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Morgan Stanley Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $71,940,000,000 | 13 |
| U.S. Government securities | $69,080,000,000 | 12 |
| U.S. Treasury securities | $36,003,000,000 | 8 |
| U.S. Government agency obligations | $33,077,000,000 | 16 |
| Securities issued by states & political subdivisions | $1,173,000,000 | 33 |
| Other domestic debt securities | $1,731,000,000 | 39 |
| Privately issued residential mortgage-backed securities | $49,000,000 | 99 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $447,000,000 | 26 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,895,000,000 | 51 |
| Mortgage-backed securities | $34,286,000,000 | 15 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $22,162,000,000 | 14 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,729,000,000 | 11 |
| Privately issued | $49,000,000 | 90 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,235,000,000 | 20 |
| Other commercial mortgage-backed securities | $2,111,000,000 | 21 |
| Held to maturity securities (book value) | $23,934,000,000 | 14 |
| Available-for-sale securities (fair market value) | $48,050,000,000 | 12 |
| Total debt securities | $71,917,000,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $22,248,000,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $34,000,000 | 58 |
| 2023-09-30 | Rank | |
| Total securities | $67,119,000,000 | 13 |
| U.S. Government securities | $64,593,000,000 | 12 |
| U.S. Treasury securities | $31,807,000,000 | 8 |
| U.S. Government agency obligations | $32,786,000,000 | 15 |
| Securities issued by states & political subdivisions | $828,000,000 | 44 |
| Other domestic debt securities | $1,743,000,000 | 39 |
| Privately issued residential mortgage-backed securities | $33,000,000 | 131 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $470,000,000 | 25 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,873,000,000 | 50 |
| Mortgage-backed securities | $33,982,000,000 | 14 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $22,108,000,000 | 14 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,558,000,000 | 10 |
| Privately issued | $33,000,000 | 116 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,240,000,000 | 22 |
| Other commercial mortgage-backed securities | $2,043,000,000 | 21 |
| Held to maturity securities (book value) | $24,595,000,000 | 13 |
| Available-for-sale securities (fair market value) | $42,569,000,000 | 13 |
| Total debt securities | $67,094,000,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $19,961,000,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,000,000 | 129 |
| 2023-06-30 | Rank | |
| Total securities | $70,885,000,000 | 13 |
| U.S. Government securities | $68,071,000,000 | 12 |
| U.S. Treasury securities | $33,866,000,000 | 8 |
| U.S. Government agency obligations | $34,205,000,000 | 17 |
| Securities issued by states & political subdivisions | $1,133,000,000 | 34 |
| Other domestic debt securities | $1,720,000,000 | 37 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $487,000,000 | 25 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,990,000,000 | 50 |
| Mortgage-backed securities | $35,360,000,000 | 15 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $23,108,000,000 | 13 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,936,000,000 | 11 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,233,000,000 | 22 |
| Other commercial mortgage-backed securities | $2,083,000,000 | 21 |
| Held to maturity securities (book value) | $25,072,000,000 | 14 |
| Available-for-sale securities (fair market value) | $45,852,000,000 | 13 |
| Total debt securities | $70,842,000,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $18,781,000,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $5,000,000 | 113 |
| 2023-03-31 | Rank | |
| Total securities | $73,464,000,000 | 13 |
| U.S. Government securities | $70,267,000,000 | 12 |
| U.S. Treasury securities | $37,181,000,000 | 7 |
| U.S. Government agency obligations | $33,086,000,000 | 17 |
| Securities issued by states & political subdivisions | $1,502,000,000 | 29 |
| Other domestic debt securities | $1,725,000,000 | 38 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $505,000,000 | 25 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,084,000,000 | 49 |
| Mortgage-backed securities | $34,224,000,000 | 18 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $23,786,000,000 | 13 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,100,000,000 | 14 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,220,000,000 | 23 |
| Other commercial mortgage-backed securities | $2,118,000,000 | 23 |
| Held to maturity securities (book value) | $25,368,000,000 | 14 |
| Available-for-sale securities (fair market value) | $48,126,000,000 | 13 |
| Total debt securities | $73,469,000,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $18,535,000,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $32,000,000 | 58 |
| 2022-12-31 | Rank | |
| Total securities | $73,892,000,000 | 14 |
| U.S. Government securities | $69,562,000,000 | 13 |
| U.S. Treasury securities | $37,908,000,000 | 8 |
| U.S. Government agency obligations | $31,654,000,000 | 19 |
| Securities issued by states & political subdivisions | $2,627,000,000 | 15 |
| Other domestic debt securities | $1,737,000,000 | 42 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $525,000,000 | 24 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,011,000,000 | 40 |
| Mortgage-backed securities | $32,777,000,000 | 18 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $24,134,000,000 | 14 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,322,000,000 | 21 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,212,000,000 | 23 |
| Other commercial mortgage-backed securities | $2,109,000,000 | 23 |
| Held to maturity securities (book value) | $25,618,000,000 | 15 |
| Available-for-sale securities (fair market value) | $48,308,000,000 | 12 |
| Total debt securities | $73,903,000,000 | 14 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $13,611,000,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $31,000,000 | 63 |
| 2022-09-30 | Rank | |
| Total securities | $72,991,000,000 | 13 |
| U.S. Government securities | $69,191,000,000 | 13 |
| U.S. Treasury securities | $37,154,000,000 | 8 |
| U.S. Government agency obligations | $32,037,000,000 | 18 |
| Securities issued by states & political subdivisions | $2,094,000,000 | 21 |
| Other domestic debt securities | $1,736,000,000 | 43 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $559,000,000 | 23 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,004,000,000 | 38 |
| Mortgage-backed securities | $33,117,000,000 | 18 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $24,612,000,000 | 14 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,112,000,000 | 21 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,177,000,000 | 23 |
| Other commercial mortgage-backed securities | $2,216,000,000 | 25 |
| Held to maturity securities (book value) | $25,911,000,000 | 15 |
| Available-for-sale securities (fair market value) | $47,110,000,000 | 12 |
| Total debt securities | $73,015,000,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $11,650,000,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,000,000 | 123 |
| 2022-06-30 | Rank | |
| Total securities | $74,242,000,000 | 13 |
| U.S. Government securities | $70,277,000,000 | 14 |
| U.S. Treasury securities | $37,710,000,000 | 8 |
| U.S. Government agency obligations | $32,567,000,000 | 19 |
| Securities issued by states & political subdivisions | $2,244,000,000 | 21 |
| Other domestic debt securities | $1,753,000,000 | 37 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $594,000,000 | 22 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,380,000,000 | 35 |
| Mortgage-backed securities | $33,625,000,000 | 19 |
| Certificates of participation in pools of residential mortgages | $26,012,000,000 | 13 |
| Issued or guaranteed by U.S. | $26,012,000,000 | 13 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $4,076,000,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $4,076,000,000 | 26 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $3,537,000,000 | 29 |
| Commercial mortgage pass-through securities | $1,159,000,000 | 23 |
| Other commercial mortgage-backed securities | $2,378,000,000 | 26 |
| Held to maturity securities (book value) | $26,417,000,000 | 14 |
| Available-for-sale securities (fair market value) | $47,857,000,000 | 13 |
| Total debt securities | $74,226,000,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $13,853,000,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $74,300,000,000 | 14 |
| U.S. Government securities | $71,285,000,000 | 14 |
| U.S. Treasury securities | $37,667,000,000 | 8 |
| U.S. Government agency obligations | $33,618,000,000 | 19 |
| Securities issued by states & political subdivisions | $1,302,000,000 | 35 |
| Other domestic debt securities | $1,743,000,000 | 37 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $622,000,000 | 24 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,817,000,000 | 33 |
| Mortgage-backed securities | $34,632,000,000 | 19 |
| Certificates of participation in pools of residential mortgages | $27,509,000,000 | 13 |
| Issued or guaranteed by U.S. | $27,509,000,000 | 13 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $3,465,000,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $3,465,000,000 | 32 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $3,658,000,000 | 31 |
| Commercial mortgage pass-through securities | $1,121,000,000 | 25 |
| Other commercial mortgage-backed securities | $2,537,000,000 | 27 |
| Held to maturity securities (book value) | $27,098,000,000 | 12 |
| Available-for-sale securities (fair market value) | $47,232,000,000 | 15 |
| Total debt securities | $74,330,000,000 | 14 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $16,681,000,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,000,000 | 119 |
| 2021-12-31 | Rank | |
| Total securities | $65,988,000,000 | 15 |
| U.S. Government securities | $63,471,000,000 | 15 |
| U.S. Treasury securities | $29,162,000,000 | 9 |
| U.S. Government agency obligations | $34,309,000,000 | 18 |
| Securities issued by states & political subdivisions | $648,000,000 | 74 |
| Other domestic debt securities | $1,902,000,000 | 36 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $816,000,000 | 21 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,425,000,000 | 26 |
| Mortgage-backed securities | $35,282,000,000 | 17 |
| Certificates of participation in pools of residential mortgages | $27,673,000,000 | 14 |
| Issued or guaranteed by U.S. | $27,673,000,000 | 14 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $3,785,000,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $3,785,000,000 | 31 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $3,824,000,000 | 28 |
| Commercial mortgage pass-through securities | $1,086,000,000 | 26 |
| Other commercial mortgage-backed securities | $2,738,000,000 | 27 |
| Held to maturity securities (book value) | $26,794,000,000 | 10 |
| Available-for-sale securities (fair market value) | $39,227,000,000 | 16 |
| Total debt securities | $66,021,000,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $15,652,000,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,000,000 | 100 |
| 2021-09-30 | Rank | |
| Total securities | $65,814,000,000 | 15 |
| U.S. Government securities | $63,742,000,000 | 15 |
| U.S. Treasury securities | $29,557,000,000 | 8 |
| U.S. Government agency obligations | $34,185,000,000 | 17 |
| Securities issued by states & political subdivisions | $305,000,000 | 153 |
| Other domestic debt securities | $1,802,000,000 | 34 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $816,000,000 | 22 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,878,000,000 | 25 |
| Mortgage-backed securities | $35,054,000,000 | 17 |
| Certificates of participation in pools of residential mortgages | $27,055,000,000 | 14 |
| Issued or guaranteed by U.S. | $27,055,000,000 | 14 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $4,212,000,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $4,212,000,000 | 26 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $3,787,000,000 | 27 |
| Commercial mortgage pass-through securities | $986,000,000 | 23 |
| Other commercial mortgage-backed securities | $2,801,000,000 | 25 |
| Held to maturity securities (book value) | $26,411,000,000 | 9 |
| Available-for-sale securities (fair market value) | $39,438,000,000 | 15 |
| Total debt securities | $65,844,000,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $11,840,000,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $5,000,000 | 101 |
| 2021-06-30 | Rank | |
| Total securities | $62,935,000,000 | 15 |
| U.S. Government securities | $60,915,000,000 | 15 |
| U.S. Treasury securities | $28,519,000,000 | 8 |
| U.S. Government agency obligations | $32,396,000,000 | 17 |
| Securities issued by states & political subdivisions | $256,000,000 | 178 |
| Other domestic debt securities | $1,791,000,000 | 29 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $834,000,000 | 19 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,147,000,000 | 24 |
| Mortgage-backed securities | $33,233,000,000 | 18 |
| Certificates of participation in pools of residential mortgages | $24,771,000,000 | 14 |
| Issued or guaranteed by U.S. | $24,771,000,000 | 14 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $4,618,000,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $4,618,000,000 | 23 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $3,844,000,000 | 27 |
| Commercial mortgage pass-through securities | $957,000,000 | 26 |
| Other commercial mortgage-backed securities | $2,887,000,000 | 25 |
| Held to maturity securities (book value) | $25,533,000,000 | 9 |
| Available-for-sale securities (fair market value) | $37,429,000,000 | 15 |
| Total debt securities | $62,918,000,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $6,884,000,000 | 9 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,000,000 | 115 |
| 2021-03-31 | Rank | |
| Total securities | $68,360,000,000 | 13 |
| U.S. Government securities | $64,756,000,000 | 12 |
| U.S. Treasury securities | $31,045,000,000 | 6 |
| U.S. Government agency obligations | $33,711,000,000 | 17 |
| Securities issued by states & political subdivisions | $211,000,000 | 208 |
| Other domestic debt securities | $3,374,000,000 | 19 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $855,000,000 | 20 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $1,602,000,000 | 10 |
| Foreign debt securities | $43,000,000 | 35 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,718,000,000 | 19 |
| Mortgage-backed securities | $34,504,000,000 | 17 |
| Certificates of participation in pools of residential mortgages | $25,479,000,000 | 14 |
| Issued or guaranteed by U.S. | $25,479,000,000 | 14 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $5,147,000,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $5,147,000,000 | 22 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $3,878,000,000 | 27 |
| Commercial mortgage pass-through securities | $917,000,000 | 26 |
| Other commercial mortgage-backed securities | $2,961,000,000 | 25 |
| Held to maturity securities (book value) | $26,074,000,000 | 9 |
| Available-for-sale securities (fair market value) | $42,310,000,000 | 15 |
| Total debt securities | $68,337,000,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $3,395,000,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $9,000,000 | 88 |
| 2020-12-31 | Rank | |
| Total securities | $71,703,000,000 | 13 |
| U.S. Government securities | $66,741,000,000 | 12 |
| U.S. Treasury securities | $31,137,000,000 | 7 |
| U.S. Government agency obligations | $35,604,000,000 | 16 |
| Securities issued by states & political subdivisions | $1,563,000,000 | 31 |
| Other domestic debt securities | $3,382,000,000 | 18 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $859,000,000 | 20 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $1,655,000,000 | 9 |
| Foreign debt securities | $43,000,000 | 32 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,898,000,000 | 18 |
| Mortgage-backed securities | $36,346,000,000 | 16 |
| Certificates of participation in pools of residential mortgages | $26,684,000,000 | 12 |
| Issued or guaranteed by U.S. | $26,684,000,000 | 12 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $5,703,000,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $5,703,000,000 | 21 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $3,959,000,000 | 25 |
| Commercial mortgage pass-through securities | $868,000,000 | 24 |
| Other commercial mortgage-backed securities | $3,091,000,000 | 23 |
| Held to maturity securities (book value) | $26,149,000,000 | 7 |
| Available-for-sale securities (fair market value) | $45,580,000,000 | 14 |
| Total debt securities | $71,683,000,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $2,456,000,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $64,000,000 | 52 |
| 2020-09-30 | Rank | |
| Total securities | $72,605,000,000 | 13 |
| U.S. Government securities | $67,427,000,000 | 12 |
| U.S. Treasury securities | $33,110,000,000 | 6 |
| U.S. Government agency obligations | $34,317,000,000 | 15 |
| Securities issued by states & political subdivisions | $1,723,000,000 | 23 |
| Other domestic debt securities | $3,435,000,000 | 17 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $878,000,000 | 20 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,717,000,000 | 10 |
| Foreign debt securities | $43,000,000 | 34 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,943,000,000 | 14 |
| Mortgage-backed securities | $35,029,000,000 | 15 |
| Certificates of participation in pools of residential mortgages | $24,649,000,000 | 13 |
| Issued or guaranteed by U.S. | $24,649,000,000 | 13 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,424,000,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $6,424,000,000 | 21 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $3,956,000,000 | 24 |
| Commercial mortgage pass-through securities | $840,000,000 | 24 |
| Other commercial mortgage-backed securities | $3,116,000,000 | 24 |
| Held to maturity securities (book value) | $22,917,000,000 | 8 |
| Available-for-sale securities (fair market value) | $49,711,000,000 | 13 |
| Total debt securities | $72,628,000,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $1,619,000,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $31,000,000 | 65 |
| 2020-06-30 | Rank | |
| Total securities | $73,868,000,000 | 12 |
| U.S. Government securities | $68,677,000,000 | 12 |
| U.S. Treasury securities | $34,767,000,000 | 5 |
| U.S. Government agency obligations | $33,910,000,000 | 14 |
| Securities issued by states & political subdivisions | $1,703,000,000 | 22 |
| Other domestic debt securities | $3,472,000,000 | 18 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $890,000,000 | 17 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,741,000,000 | 12 |
| Foreign debt securities | $43,000,000 | 32 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,585,000,000 | 13 |
| Mortgage-backed securities | $34,623,000,000 | 15 |
| Certificates of participation in pools of residential mortgages | $24,190,000,000 | 12 |
| Issued or guaranteed by U.S. | $24,190,000,000 | 12 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,426,000,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $6,426,000,000 | 20 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $4,007,000,000 | 21 |
| Commercial mortgage pass-through securities | $841,000,000 | 23 |
| Other commercial mortgage-backed securities | $3,166,000,000 | 23 |
| Held to maturity securities (book value) | $23,028,000,000 | 8 |
| Available-for-sale securities (fair market value) | $50,867,000,000 | 13 |
| Total debt securities | $73,895,000,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $1,051,000,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,000,000 | 108 |
| 2020-03-31 | Rank | |
| Total securities | $61,285,000,000 | 13 |
| U.S. Government securities | $56,399,000,000 | 13 |
| U.S. Treasury securities | $24,570,000,000 | 6 |
| U.S. Government agency obligations | $31,829,000,000 | 16 |
| Securities issued by states & political subdivisions | $1,461,000,000 | 26 |
| Other domestic debt securities | $3,409,000,000 | 16 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $864,000,000 | 16 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $1,727,000,000 | 9 |
| Foreign debt securities | $41,000,000 | 33 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,803,000,000 | 13 |
| Mortgage-backed securities | $32,522,000,000 | 15 |
| Certificates of participation in pools of residential mortgages | $23,634,000,000 | 12 |
| Issued or guaranteed by U.S. | $23,634,000,000 | 12 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $4,947,000,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $4,947,000,000 | 26 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $3,941,000,000 | 22 |
| Commercial mortgage pass-through securities | $818,000,000 | 24 |
| Other commercial mortgage-backed securities | $3,123,000,000 | 21 |
| Held to maturity securities (book value) | $22,960,000,000 | 8 |
| Available-for-sale securities (fair market value) | $38,350,000,000 | 15 |
| Total debt securities | $61,310,000,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $1,261,000,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $121,000,000 | 41 |
| 2019-12-31 | Rank | |
| Total securities | $53,600,000,000 | 13 |
| U.S. Government securities | $49,504,000,000 | 13 |
| U.S. Treasury securities | $23,238,000,000 | 5 |
| U.S. Government agency obligations | $26,266,000,000 | 18 |
| Securities issued by states & political subdivisions | $503,000,000 | 57 |
| Other domestic debt securities | $3,541,000,000 | 16 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $768,000,000 | 12 |
| Asset backed securities | $971,000,000 | 15 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $1,802,000,000 | 7 |
| Foreign debt securities | $52,000,000 | 28 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,713,000,000 | 16 |
| Mortgage-backed securities | $26,896,000,000 | 18 |
| Certificates of participation in pools of residential mortgages | $19,502,000,000 | 13 |
| Issued or guaranteed by U.S. | $19,502,000,000 | 13 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $3,623,000,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $3,623,000,000 | 27 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $3,771,000,000 | 21 |
| Commercial mortgage pass-through securities | $768,000,000 | 23 |
| Other commercial mortgage-backed securities | $3,003,000,000 | 19 |
| Held to maturity securities (book value) | $20,143,000,000 | 10 |
| Available-for-sale securities (fair market value) | $33,457,000,000 | 16 |
| Total debt securities | $53,600,000,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $818,000,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $29,000,000 | 46 |
| 2019-09-30 | Rank | |
| Total securities | $55,466,000,000 | 12 |
| U.S. Government securities | $51,561,000,000 | 13 |
| U.S. Treasury securities | $24,605,000,000 | 5 |
| U.S. Government agency obligations | $26,956,000,000 | 17 |
| Securities issued by states & political subdivisions | $265,000,000 | 100 |
| Other domestic debt securities | $3,588,000,000 | 16 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $633,000,000 | 16 |
| Asset backed securities | $1,029,000,000 | 15 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,926,000,000 | 7 |
| Foreign debt securities | $52,000,000 | 28 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,064,000,000 | 18 |
| Mortgage-backed securities | $27,450,000,000 | 17 |
| Certificates of participation in pools of residential mortgages | $20,232,000,000 | 13 |
| Issued or guaranteed by U.S. | $20,232,000,000 | 13 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $3,851,000,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $3,851,000,000 | 27 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $3,367,000,000 | 23 |
| Commercial mortgage pass-through securities | $633,000,000 | 28 |
| Other commercial mortgage-backed securities | $2,734,000,000 | 22 |
| Held to maturity securities (book value) | $20,660,000,000 | 12 |
| Available-for-sale securities (fair market value) | $34,806,000,000 | 15 |
| Total debt securities | $55,466,000,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $954,000,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $35,000,000 | 51 |
| 2019-06-30 | Rank | |
| Total securities | $55,980,000,000 | 12 |
| U.S. Government securities | $52,143,000,000 | 12 |
| U.S. Treasury securities | $24,889,000,000 | 5 |
| U.S. Government agency obligations | $27,254,000,000 | 17 |
| Securities issued by states & political subdivisions | $342,000,000 | 75 |
| Other domestic debt securities | $3,443,000,000 | 17 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $636,000,000 | 17 |
| Asset backed securities | $1,064,000,000 | 15 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,743,000,000 | 7 |
| Foreign debt securities | $52,000,000 | 29 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,071,000,000 | 16 |
| Mortgage-backed securities | $27,750,000,000 | 17 |
| Certificates of participation in pools of residential mortgages | $21,764,000,000 | 12 |
| Issued or guaranteed by U.S. | $21,764,000,000 | 12 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $3,734,000,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $3,734,000,000 | 27 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $2,252,000,000 | 27 |
| Commercial mortgage pass-through securities | $636,000,000 | 27 |
| Other commercial mortgage-backed securities | $1,616,000,000 | 29 |
| Held to maturity securities (book value) | $21,203,000,000 | 12 |
| Available-for-sale securities (fair market value) | $34,777,000,000 | 14 |
| Total debt securities | $55,980,000,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $1,353,000,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $40,000,000 | 42 |
| 2019-03-31 | Rank | |
| Total securities | $57,274,000,000 | 12 |
| U.S. Government securities | $53,332,000,000 | 11 |
| U.S. Treasury securities | $25,960,000,000 | 5 |
| U.S. Government agency obligations | $27,372,000,000 | 17 |
| Securities issued by states & political subdivisions | $400,000,000 | 66 |
| Other domestic debt securities | $3,491,000,000 | 17 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $688,000,000 | 15 |
| Asset backed securities | $1,188,000,000 | 17 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,615,000,000 | 8 |
| Foreign debt securities | $51,000,000 | 30 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,177,000,000 | 14 |
| Mortgage-backed securities | $27,901,000,000 | 16 |
| Certificates of participation in pools of residential mortgages | $21,903,000,000 | 12 |
| Issued or guaranteed by U.S. | $21,903,000,000 | 12 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,334,000,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $4,334,000,000 | 24 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $1,664,000,000 | 34 |
| Commercial mortgage pass-through securities | $688,000,000 | 24 |
| Other commercial mortgage-backed securities | $976,000,000 | 33 |
| Held to maturity securities (book value) | $21,721,000,000 | 12 |
| Available-for-sale securities (fair market value) | $35,553,000,000 | 12 |
| Total debt securities | $57,274,000,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $1,136,000,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $44,000,000 | 35 |
| 2018-12-31 | Rank | |
| Total securities | $56,740,000,000 | 12 |
| U.S. Government securities | $53,039,000,000 | 11 |
| U.S. Treasury securities | $29,117,000,000 | 5 |
| U.S. Government agency obligations | $23,922,000,000 | 18 |
| Securities issued by states & political subdivisions | $200,000,000 | 152 |
| Other domestic debt securities | $3,453,000,000 | 17 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $752,000,000 | 13 |
| Asset backed securities | $1,270,000,000 | 16 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,431,000,000 | 8 |
| Foreign debt securities | $48,000,000 | 31 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,914,000,000 | 13 |
| Mortgage-backed securities | $24,514,000,000 | 18 |
| Certificates of participation in pools of residential mortgages | $17,841,000,000 | 13 |
| Issued or guaranteed by U.S. | $17,841,000,000 | 13 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $5,253,000,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $5,253,000,000 | 23 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $1,420,000,000 | 36 |
| Commercial mortgage pass-through securities | $752,000,000 | 20 |
| Other commercial mortgage-backed securities | $668,000,000 | 42 |
| Held to maturity securities (book value) | $19,448,000,000 | 13 |
| Available-for-sale securities (fair market value) | $37,292,000,000 | 11 |
| Total debt securities | $56,740,000,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $1,144,000,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $45,000,000 | 35 |
| 2018-09-30 | Rank | |
| Total securities | $49,448,000,000 | 13 |
| U.S. Government securities | $45,790,000,000 | 12 |
| U.S. Treasury securities | $23,539,000,000 | 5 |
| U.S. Government agency obligations | $22,251,000,000 | 18 |
| Securities issued by states & political subdivisions | $200,000,000 | 149 |
| Other domestic debt securities | $3,430,000,000 | 16 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $719,000,000 | 14 |
| Asset backed securities | $1,322,000,000 | 13 |
| Structured financial products - Total | $123,000,000 | 30 |
| Other domestic debt securities - All other | $1,266,000,000 | 9 |
| Foreign debt securities | $28,000,000 | 42 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,703,000,000 | 14 |
| Mortgage-backed securities | $22,809,000,000 | 18 |
| Certificates of participation in pools of residential mortgages | $15,910,000,000 | 13 |
| Issued or guaranteed by U.S. | $15,910,000,000 | 13 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,495,000,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $5,495,000,000 | 21 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $1,404,000,000 | 33 |
| Commercial mortgage pass-through securities | $719,000,000 | 21 |
| Other commercial mortgage-backed securities | $685,000,000 | 38 |
| Held to maturity securities (book value) | $16,038,000,000 | 15 |
| Available-for-sale securities (fair market value) | $33,410,000,000 | 13 |
| Total debt securities | $49,448,000,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $721,000,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $63,000,000 | 40 |
| 2018-06-30 | Rank | |
| Total securities | $49,083,000,000 | 13 |
| U.S. Government securities | $45,472,000,000 | 12 |
| U.S. Treasury securities | $22,749,000,000 | 6 |
| U.S. Government agency obligations | $22,723,000,000 | 18 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $3,593,000,000 | 16 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $866,000,000 | 12 |
| Asset backed securities | $1,372,000,000 | 14 |
| Structured financial products - Total | $161,000,000 | 26 |
| Other domestic debt securities - All other | $1,194,000,000 | 11 |
| Foreign debt securities | $18,000,000 | 45 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,324,000,000 | 13 |
| Mortgage-backed securities | $23,428,000,000 | 18 |
| Certificates of participation in pools of residential mortgages | $16,146,000,000 | 14 |
| Issued or guaranteed by U.S. | $16,146,000,000 | 14 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $5,713,000,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $5,713,000,000 | 21 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $1,569,000,000 | 31 |
| Commercial mortgage pass-through securities | $866,000,000 | 18 |
| Other commercial mortgage-backed securities | $703,000,000 | 38 |
| Held to maturity securities (book value) | $15,808,000,000 | 16 |
| Available-for-sale securities (fair market value) | $33,275,000,000 | 13 |
| Total debt securities | $49,083,000,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $989,000,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $99,000,000 | 28 |
| 2018-03-31 | Rank | |
| Total securities | $49,341,000,000 | 12 |
| U.S. Government securities | $45,555,000,000 | 11 |
| U.S. Treasury securities | $22,362,000,000 | 6 |
| U.S. Government agency obligations | $23,193,000,000 | 18 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $3,767,000,000 | 17 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $953,000,000 | 10 |
| Asset backed securities | $1,424,000,000 | 14 |
| Structured financial products - Total | $189,000,000 | 21 |
| Other domestic debt securities - All other | $1,201,000,000 | 12 |
| Foreign debt securities | $19,000,000 | 45 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,666,000,000 | 11 |
| Mortgage-backed securities | $23,986,000,000 | 18 |
| Certificates of participation in pools of residential mortgages | $16,207,000,000 | 14 |
| Issued or guaranteed by U.S. | $16,207,000,000 | 14 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,073,000,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $6,073,000,000 | 20 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $1,706,000,000 | 28 |
| Commercial mortgage pass-through securities | $953,000,000 | 15 |
| Other commercial mortgage-backed securities | $753,000,000 | 36 |
| Held to maturity securities (book value) | $15,201,000,000 | 15 |
| Available-for-sale securities (fair market value) | $34,140,000,000 | 12 |
| Total debt securities | $49,341,000,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $822,000,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $376,000,000 | 17 |
| Revaluation losses on off-balance sheet contracts | $136,000,000 | 25 |
| 2017-12-31 | Rank | |
| Total securities | $48,462,000,000 | 12 |
| U.S. Government securities | $44,431,000,000 | 14 |
| U.S. Treasury securities | $20,648,000,000 | 7 |
| U.S. Government agency obligations | $23,783,000,000 | 18 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $4,012,000,000 | 15 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $1,161,000,000 | 8 |
| Asset backed securities | $1,395,000,000 | 13 |
| Structured financial products - Total | $223,000,000 | 19 |
| Other domestic debt securities - All other | $1,233,000,000 | 12 |
| Foreign debt securities | $19,000,000 | 44 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,657,000,000 | 11 |
| Mortgage-backed securities | $24,784,000,000 | 17 |
| Certificates of participation in pools of residential mortgages | $16,707,000,000 | 13 |
| Issued or guaranteed by U.S. | $16,707,000,000 | 13 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $6,105,000,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $6,105,000,000 | 20 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $1,972,000,000 | 24 |
| Commercial mortgage pass-through securities | $1,161,000,000 | 13 |
| Other commercial mortgage-backed securities | $811,000,000 | 33 |
| Held to maturity securities (book value) | $14,964,000,000 | 16 |
| Available-for-sale securities (fair market value) | $33,498,000,000 | 12 |
| Total debt securities | $48,462,000,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $1,543,000,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $339,000,000 | 18 |
| Revaluation losses on off-balance sheet contracts | $121,000,000 | 22 |
| 2017-09-30 | Rank | |
| Total securities | $49,574,000,000 | 12 |
| U.S. Government securities | $45,291,000,000 | 11 |
| U.S. Treasury securities | $19,960,000,000 | 7 |
| U.S. Government agency obligations | $25,331,000,000 | 15 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $4,218,000,000 | 14 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $1,237,000,000 | 8 |
| Asset backed securities | $1,428,000,000 | 13 |
| Structured financial products - Total | $247,000,000 | 20 |
| Other domestic debt securities - All other | $1,306,000,000 | 10 |
| Foreign debt securities | $65,000,000 | 25 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,929,000,000 | 12 |
| Mortgage-backed securities | $26,408,000,000 | 16 |
| Certificates of participation in pools of residential mortgages | $17,356,000,000 | 13 |
| Issued or guaranteed by U.S. | $17,356,000,000 | 13 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $6,949,000,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $6,949,000,000 | 17 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $2,103,000,000 | 23 |
| Commercial mortgage pass-through securities | $1,237,000,000 | 13 |
| Other commercial mortgage-backed securities | $866,000,000 | 34 |
| Held to maturity securities (book value) | $15,544,000,000 | 15 |
| Available-for-sale securities (fair market value) | $34,030,000,000 | 11 |
| Total debt securities | $49,574,000,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $717,000,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $319,000,000 | 18 |
| Revaluation losses on off-balance sheet contracts | $66,000,000 | 26 |
| 2017-06-30 | Rank | |
| Total securities | $44,311,000,000 | 14 |
| U.S. Government securities | $39,257,000,000 | 15 |
| U.S. Treasury securities | $14,680,000,000 | 10 |
| U.S. Government agency obligations | $24,577,000,000 | 16 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $4,978,000,000 | 12 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $1,482,000,000 | 7 |
| Asset backed securities | $1,730,000,000 | 14 |
| Structured financial products - Total | $372,000,000 | 15 |
| Other domestic debt securities - All other | $1,394,000,000 | 10 |
| Foreign debt securities | $76,000,000 | 26 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,715,000,000 | 12 |
| Mortgage-backed securities | $25,903,000,000 | 16 |
| Certificates of participation in pools of residential mortgages | $16,382,000,000 | 13 |
| Issued or guaranteed by U.S. | $16,382,000,000 | 13 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,104,000,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $7,104,000,000 | 16 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $2,417,000,000 | 21 |
| Commercial mortgage pass-through securities | $1,482,000,000 | 12 |
| Other commercial mortgage-backed securities | $935,000,000 | 32 |
| Held to maturity securities (book value) | $14,065,000,000 | 16 |
| Available-for-sale securities (fair market value) | $30,246,000,000 | 15 |
| Total debt securities | $44,311,000,000 | 14 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $1,105,000,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $493,000,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $150,000,000 | 19 |
| 2017-03-31 | Rank | |
| Total securities | $53,697,000,000 | 11 |
| U.S. Government securities | $44,613,000,000 | 11 |
| U.S. Treasury securities | $19,502,000,000 | 9 |
| U.S. Government agency obligations | $25,111,000,000 | 14 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $8,888,000,000 | 9 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $1,997,000,000 | 7 |
| Asset backed securities | $3,313,000,000 | 9 |
| Structured financial products - Total | $372,000,000 | 14 |
| Other domestic debt securities - All other | $3,206,000,000 | 3 |
| Foreign debt securities | $196,000,000 | 19 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,912,000,000 | 12 |
| Mortgage-backed securities | $26,953,000,000 | 16 |
| Certificates of participation in pools of residential mortgages | $16,342,000,000 | 12 |
| Issued or guaranteed by U.S. | $16,342,000,000 | 12 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,589,000,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $7,589,000,000 | 15 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $3,022,000,000 | 19 |
| Commercial mortgage pass-through securities | $1,997,000,000 | 10 |
| Other commercial mortgage-backed securities | $1,025,000,000 | 29 |
| Held to maturity securities (book value) | $13,586,000,000 | 16 |
| Available-for-sale securities (fair market value) | $40,111,000,000 | 11 |
| Total debt securities | $53,697,000,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $951,000,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $358,000,000 | 17 |
| Revaluation losses on off-balance sheet contracts | $184,000,000 | 19 |
| 2016-12-31 | Rank | |
| Total securities | $53,677,000,000 | 11 |
| U.S. Government securities | $43,969,000,000 | 12 |
| U.S. Treasury securities | $19,782,000,000 | 9 |
| U.S. Government agency obligations | $24,187,000,000 | 15 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $9,479,000,000 | 9 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $2,025,000,000 | 7 |
| Asset backed securities | $3,614,000,000 | 8 |
| Structured financial products - Total | $371,000,000 | 15 |
| Other domestic debt securities - All other | $3,469,000,000 | 3 |
| Foreign debt securities | $229,000,000 | 19 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,138,000,000 | 15 |
| Mortgage-backed securities | $26,059,000,000 | 15 |
| Certificates of participation in pools of residential mortgages | $15,649,000,000 | 12 |
| Issued or guaranteed by U.S. | $15,649,000,000 | 12 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $7,295,000,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $7,295,000,000 | 16 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $3,115,000,000 | 17 |
| Commercial mortgage pass-through securities | $607,000,000 | 17 |
| Other commercial mortgage-backed securities | $2,508,000,000 | 15 |
| Held to maturity securities (book value) | $13,047,000,000 | 16 |
| Available-for-sale securities (fair market value) | $40,630,000,000 | 11 |
| Total debt securities | $53,677,000,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $1,049,000,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $401,000,000 | 18 |
| Revaluation losses on off-balance sheet contracts | $265,000,000 | 18 |
| 2016-09-30 | Rank | |
| Total securities | $53,822,000,000 | 12 |
| U.S. Government securities | $43,704,000,000 | 13 |
| U.S. Treasury securities | $19,803,000,000 | 8 |
| U.S. Government agency obligations | $23,901,000,000 | 16 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $9,876,000,000 | 10 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $2,003,000,000 | 7 |
| Asset backed securities | $3,886,000,000 | 9 |
| Structured financial products - Total | $399,000,000 | 15 |
| Other domestic debt securities - All other | $3,588,000,000 | 3 |
| Foreign debt securities | $242,000,000 | 20 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,407,000,000 | 14 |
| Mortgage-backed securities | $25,753,000,000 | 15 |
| Certificates of participation in pools of residential mortgages | $14,913,000,000 | 13 |
| Issued or guaranteed by U.S. | $14,913,000,000 | 13 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,655,000,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $7,655,000,000 | 15 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $3,185,000,000 | 18 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $3,185,000,000 | 12 |
| Held to maturity securities (book value) | $11,179,000,000 | 16 |
| Available-for-sale securities (fair market value) | $42,643,000,000 | 11 |
| Total debt securities | $53,822,000,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $756,000,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $301,000,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $157,000,000 | 25 |
| 2016-06-30 | Rank | |
| Total securities | $54,214,000,000 | 11 |
| U.S. Government securities | $43,486,000,000 | 12 |
| U.S. Treasury securities | $19,541,000,000 | 7 |
| U.S. Government agency obligations | $23,945,000,000 | 16 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $10,486,000,000 | 9 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $2,087,000,000 | 7 |
| Asset backed securities | $4,304,000,000 | 8 |
| Structured financial products - Total | $396,000,000 | 15 |
| Other domestic debt securities - All other | $3,699,000,000 | 3 |
| Foreign debt securities | $242,000,000 | 20 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,948,000,000 | 15 |
| Mortgage-backed securities | $25,885,000,000 | 14 |
| Certificates of participation in pools of residential mortgages | $15,540,000,000 | 12 |
| Issued or guaranteed by U.S. | $15,540,000,000 | 12 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $7,015,000,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $7,015,000,000 | 16 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $3,330,000,000 | 15 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $3,330,000,000 | 11 |
| Held to maturity securities (book value) | $10,371,000,000 | 16 |
| Available-for-sale securities (fair market value) | $43,843,000,000 | 11 |
| Total debt securities | $54,214,000,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $872,000,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $582,000,000 | 19 |
| Revaluation losses on off-balance sheet contracts | $142,000,000 | 25 |
| 2016-03-31 | Rank | |
| Total securities | $53,773,000,000 | 11 |
| U.S. Government securities | $42,628,000,000 | 13 |
| U.S. Treasury securities | $19,624,000,000 | 6 |
| U.S. Government agency obligations | $23,004,000,000 | 17 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $10,866,000,000 | 10 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $2,172,000,000 | 7 |
| Asset backed securities | $4,697,000,000 | 8 |
| Structured financial products - Total | $394,000,000 | 15 |
| Other domestic debt securities - All other | $3,603,000,000 | 3 |
| Foreign debt securities | $279,000,000 | 21 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,316,000,000 | 16 |
| Mortgage-backed securities | $25,027,000,000 | 15 |
| Certificates of participation in pools of residential mortgages | $14,654,000,000 | 13 |
| Issued or guaranteed by U.S. | $14,654,000,000 | 13 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,890,000,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $6,890,000,000 | 15 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $3,483,000,000 | 13 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $3,483,000,000 | 9 |
| Held to maturity securities (book value) | $7,745,000,000 | 20 |
| Available-for-sale securities (fair market value) | $46,028,000,000 | 11 |
| Total debt securities | $53,773,000,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $918,000,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $704,000,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $744,000,000 | 14 |
| 2015-12-31 | Rank | |
| Total securities | $52,481,000,000 | 11 |
| U.S. Government securities | $41,152,000,000 | 12 |
| U.S. Treasury securities | $20,620,000,000 | 6 |
| U.S. Government agency obligations | $20,532,000,000 | 18 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $11,069,000,000 | 10 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $2,198,000,000 | 7 |
| Asset backed securities | $5,023,000,000 | 8 |
| Structured financial products - Total | $396,000,000 | 13 |
| Other domestic debt securities - All other | $3,452,000,000 | 3 |
| Foreign debt securities | $260,000,000 | 21 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,662,000,000 | 15 |
| Mortgage-backed securities | $22,580,000,000 | 16 |
| Certificates of participation in pools of residential mortgages | $12,500,000,000 | 14 |
| Issued or guaranteed by U.S. | $12,500,000,000 | 14 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,535,000,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $6,535,000,000 | 17 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $3,545,000,000 | 13 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $3,545,000,000 | 8 |
| Held to maturity securities (book value) | $4,894,000,000 | 25 |
| Available-for-sale securities (fair market value) | $47,587,000,000 | 10 |
| Total debt securities | $52,481,000,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $180,000,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $180,000,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $172,000,000 | 23 |
| 2015-09-30 | Rank | |
| Total securities | $48,200,000,000 | 12 |
| U.S. Government securities | $36,146,000,000 | 13 |
| U.S. Treasury securities | $16,107,000,000 | 5 |
| U.S. Government agency obligations | $20,039,000,000 | 18 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $11,791,000,000 | 10 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $2,177,000,000 | 7 |
| Asset backed securities | $5,367,000,000 | 8 |
| Structured financial products - Total | $722,000,000 | 10 |
| Other domestic debt securities - All other | $3,525,000,000 | 3 |
| Foreign debt securities | $263,000,000 | 23 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,370,000,000 | 15 |
| Mortgage-backed securities | $22,053,000,000 | 16 |
| Certificates of participation in pools of residential mortgages | $11,585,000,000 | 15 |
| Issued or guaranteed by U.S. | $11,585,000,000 | 15 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $6,857,000,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $6,857,000,000 | 14 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $3,611,000,000 | 12 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $3,611,000,000 | 8 |
| Held to maturity securities (book value) | $3,530,000,000 | 28 |
| Available-for-sale securities (fair market value) | $44,670,000,000 | 11 |
| Total debt securities | $48,200,000,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $156,000,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $156,000,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $72,000,000 | 31 |
| 2015-06-30 | Rank | |
| Total securities | $49,222,000,000 | 11 |
| U.S. Government securities | $36,922,000,000 | 12 |
| U.S. Treasury securities | $16,036,000,000 | 5 |
| U.S. Government agency obligations | $20,886,000,000 | 17 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $12,036,000,000 | 10 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $2,166,000,000 | 7 |
| Asset backed securities | $5,648,000,000 | 9 |
| Structured financial products - Total | $773,000,000 | 10 |
| Other domestic debt securities - All other | $3,449,000,000 | 3 |
| Foreign debt securities | $264,000,000 | 22 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,285,000,000 | 15 |
| Mortgage-backed securities | $22,881,000,000 | 15 |
| Certificates of participation in pools of residential mortgages | $11,883,000,000 | 15 |
| Issued or guaranteed by U.S. | $11,883,000,000 | 15 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,339,000,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $7,339,000,000 | 13 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $3,659,000,000 | 13 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $3,659,000,000 | 8 |
| Held to maturity securities (book value) | $2,423,000,000 | 35 |
| Available-for-sale securities (fair market value) | $46,799,000,000 | 10 |
| Total debt securities | $49,222,000,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $265,000,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $265,000,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $353,000,000 | 19 |
| 2015-03-31 | Rank | |
| Total securities | $52,409,000,000 | 11 |
| U.S. Government securities | $40,316,000,000 | 9 |
| U.S. Treasury securities | $20,654,000,000 | 5 |
| U.S. Government agency obligations | $19,662,000,000 | 18 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $11,827,000,000 | 10 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $1,895,000,000 | 7 |
| Asset backed securities | $5,745,000,000 | 9 |
| Structured financial products - Total | $855,000,000 | 10 |
| Other domestic debt securities - All other | $3,332,000,000 | 4 |
| Foreign debt securities | $266,000,000 | 22 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,943,000,000 | 15 |
| Mortgage-backed securities | $21,385,000,000 | 18 |
| Certificates of participation in pools of residential mortgages | $10,074,000,000 | 18 |
| Issued or guaranteed by U.S. | $10,074,000,000 | 17 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $7,853,000,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $7,853,000,000 | 12 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $3,458,000,000 | 14 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $3,458,000,000 | 8 |
| Held to maturity securities (book value) | $1,632,000,000 | 45 |
| Available-for-sale securities (fair market value) | $50,777,000,000 | 9 |
| Total debt securities | $52,409,000,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $1,048,000,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $1,048,000,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $373,000,000 | 19 |
| 2014-12-31 | Rank | |
| Total securities | $54,382,000,000 | 11 |
| U.S. Government securities | $42,671,000,000 | 8 |
| U.S. Treasury securities | $25,289,000,000 | 4 |
| U.S. Government agency obligations | $17,382,000,000 | 19 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $11,464,000,000 | 10 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $1,825,000,000 | 7 |
| Asset backed securities | $5,527,000,000 | 9 |
| Structured financial products - Total | $851,000,000 | 10 |
| Other domestic debt securities - All other | $3,261,000,000 | 4 |
| Foreign debt securities | $247,000,000 | 20 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,665,000,000 | 15 |
| Mortgage-backed securities | $19,034,000,000 | 17 |
| Certificates of participation in pools of residential mortgages | $7,253,000,000 | 20 |
| Issued or guaranteed by U.S. | $7,253,000,000 | 19 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $8,343,000,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $8,343,000,000 | 12 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $3,438,000,000 | 16 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $3,438,000,000 | 9 |
| Held to maturity securities (book value) | $100,000,000 | 281 |
| Available-for-sale securities (fair market value) | $54,282,000,000 | 8 |
| Total debt securities | $54,382,000,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $538,000,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $538,000,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $351,000,000 | 19 |
| 2014-09-30 | Rank | |
| Total securities | $49,471,000,000 | 11 |
| U.S. Government securities | $38,069,000,000 | 8 |
| U.S. Treasury securities | $22,364,000,000 | 5 |
| U.S. Government agency obligations | $15,705,000,000 | 21 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $11,133,000,000 | 10 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $1,784,000,000 | 6 |
| Asset backed securities | $5,279,000,000 | 9 |
| Structured financial products - Total | $854,000,000 | 10 |
| Other domestic debt securities - All other | $3,216,000,000 | 4 |
| Foreign debt securities | $269,000,000 | 22 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,045,000,000 | 15 |
| Mortgage-backed securities | $17,315,000,000 | 19 |
| Certificates of participation in pools of residential mortgages | $5,367,000,000 | 25 |
| Issued or guaranteed by U.S. | $5,367,000,000 | 22 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $8,549,000,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $8,549,000,000 | 12 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $3,399,000,000 | 14 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $3,399,000,000 | 9 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $49,471,000,000 | 9 |
| Total debt securities | $49,471,000,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $613,000,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $611,000,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $403,000,000 | 15 |
| 2014-06-30 | Rank | |
| Total securities | $53,283,000,000 | 11 |
| U.S. Government securities | $42,291,000,000 | 8 |
| U.S. Treasury securities | $26,205,000,000 | 3 |
| U.S. Government agency obligations | $16,086,000,000 | 20 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $10,721,000,000 | 10 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $1,478,000,000 | 9 |
| Asset backed securities | $5,276,000,000 | 9 |
| Structured financial products - Total | $856,000,000 | 10 |
| Other domestic debt securities - All other | $3,111,000,000 | 4 |
| Foreign debt securities | $271,000,000 | 21 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,527,000,000 | 17 |
| Mortgage-backed securities | $17,564,000,000 | 18 |
| Certificates of participation in pools of residential mortgages | $5,582,000,000 | 24 |
| Issued or guaranteed by U.S. | $5,582,000,000 | 21 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $8,832,000,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $8,832,000,000 | 12 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $3,150,000,000 | 13 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $3,150,000,000 | 8 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $53,283,000,000 | 7 |
| Total debt securities | $53,283,000,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $211,000,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $209,000,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $168,000,000 | 23 |
| 2014-03-31 | Rank | |
| Total securities | $49,686,000,000 | 12 |
| U.S. Government securities | $39,237,000,000 | 9 |
| U.S. Treasury securities | $23,424,000,000 | 4 |
| U.S. Government agency obligations | $15,813,000,000 | 21 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $10,219,000,000 | 11 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $1,427,000,000 | 9 |
| Asset backed securities | $4,890,000,000 | 11 |
| Structured financial products - Total | $853,000,000 | 10 |
| Other domestic debt securities - All other | $3,049,000,000 | 4 |
| Foreign debt securities | $230,000,000 | 22 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,846,000,000 | 17 |
| Mortgage-backed securities | $17,240,000,000 | 17 |
| Certificates of participation in pools of residential mortgages | $5,244,000,000 | 25 |
| Issued or guaranteed by U.S. | $5,244,000,000 | 23 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $8,862,000,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $8,862,000,000 | 11 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $3,134,000,000 | 12 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $3,134,000,000 | 8 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $49,686,000,000 | 8 |
| Total debt securities | $49,686,000,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $96,000,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $96,000,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $108,000,000 | 25 |
| 2013-12-31 | Rank | |
| Total securities | $50,184,000,000 | 12 |
| U.S. Government securities | $40,462,000,000 | 9 |
| U.S. Treasury securities | $24,398,000,000 | 3 |
| U.S. Government agency obligations | $16,064,000,000 | 19 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $9,481,000,000 | 11 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $1,316,000,000 | 11 |
| Asset backed securities | $4,371,000,000 | 10 |
| Structured financial products - Total | $851,000,000 | 10 |
| Other domestic debt securities - All other | $2,943,000,000 | 4 |
| Foreign debt securities | $241,000,000 | 23 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,194,000,000 | 18 |
| Mortgage-backed securities | $17,380,000,000 | 18 |
| Certificates of participation in pools of residential mortgages | $5,317,000,000 | 25 |
| Issued or guaranteed by U.S. | $5,317,000,000 | 22 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $9,012,000,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $9,012,000,000 | 11 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $3,051,000,000 | 12 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $3,051,000,000 | 8 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $50,184,000,000 | 8 |
| Total debt securities | $50,184,000,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $77,000,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $77,000,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $50,000,000 | 31 |
| 2013-09-30 | Rank | |
| Total securities | $44,045,000,000 | 13 |
| U.S. Government securities | $34,587,000,000 | 10 |
| U.S. Treasury securities | $19,840,000,000 | 2 |
| U.S. Government agency obligations | $14,747,000,000 | 20 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $9,205,000,000 | 11 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $1,161,000,000 | 12 |
| Asset backed securities | $4,109,000,000 | 11 |
| Structured financial products - Total | $856,000,000 | 10 |
| Other domestic debt securities - All other | $3,079,000,000 | 4 |
| Foreign debt securities | $253,000,000 | 23 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,202,000,000 | 18 |
| Mortgage-backed securities | $15,908,000,000 | 19 |
| Certificates of participation in pools of residential mortgages | $5,047,000,000 | 28 |
| Issued or guaranteed by U.S. | $5,047,000,000 | 25 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $7,938,000,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $7,938,000,000 | 11 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $2,923,000,000 | 12 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $2,923,000,000 | 8 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $44,045,000,000 | 11 |
| Total debt securities | $44,045,000,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $195,000,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $195,000,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $194,000,000 | 24 |
| 2013-06-30 | Rank | |
| Total securities | $39,962,000,000 | 13 |
| U.S. Government securities | $30,695,000,000 | 13 |
| U.S. Treasury securities | $15,708,000,000 | 4 |
| U.S. Government agency obligations | $14,987,000,000 | 20 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $8,995,000,000 | 11 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $889,000,000 | 13 |
| Asset backed securities | $4,087,000,000 | 11 |
| Structured financial products - Total | $861,000,000 | 10 |
| Other domestic debt securities - All other | $3,158,000,000 | 4 |
| Foreign debt securities | $272,000,000 | 23 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,809,000,000 | 15 |
| Mortgage-backed securities | $15,876,000,000 | 19 |
| Certificates of participation in pools of residential mortgages | $4,619,000,000 | 28 |
| Issued or guaranteed by U.S. | $4,619,000,000 | 26 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $8,563,000,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $8,563,000,000 | 11 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $2,694,000,000 | 13 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $2,694,000,000 | 8 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $39,962,000,000 | 12 |
| Total debt securities | $39,962,000,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $431,000,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $431,000,000 | 18 |
| Revaluation losses on off-balance sheet contracts | $111,000,000 | 26 |
| 2013-03-31 | Rank | |
| Total securities | $37,312,000,000 | 13 |
| U.S. Government securities | $28,963,000,000 | 13 |
| U.S. Treasury securities | $13,431,000,000 | 5 |
| U.S. Government agency obligations | $15,532,000,000 | 20 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $8,026,000,000 | 12 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $461,000,000 | 16 |
| Asset backed securities | $4,094,000,000 | 11 |
| Structured financial products - Total | $577,000,000 | 10 |
| Other domestic debt securities - All other | $2,894,000,000 | 4 |
| Foreign debt securities | $323,000,000 | 20 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,386,000,000 | 16 |
| Mortgage-backed securities | $15,993,000,000 | 19 |
| Certificates of participation in pools of residential mortgages | $3,564,000,000 | 30 |
| Issued or guaranteed by U.S. | $3,564,000,000 | 28 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $10,181,000,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $10,181,000,000 | 10 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $2,248,000,000 | 14 |
| Commercial mortgage pass-through securities | $69,000,000 | 42 |
| Other commercial mortgage-backed securities | $2,179,000,000 | 10 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $37,312,000,000 | 13 |
| Total debt securities | $37,312,000,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $92,000,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $92,000,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $85,000,000 | 31 |
| 2012-12-31 | Rank | |
| Total securities | $36,110,000,000 | 14 |
| U.S. Government securities | $29,372,000,000 | 13 |
| U.S. Treasury securities | $13,748,000,000 | 5 |
| U.S. Government agency obligations | $15,624,000,000 | 20 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $6,467,000,000 | 13 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $160,000,000 | 21 |
| Asset backed securities | $3,960,000,000 | 11 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $2,347,000,000 | 5 |
| Foreign debt securities | $271,000,000 | 21 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,727,000,000 | 17 |
| Mortgage-backed securities | $15,784,000,000 | 19 |
| Certificates of participation in pools of residential mortgages | $3,383,000,000 | 31 |
| Issued or guaranteed by U.S. | $3,383,000,000 | 29 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $10,524,000,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $10,524,000,000 | 10 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $1,877,000,000 | 15 |
| Commercial mortgage pass-through securities | $18,000,000 | 76 |
| Other commercial mortgage-backed securities | $1,859,000,000 | 11 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $36,110,000,000 | 13 |
| Total debt securities | $36,110,000,000 | 14 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $801,000,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $765,000,000 | 17 |
| Revaluation losses on off-balance sheet contracts | $720,000,000 | 14 |
| 2012-09-30 | Rank | |
| Total securities | $38,984,000,000 | 12 |
| U.S. Government securities | $33,690,000,000 | 11 |
| U.S. Treasury securities | $17,750,000,000 | 5 |
| U.S. Government agency obligations | $15,940,000,000 | 20 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $5,109,000,000 | 14 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $3,465,000,000 | 12 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $1,644,000,000 | 7 |
| Foreign debt securities | $185,000,000 | 24 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,913,000,000 | 17 |
| Mortgage-backed securities | $15,940,000,000 | 19 |
| Certificates of participation in pools of residential mortgages | $3,499,000,000 | 30 |
| Issued or guaranteed by U.S. | $3,499,000,000 | 28 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $11,165,000,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $11,165,000,000 | 9 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $1,276,000,000 | 18 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $1,276,000,000 | 13 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $38,984,000,000 | 11 |
| Total debt securities | $38,984,000,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $334,000,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $298,000,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $226,000,000 | 25 |
| 2012-06-30 | Rank | |
| Total securities | $30,393,000,000 | 13 |
| U.S. Government securities | $26,437,000,000 | 13 |
| U.S. Treasury securities | $11,557,000,000 | 5 |
| U.S. Government agency obligations | $14,880,000,000 | 20 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $3,796,000,000 | 17 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $2,545,000,000 | 13 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $1,251,000,000 | 9 |
| Foreign debt securities | $160,000,000 | 26 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,153,000,000 | 17 |
| Mortgage-backed securities | $14,880,000,000 | 18 |
| Certificates of participation in pools of residential mortgages | $2,991,000,000 | 34 |
| Issued or guaranteed by U.S. | $2,991,000,000 | 32 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $11,787,000,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $11,787,000,000 | 8 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $102,000,000 | 52 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $102,000,000 | 38 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $30,393,000,000 | 12 |
| Total debt securities | $30,393,000,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $448,000,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $436,000,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $470,000,000 | 20 |
| 2012-03-31 | Rank | |
| Total securities | $30,000,000,000 | 13 |
| U.S. Government securities | $28,041,000,000 | 12 |
| U.S. Treasury securities | $13,144,000,000 | 5 |
| U.S. Government agency obligations | $14,897,000,000 | 21 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $1,818,000,000 | 31 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $1,383,000,000 | 18 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $435,000,000 | 23 |
| Foreign debt securities | $141,000,000 | 27 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,736,000,000 | 18 |
| Mortgage-backed securities | $14,897,000,000 | 20 |
| Certificates of participation in pools of residential mortgages | $3,197,000,000 | 35 |
| Issued or guaranteed by U.S. | $3,197,000,000 | 33 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $11,700,000,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $11,700,000,000 | 8 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $30,000,000,000 | 12 |
| Total debt securities | $30,000,000,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $66,000,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $58,000,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $111,000,000 | 31 |
| 2011-12-31 | Rank | |
| Total securities | $27,965,000,000 | 16 |
| U.S. Government securities | $27,321,000,000 | 12 |
| U.S. Treasury securities | $12,754,000,000 | 5 |
| U.S. Government agency obligations | $14,567,000,000 | 21 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $644,000,000 | 52 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $644,000,000 | 19 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,262,000,000 | 16 |
| Mortgage-backed securities | $14,567,000,000 | 20 |
| Certificates of participation in pools of residential mortgages | $3,149,000,000 | 33 |
| Issued or guaranteed by U.S. | $3,149,000,000 | 33 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $11,418,000,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $11,418,000,000 | 9 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $27,965,000,000 | 14 |
| Total debt securities | $27,965,000,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $72,000,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $63,000,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $234,000,000 | 26 |
| 2011-09-30 | Rank | |
| Total securities | $25,627,000,000 | 16 |
| U.S. Government securities | $25,365,000,000 | 13 |
| U.S. Treasury securities | $11,027,000,000 | 5 |
| U.S. Government agency obligations | $14,338,000,000 | 22 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $262,000,000 | 91 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $262,000,000 | 29 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,958,000,000 | 15 |
| Mortgage-backed securities | $14,338,000,000 | 20 |
| Certificates of participation in pools of residential mortgages | $3,160,000,000 | 32 |
| Issued or guaranteed by U.S. | $3,160,000,000 | 32 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $11,178,000,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $11,178,000,000 | 10 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $25,627,000,000 | 14 |
| Total debt securities | $25,627,000,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $147,000,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $136,000,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $229,000,000 | 26 |
| 2011-06-30 | Rank | |
| Total securities | $24,305,000,000 | 16 |
| U.S. Government securities | $24,305,000,000 | 12 |
| U.S. Treasury securities | $9,378,000,000 | 5 |
| U.S. Government agency obligations | $14,927,000,000 | 21 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,673,000,000 | 13 |
| Mortgage-backed securities | $14,927,000,000 | 20 |
| Certificates of participation in pools of residential mortgages | $3,951,000,000 | 28 |
| Issued or guaranteed by U.S. | $3,951,000,000 | 28 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $10,976,000,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $10,976,000,000 | 9 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $24,305,000,000 | 15 |
| Total debt securities | $24,305,000,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $204,000,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $194,000,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $196,000,000 | 29 |
| 2011-03-31 | Rank | |
| Total securities | $27,733,000,000 | 14 |
| U.S. Government securities | $27,733,000,000 | 11 |
| U.S. Treasury securities | $13,646,000,000 | 4 |
| U.S. Government agency obligations | $14,087,000,000 | 21 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,135,000,000 | 15 |
| Mortgage-backed securities | $12,576,000,000 | 22 |
| Certificates of participation in pools of residential mortgages | $4,040,000,000 | 25 |
| Issued or guaranteed by U.S. | $4,040,000,000 | 24 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $8,536,000,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $8,536,000,000 | 11 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $27,733,000,000 | 13 |
| Total debt securities | $27,733,000,000 | 14 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $109,000,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $99,000,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $52,000,000 | 38 |
| 2010-12-31 | Rank | |
| Total securities | $29,649,000,000 | 14 |
| U.S. Government securities | $29,649,000,000 | 11 |
| U.S. Treasury securities | $18,976,000,000 | 4 |
| U.S. Government agency obligations | $10,673,000,000 | 24 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,933,000,000 | 15 |
| Mortgage-backed securities | $8,858,000,000 | 23 |
| Certificates of participation in pools of residential mortgages | $4,232,000,000 | 21 |
| Issued or guaranteed by U.S. | $4,232,000,000 | 21 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,626,000,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $4,626,000,000 | 14 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $29,649,000,000 | 12 |
| Total debt securities | $29,649,000,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $1,921,000,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $27,000,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $113,000,000 | 30 |
| 2010-09-30 | Rank | |
| Total securities | $23,599,000,000 | 16 |
| U.S. Government securities | $23,599,000,000 | 12 |
| U.S. Treasury securities | $18,264,000,000 | 3 |
| U.S. Government agency obligations | $5,335,000,000 | 34 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $3,514,000,000 | 46 |
| Certificates of participation in pools of residential mortgages | $2,434,000,000 | 31 |
| Issued or guaranteed by U.S. | $2,434,000,000 | 31 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,080,000,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,080,000,000 | 47 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $23,599,000,000 | 15 |
| Total debt securities | $23,599,000,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $15,571,000,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $12,000,000 | 53 |
| Revaluation losses on off-balance sheet contracts | $11,000,000 | 54 |
| 2010-06-30 | Rank | |
| Total securities | $18,847,000,000 | 20 |
| U.S. Government securities | $18,847,000,000 | 18 |
| U.S. Treasury securities | $17,030,000,000 | 3 |
| U.S. Government agency obligations | $1,817,000,000 | 78 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $0 | 6,235 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $18,847,000,000 | 19 |
| Total debt securities | $18,847,000,000 | 20 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $17,575,000,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $8,000,000 | 56 |
| Revaluation losses on off-balance sheet contracts | $8,000,000 | 56 |
| 2010-03-31 | Rank | |
| Total securities | $18,637,000,000 | 18 |
| U.S. Government securities | $18,637,000,000 | 17 |
| U.S. Treasury securities | $16,837,000,000 | 3 |
| U.S. Government agency obligations | $1,800,000,000 | 74 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $0 | 6,328 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $18,637,000,000 | 17 |
| Total debt securities | $18,637,000,000 | 18 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $19,486,000,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $5,000,000 | 62 |
| Revaluation losses on off-balance sheet contracts | $5,000,000 | 61 |
| 2009-12-31 | Rank | |
| Total securities | $0 | 7,776 |
| U.S. Government securities | $0 | 7,608 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $0 | 7,522 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $0 | 6,385 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $0 | 7,735 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $33,786,000,000 | 5 |
| Revaluation gains on off-balance sheet contracts | $3,000,000 | 65 |
| Revaluation losses on off-balance sheet contracts | $3,000,000 | 65 |
| 2009-09-30 | Rank | |
| Total securities | $0 | 7,856 |
| U.S. Government securities | $0 | 7,692 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $0 | 7,608 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $0 | 6,466 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $0 | 7,809 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $34,432,000,000 | 5 |
| Revaluation gains on off-balance sheet contracts | $6,000,000 | 61 |
| Revaluation losses on off-balance sheet contracts | $6,000,000 | 57 |
| 2009-06-30 | Rank | |
| Total securities | $0 | 7,935 |
| U.S. Government securities | $0 | 7,759 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $0 | 7,687 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $0 | 6,522 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $0 | 7,893 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $33,778,000,000 | 5 |
| Revaluation gains on off-balance sheet contracts | $5,000,000 | 59 |
| Revaluation losses on off-balance sheet contracts | $5,000,000 | 58 |
| 2009-03-31 | Rank | |
| Total securities | $0 | 8,001 |
| U.S. Government securities | $0 | 7,829 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $0 | 7,762 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $0 | 6,573 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| 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 | 3,516 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $0 | 7,959 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $11,673,000,000 | 8 |
| Revaluation gains on off-balance sheet contracts | $5,000,000 | 55 |
| Revaluation losses on off-balance sheet contracts | $5,000,000 | 54 |
| 2008-12-31 | Rank | |
| Total securities | $0 | 8,058 |
| U.S. Government securities | $0 | 7,896 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $0 | 7,832 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $0 | 6,615 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| 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 | 3,539 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $0 | 8,014 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $5,760,000,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $5,000,000 | 55 |
| Revaluation losses on off-balance sheet contracts | $5,000,000 | 54 |
| 2008-09-30 | Rank | |
| Total securities | $0 | 8,112 |
| U.S. Government securities | $0 | 7,941 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $0 | 7,874 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| 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 | 3,569 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $0 | 8,066 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $5,561,000,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $10,000,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $10,000,000 | 45 |
| 2008-06-30 | Rank | |
| Total securities | $0 | 8,159 |
| U.S. Government securities | $0 | 7,997 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $0 | 7,934 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| 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 | 3,596 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $0 | 8,104 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $5,913,000,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $11,000,000 | 47 |
| Revaluation losses on off-balance sheet contracts | $11,000,000 | 45 |
| 2008-03-31 | Rank | |
| Total securities | $0 | 8,194 |
| U.S. Government securities | $0 | 8,032 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $0 | 7,976 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| 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 | 3,628 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $0 | 8,143 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $6,652,000,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $24,000,000 | 47 |
| Revaluation losses on off-balance sheet contracts | $23,000,000 | 44 |
| 2007-12-31 | Rank | |
| Total securities | $0 | 8,234 |
| U.S. Government securities | $0 | 8,104 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $0 | 8,029 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| 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 | 3,689 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $0 | 8,190 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $7,761,000,000 | 9 |
| Revaluation gains on off-balance sheet contracts | $10,000,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $10,000,000 | 43 |
| 2007-09-30 | Rank | |
| Total securities | $6,944,000,000 | 42 |
| U.S. Government securities | $78,000,000 | 1,098 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $78,000,000 | 1,070 |
| Securities issued by states & political subdivisions | $16,000,000 | 1,336 |
| Other domestic debt securities | $6,824,000,000 | 15 |
| Privately issued residential mortgage-backed securities | $20,000,000 | 304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,804,000,000 | 3 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $26,000,000 | 138 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $98,000,000 | 540 |
| Certificates of participation in pools of residential mortgages | $78,000,000 | 444 |
| Issued or guaranteed by U.S. | $78,000,000 | 439 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $20,000,000 | 708 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $20,000,000 | 284 |
| 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) | $94,000,000 | 198 |
| Available-for-sale securities (fair market value) | $6,850,000,000 | 38 |
| Total debt securities | $6,918,000,000 | 41 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $2,908,000,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $11,000,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $10,000,000 | 42 |
| 2007-06-30 | Rank | |
| Total securities | $9,067,000,000 | 30 |
| U.S. Government securities | $78,000,000 | 1,125 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $78,000,000 | 1,096 |
| Securities issued by states & political subdivisions | $16,000,000 | 1,312 |
| Other domestic debt securities | $8,948,000,000 | 13 |
| Privately issued residential mortgage-backed securities | $2,941,000,000 | 22 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,007,000,000 | 4 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $25,000,000 | 127 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $3,019,000,000 | 50 |
| Certificates of participation in pools of residential mortgages | $78,000,000 | 449 |
| Issued or guaranteed by U.S. | $78,000,000 | 444 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,941,000,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $2,941,000,000 | 20 |
| 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) | $94,000,000 | 205 |
| Available-for-sale securities (fair market value) | $8,973,000,000 | 28 |
| Total debt securities | $9,042,000,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $2,513,000,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $15,000,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $15,000,000 | 41 |
| 2007-03-31 | Rank | |
| Total securities | $4,457,000,000 | 55 |
| U.S. Government securities | $79,000,000 | 1,109 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $79,000,000 | 1,077 |
| Securities issued by states & political subdivisions | $14,000,000 | 1,504 |
| Other domestic debt securities | $4,351,000,000 | 20 |
| Privately issued residential mortgage-backed securities | $644,000,000 | 51 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,707,000,000 | 5 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $13,000,000 | 229 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $723,000,000 | 132 |
| Certificates of participation in pools of residential mortgages | $79,000,000 | 441 |
| Issued or guaranteed by U.S. | $79,000,000 | 437 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $644,000,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $644,000,000 | 44 |
| 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) | $93,000,000 | 221 |
| Available-for-sale securities (fair market value) | $4,364,000,000 | 47 |
| Total debt securities | $4,444,000,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $3,957,000,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $14,000,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $14,000,000 | 37 |
| 2006-12-31 | Rank | |
| Total securities | $67,988,000 | 1,750 |
| U.S. Government securities | $40,468,000 | 2,096 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $40,468,000 | 2,039 |
| Securities issued by states & political subdivisions | $14,694,000 | 1,421 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $12,826,000 | 226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $40,468,000 | 1,093 |
| Certificates of participation in pools of residential mortgages | $40,468,000 | 784 |
| Issued or guaranteed by U.S. | $40,468,000 | 774 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| 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) | $55,162,000 | 376 |
| Available-for-sale securities (fair market value) | $12,826,000 | 5,022 |
| Total debt securities | $55,162,000 | 2,086 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $4,540,276,000 | 9 |
| Revaluation gains on off-balance sheet contracts | $13,023,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $12,662,000 | 36 |
| 2006-09-30 | Rank | |
| Total securities | $46,656,000 | 2,484 |
| U.S. Government securities | $23,749,000 | 3,298 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $23,749,000 | 3,206 |
| Securities issued by states & political subdivisions | $10,072,000 | 2,001 |
| 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 | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $12,835,000 | 224 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $23,749,000 | 1,553 |
| Certificates of participation in pools of residential mortgages | $23,749,000 | 1,162 |
| Issued or guaranteed by U.S. | $23,749,000 | 1,150 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| 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) | $33,821,000 | 596 |
| Available-for-sale securities (fair market value) | $12,835,000 | 5,041 |
| Total debt securities | $33,821,000 | 3,190 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $419,326,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $8,499,000 | 47 |
| Revaluation losses on off-balance sheet contracts | $8,083,000 | 42 |
| 2006-06-30 | Rank | |
| Total securities | $38,064,000 | 2,939 |
| U.S. Government securities | $16,069,000 | 4,337 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $16,069,000 | 4,212 |
| Securities issued by states & political subdivisions | $9,468,000 | 2,055 |
| 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 | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $12,527,000 | 229 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $16,069,000 | 2,023 |
| Certificates of participation in pools of residential mortgages | $16,069,000 | 1,568 |
| Issued or guaranteed by U.S. | $16,069,000 | 1,559 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| 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) | $25,537,000 | 727 |
| Available-for-sale securities (fair market value) | $12,527,000 | 5,113 |
| Total debt securities | $25,537,000 | 3,842 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $496,029,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $12,513,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $12,106,000 | 43 |
| 2006-03-31 | Rank | |
| Total securities | $33,660,000 | 3,253 |
| U.S. Government securities | $13,586,000 | 4,833 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $13,586,000 | 4,700 |
| Securities issued by states & political subdivisions | $7,386,000 | 2,458 |
| 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 | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $12,688,000 | 229 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $13,586,000 | 2,267 |
| Certificates of participation in pools of residential mortgages | $13,586,000 | 1,769 |
| Issued or guaranteed by U.S. | $13,586,000 | 1,758 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| 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) | $20,972,000 | 852 |
| Available-for-sale securities (fair market value) | $12,688,000 | 5,100 |
| Total debt securities | $20,972,000 | 4,424 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $501,344,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $8,599,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $8,185,000 | 43 |
| 2005-12-31 | Rank | |
| Total securities | $31,357,000 | 3,443 |
| U.S. Government securities | $11,509,000 | 5,233 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $11,509,000 | 5,089 |
| Securities issued by states & political subdivisions | $6,917,000 | 2,552 |
| 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 | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $12,931,000 | 234 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $11,509,000 | 2,521 |
| Certificates of participation in pools of residential mortgages | $11,509,000 | 1,989 |
| Issued or guaranteed by U.S. | $11,509,000 | 1,978 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| 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) | $18,426,000 | 984 |
| Available-for-sale securities (fair market value) | $12,931,000 | 5,064 |
| Total debt securities | $18,426,000 | 4,800 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $502,727,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $6,413,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $5,991,000 | 40 |
| 2005-09-30 | Rank | |
| Total securities | $561,011,000 | 271 |
| U.S. Government securities | $12,295,000 | 5,042 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $12,295,000 | 4,898 |
| Securities issued by states & political subdivisions | $6,517,000 | 2,631 |
| Other domestic debt securities | $535,243,000 | 74 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $535,243,000 | 22 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $6,956,000 | 388 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $12,295,000 | 2,444 |
| Certificates of participation in pools of residential mortgages | $12,295,000 | 1,931 |
| Issued or guaranteed by U.S. | $12,295,000 | 1,917 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| 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) | $554,055,000 | 51 |
| Available-for-sale securities (fair market value) | $6,956,000 | 6,253 |
| Total debt securities | $554,055,000 | 268 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $411,383,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $12,511,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $12,035,000 | 37 |
| 2005-06-30 | Rank | |
| Total securities | $670,606,000 | 240 |
| U.S. Government securities | $13,394,000 | 4,857 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $13,394,000 | 4,715 |
| Securities issued by states & political subdivisions | $6,202,000 | 2,673 |
| Other domestic debt securities | $643,917,000 | 67 |
| Privately issued residential mortgage-backed securities | $42,422,000 | 194 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $554,023,000 | 20 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $47,472,000 | 142 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $7,093,000 | 389 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $55,816,000 | 885 |
| Certificates of participation in pools of residential mortgages | $55,816,000 | 643 |
| Issued or guaranteed by U.S. | $13,394,000 | 1,872 |
| Privately issued | $42,422,000 | 37 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| 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) | $663,513,000 | 47 |
| Available-for-sale securities (fair market value) | $7,093,000 | 6,265 |
| Total debt securities | $663,513,000 | 237 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $16,092,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $16,092,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $15,640,000 | 31 |
| 2005-03-31 | Rank | |
| Total securities | $604,142,000 | 255 |
| U.S. Government securities | $11,259,000 | 5,381 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,259,000 | 5,242 |
| Securities issued by states & political subdivisions | $5,757,000 | 2,808 |
| Other domestic debt securities | $580,171,000 | 73 |
| Privately issued residential mortgage-backed securities | $48,838,000 | 178 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $531,333,000 | 20 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $6,955,000 | 406 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $60,097,000 | 865 |
| Certificates of participation in pools of residential mortgages | $60,097,000 | 630 |
| Issued or guaranteed by U.S. | $11,259,000 | 2,159 |
| Privately issued | $48,838,000 | 31 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| 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) | $597,187,000 | 54 |
| Available-for-sale securities (fair market value) | $6,955,000 | 6,338 |
| Total debt securities | $597,187,000 | 255 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $11,935,000 | 78 |
| Revaluation gains on off-balance sheet contracts | $11,935,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $11,652,000 | 36 |
| 2004-12-31 | Rank | |
| Total securities | $654,571,000 | 246 |
| U.S. Government securities | $11,526,000 | 5,346 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,526,000 | 5,187 |
| Securities issued by states & political subdivisions | $5,812,000 | 2,811 |
| Other domestic debt securities | $630,185,000 | 69 |
| Privately issued residential mortgage-backed securities | $53,246,000 | 167 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $481,751,000 | 20 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $95,188,000 | 81 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $7,048,000 | 435 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $64,772,000 | 837 |
| Certificates of participation in pools of residential mortgages | $64,772,000 | 621 |
| Issued or guaranteed by U.S. | $11,526,000 | 2,169 |
| Privately issued | $53,246,000 | 31 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| 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) | $647,523,000 | 48 |
| Available-for-sale securities (fair market value) | $7,048,000 | 6,334 |
| Total debt securities | $647,523,000 | 244 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $44,619,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $605,840,000 | 263 |
| U.S. Government securities | $10,397,000 | 5,611 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $10,397,000 | 5,451 |
| Securities issued by states & political subdivisions | $5,432,000 | 2,944 |
| Other domestic debt securities | $582,922,000 | 70 |
| Privately issued residential mortgage-backed securities | $63,316,000 | 156 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $519,606,000 | 22 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $7,089,000 | 456 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $73,713,000 | 766 |
| Certificates of participation in pools of residential mortgages | $73,713,000 | 573 |
| Issued or guaranteed by U.S. | $10,397,000 | 2,304 |
| Privately issued | $63,316,000 | 29 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| 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) | $598,751,000 | 46 |
| Available-for-sale securities (fair market value) | $7,089,000 | 6,352 |
| Total debt securities | $598,751,000 | 261 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $43,662,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $681,184,000 | 242 |
| U.S. Government securities | $9,708,000 | 5,838 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $9,708,000 | 5,682 |
| Securities issued by states & political subdivisions | $5,312,000 | 2,964 |
| Other domestic debt securities | $659,227,000 | 67 |
| Privately issued residential mortgage-backed securities | $71,326,000 | 142 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $587,901,000 | 19 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $6,937,000 | 490 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $81,034,000 | 728 |
| Certificates of participation in pools of residential mortgages | $81,034,000 | 544 |
| Issued or guaranteed by U.S. | $9,708,000 | 2,439 |
| Privately issued | $71,326,000 | 26 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| 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) | $674,247,000 | 45 |
| Available-for-sale securities (fair market value) | $6,937,000 | 6,477 |
| Total debt securities | $674,247,000 | 239 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $40,470,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $678,015,000 | 250 |
| U.S. Government securities | $3,226,000 | 7,733 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $3,226,000 | 7,573 |
| Securities issued by states & political subdivisions | $4,271,000 | 3,332 |
| Other domestic debt securities | $668,524,000 | 69 |
| Privately issued residential mortgage-backed securities | $86,748,000 | 138 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $581,776,000 | 19 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $1,994,000 | 1,049 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $89,974,000 | 697 |
| Certificates of participation in pools of residential mortgages | $89,974,000 | 515 |
| Issued or guaranteed by U.S. | $3,226,000 | 4,035 |
| Privately issued | $86,748,000 | 25 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| 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) | $676,021,000 | 46 |
| Available-for-sale securities (fair market value) | $1,994,000 | 7,687 |
| Total debt securities | $676,021,000 | 245 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $1,338,937,000 | 157 |
| U.S. Government securities | $1,982,000 | 8,244 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $1,982,000 | 8,092 |
| Securities issued by states & political subdivisions | $3,553,000 | 3,622 |
| Other domestic debt securities | $1,331,931,000 | 34 |
| Privately issued residential mortgage-backed securities | $99,537,000 | 96 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $996,378,000 | 15 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $236,016,000 | 39 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $1,471,000 | 1,158 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $101,519,000 | 649 |
| Certificates of participation in pools of residential mortgages | $101,519,000 | 483 |
| Issued or guaranteed by U.S. | $1,982,000 | 4,597 |
| Privately issued | $99,537,000 | 23 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,337,466,000 | 20 |
| Available-for-sale securities (fair market value) | $1,471,000 | 7,892 |
| Total debt securities | $1,337,467,000 | 154 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $920,073,000 | 194 |
| U.S. Government securities | $1,683,000 | 8,318 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $1,683,000 | 8,162 |
| Securities issued by states & political subdivisions | $3,053,000 | 3,840 |
| Other domestic debt securities | $914,348,000 | 39 |
| Privately issued residential mortgage-backed securities | $93,782,000 | 95 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $755,539,000 | 17 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $65,027,000 | 152 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $989,000 | 1,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $95,465,000 | 676 |
| Certificates of participation in pools of residential mortgages | $1,683,000 | 4,808 |
| Issued or guaranteed by U.S. | $1,683,000 | 4,787 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $93,782,000 | 307 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $93,782,000 | 84 |
| 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) | $919,084,000 | 30 |
| Available-for-sale securities (fair market value) | $989,000 | 8,040 |
| Total debt securities | $919,084,000 | 191 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $425,284,000 | 350 |
| U.S. Government securities | $1,482,000 | 8,407 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $1,482,000 | 8,253 |
| Securities issued by states & political subdivisions | $1,904,000 | 4,440 |
| Other domestic debt securities | $420,898,000 | 67 |
| Privately issued residential mortgage-backed securities | $90,807,000 | 101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $283,527,000 | 21 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $46,564,000 | 196 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,000,000 | 1,383 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $92,289,000 | 690 |
| Certificates of participation in pools of residential mortgages | $1,482,000 | 4,995 |
| Issued or guaranteed by U.S. | $1,482,000 | 4,976 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $90,807,000 | 337 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $90,807,000 | 92 |
| 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) | $424,284,000 | 55 |
| Available-for-sale securities (fair market value) | $1,000,000 | 8,046 |
| Total debt securities | $424,284,000 | 346 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $1,283,513,000 | 151 |
| U.S. Government securities | $2,167,000 | 8,218 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,167,000 | 8,046 |
| Securities issued by states & political subdivisions | $1,699,000 | 4,514 |
| Other domestic debt securities | $1,278,647,000 | 31 |
| Privately issued residential mortgage-backed securities | $83,722,000 | 103 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $154,719,000 | 35 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,040,206,000 | 7 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,000,000 | 1,396 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $85,889,000 | 720 |
| Certificates of participation in pools of residential mortgages | $2,167,000 | 4,572 |
| Issued or guaranteed by U.S. | $2,167,000 | 4,556 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $83,722,000 | 350 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $83,722,000 | 93 |
| 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) | $1,282,513,000 | 21 |
| Available-for-sale securities (fair market value) | $1,000,000 | 8,092 |
| Total debt securities | $1,282,513,000 | 150 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $2,288,536,000 | 107 |
| U.S. Government securities | $2,002,000 | 8,332 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $2,002,000 | 8,150 |
| Securities issued by states & political subdivisions | $1,015,000 | 5,147 |
| Other domestic debt securities | $2,284,519,000 | 19 |
| Privately issued residential mortgage-backed securities | $88,852,000 | 100 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $157,213,000 | 37 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,038,454,000 | 1 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,000,000 | 1,395 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $90,854,000 | 669 |
| Certificates of participation in pools of residential mortgages | $2,002,000 | 4,648 |
| Issued or guaranteed by U.S. | $2,002,000 | 4,632 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $88,852,000 | 324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $88,852,000 | 93 |
| 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) | $2,287,536,000 | 12 |
| Available-for-sale securities (fair market value) | $1,000,000 | 8,108 |
| Total debt securities | $2,287,536,000 | 108 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $8,570,000 | 39 |
| 2001-12-31 | Rank | |
| Total securities | $2,993,217,000 | 74 |
| U.S. Government securities | $0 | 9,306 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $0 | 9,193 |
| Securities issued by states & political subdivisions | $280,000 | 6,346 |
| Other domestic debt securities | $2,992,937,000 | 19 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,992,937,000 | 1 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| 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) | $2,993,217,000 | 9 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $2,993,217,000 | 74 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $337,218,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $1,660,629,000 | 117 |
| U.S. Government securities | $0 | 9,633 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $0 | 9,486 |
| Securities issued by states & political subdivisions | $305,000 | 6,446 |
| Other domestic debt securities | $1,659,924,000 | 25 |
| 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 | $1,659,924,000 | 14 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $400,000 | 4,313 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| 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) | $1,660,229,000 | 19 |
| Available-for-sale securities (fair market value) | $400,000 | 8,791 |
| Total debt securities | $1,660,229,000 | 115 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $1,176,842,000 | 160 |
| U.S. Government securities | $378,000 | 9,855 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $378,000 | 9,601 |
| Securities issued by states & political subdivisions | $201,000 | 7,012 |
| Other domestic debt securities | $1,175,963,000 | 28 |
| 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 | $1,175,963,000 | 13 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $300,000 | 4,848 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 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) | $1,176,542,000 | 35 |
| Available-for-sale securities (fair market value) | $300,000 | 9,129 |
| Total debt securities | $1,176,542,000 | 155 |
| 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 | $1,200,061,000 | 142 |
| U.S. Government securities | $219,000 | 10,097 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $219,000 | 9,751 |
| Securities issued by states & political subdivisions | $216,000 | 7,213 |
| Other domestic debt securities | $1,199,626,000 | 21 |
| 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 | $1,199,626,000 | 5 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,200,061,000 | 32 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $1,200,061,000 | 136 |
| 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 | $346,691,000 | 401 |
| U.S. Government securities | $222,000 | 10,610 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $222,000 | 10,157 |
| Securities issued by states & political subdivisions | $261,000 | 7,311 |
| Other domestic debt securities | $346,208,000 | 54 |
| 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 | $346,208,000 | 25 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| 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) | $346,691,000 | 111 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $346,691,000 | 392 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $497,000 | 11,249 |
| U.S. Government securities | $252,000 | 11,165 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $252,000 | 10,619 |
| Securities issued by states & political subdivisions | $245,000 | 7,776 |
| 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 | $0 | 466 |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| 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) | $497,000 | 7,452 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $497,000 | 11,160 |
| 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 | $155,000 | 11,838 |
| U.S. Government securities | $0 | 11,764 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $0 | 11,259 |
| Securities issued by states & political subdivisions | $155,000 | 8,407 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| 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) | $155,000 | 8,203 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $155,000 | 11,745 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| 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 | $165,000 | 12,498 |
| U.S. Government securities | $0 | 12,426 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $165,000 | 8,800 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $165,000 | 11,353 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $165,000 | 12,414 |
| 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 | $7,534,000 | 10,071 |
| U.S. Government securities | $7,454,000 | 9,170 |
| U.S. Treasury securities | $7,454,000 | 4,398 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $80,000 | 9,425 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $7,534,000 | 9,927 |
| 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 | $3,108,000 | 12,526 |
| U.S. Government securities | $2,983,000 | 12,120 |
| U.S. Treasury securities | $2,983,000 | 7,658 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $100,000 | 9,256 |
| Other domestic debt securities | $25,000 | 7,219 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 5,598 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,108,000 | 12,409 |
| 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 |