-for-sale securities (fair market value) | $10,403,000 | 5,616 |
| Total debt securities | $11,330,000 | 6,886 |
| 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 | NA | NA |
| 1996-12-31 | Rank |
| Total securities | $13,223,000 | 6,923 |
| U.S. Government securities | $12,261,000 | 6,234 |
| U.S. Treasury securities | $1,505,000 | 6,529 |
| U.S. Government agency obligations | $10,756,000 | 5,285 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $962,000 | 2,136 |
| 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 | $962,000 | 1,625 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,002,000 | 7,833 |
| Mortgage-backed securities | $3,349,000 | 5,018 |
| Certificates of participation in pools of residential mortgages | $3,349,000 | 3,904 |
| Issued or guaranteed by U.S. | $3,349,000 | 3,882 |
| 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) | $5,456,000 | 4,496 |
| Available-for-sale securities (fair market value) | $7,767,000 | 6,702 |
| Total debt securities | $13,223,000 | 6,801 |
| Structured notes |
| Amortized cost | $4,012,000 | 489 |
| Fair value | $3,968,000 | 511 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank |
| Total securities | $19,764,000 | 5,594 |
| U.S. Government securities | $17,765,000 | 5,066 |
| U.S. Treasury securities | $1,527,000 | 7,666 |
| U.S. Government agency obligations | $16,238,000 | 3,940 |
| Securities issued by states & political subdivisions | $499,000 | 7,346 |
| Other domestic debt securities | $1,500,000 | 2,063 |
| 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 | $1,500,000 | 1,589 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,014,000 | 8,059 |
| Mortgage-backed securities | $2,898,000 | 5,612 |
| Certificates of participation in pools of residential mortgages | $2,898,000 | 4,229 |
| Issued or guaranteed by U.S. | $2,898,000 | 4,203 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,001,000 | 3,912 |
| Available-for-sale securities (fair market value) | $11,763,000 | 5,629 |
| Total debt securities | $19,764,000 | 5,490 |
| Structured notes |
| Amortized cost | $4,000,000 | 887 |
| Fair value | $3,828,000 | 942 |
| 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 | $16,060,000 | 6,808 |
| U.S. Government securities | $12,523,000 | 6,788 |
| U.S. Treasury securities | $1,465,000 | 8,987 |
| U.S. Government agency obligations | $11,058,000 | 4,994 |
| Securities issued by states & political subdivisions | $497,000 | 7,716 |
| Other domestic debt securities | $3,040,000 | 1,589 |
| 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 | $3,040,000 | 1,237 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $980,000 | 8,518 |
| Mortgage-backed securities | $2,428,000 | 6,284 |
| Certificates of participation in pools of residential mortgages | $2,428,000 | 4,811 |
| Issued or guaranteed by U.S. | $2,428,000 | 4,784 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,612,000 | 5,814 |
| Available-for-sale securities (fair market value) | $6,448,000 | 6,144 |
| Total debt securities | $16,060,000 | 6,695 |
| 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 | $19,572,000 | 6,246 |
| U.S. Government securities | $16,447,000 | 5,901 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $16,447,000 | 3,865 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,125,000 | 1,048 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $719,000 | 9,079 |
| Mortgage-backed securities | $15,619,000 | 2,695 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $15,619,000 | 1,227 |
| CMOs issued by government agencies or sponsored agencies | $15,619,000 | 1,142 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $16,447,000 | 6,837 |
| 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 | $19,983,000 | 6,102 |
| U.S. Government securities | $18,983,000 | 5,268 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $18,983,000 | 3,399 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| 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 | $1,000,000 | 1,896 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $609,000 | 9,460 |
| Mortgage-backed securities | $17,349,000 | 2,562 |
| Certificates of participation in pools of residential mortgages | $17,349,000 | 1,694 |
| Issued or guaranteed by U.S. | $17,349,000 | 1,656 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| 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 | $18,983,000 | 6,205 |
| 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 |
