| 2006-09-30 | Rank |
| Total securities | $4,963,047,000 | 57 |
| U.S. Government securities | $4,963,047,000 | 39 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,963,047,000 | 37 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| 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 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| 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 | $4,643,672,000 | 44 |
| Certificates of participation in pools of residential mortgages | $4,572,032,000 | 21 |
| Issued or guaranteed by U.S. | $4,572,032,000 | 20 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $71,640,000 | 317 |
| CMOs issued by government agencies or sponsored agencies | $71,640,000 | 243 |
| Privately issued | $0 | 1,279 |
| 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 | 4,052 |
| Available-for-sale securities (fair market value) | $4,963,047,000 | 50 |
| Total debt securities | $4,963,047,000 | 56 |
| 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 | $1,530,318,000 | 134 |
| U.S. Government securities | $1,530,318,000 | 104 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,530,318,000 | 102 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| 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 | $0 | 2,017 |
| 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 | $1,213,810,000 | 105 |
| Certificates of participation in pools of residential mortgages | $1,144,052,000 | 67 |
| Issued or guaranteed by U.S. | $1,144,052,000 | 61 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $69,758,000 | 320 |
| CMOs issued by government agencies or sponsored agencies | $69,758,000 | 238 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $1,530,318,000 | 115 |
| Total debt securities | $1,530,318,000 | 128 |
| 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 | $1,264,277,000 | 153 |
| U.S. Government securities | $1,264,277,000 | 120 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,264,277,000 | 116 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| 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 | $0 | 2,050 |
| 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 | $947,628,000 | 120 |
| Certificates of participation in pools of residential mortgages | $877,065,000 | 81 |
| Issued or guaranteed by U.S. | $877,065,000 | 77 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $70,563,000 | 320 |
| CMOs issued by government agencies or sponsored agencies | $70,563,000 | 238 |
| Privately issued | $0 | 1,290 |
| 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) | $1,264,277,000 | 133 |
| Total debt securities | $1,264,277,000 | 152 |
| 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 | $1,083,206,000 | 176 |
| U.S. Government securities | $1,083,206,000 | 132 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,083,206,000 | 124 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| 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 | $0 | 2,073 |
| 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 | $765,334,000 | 141 |
| Certificates of participation in pools of residential mortgages | $693,139,000 | 100 |
| Issued or guaranteed by U.S. | $693,139,000 | 95 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $72,195,000 | 323 |
| CMOs issued by government agencies or sponsored agencies | $72,195,000 | 241 |
| Privately issued | $0 | 1,272 |
| 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) | $1,083,206,000 | 153 |
| Total debt securities | $1,083,206,000 | 175 |
| 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 | $1,107,993,000 | 173 |
| U.S. Government securities | $1,107,993,000 | 131 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,107,993,000 | 123 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| 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 | $0 | 2,096 |
| 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 | $789,637,000 | 146 |
| Certificates of participation in pools of residential mortgages | $716,608,000 | 100 |
| Issued or guaranteed by U.S. | $716,608,000 | 96 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $73,029,000 | 317 |
| CMOs issued by government agencies or sponsored agencies | $73,029,000 | 244 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $1,107,993,000 | 151 |
| Total debt securities | $1,107,993,000 | 172 |
| 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 | $1,155,804,000 | 170 |
| U.S. Government securities | $1,155,804,000 | 131 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,155,804,000 | 127 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| 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 | $834,543,000 | 143 |
| Certificates of participation in pools of residential mortgages | $759,762,000 | 97 |
| Issued or guaranteed by U.S. | $759,762,000 | 95 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $74,781,000 | 322 |
| CMOs issued by government agencies or sponsored agencies | $74,781,000 | 247 |
| 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) | $1,155,804,000 | 149 |
| Total debt securities | $1,155,804,000 | 167 |
| 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 | $1,153,956,000 | 172 |
| U.S. Government securities | $1,153,956,000 | 137 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,153,956,000 | 130 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| 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 | $835,040,000 | 144 |
| Certificates of participation in pools of residential mortgages | $762,449,000 | 100 |
| Issued or guaranteed by U.S. | $762,449,000 | 98 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $72,591,000 | 335 |
| CMOs issued by government agencies or sponsored agencies | $72,591,000 | 265 |
| 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) | $1,153,956,000 | 151 |
| Total debt securities | $1,153,956,000 | 170 |
| 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 | $1,210,223,000 | 166 |
| U.S. Government securities | $1,210,223,000 | 136 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,210,223,000 | 132 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| 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 | $886,237,000 | 141 |
| Certificates of participation in pools of residential mortgages | $811,964,000 | 94 |
| Issued or guaranteed by U.S. | $811,964,000 | 92 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $74,273,000 | 338 |
| CMOs issued by government agencies or sponsored agencies | $74,273,000 | 265 |
| 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) | $1,210,223,000 | 146 |
| Total debt securities | $1,210,223,000 | 165 |
| 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 | $1,268,537,000 | 160 |
| U.S. Government securities | $1,268,537,000 | 134 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,268,537,000 | 129 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| 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 | $941,584,000 | 133 |
| Certificates of participation in pools of residential mortgages | $867,754,000 | 95 |
| Issued or guaranteed by U.S. | $867,754,000 | 92 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $73,830,000 | 337 |
| CMOs issued by government agencies or sponsored agencies | $73,830,000 | 265 |
| 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) | $1,268,537,000 | 140 |
| Total debt securities | $1,268,537,000 | 158 |
| 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 | $1,262,221,000 | 162 |
| U.S. Government securities | $1,262,221,000 | 132 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,262,221,000 | 125 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| 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 | $939,280,000 | 135 |
| Certificates of participation in pools of residential mortgages | $868,184,000 | 96 |
| Issued or guaranteed by U.S. | $868,184,000 | 93 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $71,096,000 | 351 |
| CMOs issued by government agencies or sponsored agencies | $71,096,000 | 279 |
| 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) | $394,037,000 | 66 |
| Available-for-sale securities (fair market value) | $868,184,000 | 179 |
| Total debt securities | $1,262,221,000 | 160 |
| 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 | $1,503,571,000 | 149 |
| U.S. Government securities | $1,503,571,000 | 115 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,503,571,000 | 110 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| 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 | $1,168,916,000 | 121 |
| Certificates of participation in pools of residential mortgages | $1,093,027,000 | 78 |
| Issued or guaranteed by U.S. | $1,093,027,000 | 74 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $75,889,000 | 348 |
| CMOs issued by government agencies or sponsored agencies | $75,889,000 | 280 |
| 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) | $410,544,000 | 62 |
| Available-for-sale securities (fair market value) | $1,093,027,000 | 161 |
| Total debt securities | $1,503,571,000 | 146 |
| 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 | $1,559,260,000 | 137 |
| U.S. Government securities | $1,559,260,000 | 113 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,559,260,000 | 109 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| 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 | $1,230,656,000 | 114 |
| Certificates of participation in pools of residential mortgages | $1,152,443,000 | 73 |
| Issued or guaranteed by U.S. | $1,152,443,000 | 70 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $78,213,000 | 341 |
| CMOs issued by government agencies or sponsored agencies | $78,213,000 | 302 |
| 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) | $328,604,000 | 71 |
| Available-for-sale securities (fair market value) | $1,230,656,000 | 147 |
| Total debt securities | $1,559,260,000 | 136 |
| 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 | $1,636,554,000 | 130 |
| U.S. Government securities | $1,636,554,000 | 109 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,636,554,000 | 99 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| 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 | $1,304,037,000 | 109 |
| Certificates of participation in pools of residential mortgages | $1,201,274,000 | 70 |
| Issued or guaranteed by U.S. | $1,201,274,000 | 64 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $102,763,000 | 291 |
| CMOs issued by government agencies or sponsored agencies | $102,763,000 | 256 |
| 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) | $332,517,000 | 70 |
| Available-for-sale securities (fair market value) | $1,304,037,000 | 134 |
| Total debt securities | $1,636,554,000 | 131 |
| 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 | $3,534,346,000 | 73 |
| U.S. Government securities | $3,534,346,000 | 54 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,534,346,000 | 51 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| 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 | $2,565,395,000 | 64 |
| Certificates of participation in pools of residential mortgages | $2,266,563,000 | 35 |
| Issued or guaranteed by U.S. | $2,266,563,000 | 33 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $298,832,000 | 143 |
| CMOs issued by government agencies or sponsored agencies | $298,832,000 | 123 |
| 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) | $968,951,000 | 25 |
| Available-for-sale securities (fair market value) | $2,565,395,000 | 85 |
| Total debt securities | $3,534,346,000 | 73 |
| 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 | $4,390,984,000 | 60 |
| U.S. Government securities | $4,390,984,000 | 41 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,390,984,000 | 40 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| 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 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| 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 | $3,158,448,000 | 57 |
| Certificates of participation in pools of residential mortgages | $2,535,256,000 | 35 |
| Issued or guaranteed by U.S. | $2,535,256,000 | 31 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $623,192,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $623,192,000 | 80 |
| 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) | $1,232,536,000 | 23 |
| Available-for-sale securities (fair market value) | $3,158,448,000 | 66 |
| Total debt securities | $4,390,984,000 | 59 |
| 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 | $3,019,128,000 | 79 |
| U.S. Government securities | $3,019,128,000 | 58 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,019,128,000 | 57 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,389,446,000 | 69 |
| Certificates of participation in pools of residential mortgages | $1,349,889,000 | 60 |
| Issued or guaranteed by U.S. | $1,349,889,000 | 58 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,039,557,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $1,039,557,000 | 51 |
| 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) | $629,682,000 | 42 |
| Available-for-sale securities (fair market value) | $2,389,446,000 | 88 |
| Total debt securities | $3,019,128,000 | 79 |
| 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 |
| 2001-12-31 | Rank |
| Total securities | $2,626,990,000 | 83 |
| U.S. Government securities | $2,626,990,000 | 59 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,626,990,000 | 57 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,402,090,000 | 61 |
| Certificates of participation in pools of residential mortgages | $374,862,000 | 141 |
| Issued or guaranteed by U.S. | $374,862,000 | 138 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,027,228,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $2,027,228,000 | 15 |
| 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) | $224,900,000 | 96 |
| Available-for-sale securities (fair market value) | $2,402,090,000 | 76 |
| Total debt securities | $2,626,990,000 | 82 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank |
| Total securities | $3,323,943,000 | 58 |
| U.S. Government securities | $3,323,943,000 | 37 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,323,943,000 | 37 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,165,814,000 | 39 |
| Certificates of participation in pools of residential mortgages | $917,635,000 | 71 |
| Issued or guaranteed by U.S. | $917,635,000 | 66 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,248,179,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $2,248,179,000 | 14 |
| 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) | $158,129,000 | 174 |
| Available-for-sale securities (fair market value) | $3,165,814,000 | 54 |
| Total debt securities | $3,323,943,000 | 57 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $3,606,116,000 | 57 |
| U.S. Government securities | $3,606,003,000 | 38 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,606,003,000 | 34 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $113,000 | 6,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,486,311,000 | 30 |
| Certificates of participation in pools of residential mortgages | $1,167,707,000 | 67 |
| Issued or guaranteed by U.S. | $1,167,707,000 | 63 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,318,604,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $2,318,604,000 | 12 |
| 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) | $119,692,000 | 237 |
| Available-for-sale securities (fair market value) | $3,486,424,000 | 53 |
| Total debt securities | $3,606,003,000 | 56 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $2,789,099,000 | 67 |
| U.S. Government securities | $2,789,031,000 | 53 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,789,031,000 | 50 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| 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 | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $68,000 | 6,868 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,789,031,000 | 44 |
| Certificates of participation in pools of residential mortgages | $842,272,000 | 79 |
| Issued or guaranteed by U.S. | $842,272,000 | 78 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,946,759,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $1,946,759,000 | 16 |
| 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) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $2,789,099,000 | 57 |
| Total debt securities | $2,789,031,000 | 66 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $512,953,000 | 280 |
| U.S. Government securities | $512,811,000 | 230 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $512,811,000 | 190 |
| Securities issued by states & political subdivisions | $92,000 | 7,910 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,000 | 7,031 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $512,811,000 | 165 |
| Certificates of participation in pools of residential mortgages | $122,774,000 | 339 |
| Issued or guaranteed by U.S. | $122,774,000 | 331 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $390,037,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $390,037,000 | 71 |
| 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) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $512,953,000 | 220 |
| Total debt securities | $512,903,000 | 271 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $665,708,000 | 241 |
| U.S. Government securities | $663,541,000 | 204 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $663,541,000 | 159 |
| Securities issued by states & political subdivisions | $107,000 | 8,213 |
| Other domestic debt securities | $0 | 4,468 |
| 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 | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $34,000 | 7,388 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-2,026,000 | 1,286 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $602,835,000 | 157 |
| Certificates of participation in pools of residential mortgages | $182,770,000 | 274 |
| Issued or guaranteed by U.S. | $182,770,000 | 269 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $420,065,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $420,065,000 | 57 |
| 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) | $2,026,000 | 6,273 |
| Available-for-sale securities (fair market value) | $663,682,000 | 170 |
| Total debt securities | $663,648,000 | 237 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $1,037,338,000 | 180 |
| U.S. Government securities | $1,029,487,000 | 146 |
| U.S. Treasury securities | $64,615,000 | 420 |
| U.S. Government agency obligations | $964,872,000 | 114 |
| Securities issued by states & political subdivisions | $133,000 | 8,490 |
| Other domestic debt securities | $4,811,000 | 1,091 |
| 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 | $4,811,000 | 811 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 7,634 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-2,882,000 | 1,396 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $964,872,000 | 109 |
| Certificates of participation in pools of residential mortgages | $406,107,000 | 149 |
| Issued or guaranteed by U.S. | $406,107,000 | 138 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $558,765,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $558,765,000 | 58 |
| 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) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $1,037,338,000 | 119 |
| Total debt securities | $1,034,431,000 | 177 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $2,308,854,000 | 73 |
| U.S. Government securities | $976,393,000 | 171 |
| U.S. Treasury securities | $96,550,000 | 362 |
| U.S. Government agency obligations | $879,843,000 | 129 |
| Securities issued by states & political subdivisions | $151,000 | 8,844 |
| Other domestic debt securities | $1,311,000,000 | 12 |
| 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 | $1,311,000,000 | 4 |
| Foreign debt securities | NA | NA |
| Equity securities | $17,424,000 | 210 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-3,886,000 | 1,502 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $879,843,000 | 127 |
| Certificates of participation in pools of residential mortgages | $209,663,000 | 242 |
| Issued or guaranteed by U.S. | $209,663,000 | 235 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $670,180,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $670,180,000 | 50 |
| 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) | $2,247,933,000 | 43 |
| Available-for-sale securities (fair market value) | $60,921,000 | 943 |
| Total debt securities | $2,287,544,000 | 73 |
| 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 | $916,791,000 | 211 |
| U.S. Government securities | $883,965,000 | 181 |
| U.S. Treasury securities | $237,293,000 | 184 |
| U.S. Government agency obligations | $646,672,000 | 157 |
| Securities issued by states & political subdivisions | $173,000 | 8,991 |
| Other domestic debt securities | $9,580,000 | 899 |
| Privately issued residential mortgage-backed securities | $3,580,000 | 607 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,000,000 | 919 |
| Foreign debt securities | NA | NA |
| Equity securities | $15,309,000 | 250 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-7,764,000 | 1,697 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $521,241,000 | 194 |
| Certificates of participation in pools of residential mortgages | $238,118,000 | 219 |
| Issued or guaranteed by U.S. | $234,538,000 | 202 |
| Privately issued | $3,580,000 | 247 |
| Collaterized mortgage obligations | $283,123,000 | 142 |
| CMOs issued by government agencies or sponsored agencies | $283,123,000 | 134 |
| 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) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $893,718,000 | 211 |
| 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 | $463,453,000 | 351 |
| U.S. Government securities | $403,795,000 | 327 |
| U.S. Treasury securities | $233,836,000 | 167 |
| U.S. Government agency obligations | $169,959,000 | 463 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $44,568,000 | 347 |
| Privately issued residential mortgage-backed securities | $38,568,000 | 195 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,000,000 | 1,045 |
| Foreign debt securities | NA | NA |
| Equity securities | $14,726,000 | 212 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-364,000 | 1,687 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $40,842,000 | 1,321 |
| Certificates of participation in pools of residential mortgages | $40,842,000 | 873 |
| Issued or guaranteed by U.S. | $2,274,000 | 5,767 |
| Privately issued | $38,568,000 | 104 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| 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) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $448,363,000 | 357 |
| 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 |
