Home > Banco Popular de Puerto Rico > Securities
Banco Popular de Puerto Rico, Securities
| 2023-12-31 | Rank | |
| Total securities | $24,107,000,000 | 27 |
| U.S. Government securities | $23,885,000,000 | 24 |
| U.S. Treasury securities | $18,465,000,000 | 10 |
| U.S. Government agency obligations | $5,420,000,000 | 54 |
| Securities issued by states & political subdivisions | $227,000,000 | 177 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| 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 | $19,680,000,000 | 20 |
| Mortgage-backed securities | $5,420,000,000 | 50 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,357,000,000 | 29 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $63,000,000 | 345 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $8,350,000,000 | 26 |
| Available-for-sale securities (fair market value) | $15,762,000,000 | 30 |
| Total debt securities | $24,112,000,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $8,000,000 | 117 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $24,710,000,000 | 27 |
| U.S. Government securities | $24,488,000,000 | 24 |
| U.S. Treasury securities | $19,239,000,000 | 10 |
| U.S. Government agency obligations | $5,249,000,000 | 55 |
| Securities issued by states & political subdivisions | $227,000,000 | 173 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| 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 | $20,567,000,000 | 18 |
| Mortgage-backed securities | $5,249,000,000 | 50 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,183,000,000 | 30 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $66,000,000 | 322 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $8,458,000,000 | 26 |
| Available-for-sale securities (fair market value) | $16,257,000,000 | 31 |
| Total debt securities | $24,715,000,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $8,000,000 | 133 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $24,944,000,000 | 27 |
| U.S. Government securities | $24,701,000,000 | 23 |
| U.S. Treasury securities | $19,008,000,000 | 12 |
| U.S. Government agency obligations | $5,693,000,000 | 56 |
| Securities issued by states & political subdivisions | $247,000,000 | 165 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| 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 | $19,937,000,000 | 21 |
| Mortgage-backed securities | $5,693,000,000 | 49 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,622,000,000 | 30 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $71,000,000 | 310 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $8,586,000,000 | 25 |
| Available-for-sale securities (fair market value) | $16,362,000,000 | 31 |
| Total debt securities | $24,948,000,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $8,000,000 | 126 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $25,035,000,000 | 29 |
| U.S. Government securities | $24,793,000,000 | 23 |
| U.S. Treasury securities | $18,868,000,000 | 13 |
| U.S. Government agency obligations | $5,925,000,000 | 53 |
| Securities issued by states & political subdivisions | $248,000,000 | 176 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| 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 | $17,084,000,000 | 20 |
| Mortgage-backed securities | $5,925,000,000 | 52 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,850,000,000 | 30 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $75,000,000 | 318 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $8,743,000,000 | 26 |
| Available-for-sale securities (fair market value) | $16,298,000,000 | 32 |
| Total debt securities | $25,041,000,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $8,000,000 | 122 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $25,691,000,000 | 30 |
| U.S. Government securities | $25,442,000,000 | 24 |
| U.S. Treasury securities | $19,444,000,000 | 11 |
| U.S. Government agency obligations | $5,998,000,000 | 58 |
| Securities issued by states & political subdivisions | $255,000,000 | 177 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| 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 | $17,915,000,000 | 16 |
| Mortgage-backed securities | $5,998,000,000 | 54 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,919,000,000 | 32 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $79,000,000 | 315 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $8,708,000,000 | 26 |
| Available-for-sale securities (fair market value) | $16,989,000,000 | 33 |
| Total debt securities | $25,697,000,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $9,000,000 | 136 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $29,563,000,000 | 26 |
| U.S. Government securities | $29,314,000,000 | 24 |
| U.S. Treasury securities | $23,198,000,000 | 11 |
| U.S. Government agency obligations | $6,116,000,000 | 58 |
| Securities issued by states & political subdivisions | $255,000,000 | 177 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| 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 | $19,625,000,000 | 14 |
| Mortgage-backed securities | $6,116,000,000 | 54 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,031,000,000 | 32 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $85,000,000 | 305 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $2,136,000,000 | 63 |
| Available-for-sale securities (fair market value) | $27,433,000,000 | 20 |
| Total debt securities | $29,569,000,000 | 26 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $9,000,000 | 135 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $27,262,000,000 | 29 |
| U.S. Government securities | $26,992,000,000 | 25 |
| U.S. Treasury securities | $20,248,000,000 | 12 |
| U.S. Government agency obligations | $6,744,000,000 | 55 |
| Securities issued by states & political subdivisions | $276,000,000 | 171 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| 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 | $20,538,000,000 | 13 |
| Mortgage-backed securities | $6,744,000,000 | 53 |
| Certificates of participation in pools of residential mortgages | $6,648,000,000 | 32 |
| Issued or guaranteed by U.S. | $6,648,000,000 | 32 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $96,000,000 | 319 |
| CMOs issued by government agencies or sponsored agencies | $96,000,000 | 287 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $1,865,000,000 | 66 |
| Available-for-sale securities (fair market value) | $25,403,000,000 | 23 |
| Total debt securities | $27,268,000,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $9,000,000 | 108 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $25,730,000,000 | 32 |
| U.S. Government securities | $25,459,000,000 | 25 |
| U.S. Treasury securities | $18,015,000,000 | 14 |
| U.S. Government agency obligations | $7,444,000,000 | 51 |
| Securities issued by states & political subdivisions | $277,000,000 | 173 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| 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 | $17,532,000,000 | 14 |
| Mortgage-backed securities | $7,444,000,000 | 51 |
| Certificates of participation in pools of residential mortgages | $7,339,000,000 | 31 |
| Issued or guaranteed by U.S. | $7,339,000,000 | 31 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $105,000,000 | 307 |
| CMOs issued by government agencies or sponsored agencies | $105,000,000 | 276 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $277,000,000 | 196 |
| Available-for-sale securities (fair market value) | $25,459,000,000 | 24 |
| Total debt securities | $25,736,000,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $10,000,000 | 108 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $24,253,000,000 | 33 |
| U.S. Government securities | $23,979,000,000 | 30 |
| U.S. Treasury securities | $15,694,000,000 | 14 |
| U.S. Government agency obligations | $8,285,000,000 | 45 |
| Securities issued by states & political subdivisions | $280,000,000 | 179 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| 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 | $21,798,000,000 | 12 |
| Mortgage-backed securities | $8,285,000,000 | 45 |
| Certificates of participation in pools of residential mortgages | $8,164,000,000 | 28 |
| Issued or guaranteed by U.S. | $8,164,000,000 | 28 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $121,000,000 | 273 |
| CMOs issued by government agencies or sponsored agencies | $121,000,000 | 247 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $280,000,000 | 153 |
| Available-for-sale securities (fair market value) | $23,979,000,000 | 28 |
| Total debt securities | $24,259,000,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $11,000,000 | 110 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $23,590,000,000 | 32 |
| U.S. Government securities | $23,316,000,000 | 30 |
| U.S. Treasury securities | $14,450,000,000 | 12 |
| U.S. Government agency obligations | $8,866,000,000 | 43 |
| Securities issued by states & political subdivisions | $281,000,000 | 172 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| 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 | $21,611,000,000 | 12 |
| Mortgage-backed securities | $8,866,000,000 | 42 |
| Certificates of participation in pools of residential mortgages | $8,729,000,000 | 25 |
| Issued or guaranteed by U.S. | $8,729,000,000 | 25 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $137,000,000 | 246 |
| CMOs issued by government agencies or sponsored agencies | $137,000,000 | 226 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $281,000,000 | 137 |
| Available-for-sale securities (fair market value) | $23,316,000,000 | 27 |
| Total debt securities | $23,597,000,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $11,000,000 | 109 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $21,456,000,000 | 32 |
| U.S. Government securities | $21,162,000,000 | 31 |
| U.S. Treasury securities | $11,792,000,000 | 14 |
| U.S. Government agency obligations | $9,370,000,000 | 41 |
| Securities issued by states & political subdivisions | $302,000,000 | 144 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| 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 | $21,080,000,000 | 12 |
| Mortgage-backed securities | $9,370,000,000 | 40 |
| Certificates of participation in pools of residential mortgages | $9,212,000,000 | 25 |
| Issued or guaranteed by U.S. | $9,212,000,000 | 25 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $158,000,000 | 220 |
| CMOs issued by government agencies or sponsored agencies | $158,000,000 | 201 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $302,000,000 | 120 |
| Available-for-sale securities (fair market value) | $21,162,000,000 | 28 |
| Total debt securities | $21,464,000,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $11,000,000 | 112 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $21,790,000,000 | 30 |
| U.S. Government securities | $21,495,000,000 | 30 |
| U.S. Treasury securities | $11,668,000,000 | 15 |
| U.S. Government agency obligations | $9,827,000,000 | 39 |
| Securities issued by states & political subdivisions | $303,000,000 | 136 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| 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 | $17,033,000,000 | 12 |
| Mortgage-backed securities | $9,827,000,000 | 39 |
| Certificates of participation in pools of residential mortgages | $9,642,000,000 | 23 |
| Issued or guaranteed by U.S. | $9,642,000,000 | 23 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $185,000,000 | 194 |
| CMOs issued by government agencies or sponsored agencies | $185,000,000 | 181 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $303,000,000 | 113 |
| Available-for-sale securities (fair market value) | $21,495,000,000 | 28 |
| Total debt securities | $21,798,000,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $12,000,000 | 107 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $20,460,000,000 | 30 |
| U.S. Government securities | $20,162,000,000 | 29 |
| U.S. Treasury securities | $10,597,000,000 | 16 |
| U.S. Government agency obligations | $9,565,000,000 | 37 |
| Securities issued by states & political subdivisions | $306,000,000 | 125 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| 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 | $17,963,000,000 | 11 |
| Mortgage-backed securities | $9,505,000,000 | 38 |
| Certificates of participation in pools of residential mortgages | $9,289,000,000 | 23 |
| Issued or guaranteed by U.S. | $9,289,000,000 | 23 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $216,000,000 | 166 |
| CMOs issued by government agencies or sponsored agencies | $216,000,000 | 150 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $306,000,000 | 100 |
| Available-for-sale securities (fair market value) | $20,162,000,000 | 28 |
| Total debt securities | $20,468,000,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $12,000,000 | 116 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $19,952,000,000 | 31 |
| U.S. Government securities | $19,656,000,000 | 30 |
| U.S. Treasury securities | $11,427,000,000 | 16 |
| U.S. Government agency obligations | $8,229,000,000 | 39 |
| Securities issued by states & political subdivisions | $306,000,000 | 119 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $1,000,000 | 180 |
| 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 | $16,485,000,000 | 12 |
| Mortgage-backed securities | $8,169,000,000 | 41 |
| Certificates of participation in pools of residential mortgages | $7,915,000,000 | 24 |
| Issued or guaranteed by U.S. | $7,915,000,000 | 24 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $254,000,000 | 148 |
| CMOs issued by government agencies or sponsored agencies | $254,000,000 | 136 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $307,000,000 | 97 |
| Available-for-sale securities (fair market value) | $19,656,000,000 | 28 |
| Total debt securities | $19,963,000,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $13,000,000 | 114 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $19,505,000,000 | 31 |
| U.S. Government securities | $19,189,000,000 | 29 |
| U.S. Treasury securities | $13,752,000,000 | 15 |
| U.S. Government agency obligations | $5,437,000,000 | 50 |
| Securities issued by states & political subdivisions | $326,000,000 | 102 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $1,000,000 | 182 |
| 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 | $15,983,000,000 | 12 |
| Mortgage-backed securities | $5,376,000,000 | 49 |
| Certificates of participation in pools of residential mortgages | $5,085,000,000 | 32 |
| Issued or guaranteed by U.S. | $5,085,000,000 | 32 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $291,000,000 | 136 |
| CMOs issued by government agencies or sponsored agencies | $291,000,000 | 130 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $327,000,000 | 93 |
| Available-for-sale securities (fair market value) | $19,189,000,000 | 27 |
| Total debt securities | $19,516,000,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $14,000,000 | 114 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $14,689,000,000 | 34 |
| U.S. Government securities | $14,374,000,000 | 30 |
| U.S. Treasury securities | $10,103,000,000 | 14 |
| U.S. Government agency obligations | $4,271,000,000 | 56 |
| Securities issued by states & political subdivisions | $326,000,000 | 89 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $1,000,000 | 181 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,599,000,000 | 15 |
| Mortgage-backed securities | $4,185,000,000 | 56 |
| Certificates of participation in pools of residential mortgages | $3,864,000,000 | 37 |
| Issued or guaranteed by U.S. | $3,864,000,000 | 37 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $321,000,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $321,000,000 | 128 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $327,000,000 | 94 |
| Available-for-sale securities (fair market value) | $14,374,000,000 | 29 |
| Total debt securities | $14,701,000,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $26,000,000 | 94 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,000,000 | 112 |
| 2019-12-31 | Rank | |
| Total securities | $16,479,000,000 | 29 |
| U.S. Government securities | $16,141,000,000 | 28 |
| U.S. Treasury securities | $11,731,000,000 | 13 |
| U.S. Government agency obligations | $4,410,000,000 | 51 |
| Securities issued by states & political subdivisions | $335,000,000 | 76 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $1,000,000 | 169 |
| 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 | $11,961,000,000 | 11 |
| Mortgage-backed securities | $4,299,000,000 | 52 |
| Certificates of participation in pools of residential mortgages | $3,962,000,000 | 34 |
| Issued or guaranteed by U.S. | $3,962,000,000 | 34 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $337,000,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $337,000,000 | 125 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $329,000,000 | 92 |
| Available-for-sale securities (fair market value) | $16,148,000,000 | 26 |
| Total debt securities | $16,477,000,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $14,000,000 | 89 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $15,234,000,000 | 30 |
| U.S. Government securities | $14,896,000,000 | 29 |
| U.S. Treasury securities | $10,179,000,000 | 13 |
| U.S. Government agency obligations | $4,717,000,000 | 50 |
| Securities issued by states & political subdivisions | $335,000,000 | 75 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $1,000,000 | 173 |
| 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 | $12,699,000,000 | 10 |
| Mortgage-backed securities | $4,542,000,000 | 52 |
| Certificates of participation in pools of residential mortgages | $4,177,000,000 | 35 |
| Issued or guaranteed by U.S. | $4,177,000,000 | 35 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $365,000,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $365,000,000 | 120 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $329,000,000 | 98 |
| Available-for-sale securities (fair market value) | $14,903,000,000 | 26 |
| Total debt securities | $15,232,000,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $15,000,000 | 91 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $15,417,000,000 | 30 |
| U.S. Government securities | $15,061,000,000 | 29 |
| U.S. Treasury securities | $10,151,000,000 | 13 |
| U.S. Government agency obligations | $4,910,000,000 | 48 |
| Securities issued by states & political subdivisions | $353,000,000 | 73 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $1,000,000 | 184 |
| 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 | $11,328,000,000 | 12 |
| Mortgage-backed securities | $4,690,000,000 | 47 |
| Certificates of participation in pools of residential mortgages | $4,299,000,000 | 34 |
| Issued or guaranteed by U.S. | $4,299,000,000 | 34 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $391,000,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $391,000,000 | 116 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $347,000,000 | 105 |
| Available-for-sale securities (fair market value) | $15,068,000,000 | 26 |
| Total debt securities | $15,415,000,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $15,000,000 | 88 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $12,154,000,000 | 38 |
| U.S. Government securities | $11,799,000,000 | 35 |
| U.S. Treasury securities | $7,666,000,000 | 13 |
| U.S. Government agency obligations | $4,133,000,000 | 56 |
| Securities issued by states & political subdivisions | $353,000,000 | 79 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $1,000,000 | 184 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,805,000,000 | 13 |
| Mortgage-backed securities | $3,894,000,000 | 58 |
| Certificates of participation in pools of residential mortgages | $3,484,000,000 | 35 |
| Issued or guaranteed by U.S. | $3,484,000,000 | 35 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $410,000,000 | 114 |
| CMOs issued by government agencies or sponsored agencies | $410,000,000 | 111 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $347,000,000 | 104 |
| Available-for-sale securities (fair market value) | $11,806,000,000 | 30 |
| Total debt securities | $12,153,000,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $15,000,000 | 78 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $12,073,000,000 | 38 |
| U.S. Government securities | $11,715,000,000 | 37 |
| U.S. Treasury securities | $7,902,000,000 | 14 |
| U.S. Government agency obligations | $3,813,000,000 | 58 |
| Securities issued by states & political subdivisions | $355,000,000 | 78 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $1,000,000 | 178 |
| 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 | $8,652,000,000 | 17 |
| Mortgage-backed securities | $3,505,000,000 | 62 |
| Certificates of participation in pools of residential mortgages | $3,080,000,000 | 39 |
| Issued or guaranteed by U.S. | $3,080,000,000 | 39 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $425,000,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $425,000,000 | 106 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $349,000,000 | 109 |
| Available-for-sale securities (fair market value) | $11,722,000,000 | 28 |
| Total debt securities | $12,071,000,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $15,000,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $11,752,000,000 | 38 |
| U.S. Government securities | $11,394,000,000 | 35 |
| U.S. Treasury securities | $7,484,000,000 | 14 |
| U.S. Government agency obligations | $3,910,000,000 | 55 |
| Securities issued by states & political subdivisions | $355,000,000 | 78 |
| Other domestic debt securities | $1,000,000 | 1,474 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $1,000,000 | 1,159 |
| 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 | $8,651,000,000 | 15 |
| Mortgage-backed securities | $3,554,000,000 | 60 |
| Certificates of participation in pools of residential mortgages | $3,111,000,000 | 38 |
| Issued or guaranteed by U.S. | $3,111,000,000 | 38 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $443,000,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $443,000,000 | 99 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $348,000,000 | 112 |
| Available-for-sale securities (fair market value) | $11,402,000,000 | 29 |
| Total debt securities | $11,750,000,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $15,000,000 | 76 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $9,126,000,000 | 41 |
| U.S. Government securities | $8,750,000,000 | 39 |
| U.S. Treasury securities | $4,642,000,000 | 18 |
| U.S. Government agency obligations | $4,108,000,000 | 55 |
| Securities issued by states & political subdivisions | $372,000,000 | 78 |
| Other domestic debt securities | $1,000,000 | 1,628 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $1,000,000 | 1,154 |
| Foreign debt securities | $1,000,000 | 178 |
| 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 | $8,373,000,000 | 15 |
| Mortgage-backed securities | $3,749,000,000 | 59 |
| Certificates of participation in pools of residential mortgages | $3,271,000,000 | 37 |
| Issued or guaranteed by U.S. | $3,271,000,000 | 37 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $478,000,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $478,000,000 | 96 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $366,000,000 | 108 |
| Available-for-sale securities (fair market value) | $8,758,000,000 | 35 |
| Total debt securities | $9,124,000,000 | 41 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $16,000,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $8,950,000,000 | 41 |
| U.S. Government securities | $8,574,000,000 | 39 |
| U.S. Treasury securities | $4,261,000,000 | 18 |
| U.S. Government agency obligations | $4,313,000,000 | 52 |
| Securities issued by states & political subdivisions | $372,000,000 | 80 |
| Other domestic debt securities | $1,000,000 | 1,465 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $1,000,000 | 1,170 |
| Foreign debt securities | $1,000,000 | 176 |
| 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 | $7,113,000,000 | 20 |
| Mortgage-backed securities | $3,954,000,000 | 55 |
| Certificates of participation in pools of residential mortgages | $3,442,000,000 | 36 |
| Issued or guaranteed by U.S. | $3,442,000,000 | 36 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $512,000,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $512,000,000 | 92 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $366,000,000 | 109 |
| Available-for-sale securities (fair market value) | $8,582,000,000 | 36 |
| Total debt securities | $8,948,000,000 | 41 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $17,000,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $8,652,000,000 | 44 |
| U.S. Government securities | $8,275,000,000 | 40 |
| U.S. Treasury securities | $3,732,000,000 | 19 |
| U.S. Government agency obligations | $4,543,000,000 | 51 |
| Securities issued by states & political subdivisions | $373,000,000 | 81 |
| Other domestic debt securities | $1,000,000 | 1,485 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $1,000,000 | 1,213 |
| Foreign debt securities | $1,000,000 | 179 |
| Equity securities | $2,000,000 | 366 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,773,000,000 | 23 |
| Mortgage-backed securities | $4,182,000,000 | 52 |
| Certificates of participation in pools of residential mortgages | $3,634,000,000 | 36 |
| Issued or guaranteed by U.S. | $3,634,000,000 | 36 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $548,000,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $548,000,000 | 84 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $368,000,000 | 109 |
| Available-for-sale securities (fair market value) | $8,284,000,000 | 38 |
| Total debt securities | $8,650,000,000 | 44 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $17,000,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $7,541,000,000 | 44 |
| U.S. Government securities | $7,163,000,000 | 42 |
| U.S. Treasury securities | $2,616,000,000 | 25 |
| U.S. Government agency obligations | $4,547,000,000 | 50 |
| Securities issued by states & political subdivisions | $374,000,000 | 80 |
| Other domestic debt securities | $1,000,000 | 1,504 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $1,000,000 | 1,246 |
| Foreign debt securities | $1,000,000 | 190 |
| Equity securities | $2,000,000 | 383 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,919,000,000 | 19 |
| Mortgage-backed securities | $4,184,000,000 | 50 |
| Certificates of participation in pools of residential mortgages | $3,597,000,000 | 35 |
| Issued or guaranteed by U.S. | $3,597,000,000 | 35 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $587,000,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $587,000,000 | 82 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $368,000,000 | 112 |
| Available-for-sale securities (fair market value) | $7,173,000,000 | 39 |
| Total debt securities | $7,539,000,000 | 44 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $18,000,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $7,857,000,000 | 45 |
| U.S. Government securities | $7,433,000,000 | 43 |
| U.S. Treasury securities | $2,774,000,000 | 23 |
| U.S. Government agency obligations | $4,659,000,000 | 49 |
| Securities issued by states & political subdivisions | $411,000,000 | 73 |
| Other domestic debt securities | $9,000,000 | 633 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $9,000,000 | 480 |
| Foreign debt securities | $2,000,000 | 146 |
| Equity securities | $2,000,000 | 377 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,555,000,000 | 20 |
| Mortgage-backed securities | $4,246,000,000 | 49 |
| Certificates of participation in pools of residential mortgages | $3,618,000,000 | 34 |
| Issued or guaranteed by U.S. | $3,618,000,000 | 33 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $628,000,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $628,000,000 | 79 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $395,000,000 | 108 |
| Available-for-sale securities (fair market value) | $7,462,000,000 | 40 |
| Total debt securities | $7,855,000,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $18,000,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $7,769,000,000 | 45 |
| U.S. Government securities | $7,345,000,000 | 42 |
| U.S. Treasury securities | $2,814,000,000 | 24 |
| U.S. Government agency obligations | $4,531,000,000 | 48 |
| Securities issued by states & political subdivisions | $411,000,000 | 74 |
| Other domestic debt securities | $9,000,000 | 641 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $9,000,000 | 478 |
| Foreign debt securities | $2,000,000 | 148 |
| Equity securities | $2,000,000 | 378 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,325,000,000 | 23 |
| Mortgage-backed securities | $4,067,000,000 | 49 |
| Certificates of participation in pools of residential mortgages | $3,404,000,000 | 34 |
| Issued or guaranteed by U.S. | $3,404,000,000 | 33 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $663,000,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $663,000,000 | 76 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $395,000,000 | 107 |
| Available-for-sale securities (fair market value) | $7,374,000,000 | 41 |
| Total debt securities | $7,767,000,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $20,000,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $6,468,000,000 | 49 |
| U.S. Government securities | $6,339,000,000 | 44 |
| U.S. Treasury securities | $2,012,000,000 | 28 |
| U.S. Government agency obligations | $4,327,000,000 | 48 |
| Securities issued by states & political subdivisions | $115,000,000 | 304 |
| Other domestic debt securities | $10,000,000 | 599 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $10,000,000 | 430 |
| Foreign debt securities | $2,000,000 | 150 |
| Equity securities | $2,000,000 | 377 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,193,000,000 | 27 |
| Mortgage-backed securities | $3,863,000,000 | 49 |
| Certificates of participation in pools of residential mortgages | $3,155,000,000 | 37 |
| Issued or guaranteed by U.S. | $3,155,000,000 | 36 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $708,000,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $708,000,000 | 70 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $98,000,000 | 265 |
| Available-for-sale securities (fair market value) | $6,370,000,000 | 44 |
| Total debt securities | $6,466,000,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $20,000,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $5,819,000,000 | 53 |
| U.S. Government securities | $5,686,000,000 | 45 |
| U.S. Treasury securities | $1,497,000,000 | 30 |
| U.S. Government agency obligations | $4,189,000,000 | 50 |
| Securities issued by states & political subdivisions | $119,000,000 | 288 |
| Other domestic debt securities | $10,000,000 | 584 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $10,000,000 | 432 |
| Foreign debt securities | $2,000,000 | 146 |
| Equity securities | $2,000,000 | 401 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,535,000,000 | 27 |
| Mortgage-backed securities | $3,740,000,000 | 51 |
| Certificates of participation in pools of residential mortgages | $2,965,000,000 | 37 |
| Issued or guaranteed by U.S. | $2,965,000,000 | 36 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $775,000,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $775,000,000 | 69 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $98,000,000 | 267 |
| Available-for-sale securities (fair market value) | $5,721,000,000 | 46 |
| Total debt securities | $5,817,000,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $23,000,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $5,715,000,000 | 54 |
| U.S. Government securities | $5,581,000,000 | 46 |
| U.S. Treasury securities | $1,502,000,000 | 28 |
| U.S. Government agency obligations | $4,079,000,000 | 52 |
| Securities issued by states & political subdivisions | $120,000,000 | 280 |
| Other domestic debt securities | $10,000,000 | 597 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $10,000,000 | 430 |
| Foreign debt securities | $2,000,000 | 140 |
| Equity securities | $2,000,000 | 408 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,990,000,000 | 32 |
| Mortgage-backed securities | $3,599,000,000 | 54 |
| Certificates of participation in pools of residential mortgages | $2,766,000,000 | 39 |
| Issued or guaranteed by U.S. | $2,766,000,000 | 38 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $833,000,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $833,000,000 | 61 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $100,000,000 | 273 |
| Available-for-sale securities (fair market value) | $5,615,000,000 | 45 |
| Total debt securities | $5,713,000,000 | 54 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $23,000,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $5,136,000,000 | 57 |
| U.S. Government securities | $5,004,000,000 | 49 |
| U.S. Treasury securities | $1,258,000,000 | 31 |
| U.S. Government agency obligations | $3,746,000,000 | 55 |
| Securities issued by states & political subdivisions | $118,000,000 | 278 |
| Other domestic debt securities | $10,000,000 | 600 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $10,000,000 | 432 |
| Foreign debt securities | $2,000,000 | 143 |
| Equity securities | $2,000,000 | 401 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,540,000,000 | 44 |
| Mortgage-backed securities | $3,189,000,000 | 59 |
| Certificates of participation in pools of residential mortgages | $2,311,000,000 | 46 |
| Issued or guaranteed by U.S. | $2,311,000,000 | 44 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $878,000,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $878,000,000 | 60 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $99,000,000 | 281 |
| Available-for-sale securities (fair market value) | $5,037,000,000 | 47 |
| Total debt securities | $5,134,000,000 | 57 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $24,000,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $4,730,000,000 | 59 |
| U.S. Government securities | $4,597,000,000 | 52 |
| U.S. Treasury securities | $1,139,000,000 | 33 |
| U.S. Government agency obligations | $3,458,000,000 | 57 |
| Securities issued by states & political subdivisions | $119,000,000 | 273 |
| Other domestic debt securities | $10,000,000 | 593 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $10,000,000 | 418 |
| Foreign debt securities | $2,000,000 | 132 |
| Equity securities | $2,000,000 | 406 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,656,000,000 | 41 |
| Mortgage-backed securities | $2,892,000,000 | 61 |
| Certificates of participation in pools of residential mortgages | $1,988,000,000 | 50 |
| Issued or guaranteed by U.S. | $1,988,000,000 | 48 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $904,000,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $904,000,000 | 56 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $101,000,000 | 280 |
| Available-for-sale securities (fair market value) | $4,629,000,000 | 49 |
| Total debt securities | $4,728,000,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $25,000,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $4,191,000,000 | 61 |
| U.S. Government securities | $4,058,000,000 | 55 |
| U.S. Treasury securities | $1,015,000,000 | 34 |
| U.S. Government agency obligations | $3,043,000,000 | 61 |
| Securities issued by states & political subdivisions | $120,000,000 | 269 |
| Other domestic debt securities | $10,000,000 | 599 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $10,000,000 | 425 |
| Foreign debt securities | $1,000,000 | 191 |
| Equity securities | $2,000,000 | 413 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,960,000,000 | 40 |
| Mortgage-backed securities | $2,453,000,000 | 63 |
| Certificates of participation in pools of residential mortgages | $1,495,000,000 | 56 |
| Issued or guaranteed by U.S. | $1,495,000,000 | 54 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $958,000,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $958,000,000 | 56 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $100,000,000 | 291 |
| Available-for-sale securities (fair market value) | $4,091,000,000 | 52 |
| Total debt securities | $4,189,000,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $84,000,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $4,193,000,000 | 62 |
| U.S. Government securities | $4,034,000,000 | 55 |
| U.S. Treasury securities | $964,000,000 | 32 |
| U.S. Government agency obligations | $3,070,000,000 | 60 |
| Securities issued by states & political subdivisions | $144,000,000 | 201 |
| Other domestic debt securities | $11,000,000 | 567 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $11,000,000 | 388 |
| Foreign debt securities | $1,000,000 | 193 |
| Equity securities | $3,000,000 | 336 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,893,000,000 | 43 |
| Mortgage-backed securities | $2,429,000,000 | 64 |
| Certificates of participation in pools of residential mortgages | $1,424,000,000 | 59 |
| Issued or guaranteed by U.S. | $1,424,000,000 | 57 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,005,000,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $1,005,000,000 | 56 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $102,000,000 | 278 |
| Available-for-sale securities (fair market value) | $4,091,000,000 | 52 |
| Total debt securities | $4,190,000,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $86,000,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $4,157,000,000 | 62 |
| U.S. Government securities | $3,995,000,000 | 57 |
| U.S. Treasury securities | $784,000,000 | 33 |
| U.S. Government agency obligations | $3,211,000,000 | 61 |
| Securities issued by states & political subdivisions | $148,000,000 | 194 |
| Other domestic debt securities | $11,000,000 | 558 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $11,000,000 | 386 |
| Foreign debt securities | $1,000,000 | 206 |
| Equity securities | $2,000,000 | 417 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,458,000,000 | 50 |
| Mortgage-backed securities | $2,179,000,000 | 69 |
| Certificates of participation in pools of residential mortgages | $1,102,000,000 | 68 |
| Issued or guaranteed by U.S. | $1,102,000,000 | 67 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,077,000,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,077,000,000 | 56 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $101,000,000 | 281 |
| Available-for-sale securities (fair market value) | $4,056,000,000 | 53 |
| Total debt securities | $4,155,000,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $91,000,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $3,865,000,000 | 62 |
| U.S. Government securities | $3,697,000,000 | 57 |
| U.S. Treasury securities | $700,000,000 | 34 |
| U.S. Government agency obligations | $2,997,000,000 | 60 |
| Securities issued by states & political subdivisions | $153,000,000 | 178 |
| Other domestic debt securities | $11,000,000 | 562 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $11,000,000 | 386 |
| Foreign debt securities | $2,000,000 | 144 |
| Equity securities | $2,000,000 | 418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,034,000,000 | 57 |
| Mortgage-backed securities | $1,790,000,000 | 74 |
| Certificates of participation in pools of residential mortgages | $677,000,000 | 86 |
| Issued or guaranteed by U.S. | $677,000,000 | 85 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,113,000,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,113,000,000 | 52 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $103,000,000 | 272 |
| Available-for-sale securities (fair market value) | $3,762,000,000 | 53 |
| Total debt securities | $3,863,000,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $93,000,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $4,014,000,000 | 62 |
| U.S. Government securities | $3,832,000,000 | 56 |
| U.S. Treasury securities | $593,000,000 | 32 |
| U.S. Government agency obligations | $3,239,000,000 | 59 |
| Securities issued by states & political subdivisions | $167,000,000 | 154 |
| Other domestic debt securities | $11,000,000 | 575 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $11,000,000 | 395 |
| Foreign debt securities | $2,000,000 | 140 |
| Equity securities | $2,000,000 | 420 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,264,000,000 | 55 |
| Mortgage-backed securities | $1,798,000,000 | 73 |
| Certificates of participation in pools of residential mortgages | $644,000,000 | 88 |
| Issued or guaranteed by U.S. | $644,000,000 | 87 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,154,000,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,154,000,000 | 52 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $113,000,000 | 252 |
| Available-for-sale securities (fair market value) | $3,901,000,000 | 52 |
| Total debt securities | $4,012,000,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $98,000,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $3,768,000,000 | 64 |
| U.S. Government securities | $3,583,000,000 | 59 |
| U.S. Treasury securities | $28,000,000 | 171 |
| U.S. Government agency obligations | $3,555,000,000 | 55 |
| Securities issued by states & political subdivisions | $170,000,000 | 147 |
| Other domestic debt securities | $12,000,000 | 566 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $12,000,000 | 382 |
| Foreign debt securities | $1,000,000 | 187 |
| Equity securities | $2,000,000 | 434 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,511,000,000 | 54 |
| Mortgage-backed securities | $1,903,000,000 | 73 |
| Certificates of participation in pools of residential mortgages | $689,000,000 | 84 |
| Issued or guaranteed by U.S. | $689,000,000 | 83 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,214,000,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,214,000,000 | 51 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $113,000,000 | 247 |
| Available-for-sale securities (fair market value) | $3,655,000,000 | 55 |
| Total debt securities | $3,766,000,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $297,000,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $3,863,000,000 | 63 |
| U.S. Government securities | $3,653,000,000 | 59 |
| U.S. Treasury securities | $28,000,000 | 161 |
| U.S. Government agency obligations | $3,625,000,000 | 56 |
| Securities issued by states & political subdivisions | $170,000,000 | 147 |
| Other domestic debt securities | $37,000,000 | 287 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $37,000,000 | 185 |
| Foreign debt securities | $1,000,000 | 182 |
| Equity securities | $2,000,000 | 433 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,154,000,000 | 43 |
| Mortgage-backed securities | $1,999,000,000 | 70 |
| Certificates of participation in pools of residential mortgages | $737,000,000 | 84 |
| Issued or guaranteed by U.S. | $737,000,000 | 83 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,262,000,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,262,000,000 | 49 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $138,000,000 | 208 |
| Available-for-sale securities (fair market value) | $3,725,000,000 | 53 |
| Total debt securities | $3,861,000,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $311,000,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $3,348,000,000 | 66 |
| U.S. Government securities | $3,137,000,000 | 62 |
| U.S. Treasury securities | $29,000,000 | 146 |
| U.S. Government agency obligations | $3,108,000,000 | 59 |
| Securities issued by states & political subdivisions | $170,000,000 | 142 |
| Other domestic debt securities | $38,000,000 | 293 |
| Privately issued residential mortgage-backed securities | $1,000,000 | 483 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $37,000,000 | 185 |
| Foreign debt securities | $1,000,000 | 182 |
| Equity securities | $2,000,000 | 435 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,043,000,000 | 56 |
| Mortgage-backed securities | $2,082,000,000 | 66 |
| Certificates of participation in pools of residential mortgages | $776,000,000 | 82 |
| Issued or guaranteed by U.S. | $776,000,000 | 81 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,306,000,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,305,000,000 | 47 |
| Privately issued | $1,000,000 | 461 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $140,000,000 | 209 |
| Available-for-sale securities (fair market value) | $3,208,000,000 | 59 |
| Total debt securities | $3,346,000,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $289,000,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $3,165,000,000 | 68 |
| U.S. Government securities | $2,964,000,000 | 63 |
| U.S. Treasury securities | $29,000,000 | 142 |
| U.S. Government agency obligations | $2,935,000,000 | 60 |
| Securities issued by states & political subdivisions | $160,000,000 | 153 |
| Other domestic debt securities | $38,000,000 | 299 |
| Privately issued residential mortgage-backed securities | $1,000,000 | 506 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $37,000,000 | 186 |
| Foreign debt securities | $1,000,000 | 185 |
| Equity securities | $2,000,000 | 464 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,865,000,000 | 59 |
| Mortgage-backed securities | $2,213,000,000 | 65 |
| Certificates of participation in pools of residential mortgages | $833,000,000 | 76 |
| Issued or guaranteed by U.S. | $833,000,000 | 74 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,380,000,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,379,000,000 | 44 |
| Privately issued | $1,000,000 | 483 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $140,000,000 | 199 |
| Available-for-sale securities (fair market value) | $3,025,000,000 | 62 |
| Total debt securities | $3,163,000,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $285,000,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $3,204,000,000 | 67 |
| U.S. Government securities | $3,012,000,000 | 63 |
| U.S. Treasury securities | $29,000,000 | 133 |
| U.S. Government agency obligations | $2,983,000,000 | 61 |
| Securities issued by states & political subdivisions | $150,000,000 | 167 |
| Other domestic debt securities | $39,000,000 | 291 |
| Privately issued residential mortgage-backed securities | $1,000,000 | 519 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $38,000,000 | 185 |
| Foreign debt securities | $1,000,000 | 178 |
| Equity securities | $2,000,000 | 449 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,210,000,000 | 53 |
| Mortgage-backed securities | $2,387,000,000 | 65 |
| Certificates of participation in pools of residential mortgages | $911,000,000 | 75 |
| Issued or guaranteed by U.S. | $911,000,000 | 74 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,476,000,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,475,000,000 | 45 |
| Privately issued | $1,000,000 | 495 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $141,000,000 | 177 |
| Available-for-sale securities (fair market value) | $3,063,000,000 | 60 |
| Total debt securities | $3,202,000,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $227,000,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $3,294,000,000 | 69 |
| U.S. Government securities | $3,101,000,000 | 62 |
| U.S. Treasury securities | $30,000,000 | 129 |
| U.S. Government agency obligations | $3,071,000,000 | 60 |
| Securities issued by states & political subdivisions | $150,000,000 | 168 |
| Other domestic debt securities | $40,000,000 | 293 |
| Privately issued residential mortgage-backed securities | $2,000,000 | 432 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $38,000,000 | 185 |
| Foreign debt securities | $1,000,000 | 179 |
| Equity securities | $2,000,000 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,516,000,000 | 47 |
| Mortgage-backed securities | $2,399,000,000 | 66 |
| Certificates of participation in pools of residential mortgages | $1,029,000,000 | 70 |
| Issued or guaranteed by U.S. | $1,029,000,000 | 67 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,370,000,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,368,000,000 | 50 |
| Privately issued | $2,000,000 | 418 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $141,000,000 | 168 |
| Available-for-sale securities (fair market value) | $3,153,000,000 | 63 |
| Total debt securities | $3,292,000,000 | 68 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $228,000,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $3,224,000,000 | 67 |
| U.S. Government securities | $3,027,000,000 | 59 |
| U.S. Treasury securities | $30,000,000 | 131 |
| U.S. Government agency obligations | $2,997,000,000 | 58 |
| Securities issued by states & political subdivisions | $153,000,000 | 159 |
| Other domestic debt securities | $41,000,000 | 278 |
| Privately issued residential mortgage-backed securities | $2,000,000 | 450 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $39,000,000 | 171 |
| Foreign debt securities | $1,000,000 | 178 |
| Equity securities | $2,000,000 | 460 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,335,000,000 | 48 |
| Mortgage-backed securities | $2,405,000,000 | 65 |
| Certificates of participation in pools of residential mortgages | $1,154,000,000 | 66 |
| Issued or guaranteed by U.S. | $1,154,000,000 | 65 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,251,000,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $1,249,000,000 | 55 |
| Privately issued | $2,000,000 | 438 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $142,000,000 | 166 |
| Available-for-sale securities (fair market value) | $3,082,000,000 | 61 |
| Total debt securities | $3,222,000,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $232,000,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $3,165,000,000 | 70 |
| U.S. Government securities | $3,003,000,000 | 62 |
| U.S. Treasury securities | $31,000,000 | 118 |
| U.S. Government agency obligations | $2,972,000,000 | 60 |
| Securities issued by states & political subdivisions | $127,000,000 | 185 |
| Other domestic debt securities | $32,000,000 | 343 |
| Privately issued residential mortgage-backed securities | $3,000,000 | 406 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $29,000,000 | 222 |
| Foreign debt securities | $1,000,000 | 174 |
| Equity securities | $2,000,000 | 470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,356,000,000 | 47 |
| Mortgage-backed securities | $2,444,000,000 | 67 |
| Certificates of participation in pools of residential mortgages | $1,314,000,000 | 63 |
| Issued or guaranteed by U.S. | $1,314,000,000 | 62 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,130,000,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $1,127,000,000 | 58 |
| Privately issued | $3,000,000 | 390 |
| 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) | $121,000,000 | 184 |
| Available-for-sale securities (fair market value) | $3,044,000,000 | 64 |
| Total debt securities | $3,163,000,000 | 70 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $154,000,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $3,102,000,000 | 71 |
| U.S. Government securities | $2,938,000,000 | 64 |
| U.S. Treasury securities | $31,000,000 | 117 |
| U.S. Government agency obligations | $2,907,000,000 | 63 |
| Securities issued by states & political subdivisions | $128,000,000 | 171 |
| Other domestic debt securities | $33,000,000 | 336 |
| Privately issued residential mortgage-backed securities | $3,000,000 | 434 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $30,000,000 | 217 |
| Foreign debt securities | $1,000,000 | 161 |
| Equity securities | $2,000,000 | 450 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,100,000,000 | 51 |
| Mortgage-backed securities | $2,375,000,000 | 69 |
| Certificates of participation in pools of residential mortgages | $1,463,000,000 | 55 |
| Issued or guaranteed by U.S. | $1,463,000,000 | 54 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $912,000,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $909,000,000 | 62 |
| Privately issued | $3,000,000 | 417 |
| 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) | $122,000,000 | 182 |
| Available-for-sale securities (fair market value) | $2,980,000,000 | 66 |
| Total debt securities | $3,100,000,000 | 71 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $320,000,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $3,160,000,000 | 69 |
| U.S. Government securities | $2,977,000,000 | 63 |
| U.S. Treasury securities | $31,000,000 | 121 |
| U.S. Government agency obligations | $2,946,000,000 | 63 |
| Securities issued by states & political subdivisions | $135,000,000 | 163 |
| Other domestic debt securities | $45,000,000 | 266 |
| Privately issued residential mortgage-backed securities | $14,000,000 | 198 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $31,000,000 | 207 |
| Foreign debt securities | $1,000,000 | 123 |
| Equity securities | $2,000,000 | 429 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,722,000,000 | 43 |
| Mortgage-backed securities | $2,421,000,000 | 69 |
| Certificates of participation in pools of residential mortgages | $1,561,000,000 | 53 |
| Issued or guaranteed by U.S. | $1,561,000,000 | 52 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $860,000,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $846,000,000 | 65 |
| Privately issued | $14,000,000 | 191 |
| 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) | $122,000,000 | 176 |
| Available-for-sale securities (fair market value) | $3,038,000,000 | 65 |
| Total debt securities | $3,158,000,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $310,000,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $3,160,000,000 | 70 |
| U.S. Government securities | $2,971,000,000 | 62 |
| U.S. Treasury securities | $31,000,000 | 117 |
| U.S. Government agency obligations | $2,940,000,000 | 59 |
| Securities issued by states & political subdivisions | $137,000,000 | 152 |
| Other domestic debt securities | $50,000,000 | 250 |
| Privately issued residential mortgage-backed securities | $19,000,000 | 207 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $31,000,000 | 186 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $2,000,000 | 416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,767,000,000 | 39 |
| Mortgage-backed securities | $2,415,000,000 | 65 |
| Certificates of participation in pools of residential mortgages | $1,669,000,000 | 54 |
| Issued or guaranteed by U.S. | $1,669,000,000 | 54 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $746,000,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $727,000,000 | 66 |
| Privately issued | $19,000,000 | 201 |
| 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) | $123,000,000 | 171 |
| Available-for-sale securities (fair market value) | $3,037,000,000 | 65 |
| Total debt securities | $3,158,000,000 | 70 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $280,000,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $3,371,000,000 | 66 |
| U.S. Government securities | $3,187,000,000 | 59 |
| U.S. Treasury securities | $32,000,000 | 123 |
| U.S. Government agency obligations | $3,155,000,000 | 55 |
| Securities issued by states & political subdivisions | $127,000,000 | 155 |
| Other domestic debt securities | $55,000,000 | 239 |
| Privately issued residential mortgage-backed securities | $23,000,000 | 197 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $32,000,000 | 179 |
| Foreign debt securities | $1,000,000 | 87 |
| Equity securities | $1,000,000 | 590 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,985,000,000 | 39 |
| Mortgage-backed securities | $2,631,000,000 | 60 |
| Certificates of participation in pools of residential mortgages | $1,759,000,000 | 53 |
| Issued or guaranteed by U.S. | $1,759,000,000 | 52 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $872,000,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $849,000,000 | 63 |
| Privately issued | $23,000,000 | 191 |
| 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) | $114,000,000 | 178 |
| Available-for-sale securities (fair market value) | $3,257,000,000 | 61 |
| Total debt securities | $3,370,000,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $198,000,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $3,714,000,000 | 63 |
| U.S. Government securities | $3,513,000,000 | 54 |
| U.S. Treasury securities | $31,000,000 | 137 |
| U.S. Government agency obligations | $3,482,000,000 | 52 |
| Securities issued by states & political subdivisions | $103,000,000 | 192 |
| Other domestic debt securities | $95,000,000 | 167 |
| Privately issued residential mortgage-backed securities | $62,000,000 | 103 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $33,000,000 | 158 |
| Foreign debt securities | $1,000,000 | 85 |
| Equity securities | $2,000,000 | 436 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,137,000,000 | 37 |
| Mortgage-backed securities | $2,748,000,000 | 58 |
| Certificates of participation in pools of residential mortgages | $1,813,000,000 | 50 |
| Issued or guaranteed by U.S. | $1,813,000,000 | 49 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $935,000,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $873,000,000 | 58 |
| Privately issued | $62,000,000 | 99 |
| 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) | $115,000,000 | 172 |
| Available-for-sale securities (fair market value) | $3,599,000,000 | 57 |
| Total debt securities | $3,712,000,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $708,000,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $4,062,000,000 | 60 |
| U.S. Government securities | $3,840,000,000 | 51 |
| U.S. Treasury securities | $31,000,000 | 152 |
| U.S. Government agency obligations | $3,809,000,000 | 49 |
| Securities issued by states & political subdivisions | $121,000,000 | 155 |
| Other domestic debt securities | $98,000,000 | 171 |
| Privately issued residential mortgage-backed securities | $66,000,000 | 106 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $32,000,000 | 163 |
| Foreign debt securities | $1,000,000 | 80 |
| Equity securities | $2,000,000 | 439 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,771,000,000 | 38 |
| Mortgage-backed securities | $2,862,000,000 | 54 |
| Certificates of participation in pools of residential mortgages | $1,864,000,000 | 49 |
| Issued or guaranteed by U.S. | $1,864,000,000 | 48 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $998,000,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $932,000,000 | 55 |
| Privately issued | $66,000,000 | 102 |
| 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) | $115,000,000 | 173 |
| Available-for-sale securities (fair market value) | $3,947,000,000 | 54 |
| Total debt securities | $4,060,000,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $557,000,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $4,273,000,000 | 60 |
| U.S. Government securities | $4,069,000,000 | 47 |
| U.S. Treasury securities | $31,000,000 | 157 |
| U.S. Government agency obligations | $4,038,000,000 | 47 |
| Securities issued by states & political subdivisions | $122,000,000 | 147 |
| Other domestic debt securities | $79,000,000 | 188 |
| Privately issued residential mortgage-backed securities | $71,000,000 | 105 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $8,000,000 | 446 |
| Foreign debt securities | $1,000,000 | 72 |
| Equity securities | $2,000,000 | 443 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,995,000,000 | 37 |
| Mortgage-backed securities | $3,087,000,000 | 51 |
| Certificates of participation in pools of residential mortgages | $1,985,000,000 | 43 |
| Issued or guaranteed by U.S. | $1,985,000,000 | 43 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,102,000,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,031,000,000 | 51 |
| Privately issued | $71,000,000 | 100 |
| 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) | $91,000,000 | 204 |
| Available-for-sale securities (fair market value) | $4,182,000,000 | 54 |
| Total debt securities | $4,271,000,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $442,000,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $4,829,000,000 | 53 |
| U.S. Government securities | $4,531,000,000 | 37 |
| U.S. Treasury securities | $32,000,000 | 146 |
| U.S. Government agency obligations | $4,499,000,000 | 37 |
| Securities issued by states & political subdivisions | $216,000,000 | 77 |
| Other domestic debt securities | $80,000,000 | 185 |
| Privately issued residential mortgage-backed securities | $80,000,000 | 96 |
| 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 | $1,000,000 | 68 |
| Equity securities | $1,000,000 | 637 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,334,000,000 | 33 |
| Mortgage-backed securities | $3,375,000,000 | 47 |
| Certificates of participation in pools of residential mortgages | $2,144,000,000 | 38 |
| Issued or guaranteed by U.S. | $2,144,000,000 | 38 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,231,000,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,151,000,000 | 44 |
| Privately issued | $80,000,000 | 91 |
| 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) | $184,000,000 | 104 |
| Available-for-sale securities (fair market value) | $4,645,000,000 | 52 |
| Total debt securities | $4,828,000,000 | 52 |
| Structured notes | ||
| Amortized cost | $20,000,000 | 281 |
| Fair value | $20,000,000 | 293 |
| Trading account assets | $416,000,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $5,542,000,000 | 44 |
| U.S. Government securities | $5,239,000,000 | 35 |
| U.S. Treasury securities | $134,000,000 | 54 |
| U.S. Government agency obligations | $5,105,000,000 | 35 |
| Securities issued by states & political subdivisions | $214,000,000 | 73 |
| Other domestic debt securities | $86,000,000 | 176 |
| Privately issued residential mortgage-backed securities | $86,000,000 | 98 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $1,000,000 | 68 |
| Equity securities | $2,000,000 | 502 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,480,000,000 | 31 |
| Mortgage-backed securities | $3,594,000,000 | 43 |
| Certificates of participation in pools of residential mortgages | $2,275,000,000 | 38 |
| Issued or guaranteed by U.S. | $2,275,000,000 | 37 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,319,000,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,233,000,000 | 42 |
| Privately issued | $86,000,000 | 94 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $180,000,000 | 110 |
| Available-for-sale securities (fair market value) | $5,362,000,000 | 45 |
| Total debt securities | $5,540,000,000 | 44 |
| Structured notes | ||
| Amortized cost | $22,000,000 | 290 |
| Fair value | $22,000,000 | 295 |
| Trading account assets | $339,000,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $5,544,000,000 | 44 |
| U.S. Government securities | $5,221,000,000 | 35 |
| U.S. Treasury securities | $80,000,000 | 72 |
| U.S. Government agency obligations | $5,141,000,000 | 33 |
| Securities issued by states & political subdivisions | $237,000,000 | 62 |
| Other domestic debt securities | $83,000,000 | 182 |
| Privately issued residential mortgage-backed securities | $83,000,000 | 106 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $1,000,000 | 74 |
| Equity securities | $2,000,000 | 498 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,171,000,000 | 31 |
| Mortgage-backed securities | $3,662,000,000 | 42 |
| Certificates of participation in pools of residential mortgages | $2,334,000,000 | 36 |
| Issued or guaranteed by U.S. | $2,334,000,000 | 34 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,328,000,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,245,000,000 | 40 |
| Privately issued | $83,000,000 | 102 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $180,000,000 | 105 |
| Available-for-sale securities (fair market value) | $5,364,000,000 | 42 |
| Total debt securities | $5,542,000,000 | 44 |
| Structured notes | ||
| Amortized cost | $23,000,000 | 212 |
| Fair value | $24,000,000 | 204 |
| Trading account assets | $323,000,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $5,585,000,000 | 48 |
| U.S. Government securities | $5,253,000,000 | 35 |
| U.S. Treasury securities | $30,000,000 | 124 |
| U.S. Government agency obligations | $5,223,000,000 | 33 |
| Securities issued by states & political subdivisions | $240,000,000 | 61 |
| Other domestic debt securities | $89,000,000 | 185 |
| Privately issued residential mortgage-backed securities | $89,000,000 | 107 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $1,000,000 | 71 |
| Equity securities | $2,000,000 | 510 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,327,000,000 | 34 |
| Mortgage-backed securities | $3,847,000,000 | 38 |
| Certificates of participation in pools of residential mortgages | $2,419,000,000 | 35 |
| Issued or guaranteed by U.S. | $2,419,000,000 | 34 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,428,000,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,339,000,000 | 40 |
| Privately issued | $89,000,000 | 103 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $181,000,000 | 107 |
| Available-for-sale securities (fair market value) | $5,404,000,000 | 46 |
| Total debt securities | $5,583,000,000 | 47 |
| Structured notes | ||
| Amortized cost | $24,000,000 | 136 |
| Fair value | $25,000,000 | 126 |
| Trading account assets | $379,000,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $5,762,000,000 | 45 |
| U.S. Government securities | $5,405,000,000 | 32 |
| U.S. Treasury securities | $31,000,000 | 114 |
| U.S. Government agency obligations | $5,374,000,000 | 29 |
| Securities issued by states & political subdivisions | $259,000,000 | 60 |
| Other domestic debt securities | $96,000,000 | 191 |
| Privately issued residential mortgage-backed securities | $96,000,000 | 111 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $1,000,000 | 75 |
| Equity securities | $1,000,000 | 716 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,588,000,000 | 32 |
| Mortgage-backed securities | $3,995,000,000 | 38 |
| Certificates of participation in pools of residential mortgages | $2,584,000,000 | 34 |
| Issued or guaranteed by U.S. | $2,584,000,000 | 33 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,411,000,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,315,000,000 | 37 |
| Privately issued | $96,000,000 | 108 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $181,000,000 | 112 |
| Available-for-sale securities (fair market value) | $5,581,000,000 | 44 |
| Total debt securities | $5,761,000,000 | 44 |
| Structured notes | ||
| Amortized cost | $26,000,000 | 71 |
| Fair value | $26,000,000 | 71 |
| Trading account assets | $353,000,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $5,835,000,000 | 43 |
| U.S. Government securities | $5,364,000,000 | 30 |
| U.S. Treasury securities | $31,000,000 | 109 |
| U.S. Government agency obligations | $5,333,000,000 | 30 |
| Securities issued by states & political subdivisions | $362,000,000 | 43 |
| Other domestic debt securities | $107,000,000 | 186 |
| Privately issued residential mortgage-backed securities | $104,000,000 | 114 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $3,000,000 | 910 |
| Foreign debt securities | $1,000,000 | 71 |
| Equity securities | $1,000,000 | 765 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,849,000,000 | 30 |
| Mortgage-backed securities | $3,908,000,000 | 34 |
| Certificates of participation in pools of residential mortgages | $2,640,000,000 | 32 |
| Issued or guaranteed by U.S. | $2,640,000,000 | 32 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,268,000,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,164,000,000 | 41 |
| Privately issued | $104,000,000 | 108 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $286,000,000 | 83 |
| Available-for-sale securities (fair market value) | $5,549,000,000 | 41 |
| Total debt securities | $5,834,000,000 | 41 |
| Structured notes | ||
| Amortized cost | $27,000,000 | 43 |
| Fair value | $28,000,000 | 43 |
| Trading account assets | $372,000,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $5,177,000,000 | 49 |
| U.S. Government securities | $4,700,000,000 | 35 |
| U.S. Treasury securities | $33,000,000 | 95 |
| U.S. Government agency obligations | $4,667,000,000 | 33 |
| Securities issued by states & political subdivisions | $363,000,000 | 40 |
| Other domestic debt securities | $112,000,000 | 182 |
| Privately issued residential mortgage-backed securities | $109,000,000 | 122 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,000,000 | 907 |
| Foreign debt securities | $1,000,000 | 64 |
| Equity securities | $1,000,000 | 766 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,532,000,000 | 32 |
| Mortgage-backed securities | $3,382,000,000 | 46 |
| Certificates of participation in pools of residential mortgages | $2,200,000,000 | 35 |
| Issued or guaranteed by U.S. | $2,200,000,000 | 35 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,182,000,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,073,000,000 | 41 |
| Privately issued | $109,000,000 | 116 |
| 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) | $286,000,000 | 82 |
| Available-for-sale securities (fair market value) | $4,891,000,000 | 45 |
| Total debt securities | $5,176,000,000 | 45 |
| Structured notes | ||
| Amortized cost | $29,000,000 | 31 |
| Fair value | $30,000,000 | 30 |
| Trading account assets | $608,000,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $6,840,000,000 | 35 |
| U.S. Government securities | $6,356,000,000 | 26 |
| U.S. Treasury securities | $502,000,000 | 10 |
| U.S. Government agency obligations | $5,854,000,000 | 29 |
| Securities issued by states & political subdivisions | $365,000,000 | 41 |
| Other domestic debt securities | $116,000,000 | 175 |
| Privately issued residential mortgage-backed securities | $113,000,000 | 121 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,000,000 | 886 |
| Foreign debt securities | $2,000,000 | 48 |
| Equity securities | $1,000,000 | 728 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,541,000,000 | 30 |
| Mortgage-backed securities | $1,445,000,000 | 86 |
| Certificates of participation in pools of residential mortgages | $368,000,000 | 152 |
| Issued or guaranteed by U.S. | $368,000,000 | 149 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,077,000,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $964,000,000 | 40 |
| Privately issued | $113,000,000 | 112 |
| 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) | $288,000,000 | 79 |
| Available-for-sale securities (fair market value) | $6,552,000,000 | 35 |
| Total debt securities | $6,839,000,000 | 35 |
| Structured notes | ||
| Amortized cost | $31,000,000 | 37 |
| Fair value | $31,000,000 | 35 |
| Trading account assets | $541,000,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $7,001,000,000 | 37 |
| U.S. Government securities | $6,608,000,000 | 24 |
| U.S. Treasury securities | $464,000,000 | 10 |
| U.S. Government agency obligations | $6,144,000,000 | 25 |
| Securities issued by states & political subdivisions | $267,000,000 | 57 |
| Other domestic debt securities | $124,000,000 | 169 |
| Privately issued residential mortgage-backed securities | $121,000,000 | 117 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,000,000 | 868 |
| Foreign debt securities | $1,000,000 | 60 |
| Equity securities | $1,000,000 | 747 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,783,000,000 | 29 |
| Mortgage-backed securities | $1,487,000,000 | 79 |
| Certificates of participation in pools of residential mortgages | $370,000,000 | 136 |
| Issued or guaranteed by U.S. | $370,000,000 | 131 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,117,000,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $996,000,000 | 35 |
| Privately issued | $121,000,000 | 109 |
| 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) | $687,000,000 | 38 |
| Available-for-sale securities (fair market value) | $6,314,000,000 | 36 |
| Total debt securities | $7,000,000,000 | 37 |
| Structured notes | ||
| Amortized cost | $31,000,000 | 34 |
| Fair value | $32,000,000 | 31 |
| Trading account assets | $352,000,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $6,594,000,000 | 42 |
| U.S. Government securities | $6,161,000,000 | 30 |
| U.S. Treasury securities | $461,000,000 | 11 |
| U.S. Government agency obligations | $5,700,000,000 | 32 |
| Securities issued by states & political subdivisions | $291,000,000 | 53 |
| Other domestic debt securities | $138,000,000 | 169 |
| Privately issued residential mortgage-backed securities | $132,000,000 | 116 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,000,000 | 626 |
| Foreign debt securities | $2,000,000 | 51 |
| Equity securities | $2,000,000 | 759 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,983,000,000 | 27 |
| Mortgage-backed securities | $1,553,000,000 | 79 |
| Certificates of participation in pools of residential mortgages | $381,000,000 | 130 |
| Issued or guaranteed by U.S. | $381,000,000 | 124 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,172,000,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,040,000,000 | 35 |
| Privately issued | $132,000,000 | 104 |
| 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) | $192,000,000 | 103 |
| Available-for-sale securities (fair market value) | $6,402,000,000 | 39 |
| Total debt securities | $6,592,000,000 | 42 |
| Structured notes | ||
| Amortized cost | $32,000,000 | 34 |
| Fair value | $32,000,000 | 32 |
| Trading account assets | $355,000,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $6,645,000,000 | 41 |
| U.S. Government securities | $6,380,000,000 | 26 |
| U.S. Treasury securities | $482,000,000 | 11 |
| U.S. Government agency obligations | $5,898,000,000 | 26 |
| Securities issued by states & political subdivisions | $156,000,000 | 93 |
| Other domestic debt securities | $105,000,000 | 201 |
| Privately issued residential mortgage-backed securities | $99,000,000 | 138 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,000,000 | 618 |
| Foreign debt securities | $2,000,000 | 54 |
| Equity securities | $2,000,000 | 809 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,744,000,000 | 27 |
| Mortgage-backed securities | $1,391,000,000 | 88 |
| Certificates of participation in pools of residential mortgages | $359,000,000 | 143 |
| Issued or guaranteed by U.S. | $359,000,000 | 134 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,032,000,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $933,000,000 | 35 |
| Privately issued | $99,000,000 | 127 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $332,000,000 | 53 |
| Available-for-sale securities (fair market value) | $6,313,000,000 | 41 |
| Total debt securities | $6,643,000,000 | 41 |
| Structured notes | ||
| Amortized cost | $33,000,000 | 37 |
| Fair value | $34,000,000 | 35 |
| Trading account assets | $434,000,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $7,230,000,000 | 37 |
| U.S. Government securities | $6,952,000,000 | 25 |
| U.S. Treasury securities | $471,000,000 | 13 |
| U.S. Government agency obligations | $6,481,000,000 | 25 |
| Securities issued by states & political subdivisions | $158,000,000 | 93 |
| Other domestic debt securities | $116,000,000 | 184 |
| Privately issued residential mortgage-backed securities | $110,000,000 | 129 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,000,000 | 600 |
| Foreign debt securities | $2,000,000 | 53 |
| Equity securities | $2,000,000 | 764 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,879,000,000 | 25 |
| Mortgage-backed securities | $1,461,000,000 | 82 |
| Certificates of participation in pools of residential mortgages | $383,000,000 | 128 |
| Issued or guaranteed by U.S. | $383,000,000 | 122 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,078,000,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $968,000,000 | 32 |
| Privately issued | $110,000,000 | 116 |
| 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) | $283,000,000 | 78 |
| Available-for-sale securities (fair market value) | $6,947,000,000 | 37 |
| Total debt securities | $7,228,000,000 | 37 |
| Structured notes | ||
| Amortized cost | $84,000,000 | 18 |
| Fair value | $84,000,000 | 18 |
| Trading account assets | $651,000,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $7,092,000,000 | 39 |
| U.S. Government securities | $6,810,000,000 | 28 |
| U.S. Treasury securities | $456,000,000 | 16 |
| U.S. Government agency obligations | $6,354,000,000 | 28 |
| Securities issued by states & political subdivisions | $158,000,000 | 96 |
| Other domestic debt securities | $119,000,000 | 181 |
| Privately issued residential mortgage-backed securities | $113,000,000 | 126 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,000,000 | 576 |
| Foreign debt securities | $2,000,000 | 53 |
| Equity securities | $3,000,000 | 609 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,495,000,000 | 24 |
| Mortgage-backed securities | $1,501,000,000 | 79 |
| Certificates of participation in pools of residential mortgages | $389,000,000 | 122 |
| Issued or guaranteed by U.S. | $389,000,000 | 117 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,112,000,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $999,000,000 | 32 |
| Privately issued | $113,000,000 | 114 |
| 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) | $78,000,000 | 249 |
| Available-for-sale securities (fair market value) | $7,014,000,000 | 35 |
| Total debt securities | $7,089,000,000 | 38 |
| Structured notes | ||
| Amortized cost | $210,000,000 | 6 |
| Fair value | $210,000,000 | 6 |
| Trading account assets | $543,000,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $7,251,000,000 | 38 |
| U.S. Government securities | $6,955,000,000 | 24 |
| U.S. Treasury securities | $443,000,000 | 15 |
| U.S. Government agency obligations | $6,512,000,000 | 25 |
| Securities issued by states & political subdivisions | $165,000,000 | 88 |
| Other domestic debt securities | $126,000,000 | 175 |
| Privately issued residential mortgage-backed securities | $117,000,000 | 125 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,000,000 | 424 |
| Foreign debt securities | $2,000,000 | 51 |
| Equity securities | $3,000,000 | 616 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,258,000,000 | 24 |
| Mortgage-backed securities | $1,529,000,000 | 85 |
| Certificates of participation in pools of residential mortgages | $376,000,000 | 131 |
| Issued or guaranteed by U.S. | $376,000,000 | 124 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,153,000,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $1,036,000,000 | 36 |
| Privately issued | $117,000,000 | 111 |
| 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) | $182,000,000 | 115 |
| Available-for-sale securities (fair market value) | $7,069,000,000 | 35 |
| Total debt securities | $7,248,000,000 | 38 |
| Structured notes | ||
| Amortized cost | $212,000,000 | 7 |
| Fair value | $210,000,000 | 7 |
| Trading account assets | $468,000,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $7,376,000,000 | 33 |
| U.S. Government securities | $7,074,000,000 | 25 |
| U.S. Treasury securities | $456,000,000 | 15 |
| U.S. Government agency obligations | $6,618,000,000 | 26 |
| Securities issued by states & political subdivisions | $166,000,000 | 87 |
| Other domestic debt securities | $132,000,000 | 169 |
| Privately issued residential mortgage-backed securities | $123,000,000 | 119 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,000,000 | 436 |
| Foreign debt securities | $2,000,000 | 52 |
| Equity securities | $2,000,000 | 775 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,014,000,000 | 27 |
| Mortgage-backed securities | $1,577,000,000 | 86 |
| Certificates of participation in pools of residential mortgages | $377,000,000 | 131 |
| Issued or guaranteed by U.S. | $376,000,000 | 124 |
| Privately issued | $1,000,000 | 123 |
| Collaterized mortgage obligations | $1,200,000,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $1,078,000,000 | 34 |
| Privately issued | $122,000,000 | 107 |
| 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) | $82,000,000 | 254 |
| Available-for-sale securities (fair market value) | $7,294,000,000 | 31 |
| Total debt securities | $7,374,000,000 | 33 |
| Structured notes | ||
| Amortized cost | $213,000,000 | 7 |
| Fair value | $211,000,000 | 7 |
| Trading account assets | $431,000,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $7,659,000,000 | 33 |
| U.S. Government securities | $7,352,000,000 | 24 |
| U.S. Treasury securities | $456,000,000 | 15 |
| U.S. Government agency obligations | $6,896,000,000 | 25 |
| Securities issued by states & political subdivisions | $167,000,000 | 85 |
| Other domestic debt securities | $136,000,000 | 163 |
| Privately issued residential mortgage-backed securities | $127,000,000 | 116 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,000,000 | 440 |
| Foreign debt securities | $2,000,000 | 52 |
| Equity securities | $2,000,000 | 793 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,268,000,000 | 25 |
| Mortgage-backed securities | $1,625,000,000 | 83 |
| Certificates of participation in pools of residential mortgages | $385,000,000 | 130 |
| Issued or guaranteed by U.S. | $385,000,000 | 126 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,240,000,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $1,113,000,000 | 33 |
| Privately issued | $127,000,000 | 103 |
| 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) | $83,000,000 | 250 |
| Available-for-sale securities (fair market value) | $7,576,000,000 | 31 |
| Total debt securities | $7,657,000,000 | 33 |
| Structured notes | ||
| Amortized cost | $214,000,000 | 7 |
| Fair value | $213,000,000 | 7 |
| Trading account assets | $185,000,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $7,713,000,000 | 36 |
| U.S. Government securities | $7,401,000,000 | 25 |
| U.S. Treasury securities | $459,000,000 | 16 |
| U.S. Government agency obligations | $6,942,000,000 | 26 |
| Securities issued by states & political subdivisions | $167,000,000 | 86 |
| Other domestic debt securities | $141,000,000 | 169 |
| Privately issued residential mortgage-backed securities | $132,000,000 | 121 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,000,000 | 436 |
| Foreign debt securities | $2,000,000 | 55 |
| Equity securities | $2,000,000 | 799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,254,000,000 | 29 |
| Mortgage-backed securities | $1,675,000,000 | 89 |
| Certificates of participation in pools of residential mortgages | $391,000,000 | 131 |
| Issued or guaranteed by U.S. | $390,000,000 | 127 |
| Privately issued | $1,000,000 | 125 |
| Collaterized mortgage obligations | $1,284,000,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $1,153,000,000 | 37 |
| Privately issued | $131,000,000 | 106 |
| 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) | $83,000,000 | 261 |
| Available-for-sale securities (fair market value) | $7,630,000,000 | 34 |
| Total debt securities | $7,711,000,000 | 36 |
| Structured notes | ||
| Amortized cost | $216,000,000 | 6 |
| Fair value | $213,000,000 | 6 |
| Trading account assets | $230,000,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $8,535,000,000 | 32 |
| U.S. Government securities | $8,201,000,000 | 23 |
| U.S. Treasury securities | $444,000,000 | 17 |
| U.S. Government agency obligations | $7,757,000,000 | 23 |
| Securities issued by states & political subdivisions | $166,000,000 | 88 |
| Other domestic debt securities | $164,000,000 | 157 |
| Privately issued residential mortgage-backed securities | $137,000,000 | 116 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,000,000 | 201 |
| Foreign debt securities | $2,000,000 | 56 |
| Equity securities | $2,000,000 | 780 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,616,000,000 | 21 |
| Mortgage-backed securities | $1,855,000,000 | 83 |
| Certificates of participation in pools of residential mortgages | $533,000,000 | 113 |
| Issued or guaranteed by U.S. | $532,000,000 | 108 |
| Privately issued | $1,000,000 | 122 |
| Collaterized mortgage obligations | $1,322,000,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $1,186,000,000 | 37 |
| Privately issued | $136,000,000 | 104 |
| 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) | $202,000,000 | 119 |
| Available-for-sale securities (fair market value) | $8,333,000,000 | 30 |
| Total debt securities | $8,533,000,000 | 32 |
| Structured notes | ||
| Amortized cost | $218,000,000 | 6 |
| Fair value | $213,000,000 | 6 |
| Trading account assets | $235,000,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $9,181,000,000 | 31 |
| U.S. Government securities | $8,850,000,000 | 23 |
| U.S. Treasury securities | $453,000,000 | 20 |
| U.S. Government agency obligations | $8,397,000,000 | 23 |
| Securities issued by states & political subdivisions | $158,000,000 | 90 |
| Other domestic debt securities | $169,000,000 | 157 |
| Privately issued residential mortgage-backed securities | $142,000,000 | 116 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,000,000 | 206 |
| Foreign debt securities | $2,000,000 | 58 |
| Equity securities | $2,000,000 | 813 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,311,000,000 | 21 |
| Mortgage-backed securities | $1,947,000,000 | 79 |
| Certificates of participation in pools of residential mortgages | $566,000,000 | 109 |
| Issued or guaranteed by U.S. | $565,000,000 | 104 |
| Privately issued | $1,000,000 | 121 |
| Collaterized mortgage obligations | $1,381,000,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $1,240,000,000 | 34 |
| Privately issued | $141,000,000 | 104 |
| 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) | $327,000,000 | 78 |
| Available-for-sale securities (fair market value) | $8,854,000,000 | 25 |
| Total debt securities | $9,179,000,000 | 31 |
| Structured notes | ||
| Amortized cost | $220,000,000 | 7 |
| Fair value | $218,000,000 | 7 |
| Trading account assets | $364,000,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $9,082,000,000 | 31 |
| U.S. Government securities | $8,739,000,000 | 22 |
| U.S. Treasury securities | $470,000,000 | 20 |
| U.S. Government agency obligations | $8,269,000,000 | 23 |
| Securities issued by states & political subdivisions | $164,000,000 | 89 |
| Other domestic debt securities | $176,000,000 | 151 |
| Privately issued residential mortgage-backed securities | $149,000,000 | 108 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,000,000 | 211 |
| Foreign debt securities | $2,000,000 | 60 |
| Equity securities | $1,000,000 | 1,089 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,500,000,000 | 22 |
| Mortgage-backed securities | $1,949,000,000 | 84 |
| Certificates of participation in pools of residential mortgages | $575,000,000 | 113 |
| Issued or guaranteed by U.S. | $574,000,000 | 109 |
| Privately issued | $1,000,000 | 116 |
| Collaterized mortgage obligations | $1,374,000,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $1,226,000,000 | 35 |
| Privately issued | $148,000,000 | 98 |
| 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) | $108,000,000 | 203 |
| Available-for-sale securities (fair market value) | $8,974,000,000 | 25 |
| Total debt securities | $9,081,000,000 | 31 |
| Structured notes | ||
| Amortized cost | $252,000,000 | 7 |
| Fair value | $250,000,000 | 7 |
| Trading account assets | $338,000,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $9,268,000,000 | 31 |
| U.S. Government securities | $8,902,000,000 | 20 |
| U.S. Treasury securities | $474,000,000 | 18 |
| U.S. Government agency obligations | $8,428,000,000 | 21 |
| Securities issued by states & political subdivisions | $179,000,000 | 82 |
| Other domestic debt securities | $184,000,000 | 152 |
| Privately issued residential mortgage-backed securities | $157,000,000 | 109 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,000,000 | 214 |
| Foreign debt securities | $2,000,000 | 60 |
| Equity securities | $1,000,000 | 1,115 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,365,000,000 | 22 |
| Mortgage-backed securities | $1,927,000,000 | 82 |
| Certificates of participation in pools of residential mortgages | $578,000,000 | 116 |
| Issued or guaranteed by U.S. | $577,000,000 | 112 |
| Privately issued | $1,000,000 | 120 |
| Collaterized mortgage obligations | $1,349,000,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $1,193,000,000 | 36 |
| Privately issued | $156,000,000 | 98 |
| 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) | $284,000,000 | 94 |
| Available-for-sale securities (fair market value) | $8,984,000,000 | 25 |
| Total debt securities | $9,267,000,000 | 31 |
| Structured notes | ||
| Amortized cost | $205,000,000 | 10 |
| Fair value | $202,000,000 | 10 |
| Trading account assets | $394,000,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $9,426,000,000 | 30 |
| U.S. Government securities | $8,992,000,000 | 19 |
| U.S. Treasury securities | $490,000,000 | 16 |
| U.S. Government agency obligations | $8,502,000,000 | 20 |
| Securities issued by states & political subdivisions | $176,000,000 | 81 |
| Other domestic debt securities | $255,000,000 | 121 |
| Privately issued residential mortgage-backed securities | $169,000,000 | 111 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $86,000,000 | 88 |
| Foreign debt securities | $2,000,000 | 58 |
| Equity securities | $1,000,000 | 1,122 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,304,000,000 | 21 |
| Mortgage-backed securities | $1,961,000,000 | 84 |
| Certificates of participation in pools of residential mortgages | $632,000,000 | 108 |
| Issued or guaranteed by U.S. | $631,000,000 | 106 |
| Privately issued | $1,000,000 | 118 |
| Collaterized mortgage obligations | $1,329,000,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $1,161,000,000 | 35 |
| Privately issued | $168,000,000 | 96 |
| 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) | $122,000,000 | 183 |
| Available-for-sale securities (fair market value) | $9,304,000,000 | 24 |
| Total debt securities | $9,425,000,000 | 30 |
| Structured notes | ||
| Amortized cost | $505,000,000 | 4 |
| Fair value | $502,000,000 | 4 |
| Trading account assets | $284,000,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $8,979,000,000 | 30 |
| U.S. Government securities | $8,530,000,000 | 19 |
| U.S. Treasury securities | $470,000,000 | 18 |
| U.S. Government agency obligations | $8,060,000,000 | 22 |
| Securities issued by states & political subdivisions | $178,000,000 | 81 |
| Other domestic debt securities | $268,000,000 | 114 |
| Privately issued residential mortgage-backed securities | $181,000,000 | 104 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $87,000,000 | 88 |
| Foreign debt securities | $2,000,000 | 63 |
| Equity securities | $1,000,000 | 1,157 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,547,000,000 | 27 |
| Mortgage-backed securities | $2,109,000,000 | 79 |
| Certificates of participation in pools of residential mortgages | $718,000,000 | 105 |
| Issued or guaranteed by U.S. | $717,000,000 | 103 |
| Privately issued | $1,000,000 | 108 |
| Collaterized mortgage obligations | $1,391,000,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $1,211,000,000 | 38 |
| Privately issued | $180,000,000 | 90 |
| 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) | $124,000,000 | 177 |
| Available-for-sale securities (fair market value) | $8,855,000,000 | 25 |
| Total debt securities | $8,978,000,000 | 30 |
| Structured notes | ||
| Amortized cost | $605,000,000 | 3 |
| Fair value | $599,000,000 | 3 |
| Trading account assets | $195,000,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $9,109,000,000 | 31 |
| U.S. Government securities | $8,607,000,000 | 21 |
| U.S. Treasury securities | $469,000,000 | 20 |
| U.S. Government agency obligations | $8,138,000,000 | 21 |
| Securities issued by states & political subdivisions | $218,000,000 | 60 |
| Other domestic debt securities | $281,000,000 | 113 |
| Privately issued residential mortgage-backed securities | $195,000,000 | 99 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $86,000,000 | 90 |
| Foreign debt securities | $2,000,000 | 66 |
| Equity securities | $1,000,000 | 1,205 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,820,000,000 | 25 |
| Mortgage-backed securities | $2,293,000,000 | 79 |
| Certificates of participation in pools of residential mortgages | $793,000,000 | 97 |
| Issued or guaranteed by U.S. | $791,000,000 | 96 |
| Privately issued | $2,000,000 | 86 |
| Collaterized mortgage obligations | $1,500,000,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $1,307,000,000 | 36 |
| Privately issued | $193,000,000 | 85 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $163,000,000 | 143 |
| Available-for-sale securities (fair market value) | $8,946,000,000 | 26 |
| Total debt securities | $9,108,000,000 | 31 |
| Structured notes | ||
| Amortized cost | $505,000,000 | 3 |
| Fair value | $504,000,000 | 3 |
| Trading account assets | $174,000,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $9,303,000,000 | 31 |
| U.S. Government securities | $8,821,000,000 | 22 |
| U.S. Treasury securities | $472,000,000 | 19 |
| U.S. Government agency obligations | $8,349,000,000 | 22 |
| Securities issued by states & political subdivisions | $185,000,000 | 74 |
| Other domestic debt securities | $294,000,000 | 106 |
| Privately issued residential mortgage-backed securities | $208,000,000 | 89 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $86,000,000 | 92 |
| Foreign debt securities | $2,000,000 | 68 |
| Equity securities | $1,000,000 | 1,225 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,101,000,000 | 24 |
| Mortgage-backed securities | $2,380,000,000 | 75 |
| Certificates of participation in pools of residential mortgages | $839,000,000 | 97 |
| Issued or guaranteed by U.S. | $837,000,000 | 94 |
| Privately issued | $2,000,000 | 85 |
| Collaterized mortgage obligations | $1,541,000,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,335,000,000 | 35 |
| Privately issued | $206,000,000 | 78 |
| 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) | $128,000,000 | 174 |
| Available-for-sale securities (fair market value) | $9,175,000,000 | 26 |
| Total debt securities | $9,302,000,000 | 31 |
| Structured notes | ||
| Amortized cost | $550,000,000 | 4 |
| Fair value | $550,000,000 | 4 |
| Trading account assets | $111,000,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $9,150,000,000 | 31 |
| U.S. Government securities | $8,530,000,000 | 23 |
| U.S. Treasury securities | $453,000,000 | 21 |
| U.S. Government agency obligations | $8,077,000,000 | 23 |
| Securities issued by states & political subdivisions | $294,000,000 | 40 |
| Other domestic debt securities | $322,000,000 | 102 |
| Privately issued residential mortgage-backed securities | $222,000,000 | 85 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000,000 | 85 |
| Foreign debt securities | $3,000,000 | 57 |
| Equity securities | $1,000,000 | 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 | $5,825,000,000 | 29 |
| Mortgage-backed securities | $2,461,000,000 | 74 |
| Certificates of participation in pools of residential mortgages | $892,000,000 | 95 |
| Issued or guaranteed by U.S. | $890,000,000 | 92 |
| Privately issued | $2,000,000 | 88 |
| Collaterized mortgage obligations | $1,569,000,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,349,000,000 | 33 |
| Privately issued | $220,000,000 | 76 |
| 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) | $254,000,000 | 97 |
| Available-for-sale securities (fair market value) | $8,896,000,000 | 27 |
| Total debt securities | $9,149,000,000 | 31 |
| Structured notes | ||
| Amortized cost | $700,000,000 | 4 |
| Fair value | $697,000,000 | 4 |
| Trading account assets | $98,000,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $9,225,000,000 | 31 |
| U.S. Government securities | $8,600,000,000 | 24 |
| U.S. Treasury securities | $484,000,000 | 19 |
| U.S. Government agency obligations | $8,116,000,000 | 24 |
| Securities issued by states & political subdivisions | $259,000,000 | 46 |
| Other domestic debt securities | $362,000,000 | 94 |
| Privately issued residential mortgage-backed securities | $261,000,000 | 83 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $101,000,000 | 87 |
| Foreign debt securities | $3,000,000 | 61 |
| Equity securities | $1,000,000 | 1,324 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,151,000,000 | 29 |
| Mortgage-backed securities | $2,319,000,000 | 72 |
| Certificates of participation in pools of residential mortgages | $639,000,000 | 114 |
| Issued or guaranteed by U.S. | $637,000,000 | 109 |
| Privately issued | $2,000,000 | 91 |
| Collaterized mortgage obligations | $1,680,000,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,421,000,000 | 31 |
| Privately issued | $259,000,000 | 74 |
| 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) | $217,000,000 | 111 |
| Available-for-sale securities (fair market value) | $9,008,000,000 | 28 |
| Total debt securities | $9,224,000,000 | 31 |
| Structured notes | ||
| Amortized cost | $650,000,000 | 3 |
| Fair value | $653,000,000 | 3 |
| Trading account assets | $402,000,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $9,135,000,000 | 30 |
| U.S. Government securities | $8,534,000,000 | 22 |
| U.S. Treasury securities | $468,000,000 | 18 |
| U.S. Government agency obligations | $8,066,000,000 | 25 |
| Securities issued by states & political subdivisions | $195,000,000 | 63 |
| Other domestic debt securities | $402,000,000 | 72 |
| Privately issued residential mortgage-backed securities | $277,000,000 | 54 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $125,000,000 | 77 |
| Foreign debt securities | $3,000,000 | 65 |
| Equity securities | $1,000,000 | 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 | $5,117,000,000 | 27 |
| Mortgage-backed securities | $2,410,000,000 | 68 |
| Certificates of participation in pools of residential mortgages | $667,000,000 | 112 |
| Issued or guaranteed by U.S. | $665,000,000 | 108 |
| Privately issued | $2,000,000 | 105 |
| Collaterized mortgage obligations | $1,743,000,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,468,000,000 | 39 |
| Privately issued | $275,000,000 | 46 |
| 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) | $152,000,000 | 151 |
| Available-for-sale securities (fair market value) | $8,983,000,000 | 29 |
| Total debt securities | $9,134,000,000 | 30 |
| Structured notes | ||
| Amortized cost | $625,000,000 | 3 |
| Fair value | $624,000,000 | 3 |
| Trading account assets | $364,000,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $9,509,000,000 | 27 |
| U.S. Government securities | $8,922,000,000 | 22 |
| U.S. Treasury securities | $519,000,000 | 16 |
| U.S. Government agency obligations | $8,403,000,000 | 22 |
| Securities issued by states & political subdivisions | $208,000,000 | 57 |
| Other domestic debt securities | $375,000,000 | 73 |
| Privately issued residential mortgage-backed securities | $249,000,000 | 56 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $126,000,000 | 80 |
| Foreign debt securities | $3,000,000 | 66 |
| Equity securities | $1,000,000 | 1,361 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,118,000,000 | 21 |
| Mortgage-backed securities | $2,536,000,000 | 65 |
| Certificates of participation in pools of residential mortgages | $703,000,000 | 103 |
| Issued or guaranteed by U.S. | $700,000,000 | 102 |
| Privately issued | $3,000,000 | 88 |
| Collaterized mortgage obligations | $1,833,000,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $1,587,000,000 | 33 |
| Privately issued | $246,000,000 | 46 |
| 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) | $161,000,000 | 142 |
| Available-for-sale securities (fair market value) | $9,348,000,000 | 26 |
| Total debt securities | $9,508,000,000 | 28 |
| Structured notes | ||
| Amortized cost | $300,000,000 | 5 |
| Fair value | $300,000,000 | 5 |
| Trading account assets | $277,000,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $10,334,000,000 | 25 |
| U.S. Government securities | $9,644,000,000 | 20 |
| U.S. Treasury securities | $539,000,000 | 16 |
| U.S. Government agency obligations | $9,105,000,000 | 20 |
| Securities issued by states & political subdivisions | $154,000,000 | 86 |
| Other domestic debt securities | $532,000,000 | 55 |
| Privately issued residential mortgage-backed securities | $395,000,000 | 44 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $137,000,000 | 73 |
| Foreign debt securities | $3,000,000 | 65 |
| Equity securities | $1,000,000 | 1,383 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,929,000,000 | 18 |
| Mortgage-backed securities | $2,945,000,000 | 59 |
| Certificates of participation in pools of residential mortgages | $731,000,000 | 92 |
| Issued or guaranteed by U.S. | $728,000,000 | 91 |
| Privately issued | $3,000,000 | 90 |
| Collaterized mortgage obligations | $2,214,000,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $1,822,000,000 | 33 |
| Privately issued | $392,000,000 | 38 |
| 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) | $159,000,000 | 142 |
| Available-for-sale securities (fair market value) | $10,175,000,000 | 24 |
| Total debt securities | $10,333,000,000 | 24 |
| Structured notes | ||
| Amortized cost | $575,000,000 | 2 |
| Fair value | $575,000,000 | 2 |
| Trading account assets | $278,000,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $9,180,000,000 | 28 |
| U.S. Government securities | $8,705,000,000 | 23 |
| U.S. Treasury securities | $301,000,000 | 28 |
| U.S. Government agency obligations | $8,404,000,000 | 23 |
| Securities issued by states & political subdivisions | $138,000,000 | 93 |
| Other domestic debt securities | $333,000,000 | 76 |
| Privately issued residential mortgage-backed securities | $195,000,000 | 64 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $138,000,000 | 71 |
| Foreign debt securities | $3,000,000 | 65 |
| Equity securities | $1,000,000 | 1,396 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,142,000,000 | 22 |
| Mortgage-backed securities | $2,701,000,000 | 63 |
| Certificates of participation in pools of residential mortgages | $772,000,000 | 89 |
| Issued or guaranteed by U.S. | $768,000,000 | 87 |
| Privately issued | $4,000,000 | 84 |
| Collaterized mortgage obligations | $1,929,000,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,738,000,000 | 30 |
| Privately issued | $191,000,000 | 57 |
| 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) | $141,000,000 | 155 |
| Available-for-sale securities (fair market value) | $9,039,000,000 | 27 |
| Total debt securities | $9,179,000,000 | 28 |
| Structured notes | ||
| Amortized cost | $707,000,000 | 1 |
| Fair value | $709,000,000 | 2 |
| Trading account assets | $237,000,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $9,547,000,000 | 25 |
| U.S. Government securities | $9,086,000,000 | 18 |
| U.S. Treasury securities | $304,000,000 | 26 |
| U.S. Government agency obligations | $8,782,000,000 | 18 |
| Securities issued by states & political subdivisions | $146,000,000 | 84 |
| Other domestic debt securities | $312,000,000 | 75 |
| Privately issued residential mortgage-backed securities | $162,000,000 | 67 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000,000 | 61 |
| Foreign debt securities | $3,000,000 | 62 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,195,000,000 | 20 |
| Mortgage-backed securities | $2,901,000,000 | 58 |
| Certificates of participation in pools of residential mortgages | $822,000,000 | 89 |
| Issued or guaranteed by U.S. | $818,000,000 | 85 |
| Privately issued | $4,000,000 | 82 |
| Collaterized mortgage obligations | $2,079,000,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $1,921,000,000 | 28 |
| Privately issued | $158,000,000 | 63 |
| 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) | $152,000,000 | 143 |
| Available-for-sale securities (fair market value) | $9,395,000,000 | 24 |
| Total debt securities | $9,547,000,000 | 25 |
| Structured notes | ||
| Amortized cost | $957,000,000 | 3 |
| Fair value | $962,000,000 | 3 |
| Trading account assets | $163,000,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $8,827,000,000 | 23 |
| U.S. Government securities | $8,176,000,000 | 19 |
| U.S. Treasury securities | $518,000,000 | 15 |
| U.S. Government agency obligations | $7,658,000,000 | 20 |
| Securities issued by states & political subdivisions | $179,000,000 | 63 |
| Other domestic debt securities | $469,000,000 | 67 |
| Privately issued residential mortgage-backed securities | $320,000,000 | 49 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $149,000,000 | 63 |
| Foreign debt securities | $3,000,000 | 66 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,726,000,000 | 17 |
| Mortgage-backed securities | $2,585,000,000 | 56 |
| Certificates of participation in pools of residential mortgages | $370,000,000 | 145 |
| Issued or guaranteed by U.S. | $364,000,000 | 142 |
| Privately issued | $6,000,000 | 72 |
| Collaterized mortgage obligations | $2,215,000,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $1,901,000,000 | 20 |
| Privately issued | $314,000,000 | 44 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $575,000,000 | 44 |
| Available-for-sale securities (fair market value) | $8,252,000,000 | 23 |
| Total debt securities | $8,827,000,000 | 23 |
| Structured notes | ||
| Amortized cost | $260,000,000 | 2 |
| Fair value | $254,000,000 | 2 |
| Trading account assets | $27,000,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $8,489,000,000 | 28 |
| U.S. Government securities | $7,886,000,000 | 18 |
| U.S. Treasury securities | $1,026,000,000 | 8 |
| U.S. Government agency obligations | $6,860,000,000 | 20 |
| Securities issued by states & political subdivisions | $291,000,000 | 36 |
| Other domestic debt securities | $244,000,000 | 88 |
| Privately issued residential mortgage-backed securities | $208,000,000 | 54 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $36,000,000 | 264 |
| Foreign debt securities | $3,000,000 | 66 |
| Equity securities | $65,000,000 | 118 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,098,000,000 | 20 |
| Mortgage-backed securities | $2,223,000,000 | 58 |
| Certificates of participation in pools of residential mortgages | $679,000,000 | 89 |
| Issued or guaranteed by U.S. | $671,000,000 | 84 |
| Privately issued | $8,000,000 | 64 |
| Collaterized mortgage obligations | $1,544,000,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $1,344,000,000 | 25 |
| Privately issued | $200,000,000 | 49 |
| 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) | $237,000,000 | 122 |
| Available-for-sale securities (fair market value) | $8,252,000,000 | 21 |
| Total debt securities | $8,424,000,000 | 26 |
| Structured notes | ||
| Amortized cost | $117,000,000 | 4 |
| Fair value | $118,000,000 | 4 |
| Trading account assets | $21,000,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $7,116,000,000 | 24 |
| U.S. Government securities | $6,670,000,000 | 16 |
| U.S. Treasury securities | $1,908,000,000 | 7 |
| U.S. Government agency obligations | $4,762,000,000 | 25 |
| Securities issued by states & political subdivisions | $219,000,000 | 42 |
| Other domestic debt securities | $157,000,000 | 136 |
| Privately issued residential mortgage-backed securities | $135,000,000 | 80 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,000,000 | 397 |
| Foreign debt securities | $5,000,000 | 54 |
| Equity securities | $65,000,000 | 107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,163,000,000 | 17 |
| Mortgage-backed securities | $1,653,000,000 | 73 |
| Certificates of participation in pools of residential mortgages | $474,000,000 | 122 |
| Issued or guaranteed by U.S. | $464,000,000 | 121 |
| Privately issued | $10,000,000 | 64 |
| Collaterized mortgage obligations | $1,179,000,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $1,054,000,000 | 32 |
| Privately issued | $125,000,000 | 74 |
| 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) | $186,000,000 | 161 |
| Available-for-sale securities (fair market value) | $6,930,000,000 | 18 |
| Total debt securities | $7,051,000,000 | 23 |
| Structured notes | ||
| Amortized cost | $144,000,000 | 3 |
| Fair value | $139,000,000 | 3 |
| Trading account assets | $25,000,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |