| 2005-06-30 | Rank |
| Total securities | $30,811,000 | 3,518 |
| U.S. Government securities | $30,564,000 | 2,766 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $30,564,000 | 2,667 |
| Securities issued by states & political subdivisions | $247,000 | 6,003 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| 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 | $10,114,000 | 3,335 |
| Mortgage-backed securities | $6,418,000 | 3,451 |
| Certificates of participation in pools of residential mortgages | $1,860,000 | 4,456 |
| Issued or guaranteed by U.S. | $1,860,000 | 4,437 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $4,558,000 | 1,581 |
| CMOs issued by government agencies or sponsored agencies | $4,558,000 | 1,377 |
| 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) | $30,811,000 | 3,054 |
| Total debt securities | $30,811,000 | 3,470 |
| Structured notes |
| Amortized cost | $6,878,000 | 635 |
| Fair value | $6,880,000 | 629 |
| 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 | $33,933,000 | 3,307 |
| U.S. Government securities | $33,664,000 | 2,597 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $33,664,000 | 2,503 |
| Securities issued by states & political subdivisions | $244,000 | 6,033 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $25,000 | 227 |
| 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 | $10,547,000 | 3,266 |
| Mortgage-backed securities | $7,018,000 | 3,407 |
| Certificates of participation in pools of residential mortgages | $2,355,000 | 4,252 |
| Issued or guaranteed by U.S. | $2,355,000 | 4,238 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,663,000 | 1,596 |
| CMOs issued by government agencies or sponsored agencies | $4,663,000 | 1,392 |
| 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) | $33,933,000 | 2,837 |
| Total debt securities | $33,933,000 | 3,256 |
| Structured notes |
| Amortized cost | $8,373,000 | 507 |
| Fair value | $8,750,000 | 483 |
| 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 | $33,367,000 | 3,345 |
| U.S. Government securities | $33,095,000 | 2,649 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $33,095,000 | 2,539 |
| Securities issued by states & political subdivisions | $247,000 | 6,067 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $25,000 | 224 |
| 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 | $9,646,000 | 3,427 |
| Mortgage-backed securities | $7,865,000 | 3,297 |
| Certificates of participation in pools of residential mortgages | $1,690,000 | 4,659 |
| Issued or guaranteed by U.S. | $1,690,000 | 4,642 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $6,175,000 | 1,396 |
| CMOs issued by government agencies or sponsored agencies | $6,175,000 | 1,222 |
| 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) | $33,367,000 | 2,886 |
| Total debt securities | $33,367,000 | 3,288 |
| Structured notes |
| Amortized cost | $6,568,000 | 629 |
| Fair value | $6,538,000 | 628 |
| 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 | $33,277,000 | 3,357 |
| U.S. Government securities | $33,252,000 | 2,611 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $33,252,000 | 2,514 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $25,000 | 227 |
| 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 | $9,626,000 | 3,387 |
| Mortgage-backed securities | $9,275,000 | 3,068 |
| Certificates of participation in pools of residential mortgages | $1,359,000 | 4,875 |
| Issued or guaranteed by U.S. | $1,359,000 | 4,864 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,916,000 | 1,231 |
| CMOs issued by government agencies or sponsored agencies | $7,916,000 | 1,079 |
| 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) | $33,277,000 | 2,884 |
| Total debt securities | $33,277,000 | 3,294 |
| Structured notes |
| Amortized cost | $5,569,000 | 761 |
| Fair value | $5,563,000 | 760 |
| 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 | $33,601,000 | 3,364 |
| U.S. Government securities | $33,576,000 | 2,612 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $33,576,000 | 2,512 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $25,000 | 230 |
| 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 | $8,911,000 | 3,536 |
| Mortgage-backed securities | $9,652,000 | 3,042 |
| Certificates of participation in pools of residential mortgages | $394,000 | 5,823 |
| Issued or guaranteed by U.S. | $394,000 | 5,811 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $9,258,000 | 1,149 |
| CMOs issued by government agencies or sponsored agencies | $9,258,000 | 1,011 |
| 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) | $33,601,000 | 2,902 |
| Total debt securities | $33,601,000 | 3,304 |
| Structured notes |
| Amortized cost | $5,070,000 | 794 |
| Fair value | $4,945,000 | 810 |
| 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 | $33,673,000 | 3,352 |
| U.S. Government securities | $33,648,000 | 2,578 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $33,648,000 | 2,498 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $25,000 | 240 |
| 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 | $5,969,000 | 4,223 |
| Mortgage-backed securities | $8,025,000 | 3,355 |
| Certificates of participation in pools of residential mortgages | $455,000 | 5,781 |
| Issued or guaranteed by U.S. | $455,000 | 5,766 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $7,570,000 | 1,323 |
| CMOs issued by government agencies or sponsored agencies | $7,570,000 | 1,167 |
| 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) | $33,673,000 | 2,898 |
| Total debt securities | $33,673,000 | 3,282 |
| Structured notes |
| Amortized cost | $5,669,000 | 625 |
| Fair value | $5,731,000 | 624 |
| 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 | $30,918,000 | 3,635 |
| U.S. Government securities | $30,893,000 | 2,843 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $30,893,000 | 2,742 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $25,000 | 257 |
| 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 | $3,883,000 | 4,910 |
| Mortgage-backed securities | $4,674,000 | 4,153 |
| Certificates of participation in pools of residential mortgages | $519,000 | 5,744 |
| Issued or guaranteed by U.S. | $519,000 | 5,725 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,155,000 | 1,753 |
| CMOs issued by government agencies or sponsored agencies | $4,155,000 | 1,637 |
| 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) | $30,918,000 | 3,132 |
| Total debt securities | $30,918,000 | 3,577 |
| Structured notes |
| Amortized cost | $2,075,000 | 1,160 |
| Fair value | $2,060,000 | 1,163 |
| 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 | $32,602,000 | 3,409 |
| U.S. Government securities | $32,577,000 | 2,662 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $32,577,000 | 2,577 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $25,000 | 264 |
| 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 | $3,928,000 | 4,873 |
| Mortgage-backed securities | $5,353,000 | 3,944 |
| Certificates of participation in pools of residential mortgages | $641,000 | 5,649 |
| Issued or guaranteed by U.S. | $641,000 | 5,626 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $4,712,000 | 1,670 |
| CMOs issued by government agencies or sponsored agencies | $4,712,000 | 1,551 |
| 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) | $32,602,000 | 2,948 |
| Total debt securities | $32,602,000 | 3,349 |
| Structured notes |
| Amortized cost | $2,075,000 | 986 |
| Fair value | $2,073,000 | 986 |
| 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 | $29,113,000 | 3,633 |
| U.S. Government securities | $26,498,000 | 3,005 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $26,498,000 | 2,884 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $2,590,000 | 1,960 |
| Privately issued residential mortgage-backed securities | $2,590,000 | 489 |
| 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 | $25,000 | 266 |
| 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 | $3,991,000 | 4,822 |
| Mortgage-backed securities | $10,722,000 | 2,957 |
| Certificates of participation in pools of residential mortgages | $803,000 | 5,556 |
| Issued or guaranteed by U.S. | $803,000 | 5,534 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $9,919,000 | 1,229 |
| CMOs issued by government agencies or sponsored agencies | $7,329,000 | 1,351 |
| Privately issued | $2,590,000 | 434 |
| 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) | $29,113,000 | 3,137 |
| Total debt securities | $29,113,000 | 3,558 |
| Structured notes |
| Amortized cost | $1,995,000 | 935 |
| Fair value | $1,994,000 | 941 |
| 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 | $28,521,000 | 3,655 |
| U.S. Government securities | $25,854,000 | 3,048 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $25,854,000 | 2,915 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $2,642,000 | 1,942 |
| Privately issued residential mortgage-backed securities | $2,642,000 | 498 |
| 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 | $25,000 | 264 |
| 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 | $4,020,000 | 4,815 |
| Mortgage-backed securities | $13,545,000 | 2,619 |
| Certificates of participation in pools of residential mortgages | $1,035,000 | 5,329 |
| Issued or guaranteed by U.S. | $1,035,000 | 5,309 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $12,510,000 | 1,101 |
| CMOs issued by government agencies or sponsored agencies | $9,868,000 | 1,180 |
| Privately issued | $2,642,000 | 445 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $28,521,000 | 3,149 |
| Total debt securities | $28,521,000 | 3,580 |
| Structured notes |
| Amortized cost | $4,984,000 | 293 |
| Fair value | $4,974,000 | 293 |
| 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 | $23,888,000 | 4,131 |
| U.S. Government securities | $22,873,000 | 3,346 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $22,873,000 | 3,189 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $990,000 | 2,867 |
| Privately issued residential mortgage-backed securities | $990,000 | 728 |
| 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 | $25,000 | 271 |
| 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 | $4,060,000 | 4,806 |
| Mortgage-backed securities | $12,466,000 | 2,683 |
| Certificates of participation in pools of residential mortgages | $3,313,000 | 4,021 |
| Issued or guaranteed by U.S. | $3,313,000 | 4,008 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $9,153,000 | 1,340 |
| CMOs issued by government agencies or sponsored agencies | $8,163,000 | 1,306 |
| Privately issued | $990,000 | 652 |
| 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) | $23,888,000 | 3,547 |
| Total debt securities | $23,888,000 | 4,053 |
| Structured notes |
| Amortized cost | $2,494,000 | 429 |
| Fair value | $2,495,000 | 431 |
| 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 | $23,094,000 | 4,088 |
| U.S. Government securities | $20,421,000 | 3,461 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $20,421,000 | 3,292 |
| Securities issued by states & political subdivisions | $683,000 | 5,658 |
| Other domestic debt securities | $1,965,000 | 2,298 |
| Privately issued residential mortgage-backed securities | $498,000 | 975 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,467,000 | 2,210 |
| Foreign debt securities | $25,000 | 286 |
| 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 | $1,774,000 | 6,113 |
| Mortgage-backed securities | $13,491,000 | 2,403 |
| Certificates of participation in pools of residential mortgages | $8,822,000 | 2,277 |
| Issued or guaranteed by U.S. | $8,822,000 | 2,263 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $4,669,000 | 1,942 |
| CMOs issued by government agencies or sponsored agencies | $4,171,000 | 1,924 |
| Privately issued | $498,000 | 882 |
| 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) | $23,094,000 | 3,455 |
| Total debt securities | $23,094,000 | 4,010 |
| Structured notes |
| Amortized cost | $1,555,000 | 240 |
| Fair value | $1,558,000 | 243 |
| 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 | $26,234,000 | 3,811 |
| U.S. Government securities | $25,007,000 | 3,075 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $25,007,000 | 2,851 |
| Securities issued by states & political subdivisions | $299,000 | 6,473 |
| Other domestic debt securities | $596,000 | 2,821 |
| Privately issued residential mortgage-backed securities | $516,000 | 877 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $80,000 | 3,223 |
| Foreign debt securities | NA | NA |
| Equity securities | $332,000 | 4,759 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,471,000 | 6,686 |
| Mortgage-backed securities | $13,370,000 | 1,955 |
| Certificates of participation in pools of residential mortgages | $9,789,000 | 1,765 |
| Issued or guaranteed by U.S. | $9,789,000 | 1,754 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $3,581,000 | 1,792 |
| CMOs issued by government agencies or sponsored agencies | $3,065,000 | 1,784 |
| Privately issued | $516,000 | 773 |
| 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) | $26,234,000 | 3,087 |
| Total debt securities | $25,902,000 | 3,746 |
| Structured notes |
| Amortized cost | $1,091,000 | 299 |
| Fair value | $1,092,000 | 296 |
| 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 | $24,294,000 | 4,221 |
| U.S. Government securities | $22,525,000 | 3,518 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $22,525,000 | 3,154 |
| Securities issued by states & political subdivisions | $275,000 | 6,816 |
| Other domestic debt securities | $1,101,000 | 2,268 |
| Privately issued residential mortgage-backed securities | $526,000 | 910 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $575,000 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $393,000 | 4,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,837,000 | 5,207 |
| Mortgage-backed securities | $11,624,000 | 2,301 |
| Certificates of participation in pools of residential mortgages | $7,037,000 | 2,320 |
| Issued or guaranteed by U.S. | $7,037,000 | 2,309 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $4,587,000 | 1,682 |
| CMOs issued by government agencies or sponsored agencies | $4,061,000 | 1,677 |
| Privately issued | $526,000 | 796 |
| 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) | $24,294,000 | 3,357 |
| Total debt securities | $23,901,000 | 4,150 |
| 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 | $11,881,000 | 6,557 |
| U.S. Government securities | $11,474,000 | 5,651 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $11,474,000 | 4,885 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $27,000 | 3,760 |
| 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 | $27,000 | 3,048 |
| Foreign debt securities | NA | NA |
| Equity securities | $380,000 | 4,132 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,117,000 | 6,025 |
| Mortgage-backed securities | $6,244,000 | 3,458 |
| Certificates of participation in pools of residential mortgages | $3,250,000 | 3,685 |
| Issued or guaranteed by U.S. | $3,250,000 | 3,668 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,994,000 | 2,224 |
| CMOs issued by government agencies or sponsored agencies | $2,994,000 | 2,100 |
| 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) | $11,881,000 | 5,282 |
| Total debt securities | $11,501,000 | 6,529 |
| 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 | $16,229,000 | 5,699 |
| U.S. Government securities | $14,587,000 | 5,144 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $14,587,000 | 4,116 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $1,341,000 | 1,630 |
| Privately issued residential mortgage-backed securities | $1,315,000 | 542 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,000 | 2,828 |
| Foreign debt securities | NA | NA |
| Equity securities | $301,000 | 4,631 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $498,000 | 8,225 |
| Mortgage-backed securities | $8,553,000 | 2,883 |
| Certificates of participation in pools of residential mortgages | $7,238,000 | 2,373 |
| Issued or guaranteed by U.S. | $7,238,000 | 2,358 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,315,000 | 3,149 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $1,315,000 | 408 |
| 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) | $16,229,000 | 4,235 |
| Total debt securities | $15,928,000 | 5,644 |
| 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 | $14,994,000 | 6,422 |
| U.S. Government securities | $14,692,000 | 5,575 |
| U.S. Treasury securities | $251,000 | 8,452 |
| U.S. Government agency obligations | $14,441,000 | 4,311 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $25,000 | 4,223 |
| 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 | $25,000 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $277,000 | 4,684 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,319,000 | 7,455 |
| Mortgage-backed securities | $9,960,000 | 2,935 |
| Certificates of participation in pools of residential mortgages | $2,583,000 | 4,343 |
| Issued or guaranteed by U.S. | $2,583,000 | 4,321 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $7,377,000 | 1,525 |
| CMOs issued by government agencies or sponsored agencies | $7,377,000 | 1,449 |
| 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) | $14,994,000 | 4,726 |
| Total debt securities | $14,717,000 | 6,370 |
| Structured notes |
| Amortized cost | $490,000 | 2,847 |
| Fair value | $488,000 | 2,770 |
| 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 | $21,185,000 | 5,335 |
| U.S. Government securities | $20,990,000 | 4,479 |
| U.S. Treasury securities | $2,773,000 | 6,262 |
| U.S. Government agency obligations | $18,217,000 | 3,571 |
| 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 | $195,000 | 5,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $768,000 | 8,462 |
| Mortgage-backed securities | $10,088,000 | 3,084 |
| Certificates of participation in pools of residential mortgages | $1,994,000 | 4,913 |
| Issued or guaranteed by U.S. | $1,994,000 | 4,881 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $8,094,000 | 1,588 |
| CMOs issued by government agencies or sponsored agencies | $8,094,000 | 1,523 |
| 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) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $21,185,000 | 3,771 |
| Total debt securities | $20,990,000 | 5,272 |
| Structured notes |
| Amortized cost | $1,419,000 | 2,191 |
| Fair value | $1,434,000 | 2,157 |
| 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 | $7,589,000 | 9,697 |
| U.S. Government securities | $7,439,000 | 8,926 |
| U.S. Treasury securities | $2,699,000 | 7,454 |
| U.S. Government agency obligations | $4,740,000 | 7,864 |
| 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 | $150,000 | 5,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $246,000 | 9,773 |
| Mortgage-backed securities | $2,804,000 | 5,993 |
| Certificates of participation in pools of residential mortgages | $2,804,000 | 4,520 |
| Issued or guaranteed by U.S. | $2,804,000 | 4,490 |
| 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) | $4,740,000 | 8,139 |
| Available-for-sale securities (fair market value) | $2,849,000 | 8,230 |
| Total debt securities | $7,439,000 | 9,664 |
| 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 | $117,000 | 13,144 |
| U.S. Government securities | $0 | 13,030 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $10,000 | 6,445 |
| 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 | $10,000 | 5,012 |
| Foreign debt securities | NA | NA |
| Equity securities | $107,000 | 5,552 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $0 | 10,693 |
| 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 | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| 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 | $10,000 | 13,075 |
| 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 | $28,435,000 | 4,670 |
| U.S. Government securities | $28,108,000 | 3,806 |
| U.S. Treasury securities | $13,588,000 | 2,722 |
| U.S. Government agency obligations | $14,520,000 | 4,211 |
| Securities issued by states & political subdivisions | $210,000 | 8,692 |
| Other domestic debt securities | $10,000 | 7,367 |
| 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 | $10,000 | 5,728 |
| Foreign debt securities | NA | NA |
| Equity securities | $107,000 | 5,001 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,928,000 | 1,465 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| 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 | $28,328,000 | 4,597 |
| 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 |
