| 2004-09-30 | Rank |
| Total securities | $326,000,000 | 435 |
| U.S. Government securities | $100,000,000 | 938 |
| U.S. Treasury securities | $4,000,000 | 714 |
| U.S. Government agency obligations | $96,000,000 | 945 |
| Securities issued by states & political subdivisions | $31,000,000 | 577 |
| Other domestic debt securities | $130,000,000 | 181 |
| Privately issued residential mortgage-backed securities | $1,000,000 | 698 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $95,000,000 | 43 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $34,000,000 | 204 |
| Foreign debt securities | $1,000,000 | 95 |
| Equity securities | $64,000,000 | 63 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $31,000,000 | 1,401 |
| Mortgage-backed securities | $51,000,000 | 1,015 |
| Certificates of participation in pools of residential mortgages | $45,000,000 | 812 |
| Issued or guaranteed by U.S. | $45,000,000 | 807 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,000,000 | 1,430 |
| CMOs issued by government agencies or sponsored agencies | $5,000,000 | 1,370 |
| Privately issued | $1,000,000 | 648 |
| 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) | $326,000,000 | 376 |
| Total debt securities | $262,000,000 | 516 |
| Structured notes |
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $71,000,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $71,000,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $63,000,000 | 27 |
| 2004-06-30 | Rank |
| Total securities | $417,000,000 | 358 |
| U.S. Government securities | $205,000,000 | 533 |
| U.S. Treasury securities | $8,000,000 | 460 |
| U.S. Government agency obligations | $197,000,000 | 528 |
| Securities issued by states & political subdivisions | $30,000,000 | 591 |
| Other domestic debt securities | $122,000,000 | 186 |
| Privately issued residential mortgage-backed securities | $2,000,000 | 574 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $79,000,000 | 48 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $41,000,000 | 176 |
| Foreign debt securities | $1,000,000 | 90 |
| Equity securities | $59,000,000 | 74 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $130,762,000 | 399 |
| Mortgage-backed securities | $153,000,000 | 457 |
| Certificates of participation in pools of residential mortgages | $145,000,000 | 343 |
| Issued or guaranteed by U.S. | $145,000,000 | 340 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $8,000,000 | 1,244 |
| CMOs issued by government agencies or sponsored agencies | $6,000,000 | 1,281 |
| Privately issued | $2,000,000 | 537 |
| 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) | $417,000,000 | 310 |
| Total debt securities | $358,000,000 | 394 |
| Structured notes |
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $58,000,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $58,000,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $54,000,000 | 26 |
| 2004-03-31 | Rank |
| Total securities | $674,000,000 | 251 |
| U.S. Government securities | $336,000,000 | 336 |
| U.S. Treasury securities | $10,000,000 | 393 |
| U.S. Government agency obligations | $326,000,000 | 325 |
| Securities issued by states & political subdivisions | $173,000,000 | 80 |
| Other domestic debt securities | $124,000,000 | 186 |
| Privately issued residential mortgage-backed securities | $3,000,000 | 538 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $71,000,000 | 52 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,000,000 | 158 |
| Foreign debt securities | $1,000,000 | 99 |
| Equity securities | $40,000,000 | 116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $270,000,000 | 231 |
| Mortgage-backed securities | $293,000,000 | 290 |
| Certificates of participation in pools of residential mortgages | $283,000,000 | 211 |
| Issued or guaranteed by U.S. | $283,000,000 | 203 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $10,000,000 | 1,155 |
| CMOs issued by government agencies or sponsored agencies | $7,000,000 | 1,210 |
| Privately issued | $3,000,000 | 506 |
| 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) | $674,000,000 | 224 |
| Total debt securities | $634,000,000 | 257 |
| Structured notes |
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $91,000,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $91,000,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $88,000,000 | 27 |
| 2003-12-31 | Rank |
| Total securities | $697,000,000 | 245 |
| U.S. Government securities | $364,000,000 | 334 |
| U.S. Treasury securities | $19,000,000 | 262 |
| U.S. Government agency obligations | $345,000,000 | 325 |
| Securities issued by states & political subdivisions | $173,000,000 | 76 |
| Other domestic debt securities | $126,000,000 | 158 |
| Privately issued residential mortgage-backed securities | $4,000,000 | 413 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $65,000,000 | 50 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $57,000,000 | 165 |
| Foreign debt securities | $1,000,000 | 101 |
| Equity securities | $33,000,000 | 130 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $322,320,000 | 201 |
| Mortgage-backed securities | $317,000,000 | 285 |
| Certificates of participation in pools of residential mortgages | $305,000,000 | 208 |
| Issued or guaranteed by U.S. | $305,000,000 | 201 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $12,000,000 | 1,018 |
| CMOs issued by government agencies or sponsored agencies | $8,000,000 | 1,177 |
| Privately issued | $4,000,000 | 366 |
| 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) | $697,000,000 | 218 |
| Total debt securities | $664,000,000 | 249 |
| Structured notes |
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $80,000,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $80,000,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $76,000,000 | 26 |
| 2003-09-30 | Rank |
| Total securities | $1,179,000,000 | 163 |
| U.S. Government securities | $823,000,000 | 169 |
| U.S. Treasury securities | $66,000,000 | 89 |
| U.S. Government agency obligations | $757,000,000 | 176 |
| Securities issued by states & political subdivisions | $175,000,000 | 78 |
| Other domestic debt securities | $110,000,000 | 168 |
| Privately issued residential mortgage-backed securities | $5,000,000 | 378 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $64,000,000 | 50 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $41,000,000 | 217 |
| Foreign debt securities | $1,000,000 | 105 |
| Equity securities | $70,000,000 | 69 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $745,466,000 | 110 |
| Mortgage-backed securities | $682,000,000 | 160 |
| Certificates of participation in pools of residential mortgages | $518,000,000 | 133 |
| Issued or guaranteed by U.S. | $518,000,000 | 130 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $164,000,000 | 211 |
| CMOs issued by government agencies or sponsored agencies | $159,000,000 | 193 |
| Privately issued | $5,000,000 | 336 |
| 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) | $1,179,000,000 | 147 |
| Total debt securities | $1,108,999,000 | 168 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $87,000,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $84,000,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $80,000,000 | 26 |
| 2003-06-30 | Rank |
| Total securities | $1,358,000,000 | 150 |
| U.S. Government securities | $1,024,000,000 | 145 |
| U.S. Treasury securities | $63,000,000 | 92 |
| U.S. Government agency obligations | $961,000,000 | 144 |
| Securities issued by states & political subdivisions | $170,000,000 | 76 |
| Other domestic debt securities | $113,000,000 | 169 |
| Privately issued residential mortgage-backed securities | $6,000,000 | 371 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $64,000,000 | 47 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $43,000,000 | 211 |
| Foreign debt securities | $1,000,000 | 106 |
| Equity securities | $50,000,000 | 96 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $884,535,000 | 94 |
| Mortgage-backed securities | $870,000,000 | 137 |
| Certificates of participation in pools of residential mortgages | $661,000,000 | 102 |
| Issued or guaranteed by U.S. | $661,000,000 | 100 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $209,000,000 | 188 |
| CMOs issued by government agencies or sponsored agencies | $203,000,000 | 176 |
| Privately issued | $6,000,000 | 332 |
| 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) | $1,358,000,000 | 135 |
| Total debt securities | $1,308,000,000 | 149 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $106,000,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $103,000,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $110,000,000 | 25 |
| 2003-03-31 | Rank |
| Total securities | $2,263,000,000 | 109 |
| U.S. Government securities | $1,865,000,000 | 99 |
| U.S. Treasury securities | $81,000,000 | 85 |
| U.S. Government agency obligations | $1,784,000,000 | 97 |
| Securities issued by states & political subdivisions | $157,000,000 | 81 |
| Other domestic debt securities | $133,000,000 | 150 |
| Privately issued residential mortgage-backed securities | $7,000,000 | 354 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $103,000,000 | 42 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,000,000 | 381 |
| Foreign debt securities | $1,000,000 | 100 |
| Equity securities | $107,000,000 | 42 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,606,345,000 | 68 |
| Mortgage-backed securities | $1,628,000,000 | 97 |
| Certificates of participation in pools of residential mortgages | $1,407,000,000 | 64 |
| Issued or guaranteed by U.S. | $1,407,000,000 | 59 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $221,000,000 | 180 |
| CMOs issued by government agencies or sponsored agencies | $214,000,000 | 165 |
| Privately issued | $7,000,000 | 313 |
| 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) | $2,263,000,000 | 99 |
| Total debt securities | $2,156,000,000 | 114 |
| Structured notes |
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $93,000,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $91,000,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $95,000,000 | 23 |
| 2002-12-31 | Rank |
| Total securities | $4,580,000,000 | 52 |
| U.S. Government securities | $3,833,000,000 | 44 |
| U.S. Treasury securities | $82,000,000 | 81 |
| U.S. Government agency obligations | $3,751,000,000 | 42 |
| Securities issued by states & political subdivisions | $152,000,000 | 80 |
| Other domestic debt securities | $130,000,000 | 144 |
| Privately issued residential mortgage-backed securities | $4,000,000 | 423 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $108,000,000 | 43 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,000,000 | 470 |
| Foreign debt securities | $1,000,000 | 103 |
| Equity securities | $464,000,000 | 9 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,131,000,000 | 37 |
| Mortgage-backed securities | $3,341,000,000 | 50 |
| Certificates of participation in pools of residential mortgages | $3,121,000,000 | 25 |
| Issued or guaranteed by U.S. | $3,121,000,000 | 23 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $220,000,000 | 182 |
| CMOs issued by government agencies or sponsored agencies | $216,000,000 | 164 |
| Privately issued | $4,000,000 | 376 |
| 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) | $4,580,000,000 | 44 |
| Total debt securities | $4,116,000,000 | 57 |
| Structured notes |
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $96,000,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $94,000,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $92,000,000 | 23 |
| 2001-12-31 | Rank |
| Total securities | $4,234,882,000 | 52 |
| U.S. Government securities | $232,315,000 | 398 |
| U.S. Treasury securities | $78,098,000 | 97 |
| U.S. Government agency obligations | $154,217,000 | 540 |
| Securities issued by states & political subdivisions | $153,449,000 | 78 |
| Other domestic debt securities | $3,728,910,000 | 13 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,725,574,000 | 7 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,336,000 | 1,466 |
| Foreign debt securities | $750,000 | 124 |
| Equity securities | $119,458,000 | 35 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $180,106,000 | 284 |
| Mortgage-backed securities | $53,859,000 | 897 |
| Certificates of participation in pools of residential mortgages | $51,881,000 | 608 |
| Issued or guaranteed by U.S. | $51,881,000 | 600 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,978,000 | 2,742 |
| CMOs issued by government agencies or sponsored agencies | $1,978,000 | 2,583 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $4,234,882,000 | 45 |
| Total debt securities | $4,115,424,000 | 51 |
| Structured notes |
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $55,598,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $55,598,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $75,009,000 | 23 |
| 2000-12-31 | Rank |
| Total securities | $5,586,276,000 | 42 |
| U.S. Government securities | $2,054,451,000 | 63 |
| U.S. Treasury securities | $509,382,000 | 18 |
| U.S. Government agency obligations | $1,545,069,000 | 80 |
| Securities issued by states & political subdivisions | $153,074,000 | 76 |
| Other domestic debt securities | $3,202,848,000 | 14 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,202,848,000 | 8 |
| Foreign debt securities | $750,000 | 117 |
| Equity securities | $175,153,000 | 47 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,671,481,000 | 53 |
| Mortgage-backed securities | $282,851,000 | 237 |
| Certificates of participation in pools of residential mortgages | $282,851,000 | 153 |
| Issued or guaranteed by U.S. | $282,851,000 | 151 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $5,586,276,000 | 34 |
| Total debt securities | $5,411,123,000 | 42 |
| Structured notes |
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $1,150,000 | 116 |
| Revaluation gains on off-balance sheet contracts | $1,150,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $10,068,000 | 32 |
| 1999-12-31 | Rank |
| Total securities | $5,532,129,000 | 38 |
| U.S. Government securities | $1,859,888,000 | 75 |
| U.S. Treasury securities | $264,325,000 | 45 |
| U.S. Government agency obligations | $1,595,563,000 | 84 |
| Securities issued by states & political subdivisions | $134,508,000 | 75 |
| Other domestic debt securities | $3,460,325,000 | 11 |
| Privately issued residential mortgage-backed securities | $133,481,000 | 81 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,326,844,000 | 6 |
| Foreign debt securities | $4,325,000 | 61 |
| Equity securities | $73,083,000 | 96 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,972,395,000 | 49 |
| Mortgage-backed securities | $884,330,000 | 122 |
| Certificates of participation in pools of residential mortgages | $717,549,000 | 89 |
| Issued or guaranteed by U.S. | $717,230,000 | 87 |
| Privately issued | $319,000 | 202 |
| Collaterized mortgage obligations | $166,781,000 | 200 |
| CMOs issued by government agencies or sponsored agencies | $33,619,000 | 466 |
| Privately issued | $133,162,000 | 69 |
| 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) | $5,532,129,000 | 30 |
| Total debt securities | $5,459,046,000 | 38 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank |
| Total securities | $1,962,064,000 | 94 |
| U.S. Government securities | $1,714,125,000 | 77 |
| U.S. Treasury securities | $673,519,000 | 21 |
| U.S. Government agency obligations | $1,040,606,000 | 113 |
| Securities issued by states & political subdivisions | $143,491,000 | 66 |
| Other domestic debt securities | $31,263,000 | 362 |
| Privately issued residential mortgage-backed securities | $22,965,000 | 189 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,298,000 | 674 |
| Foreign debt securities | $4,575,000 | 61 |
| Equity securities | $68,610,000 | 94 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,850,210,000 | 50 |
| Mortgage-backed securities | $964,427,000 | 115 |
| Certificates of participation in pools of residential mortgages | $615,311,000 | 97 |
| Issued or guaranteed by U.S. | $599,401,000 | 95 |
| Privately issued | $15,910,000 | 58 |
| Collaterized mortgage obligations | $349,116,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $342,061,000 | 96 |
| Privately issued | $7,055,000 | 266 |
| 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) | $1,962,064,000 | 79 |
| Total debt securities | $1,893,454,000 | 95 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank |
| Total securities | $2,305,427,000 | 73 |
| U.S. Government securities | $2,064,994,000 | 64 |
| U.S. Treasury securities | $1,207,343,000 | 15 |
| U.S. Government agency obligations | $857,651,000 | 131 |
| Securities issued by states & political subdivisions | $149,941,000 | 59 |
| Other domestic debt securities | $59,955,000 | 182 |
| Privately issued residential mortgage-backed securities | $27,976,000 | 150 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $31,979,000 | 167 |
| Foreign debt securities | $4,575,000 | 60 |
| Equity securities | $25,962,000 | 183 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,257,574,000 | 35 |
| Mortgage-backed securities | $837,117,000 | 119 |
| Certificates of participation in pools of residential mortgages | $367,144,000 | 151 |
| Issued or guaranteed by U.S. | $346,540,000 | 156 |
| Privately issued | $20,604,000 | 69 |
| Collaterized mortgage obligations | $469,973,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $462,601,000 | 63 |
| Privately issued | $7,372,000 | 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) | $154,157,000 | 241 |
| Available-for-sale securities (fair market value) | $2,151,270,000 | 61 |
| Total debt securities | $2,279,465,000 | 73 |
| Structured notes |
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $24,918,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank |
| Total securities | $657,775,000 | 243 |
| U.S. Government securities | $611,167,000 | 214 |
| U.S. Treasury securities | $354,164,000 | 72 |
| U.S. Government agency obligations | $257,003,000 | 378 |
| Securities issued by states & political subdivisions | $33,360,000 | 337 |
| Other domestic debt securities | $6,655,000 | 756 |
| Privately issued residential mortgage-backed securities | $6,196,000 | 316 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $459,000 | 2,138 |
| Foreign debt securities | $2,750,000 | 89 |
| Equity securities | $3,843,000 | 938 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $631,720,000 | 108 |
| Mortgage-backed securities | $175,881,000 | 417 |
| Certificates of participation in pools of residential mortgages | $159,279,000 | 300 |
| Issued or guaranteed by U.S. | $153,083,000 | 303 |
| Privately issued | $6,196,000 | 137 |
| Collaterized mortgage obligations | $16,602,000 | 839 |
| CMOs issued by government agencies or sponsored agencies | $16,602,000 | 782 |
| 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) | $35,729,000 | 1,144 |
| Available-for-sale securities (fair market value) | $622,046,000 | 180 |
| Total debt securities | $653,932,000 | 239 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank |
| Total securities | $488,376,000 | 322 |
| U.S. Government securities | $428,848,000 | 307 |
| U.S. Treasury securities | $71,201,000 | 380 |
| U.S. Government agency obligations | $357,647,000 | 282 |
| Securities issued by states & political subdivisions | $40,320,000 | 272 |
| Other domestic debt securities | $12,614,000 | 580 |
| Privately issued residential mortgage-backed securities | $11,931,000 | 267 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $683,000 | 2,242 |
| Foreign debt securities | $2,750,000 | 111 |
| Equity securities | $3,844,000 | 887 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $448,695,000 | 150 |
| Mortgage-backed securities | $51,692,000 | 947 |
| Certificates of participation in pools of residential mortgages | $28,077,000 | 1,059 |
| Issued or guaranteed by U.S. | $16,395,000 | 1,513 |
| Privately issued | $11,682,000 | 113 |
| Collaterized mortgage obligations | $23,615,000 | 721 |
| CMOs issued by government agencies or sponsored agencies | $23,366,000 | 674 |
| Privately issued | $249,000 | 1,214 |
| 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) | $47,212,000 | 891 |
| Available-for-sale securities (fair market value) | $441,164,000 | 273 |
| Total debt securities | $484,532,000 | 320 |
| Structured notes |
| Amortized cost | $18,655,000 | 122 |
| Fair value | $18,767,000 | 119 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank |
| Total securities | $862,062,000 | 228 |
| U.S. Government securities | $730,703,000 | 215 |
| U.S. Treasury securities | $113,301,000 | 310 |
| U.S. Government agency obligations | $617,402,000 | 173 |
| Securities issued by states & political subdivisions | $55,955,000 | 189 |
| Other domestic debt securities | $68,865,000 | 204 |
| Privately issued residential mortgage-backed securities | $7,634,000 | 342 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $61,231,000 | 120 |
| Foreign debt securities | $2,750,000 | 109 |
| Equity securities | $3,789,000 | 815 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $769,487,000 | 92 |
| Mortgage-backed securities | $38,154,000 | 1,240 |
| Certificates of participation in pools of residential mortgages | $7,949,000 | 2,596 |
| Issued or guaranteed by U.S. | $598,000 | 7,134 |
| Privately issued | $7,351,000 | 138 |
| Collaterized mortgage obligations | $30,205,000 | 667 |
| CMOs issued by government agencies or sponsored agencies | $29,922,000 | 631 |
| Privately issued | $283,000 | 1,344 |
| 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) | $99,819,000 | 760 |
| Available-for-sale securities (fair market value) | $762,243,000 | 97 |
| Total debt securities | $858,273,000 | 224 |
| 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 | $0 | 62 |
| 1993-12-31 | Rank |
| Total securities | $332,811,000 | 470 |
| U.S. Government securities | $241,485,000 | 512 |
| U.S. Treasury securities | $132,237,000 | 299 |
| U.S. Government agency obligations | $109,248,000 | 712 |
| Securities issued by states & political subdivisions | $72,680,000 | 135 |
| Other domestic debt securities | $13,206,000 | 719 |
| Privately issued residential mortgage-backed securities | $10,370,000 | 339 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,836,000 | 1,480 |
| Foreign debt securities | $1,750,000 | 144 |
| Equity securities | $3,690,000 | 940 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $313,720,000 | 182 |
| Mortgage-backed securities | $48,968,000 | 1,121 |
| Certificates of participation in pools of residential mortgages | $10,927,000 | 2,340 |
| Issued or guaranteed by U.S. | $902,000 | 7,224 |
| Privately issued | $10,025,000 | 168 |
| Collaterized mortgage obligations | $38,041,000 | 647 |
| CMOs issued by government agencies or sponsored agencies | $37,696,000 | 601 |
| Privately issued | $345,000 | 1,623 |
| 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 | $329,121,000 | 468 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $25,020,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank |
| Total securities | $401,569,000 | 395 |
| U.S. Government securities | $260,387,000 | 470 |
| U.S. Treasury securities | $83,352,000 | 459 |
| U.S. Government agency obligations | $177,035,000 | 448 |
| Securities issued by states & political subdivisions | $114,032,000 | 80 |
| Other domestic debt securities | $21,721,000 | 594 |
| Privately issued residential mortgage-backed securities | $16,292,000 | 317 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,429,000 | 1,128 |
| Foreign debt securities | $1,750,000 | 141 |
| Equity securities | $3,679,000 | 812 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $378,218,000 | 144 |
| Mortgage-backed securities | $52,169,000 | 1,103 |
| Certificates of participation in pools of residential mortgages | $17,675,000 | 1,672 |
| Issued or guaranteed by U.S. | $1,872,000 | 6,237 |
| Privately issued | $15,803,000 | 152 |
| Collaterized mortgage obligations | $34,494,000 | 671 |
| CMOs issued by government agencies or sponsored agencies | $34,005,000 | 602 |
| Privately issued | $489,000 | 2,002 |
| 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 | $397,890,000 | 395 |
| 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 |
