| 2006-09-30 | Rank |
| Total securities | $33,658,744,000 | 9 |
| U.S. Government securities | $32,525,259,000 | 6 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,525,259,000 | 5 |
| Securities issued by states & political subdivisions | $43,748,000 | 397 |
| Other domestic debt securities | $1,089,736,000 | 48 |
| Privately issued residential mortgage-backed securities | $1,077,422,000 | 40 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,314,000 | 351 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,968 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $33,479,136,000 | 7 |
| Certificates of participation in pools of residential mortgages | $16,252,442,000 | 9 |
| Issued or guaranteed by U.S. | $16,252,442,000 | 7 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $17,226,694,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $16,149,272,000 | 1 |
| Privately issued | $1,077,422,000 | 36 |
| 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) | $12,312,000 | 1,205 |
| Available-for-sale securities (fair market value) | $33,646,432,000 | 9 |
| Total debt securities | $33,658,743,000 | 10 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank |
| Total securities | $1,757,384,000 | 119 |
| U.S. Government securities | $1,660,565,000 | 96 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,660,565,000 | 93 |
| Securities issued by states & political subdivisions | $45,609,000 | 375 |
| Other domestic debt securities | $51,209,000 | 282 |
| Privately issued residential mortgage-backed securities | $51,209,000 | 175 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 2,004 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,589,691,000 | 92 |
| Certificates of participation in pools of residential mortgages | $1,426,223,000 | 54 |
| Issued or guaranteed by U.S. | $1,426,223,000 | 50 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $163,468,000 | 195 |
| CMOs issued by government agencies or sponsored agencies | $112,259,000 | 184 |
| Privately issued | $51,209,000 | 165 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $1,757,384,000 | 103 |
| Total debt securities | $1,757,383,000 | 118 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank |
| Total securities | $1,885,765,000 | 114 |
| U.S. Government securities | $1,782,272,000 | 91 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,782,272,000 | 88 |
| Securities issued by states & political subdivisions | $49,359,000 | 342 |
| Other domestic debt securities | $54,133,000 | 278 |
| Privately issued residential mortgage-backed securities | $54,133,000 | 171 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 2,036 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,688,701,000 | 90 |
| Certificates of participation in pools of residential mortgages | $1,515,161,000 | 50 |
| Issued or guaranteed by U.S. | $1,515,161,000 | 48 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $173,540,000 | 187 |
| CMOs issued by government agencies or sponsored agencies | $119,407,000 | 181 |
| Privately issued | $54,133,000 | 161 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $1,885,765,000 | 100 |
| Total debt securities | $1,885,764,000 | 112 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank |
| Total securities | $2,062,407,000 | 112 |
| U.S. Government securities | $1,950,764,000 | 87 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,950,764,000 | 83 |
| Securities issued by states & political subdivisions | $53,169,000 | 304 |
| Other domestic debt securities | $57,829,000 | 273 |
| Privately issued residential mortgage-backed securities | $57,829,000 | 166 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $645,000 | 1,276 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,786,655,000 | 88 |
| Certificates of participation in pools of residential mortgages | $1,604,236,000 | 49 |
| Issued or guaranteed by U.S. | $1,604,236,000 | 48 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $182,419,000 | 180 |
| CMOs issued by government agencies or sponsored agencies | $124,590,000 | 180 |
| Privately issued | $57,829,000 | 156 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $2,062,407,000 | 98 |
| Total debt securities | $2,061,762,000 | 111 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank |
| Total securities | $2,111,648,000 | 110 |
| U.S. Government securities | $1,994,633,000 | 85 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,994,633,000 | 82 |
| Securities issued by states & political subdivisions | $55,095,000 | 295 |
| Other domestic debt securities | $61,295,000 | 259 |
| Privately issued residential mortgage-backed securities | $61,295,000 | 161 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $625,000 | 1,301 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,908,253,000 | 83 |
| Certificates of participation in pools of residential mortgages | $1,715,565,000 | 46 |
| Issued or guaranteed by U.S. | $1,715,565,000 | 45 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $192,688,000 | 179 |
| CMOs issued by government agencies or sponsored agencies | $131,393,000 | 179 |
| Privately issued | $61,295,000 | 149 |
| 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) | $1,000 | 4,281 |
| Available-for-sale securities (fair market value) | $2,111,647,000 | 98 |
| Total debt securities | $2,111,023,000 | 110 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank |
| Total securities | $2,288,826,000 | 108 |
| U.S. Government securities | $2,160,489,000 | 82 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,160,489,000 | 79 |
| Securities issued by states & political subdivisions | $57,425,000 | 271 |
| Other domestic debt securities | $70,197,000 | 241 |
| Privately issued residential mortgage-backed securities | $70,197,000 | 154 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $715,000 | 1,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,081,951,000 | 81 |
| Certificates of participation in pools of residential mortgages | $1,869,940,000 | 45 |
| Issued or guaranteed by U.S. | $1,869,940,000 | 43 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $212,011,000 | 173 |
| CMOs issued by government agencies or sponsored agencies | $141,814,000 | 175 |
| Privately issued | $70,197,000 | 141 |
| 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) | $1,000 | 4,329 |
| Available-for-sale securities (fair market value) | $2,288,825,000 | 92 |
| Total debt securities | $2,288,111,000 | 107 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank |
| Total securities | $2,409,046,000 | 99 |
| U.S. Government securities | $2,276,879,000 | 82 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,276,879,000 | 78 |
| Securities issued by states & political subdivisions | $57,704,000 | 260 |
| Other domestic debt securities | $73,802,000 | 231 |
| Privately issued residential mortgage-backed securities | $73,802,000 | 146 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $661,000 | 1,343 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,203,255,000 | 75 |
| Certificates of participation in pools of residential mortgages | $1,980,002,000 | 48 |
| Issued or guaranteed by U.S. | $1,980,002,000 | 45 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $223,253,000 | 170 |
| CMOs issued by government agencies or sponsored agencies | $149,451,000 | 173 |
| Privately issued | $73,802,000 | 133 |
| 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) | $1,000 | 4,398 |
| Available-for-sale securities (fair market value) | $2,409,045,000 | 84 |
| Total debt securities | $2,408,385,000 | 100 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank |
| Total securities | $2,867,014,000 | 94 |
| U.S. Government securities | $2,722,878,000 | 70 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,722,878,000 | 66 |
| Securities issued by states & political subdivisions | $63,004,000 | 235 |
| Other domestic debt securities | $80,374,000 | 228 |
| Privately issued residential mortgage-backed securities | $80,374,000 | 145 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $758,000 | 1,334 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,355,261,000 | 76 |
| Certificates of participation in pools of residential mortgages | $2,116,833,000 | 46 |
| Issued or guaranteed by U.S. | $2,116,833,000 | 43 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $238,428,000 | 163 |
| CMOs issued by government agencies or sponsored agencies | $158,054,000 | 174 |
| Privately issued | $80,374,000 | 130 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $2,867,014,000 | 78 |
| Total debt securities | $2,866,256,000 | 93 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank |
| Total securities | $3,157,822,000 | 78 |
| U.S. Government securities | $2,867,802,000 | 65 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,867,802,000 | 62 |
| Securities issued by states & political subdivisions | $65,029,000 | 227 |
| Other domestic debt securities | $224,279,000 | 131 |
| Privately issued residential mortgage-backed securities | $221,866,000 | 87 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,413,000 | 1,312 |
| Foreign debt securities | NA | NA |
| Equity securities | $712,000 | 1,366 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,642,398,000 | 63 |
| Certificates of participation in pools of residential mortgages | $2,256,135,000 | 45 |
| Issued or guaranteed by U.S. | $2,256,135,000 | 41 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $386,263,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $164,397,000 | 167 |
| Privately issued | $221,866,000 | 76 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,413,000 | 2,672 |
| Available-for-sale securities (fair market value) | $3,155,409,000 | 68 |
| Total debt securities | $3,157,110,000 | 76 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank |
| Total securities | $3,403,794,000 | 76 |
| U.S. Government securities | $3,073,885,000 | 67 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,073,885,000 | 63 |
| Securities issued by states & political subdivisions | $64,048,000 | 220 |
| Other domestic debt securities | $265,114,000 | 117 |
| Privately issued residential mortgage-backed securities | $265,114,000 | 76 |
| 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 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $747,000 | 1,377 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,816,410,000 | 59 |
| Certificates of participation in pools of residential mortgages | $2,381,754,000 | 41 |
| Issued or guaranteed by U.S. | $2,381,754,000 | 38 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $434,656,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $169,542,000 | 161 |
| Privately issued | $265,114,000 | 70 |
| 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) | $522,589,000 | 53 |
| Available-for-sale securities (fair market value) | $2,881,205,000 | 75 |
| Total debt securities | $3,403,047,000 | 75 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank |
| Total securities | $3,876,244,000 | 70 |
| U.S. Government securities | $3,499,135,000 | 62 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,499,135,000 | 59 |
| Securities issued by states & political subdivisions | $70,199,000 | 197 |
| Other domestic debt securities | $306,226,000 | 113 |
| Privately issued residential mortgage-backed securities | $306,226,000 | 78 |
| 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 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $684,000 | 1,466 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,180,914,000 | 52 |
| Certificates of participation in pools of residential mortgages | $2,692,258,000 | 36 |
| Issued or guaranteed by U.S. | $2,692,258,000 | 34 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $488,656,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $182,430,000 | 159 |
| Privately issued | $306,226,000 | 70 |
| 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) | $624,447,000 | 47 |
| Available-for-sale securities (fair market value) | $3,251,797,000 | 66 |
| Total debt securities | $3,875,560,000 | 70 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank |
| Total securities | $3,913,894,000 | 68 |
| U.S. Government securities | $3,843,121,000 | 52 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,843,121,000 | 48 |
| Securities issued by states & political subdivisions | $69,490,000 | 198 |
| Other domestic debt securities | $282,000 | 3,325 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $282,000 | 2,964 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,001,000 | 1,313 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,443,677,000 | 52 |
| Certificates of participation in pools of residential mortgages | $2,914,597,000 | 31 |
| Issued or guaranteed by U.S. | $2,914,597,000 | 28 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $529,080,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $529,080,000 | 82 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $399,725,000 | 58 |
| Available-for-sale securities (fair market value) | $3,514,169,000 | 64 |
| Total debt securities | $3,912,893,000 | 68 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank |
| Total securities | $4,765,000,000 | 56 |
| U.S. Government securities | $4,679,981,000 | 45 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,679,981,000 | 42 |
| Securities issued by states & political subdivisions | $81,605,000 | 161 |
| Other domestic debt securities | $2,695,000 | 1,859 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,695,000 | 1,583 |
| Foreign debt securities | NA | NA |
| Equity securities | $719,000 | 1,521 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,454,537,000 | 43 |
| Certificates of participation in pools of residential mortgages | $3,781,895,000 | 24 |
| Issued or guaranteed by U.S. | $3,781,895,000 | 23 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $672,642,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $672,642,000 | 67 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $228,138,000 | 101 |
| Available-for-sale securities (fair market value) | $4,536,862,000 | 48 |
| Total debt securities | $4,764,281,000 | 53 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank |
| Total securities | $5,614,171,000 | 48 |
| U.S. Government securities | $5,524,335,000 | 36 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,524,335,000 | 35 |
| Securities issued by states & political subdivisions | $86,422,000 | 150 |
| Other domestic debt securities | $2,695,000 | 1,923 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,695,000 | 1,645 |
| Foreign debt securities | NA | NA |
| Equity securities | $719,000 | 1,533 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,342,754,000 | 37 |
| Certificates of participation in pools of residential mortgages | $4,430,107,000 | 21 |
| Issued or guaranteed by U.S. | $4,430,107,000 | 20 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $912,647,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $912,647,000 | 62 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $181,581,000 | 126 |
| Available-for-sale securities (fair market value) | $5,432,590,000 | 42 |
| Total debt securities | $5,613,452,000 | 48 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank |
| Total securities | $5,923,489,000 | 45 |
| U.S. Government securities | $5,105,483,000 | 40 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,105,483,000 | 39 |
| Securities issued by states & political subdivisions | $85,227,000 | 144 |
| Other domestic debt securities | $731,810,000 | 48 |
| Privately issued residential mortgage-backed securities | $81,600,000 | 105 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $650,210,000 | 13 |
| Foreign debt securities | NA | NA |
| Equity securities | $969,000 | 1,436 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,015,404,000 | 39 |
| Certificates of participation in pools of residential mortgages | $4,842,700,000 | 19 |
| Issued or guaranteed by U.S. | $4,761,100,000 | 18 |
| Privately issued | $81,600,000 | 22 |
| Collaterized mortgage obligations | $172,704,000 | 219 |
| CMOs issued by government agencies or sponsored agencies | $172,704,000 | 195 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $790,561,000 | 32 |
| Available-for-sale securities (fair market value) | $5,132,928,000 | 43 |
| Total debt securities | $5,922,520,000 | 45 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank |
| Total securities | $3,783,470,000 | 66 |
| U.S. Government securities | $3,646,488,000 | 46 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,646,488,000 | 44 |
| Securities issued by states & political subdivisions | $86,830,000 | 142 |
| Other domestic debt securities | $93,315,000 | 192 |
| Privately issued residential mortgage-backed securities | $83,363,000 | 109 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,952,000 | 725 |
| Foreign debt securities | NA | NA |
| Equity securities | $701,000 | 1,536 |
| Assets held in trading accounts for TFR Reporters | $43,864,000 | 6 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,708,275,000 | 44 |
| Certificates of participation in pools of residential mortgages | $2,437,797,000 | 36 |
| Issued or guaranteed by U.S. | $2,354,434,000 | 33 |
| Privately issued | $83,363,000 | 23 |
| Collaterized mortgage obligations | $1,270,478,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,270,478,000 | 39 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $193,303,000 | 122 |
| Available-for-sale securities (fair market value) | $3,590,167,000 | 58 |
| Total debt securities | $3,826,633,000 | 65 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $43,864,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
