| 2004-09-30 | Rank |
| Total securities | $23,762,000,000 | 9 |
| U.S. Government securities | $15,872,000,000 | 9 |
| U.S. Treasury securities | $2,496,000,000 | 5 |
| U.S. Government agency obligations | $13,376,000,000 | 14 |
| Securities issued by states & political subdivisions | $28,000,000 | 644 |
| Other domestic debt securities | $6,175,000,000 | 11 |
| Privately issued residential mortgage-backed securities | $1,816,000,000 | 21 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,170,000,000 | 4 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $189,000,000 | 45 |
| Foreign debt securities | $1,034,000,000 | 7 |
| Equity securities | $653,000,000 | 6 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,701,000,000 | 11 |
| Mortgage-backed securities | $14,485,000,000 | 10 |
| Certificates of participation in pools of residential mortgages | $12,672,000,000 | 7 |
| Issued or guaranteed by U.S. | $12,669,000,000 | 7 |
| Privately issued | $3,000,000 | 78 |
| Collaterized mortgage obligations | $1,813,000,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $1,813,000,000 | 17 |
| 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) | $23,762,000,000 | 9 |
| Total debt securities | $23,109,000,000 | 9 |
| Structured notes |
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $11,754,000,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $11,420,000,000 | 4 |
| Revaluation losses on off-balance sheet contracts | $11,539,000,000 | 4 |
| 2004-06-30 | Rank |
| Total securities | $52,242,000,000 | 5 |
| U.S. Government securities | $24,132,000,000 | 7 |
| U.S. Treasury securities | $3,385,000,000 | 5 |
| U.S. Government agency obligations | $20,747,000,000 | 7 |
| Securities issued by states & political subdivisions | $40,000,000 | 417 |
| Other domestic debt securities | $25,806,000,000 | 2 |
| Privately issued residential mortgage-backed securities | $1,598,000,000 | 24 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $24,031,000,000 | 1 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $177,000,000 | 49 |
| Foreign debt securities | $1,359,000,000 | 6 |
| Equity securities | $905,000,000 | 5 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,081,000,000 | 9 |
| Mortgage-backed securities | $21,674,000,000 | 6 |
| Certificates of participation in pools of residential mortgages | $20,079,000,000 | 6 |
| Issued or guaranteed by U.S. | $20,076,000,000 | 6 |
| Privately issued | $3,000,000 | 75 |
| Collaterized mortgage obligations | $1,595,000,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $1,595,000,000 | 19 |
| 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) | $52,242,000,000 | 5 |
| Total debt securities | $51,337,000,000 | 5 |
| Structured notes |
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $5,595,000,000 | 8 |
| Revaluation gains on off-balance sheet contracts | $5,073,000,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $3,709,000,000 | 6 |
| 2004-03-31 | Rank |
| Total securities | $63,306,000,000 | 5 |
| U.S. Government securities | $37,296,000,000 | 6 |
| U.S. Treasury securities | $5,441,000,000 | 4 |
| U.S. Government agency obligations | $31,855,000,000 | 5 |
| Securities issued by states & political subdivisions | $1,150,000,000 | 8 |
| Other domestic debt securities | $23,138,000,000 | 2 |
| Privately issued residential mortgage-backed securities | $1,577,000,000 | 28 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,204,000,000 | 1 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $357,000,000 | 22 |
| Foreign debt securities | $978,000,000 | 7 |
| Equity securities | $744,000,000 | 5 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,340,000,000 | 11 |
| Mortgage-backed securities | $32,928,000,000 | 5 |
| Certificates of participation in pools of residential mortgages | $31,354,000,000 | 4 |
| Issued or guaranteed by U.S. | $31,351,000,000 | 4 |
| Privately issued | $3,000,000 | 75 |
| Collaterized mortgage obligations | $1,574,000,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $1,574,000,000 | 23 |
| 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) | $63,306,000,000 | 5 |
| Total debt securities | $62,562,000,000 | 5 |
| Structured notes |
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $6,461,000,000 | 9 |
| Revaluation gains on off-balance sheet contracts | $5,564,000,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $4,312,000,000 | 6 |
| 2003-12-31 | Rank |
| Total securities | $61,486,000,000 | 4 |
| U.S. Government securities | $35,737,000,000 | 5 |
| U.S. Treasury securities | $5,527,000,000 | 5 |
| U.S. Government agency obligations | $30,210,000,000 | 6 |
| Securities issued by states & political subdivisions | $1,134,000,000 | 7 |
| Other domestic debt securities | $22,048,000,000 | 2 |
| Privately issued residential mortgage-backed securities | $1,310,000,000 | 24 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $20,623,000,000 | 1 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $115,000,000 | 89 |
| Foreign debt securities | $1,425,000,000 | 6 |
| Equity securities | $1,142,000,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,790,000,000 | 10 |
| Mortgage-backed securities | $30,639,000,000 | 5 |
| Certificates of participation in pools of residential mortgages | $29,332,000,000 | 4 |
| Issued or guaranteed by U.S. | $29,329,000,000 | 4 |
| Privately issued | $3,000,000 | 92 |
| Collaterized mortgage obligations | $1,307,000,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $1,307,000,000 | 17 |
| 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) | $61,486,000,000 | 4 |
| Total debt securities | $60,344,000,000 | 4 |
| Structured notes |
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $6,517,000,000 | 8 |
| Revaluation gains on off-balance sheet contracts | $5,410,000,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $4,147,000,000 | 6 |
| 2003-09-30 | Rank |
| Total securities | $54,330,000,000 | 5 |
| U.S. Government securities | $33,646,000,000 | 6 |
| U.S. Treasury securities | $4,028,000,000 | 5 |
| U.S. Government agency obligations | $29,618,000,000 | 6 |
| Securities issued by states & political subdivisions | $1,120,000,000 | 8 |
| Other domestic debt securities | $17,762,000,000 | 3 |
| Privately issued residential mortgage-backed securities | $499,000,000 | 37 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,576,000,000 | 1 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $687,000,000 | 13 |
| Foreign debt securities | $440,000,000 | 12 |
| Equity securities | $1,362,000,000 | 2 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,229,000,000 | 11 |
| Mortgage-backed securities | $29,122,000,000 | 5 |
| Certificates of participation in pools of residential mortgages | $28,199,000,000 | 4 |
| Issued or guaranteed by U.S. | $28,196,000,000 | 4 |
| Privately issued | $3,000,000 | 88 |
| Collaterized mortgage obligations | $923,000,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $427,000,000 | 90 |
| Privately issued | $496,000,000 | 31 |
| 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) | $54,330,000,000 | 5 |
| Total debt securities | $52,968,000,000 | 5 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $7,365,000,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $5,870,000,000 | 5 |
| Revaluation losses on off-balance sheet contracts | $4,775,000,000 | 6 |
| 2003-06-30 | Rank |
| Total securities | $59,166,000,000 | 5 |
| U.S. Government securities | $38,127,000,000 | 4 |
| U.S. Treasury securities | $3,673,000,000 | 3 |
| U.S. Government agency obligations | $34,454,000,000 | 4 |
| Securities issued by states & political subdivisions | $1,155,000,000 | 7 |
| Other domestic debt securities | $18,546,000,000 | 3 |
| Privately issued residential mortgage-backed securities | $525,000,000 | 34 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $17,338,000,000 | 2 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $683,000,000 | 11 |
| Foreign debt securities | $431,000,000 | 12 |
| Equity securities | $907,000,000 | 4 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,624,000,000 | 6 |
| Mortgage-backed securities | $33,097,000,000 | 4 |
| Certificates of participation in pools of residential mortgages | $32,108,000,000 | 3 |
| Issued or guaranteed by U.S. | $32,104,000,000 | 3 |
| Privately issued | $4,000,000 | 80 |
| Collaterized mortgage obligations | $989,000,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $468,000,000 | 90 |
| Privately issued | $521,000,000 | 30 |
| 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) | $59,166,000,000 | 5 |
| Total debt securities | $58,259,000,000 | 5 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $5,960,000,000 | 8 |
| Revaluation gains on off-balance sheet contracts | $5,518,000,000 | 5 |
| Revaluation losses on off-balance sheet contracts | $4,179,000,000 | 7 |
| 2003-03-31 | Rank |
| Total securities | $55,033,000,000 | 5 |
| U.S. Government securities | $34,232,000,000 | 5 |
| U.S. Treasury securities | $1,435,000,000 | 7 |
| U.S. Government agency obligations | $32,797,000,000 | 4 |
| Securities issued by states & political subdivisions | $993,000,000 | 8 |
| Other domestic debt securities | $18,661,000,000 | 3 |
| Privately issued residential mortgage-backed securities | $556,000,000 | 37 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $17,837,000,000 | 2 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $268,000,000 | 33 |
| Foreign debt securities | $446,000,000 | 11 |
| Equity securities | $701,000,000 | 5 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $32,464,000,000 | 3 |
| Mortgage-backed securities | $30,531,000,000 | 4 |
| Certificates of participation in pools of residential mortgages | $29,572,000,000 | 4 |
| Issued or guaranteed by U.S. | $29,568,000,000 | 4 |
| Privately issued | $4,000,000 | 84 |
| Collaterized mortgage obligations | $959,000,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $407,000,000 | 103 |
| Privately issued | $552,000,000 | 32 |
| 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) | $55,033,000,000 | 5 |
| Total debt securities | $54,332,000,000 | 5 |
| Structured notes |
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $5,537,000,000 | 9 |
| Revaluation gains on off-balance sheet contracts | $4,681,000,000 | 5 |
| Revaluation losses on off-balance sheet contracts | $3,797,000,000 | 6 |
| 2002-12-31 | Rank |
| Total securities | $47,652,000,000 | 5 |
| U.S. Government securities | $23,862,000,000 | 7 |
| U.S. Treasury securities | $765,000,000 | 12 |
| U.S. Government agency obligations | $23,097,000,000 | 6 |
| Securities issued by states & political subdivisions | $954,000,000 | 8 |
| Other domestic debt securities | $21,460,000,000 | 3 |
| Privately issued residential mortgage-backed securities | $609,000,000 | 35 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $20,134,000,000 | 2 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $717,000,000 | 14 |
| Foreign debt securities | $400,000,000 | 10 |
| Equity securities | $976,000,000 | 5 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $23,769,000,000 | 5 |
| Mortgage-backed securities | $22,912,000,000 | 6 |
| Certificates of participation in pools of residential mortgages | $20,652,000,000 | 4 |
| Issued or guaranteed by U.S. | $20,648,000,000 | 4 |
| Privately issued | $4,000,000 | 82 |
| Collaterized mortgage obligations | $2,260,000,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $1,655,000,000 | 30 |
| Privately issued | $605,000,000 | 30 |
| 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) | $47,652,000,000 | 5 |
| Total debt securities | $46,676,000,000 | 5 |
| Structured notes |
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $5,334,000,000 | 9 |
| Revaluation gains on off-balance sheet contracts | $4,549,000,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $3,717,000,000 | 7 |
| 2001-12-31 | Rank |
| Total securities | $35,870,041,000 | 7 |
| U.S. Government securities | $25,023,898,000 | 4 |
| U.S. Treasury securities | $350,434,000 | 26 |
| U.S. Government agency obligations | $24,673,464,000 | 4 |
| Securities issued by states & political subdivisions | $521,486,000 | 21 |
| Other domestic debt securities | $8,539,833,000 | 8 |
| Privately issued residential mortgage-backed securities | $185,919,000 | 67 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,857,552,000 | 4 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $496,362,000 | 18 |
| Foreign debt securities | $1,110,257,000 | 8 |
| Equity securities | $674,567,000 | 8 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,219,208,000 | 5 |
| Mortgage-backed securities | $21,436,807,000 | 6 |
| Certificates of participation in pools of residential mortgages | $14,979,920,000 | 4 |
| Issued or guaranteed by U.S. | $14,974,400,000 | 4 |
| Privately issued | $5,520,000 | 76 |
| Collaterized mortgage obligations | $6,456,887,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $6,276,488,000 | 5 |
| Privately issued | $180,399,000 | 61 |
| 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) | $35,870,041,000 | 7 |
| Total debt securities | $35,195,474,000 | 7 |
| Structured notes |
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $3,543,926,000 | 10 |
| Revaluation gains on off-balance sheet contracts | $3,310,235,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $3,033,226,000 | 6 |
| 2000-12-31 | Rank |
| Total securities | $12,523,350,000 | 16 |
| U.S. Government securities | $7,833,259,000 | 19 |
| U.S. Treasury securities | $475,657,000 | 19 |
| U.S. Government agency obligations | $7,357,602,000 | 19 |
| Securities issued by states & political subdivisions | $96,643,000 | 119 |
| Other domestic debt securities | $3,097,588,000 | 15 |
| Privately issued residential mortgage-backed securities | $143,438,000 | 69 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,954,150,000 | 10 |
| Foreign debt securities | $1,213,970,000 | 8 |
| Equity securities | $281,890,000 | 29 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,337,424,000 | 34 |
| Mortgage-backed securities | $210,542,000 | 293 |
| Certificates of participation in pools of residential mortgages | $67,104,000 | 443 |
| Issued or guaranteed by U.S. | $67,104,000 | 436 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $143,438,000 | 202 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $143,438,000 | 61 |
| 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) | $12,523,350,000 | 11 |
| Total debt securities | $12,241,460,000 | 15 |
| Structured notes |
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $2,521,374,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $2,202,787,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $2,104,682,000 | 7 |
| 1999-12-31 | Rank |
| Total securities | $10,171,065,000 | 15 |
| U.S. Government securities | $3,645,753,000 | 36 |
| U.S. Treasury securities | $295,762,000 | 41 |
| U.S. Government agency obligations | $3,349,991,000 | 36 |
| Securities issued by states & political subdivisions | $123,592,000 | 83 |
| Other domestic debt securities | $3,791,974,000 | 8 |
| Privately issued residential mortgage-backed securities | $128,215,000 | 83 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,663,759,000 | 4 |
| Foreign debt securities | $2,297,852,000 | 8 |
| Equity securities | $311,894,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,390,625,000 | 15 |
| Mortgage-backed securities | $863,560,000 | 125 |
| Certificates of participation in pools of residential mortgages | $735,345,000 | 87 |
| Issued or guaranteed by U.S. | $735,345,000 | 85 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $128,215,000 | 236 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $128,215,000 | 73 |
| 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) | $10,171,065,000 | 10 |
| Total debt securities | $9,859,171,000 | 15 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $5,625,628,000 | 8 |
| Revaluation gains on off-balance sheet contracts | $3,181,179,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $3,102,259,000 | 7 |
| 1998-12-31 | Rank |
| Total securities | $11,181,405,000 | 10 |
| U.S. Government securities | $4,961,500,000 | 24 |
| U.S. Treasury securities | $1,623,311,000 | 7 |
| U.S. Government agency obligations | $3,338,189,000 | 40 |
| Securities issued by states & political subdivisions | $161,872,000 | 56 |
| Other domestic debt securities | $4,255,236,000 | 4 |
| Privately issued residential mortgage-backed securities | $148,000,000 | 75 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,107,236,000 | 1 |
| Foreign debt securities | $1,564,912,000 | 8 |
| Equity securities | $237,885,000 | 24 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,300,448,000 | 26 |
| Mortgage-backed securities | $1,871,199,000 | 63 |
| Certificates of participation in pools of residential mortgages | $1,723,199,000 | 44 |
| Issued or guaranteed by U.S. | $1,723,199,000 | 39 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $148,000,000 | 203 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $148,000,000 | 62 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $11,181,405,000 | 10 |
| Total debt securities | $10,943,520,000 | 10 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $7,635,778,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $6,019,004,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $6,270,028,000 | 7 |
| 1997-12-31 | Rank |
| Total securities | $5,691,722,000 | 23 |
| U.S. Government securities | $3,842,452,000 | 30 |
| U.S. Treasury securities | $2,321,509,000 | 9 |
| U.S. Government agency obligations | $1,520,943,000 | 68 |
| Securities issued by states & political subdivisions | $208,159,000 | 35 |
| Other domestic debt securities | $957,908,000 | 17 |
| 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 | $957,908,000 | 6 |
| Foreign debt securities | $530,830,000 | 11 |
| Equity securities | $152,372,000 | 30 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,140,591,000 | 23 |
| Mortgage-backed securities | $813,485,000 | 122 |
| Certificates of participation in pools of residential mortgages | $813,485,000 | 80 |
| Issued or guaranteed by U.S. | $813,485,000 | 78 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $5,691,722,000 | 19 |
| Total debt securities | $5,539,349,000 | 23 |
| Structured notes |
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $6,703,332,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $4,445,133,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $4,619,443,000 | 6 |
| 1996-12-31 | Rank |
| Total securities | $3,335,304,000 | 44 |
| U.S. Government securities | $2,601,954,000 | 46 |
| U.S. Treasury securities | $2,279,295,000 | 6 |
| U.S. Government agency obligations | $322,659,000 | 307 |
| Securities issued by states & political subdivisions | $353,341,000 | 19 |
| Other domestic debt securities | $147,395,000 | 99 |
| 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 | $147,395,000 | 41 |
| Foreign debt securities | $89,615,000 | 24 |
| Equity securities | $142,999,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,475,731,000 | 21 |
| Mortgage-backed securities | $273,230,000 | 291 |
| Certificates of participation in pools of residential mortgages | $273,230,000 | 197 |
| Issued or guaranteed by U.S. | $273,230,000 | 195 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $3,335,304,000 | 30 |
| Total debt securities | $3,192,305,000 | 50 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $7,888,514,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $4,926,446,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $4,774,238,000 | 6 |
| 1995-12-31 | Rank |
| Total securities | $827,134,000 | 219 |
| U.S. Government securities | $529,094,000 | 263 |
| U.S. Treasury securities | $372,948,000 | 87 |
| U.S. Government agency obligations | $156,146,000 | 545 |
| Securities issued by states & political subdivisions | $148,875,000 | 55 |
| Other domestic debt securities | $38,615,000 | 290 |
| 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 | $38,615,000 | 163 |
| Foreign debt securities | $12,158,000 | 52 |
| Equity securities | $98,392,000 | 33 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $503,973,000 | 137 |
| Mortgage-backed securities | $2,418,000 | 5,918 |
| Certificates of participation in pools of residential mortgages | $2,418,000 | 4,577 |
| Issued or guaranteed by U.S. | $2,418,000 | 4,550 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $827,134,000 | 155 |
| Total debt securities | $728,742,000 | 244 |
| Structured notes |
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $12,379,396,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $6,624,673,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $6,715,730,000 | 7 |
| 1994-12-31 | Rank |
| Total securities | $697,082,000 | 266 |
| U.S. Government securities | $448,922,000 | 311 |
| U.S. Treasury securities | $422,353,000 | 92 |
| U.S. Government agency obligations | $26,569,000 | 2,526 |
| Securities issued by states & political subdivisions | $162,189,000 | 53 |
| Other domestic debt securities | $1,612,000 | 2,235 |
| Privately issued residential mortgage-backed securities | $250,000 | 1,689 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,362,000 | 1,912 |
| Foreign debt securities | $2,618,000 | 112 |
| Equity securities | $81,741,000 | 27 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $446,882,000 | 157 |
| Mortgage-backed securities | $2,537,000 | 6,195 |
| Certificates of participation in pools of residential mortgages | $2,287,000 | 4,936 |
| Issued or guaranteed by U.S. | $2,287,000 | 4,911 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $250,000 | 5,761 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $250,000 | 1,411 |
| 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) | $163,225,000 | 498 |
| Available-for-sale securities (fair market value) | $533,857,000 | 134 |
| Total debt securities | $615,341,000 | 283 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $8,227,304,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $4,483,990,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $4,200,872,000 | 7 |
| 1993-12-31 | Rank |
| Total securities | $470,252,000 | 362 |
| U.S. Government securities | $237,068,000 | 517 |
| U.S. Treasury securities | $234,121,000 | 187 |
| U.S. Government agency obligations | $2,947,000 | 9,440 |
| Securities issued by states & political subdivisions | $144,056,000 | 64 |
| Other domestic debt securities | $709,000 | 3,785 |
| Privately issued residential mortgage-backed securities | $459,000 | 1,794 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 3,913 |
| Foreign debt securities | $9,000,000 | 58 |
| Equity securities | $79,419,000 | 36 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $370,544,000 | 157 |
| Mortgage-backed securities | $3,406,000 | 6,161 |
| Certificates of participation in pools of residential mortgages | $2,947,000 | 4,926 |
| Issued or guaranteed by U.S. | $2,947,000 | 4,890 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $459,000 | 5,835 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $459,000 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $390,833,000 | 404 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $3,109,630,000 | 8 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank |
| Total securities | $654,423,000 | 271 |
| U.S. Government securities | $237,074,000 | 509 |
| U.S. Treasury securities | $225,168,000 | 174 |
| U.S. Government agency obligations | $11,906,000 | 4,903 |
| Securities issued by states & political subdivisions | $224,378,000 | 31 |
| Other domestic debt securities | $1,044,000 | 3,969 |
| Privately issued residential mortgage-backed securities | $794,000 | 2,007 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 4,519 |
| Foreign debt securities | $121,055,000 | 19 |
| Equity securities | $70,872,000 | 24 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $464,306,000 | 123 |
| Mortgage-backed securities | $12,700,000 | 3,200 |
| Certificates of participation in pools of residential mortgages | $11,906,000 | 2,236 |
| Issued or guaranteed by U.S. | $11,906,000 | 2,200 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $794,000 | 5,396 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $794,000 | 1,648 |
| 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) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $583,551,000 | 281 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,807,366,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
