Home > Morgan Stanley Private Bank > Securities
Morgan Stanley Private Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $46,068,000,000 | 17 |
| U.S. Government securities | $45,797,000,000 | 15 |
| U.S. Treasury securities | $15,736,000,000 | 13 |
| U.S. Government agency obligations | $30,061,000,000 | 20 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $271,000,000 | 134 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $271,000,000 | 38 |
| 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 | $5,000,000 | 3,333 |
| Mortgage-backed securities | $29,839,000,000 | 19 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $22,235,000,000 | 13 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,964,000,000 | 29 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,666,000,000 | 14 |
| Other commercial mortgage-backed securities | $1,974,000,000 | 23 |
| Held to maturity securities (book value) | $27,519,000,000 | 12 |
| Available-for-sale securities (fair market value) | $18,549,000,000 | 26 |
| Total debt securities | $46,068,000,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $47,661,000,000 | 17 |
| U.S. Government securities | $47,370,000,000 | 16 |
| U.S. Treasury securities | $16,722,000,000 | 14 |
| U.S. Government agency obligations | $30,648,000,000 | 18 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $291,000,000 | 133 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $291,000,000 | 38 |
| 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 | $5,000,000 | 3,317 |
| Mortgage-backed securities | $30,429,000,000 | 19 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $22,592,000,000 | 13 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,986,000,000 | 27 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,943,000,000 | 11 |
| Other commercial mortgage-backed securities | $1,908,000,000 | 23 |
| Held to maturity securities (book value) | $29,429,000,000 | 12 |
| Available-for-sale securities (fair market value) | $18,232,000,000 | 27 |
| Total debt securities | $47,661,000,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $48,405,000,000 | 18 |
| U.S. Government securities | $47,949,000,000 | 16 |
| U.S. Treasury securities | $16,697,000,000 | 15 |
| U.S. Government agency obligations | $31,252,000,000 | 20 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $456,000,000 | 96 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $456,000,000 | 26 |
| 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 | $5,000,000 | 3,290 |
| Mortgage-backed securities | $31,008,000,000 | 19 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $23,842,000,000 | 12 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,163,000,000 | 36 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,673,000,000 | 8 |
| Other commercial mortgage-backed securities | $1,330,000,000 | 28 |
| Held to maturity securities (book value) | $29,902,000,000 | 12 |
| Available-for-sale securities (fair market value) | $18,503,000,000 | 27 |
| Total debt securities | $48,405,000,000 | 18 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $49,787,000,000 | 17 |
| U.S. Government securities | $49,313,000,000 | 16 |
| U.S. Treasury securities | $17,251,000,000 | 15 |
| U.S. Government agency obligations | $32,062,000,000 | 18 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $474,000,000 | 99 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $474,000,000 | 26 |
| 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 | $5,000,000 | 3,242 |
| Mortgage-backed securities | $31,812,000,000 | 19 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $24,336,000,000 | 12 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,268,000,000 | 36 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,850,000,000 | 8 |
| Other commercial mortgage-backed securities | $1,358,000,000 | 29 |
| Held to maturity securities (book value) | $30,399,000,000 | 13 |
| Available-for-sale securities (fair market value) | $19,388,000,000 | 26 |
| Total debt securities | $49,787,000,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $49,363,000,000 | 18 |
| U.S. Government securities | $48,874,000,000 | 16 |
| U.S. Treasury securities | $16,379,000,000 | 15 |
| U.S. Government agency obligations | $32,495,000,000 | 17 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $489,000,000 | 101 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $489,000,000 | 27 |
| 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 | $5,000,000 | 3,181 |
| Mortgage-backed securities | $32,209,000,000 | 19 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $24,702,000,000 | 13 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,268,000,000 | 40 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,892,000,000 | 8 |
| Other commercial mortgage-backed securities | $1,347,000,000 | 30 |
| Held to maturity securities (book value) | $30,783,000,000 | 13 |
| Available-for-sale securities (fair market value) | $18,580,000,000 | 29 |
| Total debt securities | $49,363,000,000 | 18 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $50,016,000,000 | 18 |
| U.S. Government securities | $49,488,000,000 | 16 |
| U.S. Treasury securities | $16,491,000,000 | 17 |
| U.S. Government agency obligations | $32,997,000,000 | 17 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $528,000,000 | 89 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $528,000,000 | 24 |
| 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 | $5,000,000 | 3,138 |
| Mortgage-backed securities | $32,705,000,000 | 19 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $25,202,000,000 | 13 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,068,000,000 | 43 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,082,000,000 | 8 |
| Other commercial mortgage-backed securities | $1,353,000,000 | 32 |
| Held to maturity securities (book value) | $31,559,000,000 | 13 |
| Available-for-sale securities (fair market value) | $18,457,000,000 | 31 |
| Total debt securities | $50,016,000,000 | 18 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $51,543,000,000 | 18 |
| U.S. Government securities | $50,992,000,000 | 16 |
| U.S. Treasury securities | $16,567,000,000 | 15 |
| U.S. Government agency obligations | $34,425,000,000 | 18 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $551,000,000 | 76 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $551,000,000 | 24 |
| 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 | $5,000,000 | 3,148 |
| Mortgage-backed securities | $34,061,000,000 | 18 |
| Certificates of participation in pools of residential mortgages | $25,944,000,000 | 14 |
| Issued or guaranteed by U.S. | $25,944,000,000 | 14 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $2,247,000,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $2,247,000,000 | 42 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $5,870,000,000 | 15 |
| Commercial mortgage pass-through securities | $4,423,000,000 | 9 |
| Other commercial mortgage-backed securities | $1,447,000,000 | 34 |
| Held to maturity securities (book value) | $32,272,000,000 | 12 |
| Available-for-sale securities (fair market value) | $19,271,000,000 | 32 |
| Total debt securities | $51,543,000,000 | 18 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $55,586,000,000 | 17 |
| U.S. Government securities | $54,925,000,000 | 16 |
| U.S. Treasury securities | $17,111,000,000 | 15 |
| U.S. Government agency obligations | $37,814,000,000 | 16 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $661,000,000 | 69 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $661,000,000 | 23 |
| 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 | $5,000,000 | 3,138 |
| Mortgage-backed securities | $37,438,000,000 | 17 |
| Certificates of participation in pools of residential mortgages | $26,880,000,000 | 14 |
| Issued or guaranteed by U.S. | $26,880,000,000 | 14 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $2,480,000,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $2,480,000,000 | 41 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $8,078,000,000 | 13 |
| Commercial mortgage pass-through securities | $5,638,000,000 | 7 |
| Other commercial mortgage-backed securities | $2,440,000,000 | 29 |
| Held to maturity securities (book value) | $33,523,000,000 | 11 |
| Available-for-sale securities (fair market value) | $22,063,000,000 | 30 |
| Total debt securities | $55,586,000,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $29,590,000,000 | 26 |
| U.S. Government securities | $29,239,000,000 | 22 |
| U.S. Treasury securities | $24,866,000,000 | 11 |
| U.S. Government agency obligations | $4,373,000,000 | 75 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $351,000,000 | 104 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $351,000,000 | 33 |
| 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 | $5,000,000 | 3,150 |
| Mortgage-backed securities | $4,357,000,000 | 73 |
| Certificates of participation in pools of residential mortgages | $223,000,000 | 310 |
| Issued or guaranteed by U.S. | $223,000,000 | 309 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,421,000,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $2,421,000,000 | 39 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $1,713,000,000 | 47 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $1,713,000,000 | 37 |
| Held to maturity securities (book value) | $5,704,000,000 | 20 |
| Available-for-sale securities (fair market value) | $23,886,000,000 | 29 |
| Total debt securities | $29,590,000,000 | 25 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $27,859,000,000 | 27 |
| U.S. Government securities | $27,473,000,000 | 24 |
| U.S. Treasury securities | $22,793,000,000 | 10 |
| U.S. Government agency obligations | $4,680,000,000 | 72 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $386,000,000 | 90 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $386,000,000 | 32 |
| 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 | $5,000,000 | 3,159 |
| Mortgage-backed securities | $4,663,000,000 | 68 |
| Certificates of participation in pools of residential mortgages | $244,000,000 | 290 |
| Issued or guaranteed by U.S. | $244,000,000 | 290 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $2,662,000,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $2,662,000,000 | 37 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $1,757,000,000 | 42 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $1,757,000,000 | 34 |
| Held to maturity securities (book value) | $5,906,000,000 | 18 |
| Available-for-sale securities (fair market value) | $21,953,000,000 | 29 |
| Total debt securities | $27,859,000,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $21,710,000,000 | 31 |
| U.S. Government securities | $21,318,000,000 | 30 |
| U.S. Treasury securities | $16,390,000,000 | 12 |
| U.S. Government agency obligations | $4,928,000,000 | 63 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $392,000,000 | 80 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $392,000,000 | 30 |
| 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 | $0 | 4,151 |
| Mortgage-backed securities | $4,911,000,000 | 61 |
| Certificates of participation in pools of residential mortgages | $268,000,000 | 259 |
| Issued or guaranteed by U.S. | $268,000,000 | 258 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,853,000,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $2,853,000,000 | 34 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $1,790,000,000 | 42 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $1,790,000,000 | 33 |
| Held to maturity securities (book value) | $5,122,000,000 | 21 |
| Available-for-sale securities (fair market value) | $16,588,000,000 | 33 |
| Total debt securities | $21,710,000,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $19,182,000,000 | 32 |
| U.S. Government securities | $18,745,000,000 | 31 |
| U.S. Treasury securities | $13,524,000,000 | 14 |
| U.S. Government agency obligations | $5,221,000,000 | 60 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $437,000,000 | 71 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $400,000,000 | 29 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $37,000,000 | 215 |
| Foreign debt securities | $0 | 279 |
| 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 | $407,000,000 | 203 |
| Mortgage-backed securities | $5,203,000,000 | 59 |
| Certificates of participation in pools of residential mortgages | $295,000,000 | 227 |
| Issued or guaranteed by U.S. | $295,000,000 | 226 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $3,102,000,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $3,102,000,000 | 35 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $1,806,000,000 | 41 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $1,806,000,000 | 33 |
| Held to maturity securities (book value) | $5,124,000,000 | 21 |
| Available-for-sale securities (fair market value) | $14,058,000,000 | 34 |
| Total debt securities | $19,182,000,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $17,927,000,000 | 32 |
| U.S. Government securities | $17,505,000,000 | 31 |
| U.S. Treasury securities | $12,276,000,000 | 14 |
| U.S. Government agency obligations | $5,229,000,000 | 58 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $422,000,000 | 66 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $384,000,000 | 27 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $38,000,000 | 202 |
| Foreign debt securities | $0 | 277 |
| 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 | $411,000,000 | 200 |
| Mortgage-backed securities | $5,211,000,000 | 57 |
| Certificates of participation in pools of residential mortgages | $324,000,000 | 197 |
| Issued or guaranteed by U.S. | $324,000,000 | 196 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $3,014,000,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $3,014,000,000 | 34 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $1,873,000,000 | 40 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $1,873,000,000 | 31 |
| Held to maturity securities (book value) | $5,126,000,000 | 20 |
| Available-for-sale securities (fair market value) | $12,801,000,000 | 36 |
| Total debt securities | $17,927,000,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $18,491,000,000 | 34 |
| U.S. Government securities | $18,066,000,000 | 33 |
| U.S. Treasury securities | $13,455,000,000 | 15 |
| U.S. Government agency obligations | $4,611,000,000 | 60 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $425,000,000 | 66 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $387,000,000 | 27 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $38,000,000 | 194 |
| Foreign debt securities | $0 | 284 |
| 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 | $414,000,000 | 201 |
| Mortgage-backed securities | $4,593,000,000 | 59 |
| Certificates of participation in pools of residential mortgages | $355,000,000 | 173 |
| Issued or guaranteed by U.S. | $355,000,000 | 170 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,346,000,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $2,346,000,000 | 37 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $1,892,000,000 | 38 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $1,892,000,000 | 30 |
| Held to maturity securities (book value) | $5,327,000,000 | 19 |
| Available-for-sale securities (fair market value) | $13,164,000,000 | 36 |
| Total debt securities | $18,491,000,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $18,402,000,000 | 33 |
| U.S. Government securities | $17,975,000,000 | 31 |
| U.S. Treasury securities | $14,011,000,000 | 14 |
| U.S. Government agency obligations | $3,964,000,000 | 60 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $427,000,000 | 63 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $389,000,000 | 23 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $38,000,000 | 190 |
| Foreign debt securities | $0 | 293 |
| 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 | $416,000,000 | 198 |
| Mortgage-backed securities | $3,946,000,000 | 59 |
| Certificates of participation in pools of residential mortgages | $385,000,000 | 152 |
| Issued or guaranteed by U.S. | $385,000,000 | 149 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,657,000,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,657,000,000 | 47 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $1,904,000,000 | 33 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $1,904,000,000 | 27 |
| Held to maturity securities (book value) | $5,529,000,000 | 18 |
| Available-for-sale securities (fair market value) | $12,873,000,000 | 35 |
| Total debt securities | $18,402,000,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $16,463,000,000 | 30 |
| U.S. Government securities | $16,043,000,000 | 29 |
| U.S. Treasury securities | $13,322,000,000 | 12 |
| U.S. Government agency obligations | $2,721,000,000 | 75 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $420,000,000 | 59 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $380,000,000 | 23 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $40,000,000 | 175 |
| Foreign debt securities | $0 | 300 |
| 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 | $401,000,000 | 201 |
| Mortgage-backed securities | $2,703,000,000 | 75 |
| Certificates of participation in pools of residential mortgages | $405,000,000 | 142 |
| Issued or guaranteed by U.S. | $405,000,000 | 140 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $419,000,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $419,000,000 | 113 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $1,879,000,000 | 35 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $1,879,000,000 | 28 |
| Held to maturity securities (book value) | $5,830,000,000 | 18 |
| Available-for-sale securities (fair market value) | $10,633,000,000 | 35 |
| Total debt securities | $16,463,000,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $14,871,000,000 | 32 |
| U.S. Government securities | $14,395,000,000 | 30 |
| U.S. Treasury securities | $11,746,000,000 | 12 |
| U.S. Government agency obligations | $2,649,000,000 | 76 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $476,000,000 | 54 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $423,000,000 | 23 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $53,000,000 | 124 |
| Foreign debt securities | $0 | 278 |
| 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 | $5,000,000 | 3,214 |
| Mortgage-backed securities | $2,629,000,000 | 77 |
| Certificates of participation in pools of residential mortgages | $381,000,000 | 143 |
| Issued or guaranteed by U.S. | $381,000,000 | 142 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $443,000,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $443,000,000 | 108 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $1,805,000,000 | 32 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $1,805,000,000 | 27 |
| Held to maturity securities (book value) | $5,929,000,000 | 22 |
| Available-for-sale securities (fair market value) | $8,942,000,000 | 37 |
| Total debt securities | $14,871,000,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $15,202,000,000 | 31 |
| U.S. Government securities | $14,690,000,000 | 30 |
| U.S. Treasury securities | $11,959,000,000 | 12 |
| U.S. Government agency obligations | $2,731,000,000 | 70 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $512,000,000 | 52 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $459,000,000 | 21 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $53,000,000 | 124 |
| Foreign debt securities | $0 | 294 |
| 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 | $5,000,000 | 3,283 |
| Mortgage-backed securities | $2,711,000,000 | 71 |
| Certificates of participation in pools of residential mortgages | $397,000,000 | 137 |
| Issued or guaranteed by U.S. | $397,000,000 | 136 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $468,000,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $468,000,000 | 106 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $1,846,000,000 | 32 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $1,846,000,000 | 27 |
| Held to maturity securities (book value) | $6,029,000,000 | 25 |
| Available-for-sale securities (fair market value) | $9,173,000,000 | 37 |
| Total debt securities | $15,202,000,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $14,732,000,000 | 33 |
| U.S. Government securities | $14,037,000,000 | 30 |
| U.S. Treasury securities | $11,817,000,000 | 12 |
| U.S. Government agency obligations | $2,220,000,000 | 84 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $695,000,000 | 38 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $167,000,000 | 27 |
| Asset backed securities | $475,000,000 | 21 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $53,000,000 | 116 |
| Foreign debt securities | $0 | 311 |
| 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 | $5,000,000 | 3,331 |
| Mortgage-backed securities | $2,367,000,000 | 77 |
| Certificates of participation in pools of residential mortgages | $417,000,000 | 136 |
| Issued or guaranteed by U.S. | $417,000,000 | 136 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $491,000,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $491,000,000 | 103 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $1,459,000,000 | 37 |
| Commercial mortgage pass-through securities | $167,000,000 | 58 |
| Other commercial mortgage-backed securities | $1,292,000,000 | 31 |
| Held to maturity securities (book value) | $6,030,000,000 | 24 |
| Available-for-sale securities (fair market value) | $8,702,000,000 | 36 |
| Total debt securities | $14,732,000,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $14,982,000,000 | 32 |
| U.S. Government securities | $14,259,000,000 | 29 |
| U.S. Treasury securities | $12,281,000,000 | 12 |
| U.S. Government agency obligations | $1,978,000,000 | 91 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $723,000,000 | 39 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $178,000,000 | 25 |
| Asset backed securities | $492,000,000 | 21 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $53,000,000 | 114 |
| Foreign debt securities | $0 | 327 |
| 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 | $5,000,000 | 3,384 |
| Mortgage-backed securities | $2,136,000,000 | 83 |
| Certificates of participation in pools of residential mortgages | $433,000,000 | 130 |
| Issued or guaranteed by U.S. | $433,000,000 | 130 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $572,000,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $572,000,000 | 93 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $1,131,000,000 | 39 |
| Commercial mortgage pass-through securities | $178,000,000 | 55 |
| Other commercial mortgage-backed securities | $953,000,000 | 35 |
| Held to maturity securities (book value) | $6,031,000,000 | 25 |
| Available-for-sale securities (fair market value) | $8,951,000,000 | 35 |
| Total debt securities | $14,982,000,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $12,503,000,000 | 35 |
| U.S. Government securities | $11,740,000,000 | 35 |
| U.S. Treasury securities | $10,363,000,000 | 13 |
| U.S. Government agency obligations | $1,377,000,000 | 119 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $763,000,000 | 37 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $177,000,000 | 25 |
| Asset backed securities | $511,000,000 | 21 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $75,000,000 | 88 |
| Foreign debt securities | $0 | 330 |
| 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 | $1,542,000,000 | 71 |
| Mortgage-backed securities | $1,534,000,000 | 103 |
| Certificates of participation in pools of residential mortgages | $440,000,000 | 127 |
| Issued or guaranteed by U.S. | $440,000,000 | 127 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $593,000,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $593,000,000 | 91 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $501,000,000 | 61 |
| Commercial mortgage pass-through securities | $177,000,000 | 57 |
| Other commercial mortgage-backed securities | $324,000,000 | 59 |
| Held to maturity securities (book value) | $4,235,000,000 | 26 |
| Available-for-sale securities (fair market value) | $8,268,000,000 | 38 |
| Total debt securities | $12,503,000,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $11,028,000,000 | 40 |
| U.S. Government securities | $10,104,000,000 | 38 |
| U.S. Treasury securities | $8,572,000,000 | 13 |
| U.S. Government agency obligations | $1,532,000,000 | 105 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $924,000,000 | 32 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $178,000,000 | 24 |
| Asset backed securities | $532,000,000 | 21 |
| Structured financial products - Total | $139,000,000 | 27 |
| Other domestic debt securities - All other | $75,000,000 | 88 |
| Foreign debt securities | $0 | 330 |
| 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 | $1,513,000,000 | 72 |
| Mortgage-backed securities | $1,690,000,000 | 97 |
| Certificates of participation in pools of residential mortgages | $452,000,000 | 128 |
| Issued or guaranteed by U.S. | $452,000,000 | 128 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $616,000,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $616,000,000 | 87 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $622,000,000 | 50 |
| Commercial mortgage pass-through securities | $178,000,000 | 52 |
| Other commercial mortgage-backed securities | $444,000,000 | 48 |
| Held to maturity securities (book value) | $2,972,000,000 | 36 |
| Available-for-sale securities (fair market value) | $8,056,000,000 | 39 |
| Total debt securities | $11,028,000,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $11,003,000,000 | 38 |
| U.S. Government securities | $9,997,000,000 | 37 |
| U.S. Treasury securities | $8,468,000,000 | 12 |
| U.S. Government agency obligations | $1,529,000,000 | 103 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $1,006,000,000 | 29 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $215,000,000 | 22 |
| Asset backed securities | $555,000,000 | 20 |
| Structured financial products - Total | $153,000,000 | 27 |
| Other domestic debt securities - All other | $83,000,000 | 77 |
| Foreign debt securities | $0 | 330 |
| 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 | $1,519,000,000 | 71 |
| Mortgage-backed securities | $1,724,000,000 | 92 |
| Certificates of participation in pools of residential mortgages | $476,000,000 | 125 |
| Issued or guaranteed by U.S. | $476,000,000 | 124 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $569,000,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $569,000,000 | 89 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $679,000,000 | 46 |
| Commercial mortgage pass-through securities | $215,000,000 | 44 |
| Other commercial mortgage-backed securities | $464,000,000 | 43 |
| Held to maturity securities (book value) | $2,975,000,000 | 36 |
| Available-for-sale securities (fair market value) | $8,028,000,000 | 39 |
| Total debt securities | $11,003,000,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $11,717,000,000 | 38 |
| U.S. Government securities | $10,661,000,000 | 36 |
| U.S. Treasury securities | $9,087,000,000 | 12 |
| U.S. Government agency obligations | $1,574,000,000 | 99 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $1,056,000,000 | 30 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $216,000,000 | 20 |
| Asset backed securities | $577,000,000 | 20 |
| Structured financial products - Total | $164,000,000 | 24 |
| Other domestic debt securities - All other | $99,000,000 | 70 |
| Foreign debt securities | $0 | 319 |
| 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 | $1,523,000,000 | 69 |
| Mortgage-backed securities | $1,770,000,000 | 90 |
| Certificates of participation in pools of residential mortgages | $468,000,000 | 128 |
| Issued or guaranteed by U.S. | $468,000,000 | 127 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $594,000,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $594,000,000 | 87 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $708,000,000 | 44 |
| Commercial mortgage pass-through securities | $216,000,000 | 40 |
| Other commercial mortgage-backed securities | $492,000,000 | 42 |
| Held to maturity securities (book value) | $2,782,000,000 | 38 |
| Available-for-sale securities (fair market value) | $8,935,000,000 | 35 |
| Total debt securities | $11,717,000,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $11,069,000,000 | 38 |
| U.S. Government securities | $9,954,000,000 | 36 |
| U.S. Treasury securities | $8,302,000,000 | 13 |
| U.S. Government agency obligations | $1,652,000,000 | 95 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $1,115,000,000 | 27 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $220,000,000 | 21 |
| Asset backed securities | $599,000,000 | 18 |
| Structured financial products - Total | $176,000,000 | 22 |
| Other domestic debt securities - All other | $120,000,000 | 54 |
| Foreign debt securities | $0 | 316 |
| 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 | $1,534,000,000 | 69 |
| Mortgage-backed securities | $1,852,000,000 | 85 |
| Certificates of participation in pools of residential mortgages | $491,000,000 | 119 |
| Issued or guaranteed by U.S. | $491,000,000 | 117 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $628,000,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $628,000,000 | 78 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $733,000,000 | 41 |
| Commercial mortgage pass-through securities | $220,000,000 | 39 |
| Other commercial mortgage-backed securities | $513,000,000 | 41 |
| Held to maturity securities (book value) | $2,588,000,000 | 38 |
| Available-for-sale securities (fair market value) | $8,481,000,000 | 36 |
| Total debt securities | $11,069,000,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $11,223,000,000 | 38 |
| U.S. Government securities | $10,079,000,000 | 36 |
| U.S. Treasury securities | $8,340,000,000 | 12 |
| U.S. Government agency obligations | $1,739,000,000 | 91 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $1,144,000,000 | 26 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $222,000,000 | 22 |
| Asset backed securities | $614,000,000 | 18 |
| Structured financial products - Total | $187,000,000 | 22 |
| Other domestic debt securities - All other | $121,000,000 | 57 |
| Foreign debt securities | $0 | 334 |
| 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 | $1,542,000,000 | 68 |
| Mortgage-backed securities | $1,941,000,000 | 84 |
| Certificates of participation in pools of residential mortgages | $511,000,000 | 116 |
| Issued or guaranteed by U.S. | $511,000,000 | 115 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $662,000,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $662,000,000 | 73 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $768,000,000 | 42 |
| Commercial mortgage pass-through securities | $222,000,000 | 36 |
| Other commercial mortgage-backed securities | $546,000,000 | 39 |
| Held to maturity securities (book value) | $2,591,000,000 | 38 |
| Available-for-sale securities (fair market value) | $8,632,000,000 | 36 |
| Total debt securities | $11,223,000,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $9,309,000,000 | 42 |
| U.S. Government securities | $8,143,000,000 | 41 |
| U.S. Treasury securities | $6,335,000,000 | 14 |
| U.S. Government agency obligations | $1,808,000,000 | 86 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $1,166,000,000 | 28 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $222,000,000 | 22 |
| Asset backed securities | $635,000,000 | 19 |
| Structured financial products - Total | $188,000,000 | 24 |
| Other domestic debt securities - All other | $121,000,000 | 60 |
| Foreign debt securities | $0 | 346 |
| 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 | $1,544,000,000 | 69 |
| Mortgage-backed securities | $2,011,000,000 | 80 |
| Certificates of participation in pools of residential mortgages | $526,000,000 | 118 |
| Issued or guaranteed by U.S. | $526,000,000 | 117 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $701,000,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $701,000,000 | 71 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $784,000,000 | 38 |
| Commercial mortgage pass-through securities | $222,000,000 | 35 |
| Other commercial mortgage-backed securities | $562,000,000 | 39 |
| Held to maturity securities (book value) | $1,287,000,000 | 55 |
| Available-for-sale securities (fair market value) | $8,022,000,000 | 38 |
| Total debt securities | $9,309,000,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $8,928,000,000 | 43 |
| U.S. Government securities | $7,399,000,000 | 41 |
| U.S. Treasury securities | $5,523,000,000 | 16 |
| U.S. Government agency obligations | $1,876,000,000 | 85 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $1,529,000,000 | 25 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $221,000,000 | 23 |
| Asset backed securities | $1,020,000,000 | 18 |
| Structured financial products - Total | $168,000,000 | 20 |
| Other domestic debt securities - All other | $120,000,000 | 57 |
| Foreign debt securities | $0 | 350 |
| 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 | $1,654,000,000 | 65 |
| Mortgage-backed securities | $2,078,000,000 | 76 |
| Certificates of participation in pools of residential mortgages | $538,000,000 | 118 |
| Issued or guaranteed by U.S. | $538,000,000 | 117 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $740,000,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $740,000,000 | 68 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $800,000,000 | 37 |
| Commercial mortgage pass-through securities | $221,000,000 | 32 |
| Other commercial mortgage-backed securities | $579,000,000 | 38 |
| Held to maturity securities (book value) | $490,000,000 | 98 |
| Available-for-sale securities (fair market value) | $8,438,000,000 | 37 |
| Total debt securities | $8,928,000,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $10,189,000,000 | 39 |
| U.S. Government securities | $8,624,000,000 | 38 |
| U.S. Treasury securities | $6,317,000,000 | 15 |
| U.S. Government agency obligations | $2,307,000,000 | 73 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $1,565,000,000 | 25 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $220,000,000 | 23 |
| Asset backed securities | $1,054,000,000 | 17 |
| Structured financial products - Total | $168,000,000 | 21 |
| Other domestic debt securities - All other | $123,000,000 | 55 |
| Foreign debt securities | $0 | 347 |
| 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 | $1,596,000,000 | 63 |
| Mortgage-backed securities | $2,508,000,000 | 70 |
| Certificates of participation in pools of residential mortgages | $552,000,000 | 111 |
| Issued or guaranteed by U.S. | $552,000,000 | 110 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,017,000,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,017,000,000 | 55 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $939,000,000 | 35 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $939,000,000 | 33 |
| Held to maturity securities (book value) | $492,000,000 | 98 |
| Available-for-sale securities (fair market value) | $9,697,000,000 | 36 |
| Total debt securities | $10,189,000,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $10,900,000,000 | 39 |
| U.S. Government securities | $9,506,000,000 | 34 |
| U.S. Treasury securities | $6,256,000,000 | 14 |
| U.S. Government agency obligations | $3,250,000,000 | 59 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $1,394,000,000 | 29 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $176,000,000 | 23 |
| Asset backed securities | $995,000,000 | 17 |
| Structured financial products - Total | $112,000,000 | 25 |
| Other domestic debt securities - All other | $111,000,000 | 66 |
| Foreign debt securities | $0 | 338 |
| 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 | $1,610,000,000 | 65 |
| Mortgage-backed securities | $3,393,000,000 | 55 |
| Certificates of participation in pools of residential mortgages | $490,000,000 | 120 |
| Issued or guaranteed by U.S. | $490,000,000 | 119 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,939,000,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $1,939,000,000 | 37 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $964,000,000 | 35 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $964,000,000 | 31 |
| Held to maturity securities (book value) | $2,000,000 | 1,577 |
| Available-for-sale securities (fair market value) | $10,898,000,000 | 32 |
| Total debt securities | $10,900,000,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $10,430,000,000 | 39 |
| U.S. Government securities | $9,267,000,000 | 34 |
| U.S. Treasury securities | $5,832,000,000 | 15 |
| U.S. Government agency obligations | $3,435,000,000 | 58 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $1,162,000,000 | 32 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $99,000,000 | 31 |
| Asset backed securities | $833,000,000 | 19 |
| Structured financial products - Total | $98,000,000 | 28 |
| Other domestic debt securities - All other | $132,000,000 | 57 |
| Foreign debt securities | $1,000,000 | 192 |
| 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 | $1,587,000,000 | 68 |
| Mortgage-backed securities | $3,500,000,000 | 55 |
| Certificates of participation in pools of residential mortgages | $500,000,000 | 116 |
| Issued or guaranteed by U.S. | $500,000,000 | 115 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,031,000,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $2,031,000,000 | 36 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $969,000,000 | 34 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $969,000,000 | 30 |
| Held to maturity securities (book value) | $2,000,000 | 1,629 |
| Available-for-sale securities (fair market value) | $10,428,000,000 | 33 |
| Total debt securities | $10,430,000,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $8,003,000,000 | 45 |
| U.S. Government securities | $7,006,000,000 | 41 |
| U.S. Treasury securities | $4,823,000,000 | 16 |
| U.S. Government agency obligations | $2,183,000,000 | 74 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $996,000,000 | 34 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $811,000,000 | 18 |
| Structured financial products - Total | $98,000,000 | 28 |
| Other domestic debt securities - All other | $87,000,000 | 87 |
| Foreign debt securities | $1,000,000 | 197 |
| 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 | $1,606,000,000 | 64 |
| Mortgage-backed securities | $2,147,000,000 | 73 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,338,000,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,338,000,000 | 45 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $809,000,000 | 35 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $809,000,000 | 29 |
| Held to maturity securities (book value) | $2,000,000 | 1,664 |
| Available-for-sale securities (fair market value) | $8,001,000,000 | 38 |
| Total debt securities | $8,003,000,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $5,371,000,000 | 55 |
| U.S. Government securities | $4,375,000,000 | 55 |
| U.S. Treasury securities | $2,950,000,000 | 19 |
| U.S. Government agency obligations | $1,425,000,000 | 104 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $995,000,000 | 34 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $854,000,000 | 18 |
| Structured financial products - Total | $99,000,000 | 26 |
| Other domestic debt securities - All other | $42,000,000 | 160 |
| Foreign debt securities | $1,000,000 | 181 |
| 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 | $1,604,000,000 | 72 |
| Mortgage-backed securities | $1,387,000,000 | 97 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $888,000,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $888,000,000 | 60 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $499,000,000 | 38 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $499,000,000 | 33 |
| Held to maturity securities (book value) | $2,000,000 | 1,695 |
| Available-for-sale securities (fair market value) | $5,369,000,000 | 43 |
| Total debt securities | $5,371,000,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $4,172,000,000 | 62 |
| U.S. Government securities | $3,099,000,000 | 67 |
| U.S. Treasury securities | $1,617,000,000 | 27 |
| U.S. Government agency obligations | $1,482,000,000 | 97 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $1,072,000,000 | 32 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $821,000,000 | 18 |
| Structured financial products - Total | $178,000,000 | 18 |
| Other domestic debt securities - All other | $73,000,000 | 100 |
| Foreign debt securities | $1,000,000 | 191 |
| 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 | $1,619,000,000 | 67 |
| Mortgage-backed securities | $1,438,000,000 | 90 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $916,000,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $916,000,000 | 58 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $522,000,000 | 38 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $522,000,000 | 32 |
| Held to maturity securities (book value) | $2,000,000 | 1,693 |
| Available-for-sale securities (fair market value) | $4,170,000,000 | 51 |
| Total debt securities | $4,172,000,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $3,661,000,000 | 63 |
| U.S. Government securities | $2,583,000,000 | 71 |
| U.S. Treasury securities | $1,004,000,000 | 31 |
| U.S. Government agency obligations | $1,579,000,000 | 92 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $1,077,000,000 | 32 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $823,000,000 | 18 |
| Structured financial products - Total | $178,000,000 | 19 |
| Other domestic debt securities - All other | $76,000,000 | 92 |
| Foreign debt securities | $1,000,000 | 193 |
| 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 | $1,583,000,000 | 69 |
| Mortgage-backed securities | $1,525,000,000 | 88 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $975,000,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $975,000,000 | 59 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $550,000,000 | 36 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $550,000,000 | 29 |
| Held to maturity securities (book value) | $2,000,000 | 1,723 |
| Available-for-sale securities (fair market value) | $3,659,000,000 | 54 |
| Total debt securities | $3,661,000,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $5,865,000,000 | 51 |
| U.S. Government securities | $4,685,000,000 | 51 |
| U.S. Treasury securities | $3,013,000,000 | 16 |
| U.S. Government agency obligations | $1,672,000,000 | 90 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $1,177,000,000 | 33 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $873,000,000 | 18 |
| Structured financial products - Total | $217,000,000 | 20 |
| Other domestic debt securities - All other | $87,000,000 | 84 |
| Foreign debt securities | $3,000,000 | 116 |
| 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 | $1,614,000,000 | 69 |
| Mortgage-backed securities | $1,614,000,000 | 84 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,033,000,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $1,033,000,000 | 57 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $581,000,000 | 35 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $581,000,000 | 29 |
| Held to maturity securities (book value) | $2,000,000 | 1,718 |
| Available-for-sale securities (fair market value) | $5,863,000,000 | 42 |
| Total debt securities | $5,865,000,000 | 51 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $2,925,000,000 | 73 |
| U.S. Government securities | $1,749,000,000 | 90 |
| U.S. Treasury securities | $2,000,000 | 819 |
| U.S. Government agency obligations | $1,747,000,000 | 85 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $1,165,000,000 | 33 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $841,000,000 | 19 |
| Structured financial products - Total | $216,000,000 | 18 |
| Other domestic debt securities - All other | $108,000,000 | 79 |
| Foreign debt securities | $11,000,000 | 62 |
| 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 | $30,000,000 | 1,698 |
| Mortgage-backed securities | $1,681,000,000 | 79 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,082,000,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,082,000,000 | 54 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $599,000,000 | 32 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $599,000,000 | 27 |
| Held to maturity securities (book value) | $2,000,000 | 1,746 |
| Available-for-sale securities (fair market value) | $2,923,000,000 | 61 |
| Total debt securities | $2,925,000,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $3,075,000,000 | 70 |
| U.S. Government securities | $1,825,000,000 | 87 |
| U.S. Treasury securities | $3,000,000 | 696 |
| U.S. Government agency obligations | $1,822,000,000 | 81 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $1,237,000,000 | 34 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $897,000,000 | 19 |
| Structured financial products - Total | $216,000,000 | 18 |
| Other domestic debt securities - All other | $124,000,000 | 73 |
| Foreign debt securities | $13,000,000 | 59 |
| 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 | $30,000,000 | 1,688 |
| Mortgage-backed securities | $1,752,000,000 | 75 |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,134,000,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,134,000,000 | 53 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $618,000,000 | 31 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $618,000,000 | 27 |
| Held to maturity securities (book value) | $3,000,000 | 1,633 |
| Available-for-sale securities (fair market value) | $3,072,000,000 | 59 |
| Total debt securities | $3,075,000,000 | 70 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $3,229,000,000 | 71 |
| U.S. Government securities | $1,839,000,000 | 87 |
| U.S. Treasury securities | $3,000,000 | 657 |
| U.S. Government agency obligations | $1,836,000,000 | 83 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $1,375,000,000 | 33 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $1,028,000,000 | 20 |
| Structured financial products - Total | $217,000,000 | 19 |
| Other domestic debt securities - All other | $130,000,000 | 68 |
| Foreign debt securities | $15,000,000 | 53 |
| 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 | $81,000,000 | 768 |
| Mortgage-backed securities | $1,836,000,000 | 74 |
| Certificates of participation in pools of residential mortgages | $0 | 5,353 |
| Issued or guaranteed by U.S. | $0 | 5,347 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,195,000,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,195,000,000 | 53 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $641,000,000 | 30 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $641,000,000 | 26 |
| Held to maturity securities (book value) | $3,000,000 | 1,655 |
| Available-for-sale securities (fair market value) | $3,226,000,000 | 59 |
| Total debt securities | $3,229,000,000 | 70 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $3,363,000,000 | 70 |
| U.S. Government securities | $1,905,000,000 | 82 |
| U.S. Treasury securities | $3,000,000 | 604 |
| U.S. Government agency obligations | $1,902,000,000 | 78 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $1,437,000,000 | 32 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $1,084,000,000 | 21 |
| Structured financial products - Total | $216,000,000 | 20 |
| Other domestic debt securities - All other | $137,000,000 | 67 |
| Foreign debt securities | $21,000,000 | 51 |
| 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 | $88,000,000 | 712 |
| Mortgage-backed securities | $1,902,000,000 | 71 |
| Certificates of participation in pools of residential mortgages | $0 | 5,421 |
| Issued or guaranteed by U.S. | $0 | 5,413 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,248,000,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,248,000,000 | 50 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $654,000,000 | 30 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $654,000,000 | 26 |
| Held to maturity securities (book value) | $3,000,000 | 1,652 |
| Available-for-sale securities (fair market value) | $3,360,000,000 | 59 |
| Total debt securities | $3,363,000,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $3,236,000,000 | 68 |
| U.S. Government securities | $1,941,000,000 | 79 |
| U.S. Treasury securities | $3,000,000 | 575 |
| U.S. Government agency obligations | $1,938,000,000 | 76 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $1,270,000,000 | 36 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $905,000,000 | 22 |
| Structured financial products - Total | $216,000,000 | 21 |
| Other domestic debt securities - All other | $149,000,000 | 62 |
| Foreign debt securities | $25,000,000 | 46 |
| 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 | $88,000,000 | 705 |
| Mortgage-backed securities | $1,938,000,000 | 70 |
| Certificates of participation in pools of residential mortgages | $0 | 5,462 |
| Issued or guaranteed by U.S. | $0 | 5,453 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,275,000,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,275,000,000 | 48 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $663,000,000 | 29 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $663,000,000 | 25 |
| Held to maturity securities (book value) | $3,000,000 | 1,632 |
| Available-for-sale securities (fair market value) | $3,233,000,000 | 57 |
| Total debt securities | $3,236,000,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $2,809,000,000 | 76 |
| U.S. Government securities | $1,523,000,000 | 100 |
| U.S. Treasury securities | $3,000,000 | 557 |
| U.S. Government agency obligations | $1,520,000,000 | 95 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $1,260,000,000 | 34 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $890,000,000 | 23 |
| Structured financial products - Total | $217,000,000 | 23 |
| Other domestic debt securities - All other | $153,000,000 | 63 |
| Foreign debt securities | $26,000,000 | 46 |
| 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 | $92,000,000 | 674 |
| Mortgage-backed securities | $1,520,000,000 | 86 |
| Certificates of participation in pools of residential mortgages | $0 | 5,517 |
| Issued or guaranteed by U.S. | $0 | 5,508 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $975,000,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $975,000,000 | 57 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $545,000,000 | 29 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $545,000,000 | 24 |
| Held to maturity securities (book value) | $3,000,000 | 1,601 |
| Available-for-sale securities (fair market value) | $2,806,000,000 | 67 |
| Total debt securities | $2,809,000,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $2,888,000,000 | 76 |
| U.S. Government securities | $1,606,000,000 | 97 |
| U.S. Treasury securities | $3,000,000 | 571 |
| U.S. Government agency obligations | $1,603,000,000 | 92 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $1,256,000,000 | 34 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $881,000,000 | 22 |
| Structured financial products - Total | $218,000,000 | 20 |
| Other domestic debt securities - All other | $157,000,000 | 62 |
| Foreign debt securities | $26,000,000 | 47 |
| 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 | $98,000,000 | 633 |
| Mortgage-backed securities | $1,603,000,000 | 83 |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | $0 | 5,530 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,046,000,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $1,046,000,000 | 56 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $557,000,000 | 29 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $557,000,000 | 24 |
| Held to maturity securities (book value) | $3,000,000 | 1,541 |
| Available-for-sale securities (fair market value) | $2,885,000,000 | 65 |
| Total debt securities | $2,888,000,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $4,136,000,000 | 57 |
| U.S. Government securities | $2,725,000,000 | 69 |
| U.S. Treasury securities | $612,000,000 | 22 |
| U.S. Government agency obligations | $2,113,000,000 | 75 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $1,381,000,000 | 35 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $987,000,000 | 20 |
| Structured financial products - Total | $100,000,000 | 17 |
| Other domestic debt securities - All other | $294,000,000 | 38 |
| Foreign debt securities | $30,000,000 | 43 |
| 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 | $105,000,000 | 594 |
| Mortgage-backed securities | $2,113,000,000 | 69 |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | $0 | 5,574 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,543,000,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,543,000,000 | 45 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $570,000,000 | 29 |
| Commercial mortgage pass-through securities | $104,000,000 | 28 |
| Other commercial mortgage-backed securities | $466,000,000 | 25 |
| Held to maturity securities (book value) | $3,000,000 | 1,521 |
| Available-for-sale securities (fair market value) | $4,133,000,000 | 50 |
| Total debt securities | $4,136,000,000 | 57 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $3,753,967,000 | 60 |
| U.S. Government securities | $2,736,171,000 | 65 |
| U.S. Treasury securities | $712,699,000 | 21 |
| U.S. Government agency obligations | $2,023,472,000 | 75 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $991,761,000 | 38 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $734,785,000 | 23 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $256,976,000 | 40 |
| Foreign debt securities | $26,035,000 | 44 |
| 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 | $109,767,000 | 578 |
| Mortgage-backed securities | $2,023,472,000 | 71 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,541,183,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,541,183,000 | 44 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $482,289,000 | 30 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $482,289,000 | 22 |
| Held to maturity securities (book value) | $2,525,000 | 1,587 |
| Available-for-sale securities (fair market value) | $3,751,442,000 | 53 |
| Total debt securities | $3,753,966,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $7,000 | 237 |
| Revaluation gains on off-balance sheet contracts | $7,000 | 122 |
| Revaluation losses on off-balance sheet contracts | $83,000 | 116 |
| 2012-09-30 | Rank | |
| Total securities | $1,509,185,000 | 125 |
| U.S. Government securities | $883,839,000 | 141 |
| U.S. Treasury securities | $2,525,000 | 570 |
| U.S. Government agency obligations | $881,314,000 | 141 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $611,462,000 | 46 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $543,248,000 | 29 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $68,214,000 | 109 |
| Foreign debt securities | $13,884,000 | 55 |
| 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 | $113,611,000 | 563 |
| Mortgage-backed securities | $881,314,000 | 132 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $881,314,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $881,314,000 | 65 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $2,525,000 | 1,614 |
| Available-for-sale securities (fair market value) | $1,506,660,000 | 104 |
| Total debt securities | $1,509,186,000 | 124 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $2,000 | 227 |
| Revaluation gains on off-balance sheet contracts | $2,000 | 120 |
| Revaluation losses on off-balance sheet contracts | $405,000 | 103 |
| 2012-06-30 | Rank | |
| Total securities | $1,048,241,000 | 163 |
| U.S. Government securities | $679,072,000 | 169 |
| U.S. Treasury securities | $2,525,000 | 556 |
| U.S. Government agency obligations | $676,547,000 | 165 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $355,326,000 | 65 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $308,002,000 | 36 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $47,324,000 | 146 |
| Foreign debt securities | $13,843,000 | 52 |
| 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 | $117,313,000 | 549 |
| Mortgage-backed securities | $676,547,000 | 151 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $676,547,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $676,547,000 | 76 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $2,525,000 | 1,614 |
| Available-for-sale securities (fair market value) | $1,045,716,000 | 141 |
| Total debt securities | $1,048,240,000 | 162 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $20,000 | 218 |
| Revaluation gains on off-balance sheet contracts | $20,000 | 107 |
| Revaluation losses on off-balance sheet contracts | $236,000 | 106 |
| 2012-03-31 | Rank | |
| Total securities | $2,517,452,000 | 84 |
| U.S. Government securities | $2,175,831,000 | 78 |
| U.S. Treasury securities | $667,494,000 | 22 |
| U.S. Government agency obligations | $1,508,337,000 | 100 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $327,802,000 | 68 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $287,906,000 | 35 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $39,896,000 | 166 |
| Foreign debt securities | $13,819,000 | 53 |
| 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 | $0 | 6,234 |
| Mortgage-backed securities | $1,508,337,000 | 88 |
| Certificates of participation in pools of residential mortgages | $260,033,000 | 197 |
| Issued or guaranteed by U.S. | $260,033,000 | 196 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,248,304,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $1,248,304,000 | 54 |
| 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) | $3,825,000 | 1,456 |
| Available-for-sale securities (fair market value) | $2,513,627,000 | 74 |
| Total debt securities | $2,517,451,000 | 84 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $138,000 | 202 |
| Revaluation gains on off-balance sheet contracts | $138,000 | 99 |
| Revaluation losses on off-balance sheet contracts | $1,000 | 114 |
| 2011-12-31 | Rank | |
| Total securities | $2,519,548,000 | 83 |
| U.S. Government securities | $2,221,707,000 | 75 |
| U.S. Treasury securities | $672,523,000 | 21 |
| U.S. Government agency obligations | $1,549,184,000 | 93 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $297,841,000 | 81 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $297,841,000 | 29 |
| 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 | $0 | 5,916 |
| Mortgage-backed securities | $1,549,184,000 | 82 |
| Certificates of participation in pools of residential mortgages | $658,983,000 | 95 |
| Issued or guaranteed by U.S. | $658,983,000 | 95 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $890,201,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $890,201,000 | 61 |
| 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) | $4,400,000 | 1,438 |
| Available-for-sale securities (fair market value) | $2,515,148,000 | 74 |
| Total debt securities | $2,519,548,000 | 81 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $31,000 | 194 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $519,000 | 81 |
| 2011-09-30 | Rank | |
| Total securities | $2,083,361,000 | 97 |
| U.S. Government securities | $1,845,873,000 | 88 |
| U.S. Treasury securities | $476,738,000 | 23 |
| U.S. Government agency obligations | $1,369,135,000 | 105 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $237,488,000 | 96 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $237,488,000 | 31 |
| 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 | $0 | 5,942 |
| Mortgage-backed securities | $1,369,135,000 | 88 |
| Certificates of participation in pools of residential mortgages | $672,706,000 | 95 |
| Issued or guaranteed by U.S. | $672,706,000 | 93 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $696,429,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $696,429,000 | 69 |
| 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) | $12,500,000 | 893 |
| Available-for-sale securities (fair market value) | $2,070,861,000 | 84 |
| Total debt securities | $2,083,360,000 | 98 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $411,000 | 176 |
| Revaluation gains on off-balance sheet contracts | $30,000 | 82 |
| Revaluation losses on off-balance sheet contracts | $815,000 | 79 |
| 2011-06-30 | Rank | |
| Total securities | $0 | 7,340 |
| U.S. Government securities | $0 | 7,198 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $0 | 7,103 |
| 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 | $0 | 6,008 |
| Mortgage-backed securities | $0 | 6,067 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| 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) | $0 | 6,900 |
| Total debt securities | $0 | 7,305 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $2,052,000 | 132 |
| Revaluation gains on off-balance sheet contracts | $1,952,000 | 68 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $0 | 7,399 |
| U.S. Government securities | $0 | 7,252 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $0 | 7,165 |
| 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 | $0 | 6,043 |
| Mortgage-backed securities | $0 | 6,094 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| 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) | $0 | 6,957 |
| Total debt securities | $0 | 7,361 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $990,000 | 149 |
| Revaluation gains on off-balance sheet contracts | $797,000 | 73 |
| Revaluation losses on off-balance sheet contracts | $227,000 | 80 |
| 2010-12-31 | Rank | |
| Total securities | $0 | 7,465 |
| U.S. Government securities | $0 | 7,301 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $0 | 7,211 |
| 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 | $0 | 6,121 |
| Mortgage-backed securities | $0 | 6,134 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| 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) | $0 | 7,005 |
| Total debt securities | $0 | 7,426 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $134,191,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $2,633,000 | 67 |
| Revaluation losses on off-balance sheet contracts | $1,729,000 | 69 |
| 2010-09-30 | Rank | |
| Total securities | $0 | 7,553 |
| U.S. Government securities | $0 | 7,375 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $0 | 7,288 |
| 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 | $0 | 6,191 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| 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) | $0 | 7,084 |
| Total debt securities | $0 | 7,511 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $2,727,191,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $2,576,000 | 66 |
| Revaluation losses on off-balance sheet contracts | $1,854,000 | 68 |
| 2010-06-30 | Rank | |
| Total securities | $-1,161,000 | 7,839 |
| U.S. Government securities | $3,519,044,000 | 52 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,519,044,000 | 49 |
| 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 | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $3,520,205,000 | 1 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,518,944,000 | 45 |
| Certificates of participation in pools of residential mortgages | $14,321,000 | 1,953 |
| Issued or guaranteed by U.S. | $14,321,000 | 1,948 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,504,623,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $3,504,623,000 | 20 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-1,161,000 | 7,835 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $3,519,044,000 | 62 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $3,520,205,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $-379,000 | 7,943 |
| U.S. Government securities | $3,744,970,000 | 51 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,744,970,000 | 46 |
| 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 | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $3,745,349,000 | 1 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,744,870,000 | 40 |
| Certificates of participation in pools of residential mortgages | $2,009,000 | 4,406 |
| Issued or guaranteed by U.S. | $2,009,000 | 4,398 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,742,861,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $3,742,861,000 | 17 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-379,000 | 7,938 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $3,744,970,000 | 61 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $3,745,349,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $-642,000 | 8,021 |
| U.S. Government securities | $3,580,111,000 | 53 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,580,111,000 | 52 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $54,172,000 | 266 |
| Privately issued residential mortgage-backed securities | $54,172,000 | 152 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $3,634,925,000 | 1 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,634,183,000 | 44 |
| Certificates of participation in pools of residential mortgages | $23,258,000 | 1,502 |
| Issued or guaranteed by U.S. | $23,258,000 | 1,495 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $3,610,925,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $3,556,753,000 | 17 |
| Privately issued | $54,172,000 | 149 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-642,000 | 8,016 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $3,634,283,000 | 65 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $3,634,925,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $100,000 | 7,783 |
| U.S. Government securities | $3,594,767,000 | 48 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,594,767,000 | 45 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $53,654,000 | 293 |
| Privately issued residential mortgage-backed securities | $53,654,000 | 174 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $3,648,321,000 | 1 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,648,321,000 | 41 |
| 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 | $3,648,321,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $3,594,667,000 | 14 |
| Privately issued | $53,654,000 | 172 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $100,000 | 3,132 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $3,648,421,000 | 67 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $3,648,321,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $100,000 | 7,875 |
| U.S. Government securities | $3,785,496,000 | 44 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,785,496,000 | 42 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $67,009,000 | 267 |
| Privately issued residential mortgage-backed securities | $67,009,000 | 163 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $3,852,405,000 | 1 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,852,405,000 | 35 |
| 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 | $3,852,405,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $3,785,396,000 | 12 |
| Privately issued | $67,009,000 | 155 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $100,000 | 3,174 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $3,852,505,000 | 61 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $3,852,405,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $100,000 | 7,938 |
| U.S. Government securities | $3,443,092,000 | 47 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,443,092,000 | 46 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $109,613,000 | 184 |
| Privately issued residential mortgage-backed securities | $109,613,000 | 121 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $3,552,605,000 | 1 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,552,605,000 | 43 |
| 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 | $3,552,605,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $3,442,992,000 | 13 |
| Privately issued | $109,613,000 | 115 |
| 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) | $100,000 | 3,212 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $3,552,705,000 | 60 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $3,552,605,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $100,000 | 7,998 |
| U.S. Government securities | $2,187,874,000 | 65 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,187,874,000 | 63 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $665,056,000 | 54 |
| Privately issued residential mortgage-backed securities | $665,056,000 | 35 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $2,852,830,000 | 1 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,852,830,000 | 52 |
| Certificates of participation in pools of residential mortgages | $2,852,830,000 | 28 |
| Issued or guaranteed by U.S. | $2,187,774,000 | 35 |
| Privately issued | $665,056,000 | 6 |
| 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) | $100,000 | 3,235 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $2,852,930,000 | 71 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $2,852,830,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $100,000 | 8,051 |
| U.S. Government securities | $2,190,702,000 | 60 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,190,702,000 | 58 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $773,267,000 | 52 |
| Privately issued residential mortgage-backed securities | $773,267,000 | 35 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $2,963,869,000 | 1 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,963,869,000 | 51 |
| Certificates of participation in pools of residential mortgages | $2,963,869,000 | 28 |
| Issued or guaranteed by U.S. | $2,190,602,000 | 36 |
| Privately issued | $773,267,000 | 6 |
| 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) | $100,000 | 3,251 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $2,963,969,000 | 65 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $2,963,869,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $99,000 | 8,097 |
| U.S. Government securities | $2,094,985,000 | 64 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,094,985,000 | 62 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $867,737,000 | 54 |
| Privately issued residential mortgage-backed securities | $867,737,000 | 36 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $2,962,623,000 | 1 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,962,623,000 | 54 |
| Certificates of participation in pools of residential mortgages | $2,962,623,000 | 30 |
| Issued or guaranteed by U.S. | $2,094,886,000 | 39 |
| Privately issued | $867,737,000 | 7 |
| 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) | $99,000 | 3,291 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $2,962,722,000 | 69 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $2,962,623,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $1,610,000 | 7,796 |
| U.S. Government securities | $1,872,996,000 | 69 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,872,996,000 | 67 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $974,116,000 | 52 |
| Privately issued residential mortgage-backed securities | $974,116,000 | 38 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $2,845,502,000 | 1 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,845,502,000 | 52 |
| Certificates of participation in pools of residential mortgages | $2,845,502,000 | 29 |
| Issued or guaranteed by U.S. | $1,871,386,000 | 42 |
| Privately issued | $974,116,000 | 8 |
| 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) | $1,610,000 | 2,370 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $2,847,112,000 | 74 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $2,845,502,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $11,977,000 | 5,679 |
| U.S. Government securities | $2,118,655,000 | 63 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,118,655,000 | 60 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $288,191,000 | 106 |
| Privately issued residential mortgage-backed securities | $288,191,000 | 73 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $2,394,869,000 | 2 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,394,869,000 | 57 |
| Certificates of participation in pools of residential mortgages | $2,394,869,000 | 34 |
| Issued or guaranteed by U.S. | $2,106,678,000 | 35 |
| Privately issued | $288,191,000 | 13 |
| 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) | $11,977,000 | 1,092 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $2,406,846,000 | 80 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $2,394,869,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $2,334,504,000 | 89 |
| U.S. Government securities | $2,132,912,000 | 64 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,132,912,000 | 62 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $201,592,000 | 136 |
| Privately issued residential mortgage-backed securities | $201,592,000 | 94 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,315,534,000 | 57 |
| Certificates of participation in pools of residential mortgages | $2,315,534,000 | 34 |
| Issued or guaranteed by U.S. | $2,113,942,000 | 35 |
| Privately issued | $201,592,000 | 23 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| 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) | $18,970,000 | 824 |
| Available-for-sale securities (fair market value) | $2,315,534,000 | 76 |
| Total debt securities | $2,334,504,000 | 87 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $42,763,000 | 2,604 |
| U.S. Government securities | $42,763,000 | 1,968 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $42,763,000 | 1,909 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $42,763,000 | 1,015 |
| Certificates of participation in pools of residential mortgages | $42,763,000 | 741 |
| Issued or guaranteed by U.S. | $42,763,000 | 732 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| 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 | 3,791 |
| Available-for-sale securities (fair market value) | $42,763,000 | 2,263 |
| Total debt securities | $42,763,000 | 2,563 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $53,949,000 | 2,141 |
| U.S. Government securities | $53,949,000 | 1,574 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $53,949,000 | 1,536 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $37,794,000 | 1,114 |
| Certificates of participation in pools of residential mortgages | $37,794,000 | 805 |
| Issued or guaranteed by U.S. | $37,794,000 | 796 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| 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 | 3,860 |
| Available-for-sale securities (fair market value) | $53,949,000 | 1,838 |
| Total debt securities | $53,949,000 | 2,105 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $47,670,000 | 2,432 |
| U.S. Government securities | $47,670,000 | 1,832 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $47,670,000 | 1,779 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $35,209,000 | 1,190 |
| Certificates of participation in pools of residential mortgages | $35,209,000 | 861 |
| Issued or guaranteed by U.S. | $35,209,000 | 853 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $47,670,000 | 2,105 |
| Total debt securities | $47,670,000 | 2,383 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $50,127,000 | 2,338 |
| U.S. Government securities | $50,127,000 | 1,775 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $50,127,000 | 1,732 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $36,348,000 | 1,187 |
| Certificates of participation in pools of residential mortgages | $36,348,000 | 861 |
| Issued or guaranteed by U.S. | $36,348,000 | 851 |
| 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) | $1,000 | 4,017 |
| Available-for-sale securities (fair market value) | $50,126,000 | 2,013 |
| Total debt securities | $50,127,000 | 2,289 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $49,106,000 | 2,371 |
| U.S. Government securities | $49,106,000 | 1,810 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $49,106,000 | 1,752 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $33,334,000 | 1,264 |
| Certificates of participation in pools of residential mortgages | $33,334,000 | 918 |
| Issued or guaranteed by U.S. | $33,334,000 | 910 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $49,106,000 | 2,031 |
| Total debt securities | $49,106,000 | 2,327 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $55,771,000 | 2,135 |
| U.S. Government securities | $55,771,000 | 1,624 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $55,771,000 | 1,574 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $35,330,000 | 1,228 |
| Certificates of participation in pools of residential mortgages | $35,330,000 | 894 |
| Issued or guaranteed by U.S. | $35,330,000 | 885 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $55,771,000 | 1,818 |
| Total debt securities | $55,771,000 | 2,093 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $47,609,000 | 2,468 |
| U.S. Government securities | $31,670,000 | 2,657 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,670,000 | 2,577 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $15,939,000 | 574 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,939,000 | 318 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,240,000 | 1,931 |
| Certificates of participation in pools of residential mortgages | $18,240,000 | 1,469 |
| Issued or guaranteed by U.S. | $18,240,000 | 1,457 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $47,609,000 | 2,110 |
| Total debt securities | $47,609,000 | 2,422 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $48,603,000 | 2,414 |
| U.S. Government securities | $32,601,000 | 2,570 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,601,000 | 2,493 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $16,002,000 | 570 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,002,000 | 327 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,817,000 | 1,829 |
| Certificates of participation in pools of residential mortgages | $19,817,000 | 1,400 |
| Issued or guaranteed by U.S. | $19,817,000 | 1,389 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $48,603,000 | 2,041 |
| Total debt securities | $48,603,000 | 2,365 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $48,568,000 | 2,425 |
| U.S. Government securities | $28,564,000 | 2,907 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,564,000 | 2,801 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $20,004,000 | 532 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,004,000 | 294 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,112,000 | 2,032 |
| Certificates of participation in pools of residential mortgages | $17,112,000 | 1,589 |
| Issued or guaranteed by U.S. | $17,112,000 | 1,575 |
| Privately issued | $0 | 223 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $48,568,000 | 2,050 |
| Total debt securities | $48,568,000 | 2,381 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $55,519,000 | 2,196 |
| U.S. Government securities | $30,512,000 | 2,819 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,512,000 | 2,707 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $25,007,000 | 460 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,007,000 | 251 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,032,000 | 2,042 |
| Certificates of participation in pools of residential mortgages | $18,032,000 | 1,593 |
| Issued or guaranteed by U.S. | $18,032,000 | 1,581 |
| Privately issued | $0 | 207 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $55,519,000 | 1,848 |
| Total debt securities | $55,519,000 | 2,150 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $54,857,000 | 2,233 |
| U.S. Government securities | $25,847,000 | 3,188 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,847,000 | 3,061 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $29,010,000 | 434 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,010,000 | 233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,983,000 | 2,338 |
| Certificates of participation in pools of residential mortgages | $14,983,000 | 1,827 |
| Issued or guaranteed by U.S. | $14,983,000 | 1,819 |
| Privately issued | $0 | 203 |
| 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) | $1,000 | 4,463 |
| Available-for-sale securities (fair market value) | $54,856,000 | 1,870 |
| Total debt securities | $54,857,000 | 2,191 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $51,907,000 | 2,328 |
| U.S. Government securities | $22,896,000 | 3,517 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,896,000 | 3,389 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $29,011,000 | 424 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,011,000 | 242 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,814,000 | 2,985 |
| Certificates of participation in pools of residential mortgages | $9,814,000 | 2,409 |
| Issued or guaranteed by U.S. | $9,814,000 | 2,400 |
| Privately issued | $0 | 225 |
| 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) | $1,000 | 4,516 |
| Available-for-sale securities (fair market value) | $51,906,000 | 1,971 |
| Total debt securities | $51,907,000 | 2,281 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $52,522,000 | 2,339 |
| U.S. Government securities | $23,510,000 | 3,515 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,510,000 | 3,388 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $29,012,000 | 429 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,012,000 | 245 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,826,000 | 2,853 |
| Certificates of participation in pools of residential mortgages | $10,826,000 | 2,292 |
| Issued or guaranteed by U.S. | $10,826,000 | 2,284 |
| Privately issued | $0 | 225 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $52,522,000 | 1,981 |
| Total debt securities | $52,522,000 | 2,285 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $51,174,000 | 2,384 |
| U.S. Government securities | $22,158,000 | 3,584 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,158,000 | 3,464 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $29,016,000 | 451 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,016,000 | 269 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,537,000 | 2,677 |
| Certificates of participation in pools of residential mortgages | $12,537,000 | 2,106 |
| Issued or guaranteed by U.S. | $12,537,000 | 2,098 |
| Privately issued | $0 | 230 |
| 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) | $1,000 | 4,607 |
| Available-for-sale securities (fair market value) | $51,173,000 | 2,035 |
| Total debt securities | $51,174,000 | 2,318 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $52,119,000 | 2,407 |
| U.S. Government securities | $23,103,000 | 3,543 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,103,000 | 3,412 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $29,016,000 | 426 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,016,000 | 282 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,325,000 | 2,952 |
| Certificates of participation in pools of residential mortgages | $10,325,000 | 2,383 |
| Issued or guaranteed by U.S. | $10,325,000 | 2,371 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $67,000 | 4,455 |
| Available-for-sale securities (fair market value) | $52,052,000 | 2,047 |
| Total debt securities | $52,119,000 | 2,350 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $48,611,000 | 2,508 |
| U.S. Government securities | $19,596,000 | 3,845 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,596,000 | 3,705 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $29,015,000 | 443 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,015,000 | 301 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,175,000 | 3,997 |
| Certificates of participation in pools of residential mortgages | $5,175,000 | 3,361 |
| Issued or guaranteed by U.S. | $5,175,000 | 3,346 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $48,611,000 | 2,136 |
| Total debt securities | $48,611,000 | 2,442 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $43,608,000 | 2,687 |
| U.S. Government securities | $14,588,000 | 4,580 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,588,000 | 4,428 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $29,020,000 | 457 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,020,000 | 314 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,497,000 | 4,613 |
| Certificates of participation in pools of residential mortgages | $3,497,000 | 3,938 |
| Issued or guaranteed by U.S. | $3,497,000 | 3,927 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $43,608,000 | 2,313 |
| Total debt securities | $43,608,000 | 2,606 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $45,258,000 | 2,568 |
| U.S. Government securities | $16,237,000 | 4,306 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,237,000 | 4,127 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $29,021,000 | 457 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,021,000 | 319 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,665,000 | 3,971 |
| Certificates of participation in pools of residential mortgages | $5,665,000 | 3,230 |
| Issued or guaranteed by U.S. | $5,665,000 | 3,219 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $45,258,000 | 2,192 |
| Total debt securities | $45,258,000 | 2,494 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $46,090,000 | 2,493 |
| U.S. Government securities | $22,073,000 | 3,432 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,073,000 | 3,281 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $24,017,000 | 521 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,017,000 | 364 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,420,000 | 3,292 |
| Certificates of participation in pools of residential mortgages | $8,420,000 | 2,588 |
| Issued or guaranteed by U.S. | $8,420,000 | 2,574 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $46,090,000 | 2,116 |
| Total debt securities | $46,090,000 | 2,428 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $49,977,000 | 2,195 |
| U.S. Government securities | $38,006,000 | 2,068 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,006,000 | 1,951 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $11,971,000 | 849 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,971,000 | 639 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $25,897,000 | 1,531 |
| Certificates of participation in pools of residential mortgages | $25,897,000 | 1,064 |
| Issued or guaranteed by U.S. | $25,897,000 | 1,058 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $49,977,000 | 1,827 |
| Total debt securities | $49,977,000 | 2,133 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $51,219,000 | 2,129 |
| U.S. Government securities | $51,219,000 | 1,559 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $51,219,000 | 1,454 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $35,810,000 | 1,003 |
| Certificates of participation in pools of residential mortgages | $35,810,000 | 698 |
| Issued or guaranteed by U.S. | $35,810,000 | 690 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 5,682 |
| Available-for-sale securities (fair market value) | $51,218,000 | 1,677 |
| Total debt securities | $51,219,000 | 2,056 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $44,974,000 | 2,512 |
| U.S. Government securities | $44,974,000 | 1,866 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $44,974,000 | 1,687 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $35,100,000 | 1,094 |
| Certificates of participation in pools of residential mortgages | $35,100,000 | 786 |
| Issued or guaranteed by U.S. | $35,100,000 | 777 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $44,974,000 | 1,924 |
| Total debt securities | $44,974,000 | 2,426 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $45,743,000 | 2,516 |
| U.S. Government securities | $45,743,000 | 1,915 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $45,743,000 | 1,629 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $35,335,000 | 1,155 |
| Certificates of participation in pools of residential mortgages | $35,335,000 | 822 |
| Issued or guaranteed by U.S. | $35,335,000 | 812 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $45,743,000 | 1,880 |
| Total debt securities | $45,743,000 | 2,440 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $36,931,000 | 3,044 |
| U.S. Government securities | $55,031,000 | 1,660 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $55,031,000 | 1,321 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $18,100,000 | 9 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $36,931,000 | 1,092 |
| Certificates of participation in pools of residential mortgages | $36,931,000 | 802 |
| Issued or guaranteed by U.S. | $36,931,000 | 788 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $36,931,000 | 2,166 |
| Total debt securities | $55,031,000 | 2,030 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $18,100,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $18,332,000 | 5,639 |
| U.S. Government securities | $18,332,000 | 4,730 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,332,000 | 3,596 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $0 | 312 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| 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 | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $18,332,000 | 4,094 |
| Total debt securities | $18,332,000 | 5,512 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |